LQD 期权链 iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · 截至 15:40 UTC
每行对应一个行权价。左半部分为call,右半部分为put。买价/卖价为买卖双方当前报价;成交量为本交易日已成交合约数;未平仓量为持仓合约数。高亮行最接近当前股价。
本到期日定价的波动幅度约为 ±2.1% (100.88–105.20) · ATM IV 8.7% · P/C 未平仓量 0.68
| 看涨期权 | 行权价 | 认沽期权 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 买价 | 提问 | 成交量 | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | 买价 | 提问 | 成交量 | OI | IV | Δ | Γ | Θ | |
| 22.95 | 23.30 | 34.6% | 1.00 | 0.0004 | 0.000 | 80 | 0 | 0.0200 | 31.9% | -0.00 | 0.0012 | -0.002 | ||||
| 17.95 | 18.30 | 1.00 | 0.0009 | 0.000 | 85 | 0.0100 | 0.0300 | 51 | 26.8% | -0.01 | 0.0024 | -0.002 | ||||
| 12.95 | 13.30 | 1.00 | 0.0026 | 0.000 | 90 | 0.0100 | 0.0400 | 104 | 20.2% | -0.01 | 0.0055 | -0.003 | ||||
| 12.00 | 12.30 | 20.2% | 0.99 | 0.0033 | -0.000 | 91 | 0.0200 | 0.0500 | 1 | 19.6% | -0.02 | 0.0067 | -0.004 | |||
| 11.00 | 11.30 | 18.3% | 0.99 | 0.0043 | -0.001 | 92 | 0.0200 | 0.0500 | 15.0K | 1 | 18.1% | -0.02 | 0.0082 | -0.004 | ||
| 10.00 | 10.30 | 16.5% | 0.99 | 0.0056 | -0.001 | 93 | 0.0300 | 0.0600 | 17.2% | -0.02 | 0.0102 | -0.004 | ||||
| 9.00 | 9.30 | 14.6% | 0.99 | 0.0075 | -0.001 | 94 | 0.0400 | 0.0700 | 16.2% | -0.03 | 0.0129 | -0.005 | ||||
| 8.00 | 8.30 | 12.7% | 0.99 | 0.0103 | -0.002 | 95 | 0.0500 | 0.0800 | 847 | 15.0% | -0.03 | 0.0166 | -0.005 | |||
| 7.00 | 7.30 | 10.5% | 0.98 | 0.0147 | -0.003 | 96 | 0.0600 | 0.0900 | 12.6K | 13.8% | -0.04 | 0.0220 | -0.006 | |||
| 6.05 | 6.30 | 12.4% | 0.97 | 0.0216 | -0.004 | 97 | 0.0800 | 0.1100 | 9 | 12.7% | -0.06 | 0.0298 | -0.007 | |||
| 5.60 | 5.80 | 12.7% | 0.96 | 0.0266 | -0.005 | 97.5 | 0.0900 | 0.1300 | 12.2% | -0.07 | 0.0350 | -0.007 | ||||
| 5.10 | 5.30 | 5 | 11.8% | 0.96 | 0.0331 | -0.006 | 98 | 0.1100 | 0.1500 | 1,002 | 11.7% | -0.08 | 0.0416 | -0.008 | ||
| 4.60 | 4.80 | 10.8% | 0.94 | 0.0414 | -0.007 | 98.5 | 0.1300 | 0.1700 | 11.2% | -0.09 | 0.0491 | -0.009 | ||||
| 4.15 | 4.35 | 1 | 3 | 11.3% | 0.93 | 0.0520 | -0.008 | 99 | 0.1500 | 0.2000 | 20.6K | 10.7% | -0.11 | 0.0586 | -0.010 | |
| 3.70 | 3.85 | 10.8% | 0.91 | 0.0650 | -0.010 | 99.5 | 0.2000 | 0.2400 | 10.4% | -0.14 | 0.0698 | -0.011 | ||||
| 3.20 | 3.35 | 9 | 9.7% | 0.88 | 0.0809 | -0.011 | 100 | 0.2600 | 0.3000 | 1 | 33.2K | 10.1% | -0.17 | 0.0828 | -0.012 | |
| 2.79 | 2.88 | 9.6% | 0.84 | 0.0992 | -0.013 | 100.5 | 0.3300 | 0.3900 | 9.9% | -0.21 | 0.0974 | -0.013 | ||||
| 2.37 | 2.45 | 2 | 9.3% | 0.79 | 0.1179 | -0.015 | 101 | 0.4300 | 0.4500 | 57 | 38.3K | 9.5% | -0.26 | 0.1126 | -0.015 | |
| 1.97 | 2.05 | 9.1% | 0.74 | 0.1359 | -0.017 | 101.5 | 0.5500 | 0.6000 | 9.3% | -0.31 | 0.1276 | -0.016 | ||||
| 1.61 | 1.68 | 19.1K | 8.9% | 0.67 | 0.1508 | -0.018 | 102 | 0.7000 | 0.7600 | 46.3K | 9.2% | -0.38 | 0.1408 | -0.017 | ||
| 1.29 | 1.35 | 8.8% | 0.59 | 0.1610 | -0.018 | 102.5 | 0.8800 | 0.9400 | 8.9% | -0.45 | 0.1511 | -0.017 | ||||
| 1.00 | 1.05 | 24.1K | 8.6% | 0.51 | 0.1653 | -0.018 | 103 | 1.11 | 1.17 | 3 | 20.4K | 8.8% | -0.52 | 0.1572 | -0.017 | |
| 0.7600 | 0.8000 | 17 | 8.5% | 0.43 | 0.1629 | -0.017 | 103.5 | 1.37 | 1.44 | 1 | 8.6% | -0.60 | 0.1575 | -0.016 | ||
| 0.5600 | 0.5900 | 1 | 22.2K | 8.3% | 0.35 | 0.1531 | -0.015 | 104 | 1.68 | 1.76 | 26.5K | 8.5% | -0.68 | 0.1503 | -0.015 | |
| 0.4000 | 0.4400 | 8.3% | 0.28 | 0.1372 | -0.013 | 104.5 | 2.04 | 2.12 | 8.5% | -0.76 | 0.1357 | -0.013 | ||||
| 0.2700 | 0.2900 | 1 | 149.4K | 8.1% | 0.21 | 0.1179 | -0.011 | 105 | 2.42 | 2.52 | 71.0K | 8.4% | -0.82 | 0.1162 | -0.011 | |
| 0.1800 | 0.2200 | 8.2% | 0.16 | 0.0977 | -0.009 | 105.5 | 2.84 | 2.94 | 8.4% | -0.87 | 0.0943 | -0.009 | ||||
| 0.1200 | 0.1400 | 2 | 25.6K | 8.1% | 0.11 | 0.0780 | -0.007 | 106 | 3.20 | 3.40 | 10.7K | 7.5% | -0.92 | 0.0720 | -0.006 | |
| 0.0700 | 0.1000 | 8.1% | 0.08 | 0.0598 | -0.005 | 106.5 | 3.65 | 3.90 | 7.6% | -0.95 | 0.0517 | -0.004 | ||||
| 0.0400 | 0.0700 | 60.8K | 8.1% | 0.05 | 0.0445 | -0.004 | 107 | 4.15 | 4.35 | 343 | 6.9% | -0.97 | 0.0353 | -0.003 | ||
| 0.0200 | 0.0500 | 8.1% | 0.04 | 0.0327 | -0.003 | 107.5 | 4.65 | 4.85 | 7.6% | -0.98 | 0.0236 | -0.002 | ||||
| 0.0100 | 0.0400 | 101.8K | 8.3% | 0.03 | 0.0245 | -0.002 | 108 | 5.10 | 5.45 | 276 | 10.0% | -0.99 | 0.0164 | -0.001 | ||
| 0.0100 | 0.0300 | 8.7% | 0.02 | 0.0194 | -0.002 | 108.5 | 5.60 | 5.85 | -0.99 | 0.0122 | -0.001 | |||||
| 0.0100 | 0.0300 | 23.6K | 9.3% | 0.02 | 0.0161 | -0.002 | 109 | 6.10 | 6.45 | 10.0K | 11.5% | -0.99 | 0.0098 | -0.000 | ||
| 0.0100 | 0.0300 | 10.0% | 0.02 | 0.0138 | -0.002 | 109.5 | 6.60 | 6.85 | -0.99 | 0.0083 | -0.000 | |||||
| 0 | 0.0200 | 234 | 9.7% | 0.02 | 0.0121 | -0.002 | 110 | 7.10 | 7.40 | 6,908 | 11.2% | -0.99 | 0.0073 | -0.000 | ||
| 0 | 0.0200 | 177 | 10.8% | 0.01 | 0.0097 | -0.002 | 111 | 8.10 | 8.45 | 2 | 14.4% | -0.99 | 0.0058 | 0.000 | ||
| 0 | 0.0200 | 18 | 11.9% | 0.01 | 0.0080 | -0.002 | 112 | 9.10 | 9.40 | 99 | 14.1% | -0.99 | 0.0048 | 0.000 | ||
| 0 | 0.0200 | 10.9K | 13.0% | 0.01 | 0.0066 | -0.002 | 113 | 10.10 | 10.45 | 2 | 17.3% | -0.99 | 0.0040 | 0.000 | ||
| 0 | 0.0200 | 14.0% | 0.01 | 0.0056 | -0.002 | 114 | 11.10 | 11.45 | 2 | 18.7% | -1.00 | 0.0034 | 0.000 | |||
| 0 | 0.0200 | 15.1% | 0.01 | 0.0048 | -0.002 | 115 | 12.10 | 12.40 | 1 | 18.2% | -1.00 | 0.0029 | 0.000 | |||
| 0 | 0.0200 | 2 | 16.1% | 0.01 | 0.0042 | -0.002 | 116 | 13.10 | 13.40 | 1 | 19.6% | -1.00 | 0.0025 | 0.000 | ||
| 0 | 0.0200 | 17.1% | 0.01 | 0.0036 | -0.002 | 117 | 14.10 | 14.45 | 2 | 22.8% | -1.00 | 0.0022 | 0.000 | |||
| 0 | 0.0200 | 18.1% | 0.01 | 0.0032 | -0.001 | 118 | 15.10 | 15.45 | 4 | 24.1% | -1.00 | 0.0019 | 0.000 | |||
| 0 | 0.0200 | 19.1% | 0.01 | 0.0028 | -0.001 | 119 | 16.10 | 16.40 | 1 | 23.5% | -1.00 | 0.0017 | 0.000 | |||
| 0 | 0.0200 | 20.1% | 0.01 | 0.0025 | -0.001 | 120 | 17.10 | 17.45 | 3 | 26.7% | -1.00 | 0.0015 | 0.000 | |||
| 0 | 0.0200 | 21.0% | 0.01 | 0.0022 | -0.001 | 121 | 18.10 | 18.40 | 26.1% | -1.00 | 0.0013 | 0.000 | ||||
| 0 | 0.0200 | 22.0% | 0.00 | 0.0020 | -0.001 | 122 | 19.10 | 19.40 | 3 | 27.4% | -1.00 | 0.0012 | 0.000 | |||
| 0 | 0.0200 | 22.9% | 0.00 | 0.0018 | -0.001 | 123 | 20.10 | 20.45 | 30.6% | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0200 | 23.8% | 0.00 | 0.0016 | -0.001 | 124 | 21.10 | 21.45 | 31.8% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.0200 | 24.7% | 0.00 | 0.0015 | -0.001 | 125 | 22.10 | 22.40 | 1 | 31.1% | -1.00 | 0.0008 | 0.000 | |||
| 0 | 0.0200 | 29.1% | 0.00 | 0.0009 | -0.001 | 130 | 27.10 | 27.35 | 34.3% | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 0.0200 | 33.2% | 0.00 | 0.0006 | -0.001 | 135 | 32.05 | 32.35 | 35.4% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.0200 | 37.2% | 0.00 | 0.0004 | -0.001 | 140 | 37.05 | 37.30 | -1.00 | 0.0002 | 0.000 | |||||
| 0 | 0.0200 | 40.9% | 0.00 | 0.0003 | -0.001 | 145 | 42.05 | 42.30 | 38.9% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.0200 | 44.5% | 0.00 | 0.0002 | -0.000 | 150 | 47.05 | 47.30 | 48.1% | -1.00 | 0.0001 | 0.000 | ||||
显示的行权价:标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)(call)或 max(0, 行权价 − 价格)(put);时间价值 = 期权价格 − 内在价值。 希腊字母及隐含波动率来自交易所数据源的计算结果。