MCD 期权链 McDonald's Corporation
Cboe delayed options data · 截至 00:40 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 ±18.2% (198.62–286.96) · ATM IV 24.2% · P/C 未平仓量 0.55
| 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 | |
| 97.80 | 102.00 | 1 | 31.2% | 0.99 | 0.0007 | 0.000 | 145 | 0.2900 | 0.7300 | 5 | 29.0% | -0.02 | 0.0008 | -0.005 | ||
| 93.50 | 97.50 | 5 | 32.1% | 0.98 | 0.0008 | 0.000 | 150 | 0.5200 | 0.8800 | 20 | 28.9% | -0.03 | 0.0009 | -0.006 | ||
| 89.50 | 92.40 | 9 | 31.6% | 0.98 | 0.0010 | 0.000 | 155 | 0.7500 | 0.9600 | 342 | 28.3% | -0.03 | 0.0011 | -0.007 | ||
| 84.95 | 87.40 | 50 | 29.9% | 0.97 | 0.0012 | 0.000 | 160 | 0.8800 | 1.22 | 163 | 27.7% | -0.04 | 0.0014 | -0.008 | ||
| 80.05 | 83.20 | 29.2% | 0.96 | 0.0015 | 0.000 | 165 | 1.04 | 1.63 | 57 | 27.4% | -0.05 | 0.0016 | -0.009 | |||
| 75.80 | 78.30 | 9 | 28.3% | 0.95 | 0.0018 | 0.000 | 170 | 1.45 | 1.85 | 486 | 27.0% | -0.06 | 0.0019 | -0.010 | ||
| 71.20 | 73.90 | 4 | 27.6% | 0.94 | 0.0021 | -0.001 | 175 | 1.71 | 2.24 | 667 | 26.4% | -0.07 | 0.0022 | -0.012 | ||
| 66.85 | 69.45 | 11 | 27.0% | 0.93 | 0.0025 | -0.003 | 180 | 2.16 | 2.63 | 72 | 26.0% | -0.08 | 0.0026 | -0.013 | ||
| 62.95 | 65.05 | 3 | 27.0% | 0.91 | 0.0029 | -0.006 | 185 | 2.85 | 3.25 | 2 | 22 | 26.0% | -0.10 | 0.0030 | -0.015 | |
| 58.65 | 60.85 | 19 | 26.4% | 0.90 | 0.0033 | -0.008 | 190 | 3.50 | 4.00 | 5 | 78 | 25.8% | -0.12 | 0.0034 | -0.017 | |
| 54.60 | 57.10 | 16 | 26.5% | 0.88 | 0.0037 | -0.011 | 195 | 4.25 | 4.65 | 2 | 986 | 25.4% | -0.14 | 0.0039 | -0.019 | |
| 50.85 | 52.25 | 92 | 25.5% | 0.85 | 0.0042 | -0.013 | 200 | 5.15 | 5.65 | 60 | 459 | 25.3% | -0.16 | 0.0044 | -0.020 | |
| 43.45 | 45.20 | 49 | 25.4% | 0.80 | 0.0051 | -0.018 | 210 | 6.85 | 8.60 | 56 | 488 | 25.0% | -0.22 | 0.0053 | -0.024 | |
| 36.65 | 38.45 | 1 | 103 | 25.1% | 0.74 | 0.0059 | -0.022 | 220 | 9.95 | 11.00 | 14 | 243 | 24.5% | -0.28 | 0.0062 | -0.027 |
| 30.10 | 31.85 | 9 | 307 | 24.3% | 0.68 | 0.0066 | -0.026 | 230 | 13.85 | 14.65 | 7 | 373 | 24.5% | -0.34 | 0.0069 | -0.029 |
| 25.15 | 26.30 | 9 | 368 | 24.4% | 0.61 | 0.0071 | -0.028 | 240 | 18.00 | 18.90 | 4 | 1,077 | 24.1% | -0.42 | 0.0075 | -0.031 |
| 20.60 | 21.60 | 105 | 729 | 24.3% | 0.54 | 0.0074 | -0.030 | 250 | 23.25 | 25.00 | 12 | 464 | 24.6% | -0.49 | 0.0079 | -0.031 |
| 16.25 | 17.25 | 22 | 628 | 23.8% | 0.47 | 0.0074 | -0.030 | 260 | 28.75 | 30.05 | 131 | 23.8% | -0.57 | 0.0081 | -0.031 | |
| 12.95 | 13.90 | 4 | 863 | 23.8% | 0.40 | 0.0073 | -0.030 | 270 | 35.25 | 36.70 | 37 | 23.7% | -0.64 | 0.0081 | -0.030 | |
| 10.30 | 11.00 | 4 | 1,161 | 23.8% | 0.34 | 0.0069 | -0.028 | 280 | 42.55 | 44.25 | 53 | 23.8% | -0.71 | 0.0080 | -0.028 | |
| 8.00 | 8.90 | 5 | 633 | 23.8% | 0.29 | 0.0064 | -0.026 | 290 | 50.25 | 52.20 | 5 | 23.6% | -0.78 | 0.0076 | -0.026 | |
| 6.25 | 7.65 | 77 | 4,778 | 24.3% | 0.24 | 0.0058 | -0.024 | 300 | 58.30 | 60.60 | 16 | 23.1% | -0.84 | 0.0068 | -0.021 | |
| 4.80 | 5.60 | 228 | 23.9% | 0.19 | 0.0052 | -0.021 | 310 | 67.65 | 70.00 | 2 | 24.1% | -0.89 | 0.0057 | -0.015 | ||
| 3.70 | 4.30 | 176 | 23.9% | 0.16 | 0.0045 | -0.019 | 320 | 76.80 | 79.40 | 88 | 24.1% | -0.93 | 0.0044 | -0.008 | ||
| 3.00 | 3.45 | 4 | 66 | 24.2% | 0.13 | 0.0039 | -0.017 | 330 | 86.35 | 89.00 | 11 | 24.4% | -0.96 | 0.0034 | -0.002 | |
| 2.12 | 2.81 | 77 | 24.2% | 0.11 | 0.0034 | -0.015 | 340 | 96.00 | 98.80 | 24.6% | -0.98 | 0.0037 | 0.000 | |||
| 1.86 | 2.31 | 394 | 24.7% | 0.09 | 0.0029 | -0.013 | 350 | 105.05 | 109.25 | -1.00 | 0.0004 | -0.024 | ||||
| 1.37 | 1.85 | 1 | 153 | 24.8% | 0.07 | 0.0025 | -0.011 | 360 | 115.20 | 119.50 | -1.00 | 0.0000 | -0.041 | |||
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。