MCD 期权链 McDonald's Corporation
Cboe delayed options data · 截至 15:39 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 ±20.3% (196.94–297.39) · ATM IV 24.1% · P/C 未平仓量 0.58
| 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 | |
| 112.05 | 115.65 | 30.7% | 0.99 | 0.0005 | 0.000 | 135 | 0.4900 | 0.7600 | 30.7% | -0.02 | 0.0006 | -0.004 | ||||
| 107.50 | 110.80 | 2 | 29.4% | 0.99 | 0.0006 | 0.000 | 140 | 0.6100 | 0.9100 | 8 | 30.2% | -0.02 | 0.0007 | -0.005 | ||
| 102.50 | 105.85 | 1 | 3 | 25.4% | 0.98 | 0.0008 | 0.000 | 145 | 0.7500 | 1.03 | 18 | 29.4% | -0.03 | 0.0008 | -0.005 | |
| 98.00 | 101.30 | 107 | 26.1% | 0.98 | 0.0009 | 0.000 | 150 | 0.7500 | 1.24 | 244 | 28.5% | -0.03 | 0.0010 | -0.006 | ||
| 93.50 | 96.60 | 6 | 25.6% | 0.97 | 0.0011 | 0.000 | 155 | 0.9500 | 1.58 | 72 | 28.3% | -0.04 | 0.0012 | -0.007 | ||
| 89.10 | 92.30 | 4 | 26.3% | 0.96 | 0.0013 | 0.000 | 160 | 1.23 | 1.89 | 47 | 27.9% | -0.05 | 0.0014 | -0.008 | ||
| 84.75 | 88.45 | 1 | 27.5% | 0.95 | 0.0015 | 0.000 | 165 | 1.54 | 2.07 | 46 | 27.3% | -0.06 | 0.0016 | -0.009 | ||
| 80.80 | 83.95 | 13 | 27.6% | 0.94 | 0.0018 | 0.000 | 170 | 1.93 | 2.67 | 81 | 27.3% | -0.07 | 0.0019 | -0.010 | ||
| 76.25 | 79.00 | 10 | 26.0% | 0.93 | 0.0020 | -0.001 | 175 | 2.38 | 3.15 | 41 | 27.0% | -0.08 | 0.0021 | -0.011 | ||
| 71.75 | 74.60 | 80 | 25.2% | 0.92 | 0.0023 | -0.003 | 180 | 2.90 | 3.65 | 174 | 26.6% | -0.09 | 0.0024 | -0.013 | ||
| 67.65 | 70.45 | 33 | 25.1% | 0.91 | 0.0026 | -0.005 | 185 | 3.50 | 4.15 | 194 | 26.2% | -0.11 | 0.0028 | -0.014 | ||
| 64.30 | 66.50 | 1 | 18 | 25.9% | 0.89 | 0.0030 | -0.007 | 190 | 4.20 | 4.90 | 111 | 25.9% | -0.12 | 0.0031 | -0.015 | |
| 60.05 | 62.50 | 8 | 25.3% | 0.87 | 0.0033 | -0.009 | 195 | 5.05 | 5.75 | 1 | 49 | 25.7% | -0.14 | 0.0034 | -0.017 | |
| 56.25 | 58.90 | 1 | 104 | 25.4% | 0.85 | 0.0036 | -0.011 | 200 | 6.15 | 6.50 | 397 | 25.5% | -0.16 | 0.0038 | -0.018 | |
| 49.00 | 51.15 | 91 | 24.8% | 0.81 | 0.0043 | -0.015 | 210 | 8.30 | 8.80 | 163 | 250 | 25.1% | -0.21 | 0.0045 | -0.021 | |
| 42.55 | 44.30 | 252 | 24.7% | 0.76 | 0.0050 | -0.018 | 220 | 11.25 | 11.50 | 8 | 165 | 24.8% | -0.26 | 0.0052 | -0.024 | |
| 37.60 | 38.10 | 370 | 211 | 25.2% | 0.70 | 0.0056 | -0.021 | 230 | 14.65 | 14.90 | 7 | 462 | 24.5% | -0.32 | 0.0058 | -0.026 |
| 30.95 | 32.45 | 7 | 536 | 24.3% | 0.64 | 0.0060 | -0.024 | 240 | 18.50 | 19.10 | 23 | 1,144 | 24.2% | -0.38 | 0.0064 | -0.027 |
| 26.00 | 27.40 | 962 | 24.1% | 0.58 | 0.0064 | -0.026 | 250 | 23.05 | 24.00 | 3 | 956 | 24.0% | -0.45 | 0.0068 | -0.028 | |
| 21.75 | 22.85 | 1 | 596 | 24.0% | 0.52 | 0.0065 | -0.026 | 260 | 28.45 | 29.60 | 1 | 619 | 24.0% | -0.51 | 0.0071 | -0.028 |
| 18.00 | 19.15 | 4 | 641 | 23.9% | 0.46 | 0.0065 | -0.027 | 270 | 34.60 | 35.75 | 261 | 23.9% | -0.58 | 0.0073 | -0.028 | |
| 14.65 | 15.75 | 7 | 601 | 23.7% | 0.41 | 0.0064 | -0.026 | 280 | 41.20 | 42.55 | 261 | 23.8% | -0.65 | 0.0074 | -0.027 | |
| 11.75 | 13.05 | 1 | 309 | 23.6% | 0.35 | 0.0062 | -0.025 | 290 | 48.40 | 50.55 | 130 | 24.1% | -0.71 | 0.0074 | -0.026 | |
| 9.90 | 10.40 | 936 | 23.6% | 0.30 | 0.0058 | -0.024 | 300 | 56.50 | 57.50 | 473 | 23.6% | -0.78 | 0.0071 | -0.024 | ||
| 8.00 | 8.85 | 445 | 23.8% | 0.26 | 0.0054 | -0.022 | 310 | 64.90 | 67.40 | 69 | 24.8% | -0.83 | 0.0066 | -0.021 | ||
| 6.45 | 7.10 | 1 | 289 | 23.7% | 0.22 | 0.0049 | -0.020 | 320 | 73.95 | 76.15 | 250 | 25.1% | -0.88 | 0.0057 | -0.016 | |
| 4.95 | 5.85 | 1 | 274 | 23.6% | 0.19 | 0.0044 | -0.018 | 330 | 83.25 | 84.75 | 349 | 24.9% | -0.92 | 0.0046 | -0.009 | |
| 3.95 | 4.90 | 177 | 23.7% | 0.16 | 0.0040 | -0.017 | 340 | 92.75 | 95.05 | 26.6% | -0.95 | 0.0043 | -0.003 | |||
| 3.30 | 4.05 | 3,392 | 24.0% | 0.13 | 0.0035 | -0.015 | 350 | 102.55 | 105.15 | 28.3% | -0.98 | 0.0033 | -0.008 | |||
| 2.64 | 3.40 | 161 | 24.1% | 0.11 | 0.0031 | -0.013 | 360 | 111.15 | 115.05 | 27.5% | -1.00 | 0.0003 | -0.030 | |||
| 2.14 | 2.82 | 143 | 24.2% | 0.10 | 0.0028 | -0.012 | 370 | 120.70 | 125.35 | 28.9% | -1.00 | 0.0000 | -0.038 | |||
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。