MPC 期权链 Marathon Petroleum Corporation
Cboe delayed options data · 截至 15:36 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 ±7.4% (368.44–427.24) · ATM IV 45.1% · P/C 未平仓量 1.02
| 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 | |
| 196.10 | 199.20 | 1.00 | 0.0000 | 0.000 | 200 | 0 | 0.2000 | 191 | 129.2% | 0.00 | 0.0000 | -0.000 | ||||
| 186.30 | 188.80 | 56 | 1.00 | 0.0000 | 0.000 | 210 | 0 | 2.15 | 214 | 165.5% | -0.00 | 0.0000 | -0.001 | |||
| 175.90 | 178.60 | 55 | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.15 | 334 | 154.8% | -0.00 | 0.0000 | -0.001 | |||
| 166.00 | 169.40 | 95 | 1.00 | 0.0000 | 0.000 | 230 | 0 | 0.0500 | 745 | 91.5% | -0.00 | 0.0000 | -0.001 | |||
| 155.90 | 159.40 | 211 | 1.00 | 0.0000 | 0.000 | 240 | 0 | 0.0500 | 733 | 84.8% | -0.00 | 0.0000 | -0.002 | |||
| 146.60 | 148.80 | 322 | 1.00 | 0.0000 | 0.000 | 250 | 0 | 2.15 | 542 | 125.2% | -0.00 | 0.0000 | -0.003 | |||
| 135.90 | 139.80 | 1 | 241 | 1.00 | 0.0000 | 0.000 | 260 | 0 | 0.3000 | 1 | 375 | 87.0% | -0.00 | 0.0000 | -0.004 | |
| 126.50 | 128.80 | 319 | 1.00 | 0.0001 | 0.000 | 270 | 0.0500 | 0.7500 | 1 | 199 | 91.1% | -0.00 | 0.0001 | -0.006 | ||
| 116.30 | 119.30 | 592 | 1.00 | 0.0001 | 0.000 | 280 | 0 | 0.5000 | 503 | 78.2% | -0.00 | 0.0001 | -0.010 | |||
| 106.10 | 109.40 | 232 | 1.00 | 0.0002 | 0.000 | 290 | 0 | 0.2500 | 261 | 65.1% | -0.00 | 0.0002 | -0.015 | |||
| 96.20 | 99.40 | 430 | 0.99 | 0.0004 | 0.000 | 300 | 0.1000 | 0.4000 | 1 | 1,328 | 64.5% | -0.01 | 0.0004 | -0.024 | ||
| 86.20 | 89.80 | 366 | 0.99 | 0.0006 | 0.000 | 310 | 0.1500 | 0.2500 | 2 | 385 | 56.1% | -0.01 | 0.0006 | -0.037 | ||
| 76.50 | 79.30 | 541 | 0.98 | 0.0010 | -0.018 | 320 | 0.2000 | 0.3000 | 30 | 1,065 | 51.4% | -0.02 | 0.0010 | -0.057 | ||
| 66.80 | 70.40 | 1 | 676 | 49.4% | 0.97 | 0.0017 | -0.053 | 330 | 0.3000 | 0.5500 | 11 | 474 | 49.1% | -0.03 | 0.0017 | -0.087 |
| 57.40 | 59.70 | 365 | 41.4% | 0.95 | 0.0026 | -0.101 | 340 | 0.6000 | 0.8500 | 12 | 1,587 | 46.9% | -0.05 | 0.0026 | -0.130 | |
| 47.90 | 50.90 | 4 | 497 | 44.7% | 0.92 | 0.0040 | -0.163 | 350 | 1.10 | 1.65 | 20 | 800 | 46.2% | -0.08 | 0.0040 | -0.188 |
| 38.60 | 41.70 | 6 | 579 | 42.2% | 0.87 | 0.0057 | -0.239 | 360 | 2.15 | 2.70 | 11 | 1,076 | 45.2% | -0.13 | 0.0057 | -0.259 |
| 31.00 | 33.20 | 7 | 1,889 | 43.4% | 0.80 | 0.0076 | -0.321 | 370 | 4.10 | 4.40 | 8 | 106 | 45.1% | -0.20 | 0.0076 | -0.337 |
| 24.10 | 25.70 | 46 | 736 | 43.9% | 0.71 | 0.0094 | -0.397 | 380 | 6.70 | 7.30 | 10 | 56 | 45.1% | -0.29 | 0.0094 | -0.408 |
| 18.70 | 19.50 | 17 | 547 | 45.5% | 0.61 | 0.0106 | -0.451 | 390 | 10.30 | 11.10 | 13 | 77 | 45.0% | -0.39 | 0.0107 | -0.458 |
| 13.50 | 14.30 | 23 | 783 | 45.4% | 0.50 | 0.0110 | -0.472 | 400 | 15.10 | 15.90 | 5 | 15 | 44.9% | -0.50 | 0.0111 | -0.475 |
| 9.40 | 10.00 | 6 | 905 | 45.1% | 0.39 | 0.0106 | -0.460 | 410 | 21.00 | 21.90 | 3 | 45.0% | -0.61 | 0.0107 | -0.458 | |
| 6.30 | 7.10 | 8 | 189 | 45.5% | 0.30 | 0.0094 | -0.419 | 420 | 26.80 | 28.90 | 1 | 43.1% | -0.70 | 0.0096 | -0.413 | |
| 4.20 | 4.80 | 25 | 111 | 45.8% | 0.22 | 0.0080 | -0.361 | 430 | 34.60 | 36.70 | 42.8% | -0.78 | 0.0081 | -0.351 | ||
| 2.55 | 3.20 | 5 | 79 | 45.8% | 0.16 | 0.0064 | -0.298 | 440 | 43.20 | 46.70 | 1 | 46.8% | -0.85 | 0.0065 | -0.283 | |
| 1.15 | 2.25 | 1 | 29 | 45.3% | 0.11 | 0.0050 | -0.238 | 450 | 52.60 | 55.30 | 3 | 47.5% | -0.89 | 0.0051 | -0.217 | |
| 0.8000 | 2.25 | 11 | 49.8% | 0.08 | 0.0038 | -0.185 | 460 | 61.70 | 64.90 | 48.2% | -0.93 | 0.0039 | -0.157 | |||
| 0.2500 | 2.40 | 342 | 53.5% | 0.06 | 0.0028 | -0.141 | 470 | 71.30 | 74.20 | 47.1% | -0.95 | 0.0031 | -0.109 | |||
| 0.1500 | 2.45 | 2 | 58.4% | 0.04 | 0.0021 | -0.106 | 480 | 81.00 | 84.30 | 49.9% | -0.97 | 0.0025 | -0.082 | |||
| 0 | 2.40 | 1 | 62.2% | 0.03 | 0.0015 | -0.079 | 490 | 90.90 | 94.30 | 53.1% | -0.99 | 0.0018 | -0.083 | |||
| 0 | 1.65 | 245 | 62.3% | 0.02 | 0.0011 | -0.058 | 500 | 101.10 | 103.30 | 23 | -0.99 | 0.0010 | -0.105 | |||
| 0 | 2.25 | 70.5% | 0.01 | 0.0008 | -0.043 | 510 | 110.90 | 114.40 | 62.8% | -1.00 | 0.0003 | -0.138 | ||||
| 0 | 2.25 | 2 | 74.9% | 0.01 | 0.0006 | -0.032 | 520 | 120.60 | 124.10 | -1.00 | 0.0001 | -0.160 | ||||
| 0.0500 | 0.1000 | 2,020 | 54.1% | 0.01 | 0.0004 | -0.023 | 530 | 130.60 | 134.10 | -1.00 | 0.0000 | -0.173 | ||||
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。