MPC 期权链 Marathon Petroleum Corporation
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 ±37.6% (292.63–645.43) · ATM IV 50.6% · P/C 未平仓量 1.14
| 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 | |
| 239.30 | 243.50 | 1 | 53.9% | 0.95 | 0.0004 | -0.009 | 240 | 4.80 | 7.10 | 52.8% | -0.05 | 0.0004 | -0.037 | |||
| 231.00 | 235.00 | 3 | 53.6% | 0.94 | 0.0005 | -0.015 | 250 | 6.10 | 8.30 | 11 | 52.8% | -0.06 | 0.0005 | -0.042 | ||
| 222.60 | 226.50 | 3 | 53.0% | 0.93 | 0.0006 | -0.021 | 260 | 7.00 | 9.70 | 52.2% | -0.07 | 0.0006 | -0.046 | |||
| 214.50 | 218.50 | 40 | 52.8% | 0.92 | 0.0006 | -0.026 | 270 | 8.60 | 11.20 | 1 | 52.1% | -0.08 | 0.0006 | -0.051 | ||
| 206.70 | 210.50 | 43 | 52.6% | 0.91 | 0.0007 | -0.032 | 280 | 9.90 | 13.10 | 10 | 51.8% | -0.09 | 0.0007 | -0.056 | ||
| 198.80 | 203.00 | 3 | 52.4% | 0.90 | 0.0008 | -0.038 | 290 | 11.80 | 15.00 | 3 | 51.7% | -0.10 | 0.0008 | -0.061 | ||
| 191.70 | 195.00 | 49 | 52.2% | 0.89 | 0.0008 | -0.044 | 300 | 13.90 | 17.00 | 120 | 51.6% | -0.11 | 0.0008 | -0.066 | ||
| 183.70 | 188.00 | 51.9% | 0.87 | 0.0009 | -0.050 | 310 | 15.80 | 19.50 | 48 | 51.4% | -0.13 | 0.0009 | -0.071 | |||
| 176.80 | 180.50 | 2 | 51.7% | 0.86 | 0.0010 | -0.056 | 320 | 18.50 | 22.00 | 338 | 51.5% | -0.14 | 0.0010 | -0.076 | ||
| 169.80 | 173.50 | 8 | 51.5% | 0.85 | 0.0010 | -0.061 | 330 | 22.10 | 24.50 | 150 | 51.7% | -0.15 | 0.0010 | -0.080 | ||
| 163.00 | 167.00 | 12 | 51.5% | 0.83 | 0.0011 | -0.067 | 340 | 24.90 | 27.30 | 35 | 51.6% | -0.17 | 0.0011 | -0.085 | ||
| 156.30 | 160.50 | 7 | 51.4% | 0.82 | 0.0012 | -0.072 | 350 | 28.00 | 30.50 | 535 | 51.5% | -0.18 | 0.0012 | -0.090 | ||
| 150.30 | 154.00 | 29 | 51.4% | 0.80 | 0.0012 | -0.078 | 360 | 31.30 | 33.50 | 55 | 51.3% | -0.20 | 0.0012 | -0.094 | ||
| 144.10 | 148.00 | 51.3% | 0.79 | 0.0013 | -0.083 | 370 | 34.90 | 37.00 | 6 | 51.3% | -0.22 | 0.0013 | -0.098 | |||
| 138.20 | 142.00 | 4 | 51.2% | 0.77 | 0.0013 | -0.087 | 380 | 38.70 | 40.50 | 237 | 51.2% | -0.23 | 0.0014 | -0.102 | ||
| 132.30 | 136.00 | 3 | 51.0% | 0.76 | 0.0014 | -0.092 | 390 | 42.60 | 44.50 | 16 | 51.2% | -0.25 | 0.0014 | -0.106 | ||
| 126.70 | 130.50 | 6 | 51.0% | 0.74 | 0.0014 | -0.096 | 400 | 46.80 | 48.50 | 1 | 51.1% | -0.27 | 0.0015 | -0.110 | ||
| 121.50 | 125.00 | 2 | 50.9% | 0.72 | 0.0015 | -0.100 | 410 | 51.20 | 53.00 | 14 | 51.1% | -0.28 | 0.0015 | -0.113 | ||
| 116.30 | 120.00 | 21 | 50.9% | 0.71 | 0.0015 | -0.104 | 420 | 55.70 | 57.50 | 17 | 51.1% | -0.30 | 0.0016 | -0.116 | ||
| 111.70 | 115.00 | 9 | 51.0% | 0.69 | 0.0016 | -0.107 | 430 | 60.30 | 62.00 | 4 | 50.9% | -0.32 | 0.0016 | -0.119 | ||
| 106.60 | 110.00 | 50.8% | 0.67 | 0.0016 | -0.111 | 440 | 65.50 | 67.00 | 9 | 51.0% | -0.34 | 0.0017 | -0.121 | |||
| 102.40 | 105.50 | 511 | 50.9% | 0.66 | 0.0016 | -0.114 | 450 | 70.50 | 72.00 | 125 | 50.9% | -0.35 | 0.0017 | -0.123 | ||
| 97.90 | 101.00 | 25 | 50.8% | 0.64 | 0.0016 | -0.116 | 460 | 74.10 | 77.50 | 50.4% | -0.37 | 0.0017 | -0.125 | |||
| 93.60 | 96.50 | 5 | 50.7% | 0.62 | 0.0017 | -0.118 | 470 | 79.70 | 83.00 | 2 | 50.5% | -0.39 | 0.0018 | -0.127 | ||
| 89.10 | 92.50 | 70 | 50.6% | 0.61 | 0.0017 | -0.120 | 480 | 85.90 | 88.50 | 31 | 50.6% | -0.41 | 0.0018 | -0.129 | ||
| 86.70 | 89.00 | 29 | 51.1% | 0.59 | 0.0017 | -0.122 | 490 | 93.20 | 94.50 | 59 | 51.0% | -0.42 | 0.0018 | -0.130 | ||
| 81.90 | 85.00 | 306 | 50.7% | 0.57 | 0.0017 | -0.124 | 500 | 99.10 | 100.50 | 117 | 51.0% | -0.44 | 0.0018 | -0.131 | ||
| 74.40 | 78.00 | 14 | 50.6% | 0.54 | 0.0018 | -0.126 | 520 | 111.60 | 113.00 | 28 | 51.0% | -0.47 | 0.0019 | -0.132 | ||
| 69.30 | 71.50 | 155 | 50.5% | 0.51 | 0.0018 | -0.127 | 540 | 123.50 | 126.50 | 93 | 50.7% | -0.51 | 0.0019 | -0.132 | ||
| 62.00 | 65.50 | 66 | 51.0% | 0.48 | 0.0018 | -0.128 | 560 | 137.10 | 140.00 | 100 | 50.6% | -0.54 | 0.0019 | -0.132 | ||
| 58.20 | 60.00 | 23 | 51.0% | 0.45 | 0.0018 | -0.128 | 580 | 151.10 | 154.50 | 50.5% | -0.57 | 0.0019 | -0.131 | |||
| 51.70 | 55.00 | 232 | 51.0% | 0.43 | 0.0017 | -0.127 | 600 | 166.10 | 169.50 | 50.7% | -0.60 | 0.0019 | -0.129 | |||
| 48.90 | 50.50 | 164 | 51.0% | 0.40 | 0.0017 | -0.125 | 620 | 181.50 | 184.50 | 50.6% | -0.63 | 0.0019 | -0.127 | |||
| 43.60 | 46.00 | 40 | 50.6% | 0.37 | 0.0017 | -0.123 | 640 | 197.40 | 200.50 | 50.8% | -0.66 | 0.0019 | -0.124 | |||
| 40.40 | 42.50 | 50.9% | 0.35 | 0.0016 | -0.121 | 660 | 213.70 | 216.50 | 50.8% | -0.69 | 0.0019 | -0.121 | ||||
| 37.00 | 39.00 | 50.9% | 0.33 | 0.0016 | -0.118 | 680 | 230.30 | 233.00 | 50.9% | -0.71 | 0.0019 | -0.117 | ||||
| 33.20 | 36.00 | 1 | 50.8% | 0.31 | 0.0016 | -0.115 | 700 | 247.50 | 250.00 | 51.1% | -0.74 | 0.0018 | -0.114 | |||
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。