MRK 期权链 Merck & Co., Inc.
Cboe delayed options data · 截至 06:36 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 ±13.7% (130.94–172.34) · ATM IV 31.6% · P/C 未平仓量 0.81
| 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 | |
| 69.90 | 72.85 | 173 | 0.99 | 0.0004 | 0.000 | 80 | 0.0200 | 0.1700 | 846 | 50.6% | -0.01 | 0.0005 | -0.004 | |||
| 65.30 | 68.00 | 343 | 0.99 | 0.0006 | 0.000 | 85 | 0.0300 | 0.1700 | 9 | 620 | 46.8% | -0.01 | 0.0006 | -0.004 | ||
| 60.15 | 63.10 | 249 | 0.99 | 0.0008 | 0.000 | 90 | 0.0300 | 0.2800 | 901 | 45.0% | -0.01 | 0.0008 | -0.005 | |||
| 55.50 | 58.25 | 310 | 29.2% | 0.99 | 0.0010 | 0.000 | 95 | 0.0100 | 0.2800 | 2 | 2,001 | 40.4% | -0.02 | 0.0012 | -0.006 | |
| 50.70 | 53.35 | 903 | 35.2% | 0.98 | 0.0015 | 0.000 | 100 | 0.1900 | 0.3900 | 2,613 | 40.6% | -0.02 | 0.0016 | -0.008 | ||
| 46.70 | 47.95 | 1 | 7,764 | 38.2% | 0.97 | 0.0021 | 0.000 | 105 | 0.2900 | 0.5700 | 2,471 | 39.1% | -0.03 | 0.0023 | -0.010 | |
| 41.10 | 43.40 | 1 | 2,388 | 31.1% | 0.96 | 0.0029 | 0.000 | 110 | 0.5100 | 0.7400 | 2,705 | 37.6% | -0.05 | 0.0032 | -0.013 | |
| 36.75 | 39.00 | 2 | 671 | 35.7% | 0.94 | 0.0040 | -0.003 | 115 | 0.7700 | 1.40 | 1,388 | 38.0% | -0.07 | 0.0043 | -0.017 | |
| 31.80 | 34.20 | 556 | 32.0% | 0.91 | 0.0055 | -0.009 | 120 | 1.20 | 1.50 | 1,006 | 35.4% | -0.09 | 0.0058 | -0.021 | ||
| 27.55 | 29.75 | 1,008 | 32.1% | 0.88 | 0.0072 | -0.016 | 125 | 1.81 | 2.06 | 718 | 34.4% | -0.13 | 0.0075 | -0.026 | ||
| 23.55 | 25.25 | 32 | 1,507 | 31.3% | 0.84 | 0.0091 | -0.023 | 130 | 2.54 | 2.85 | 1 | 1,215 | 33.3% | -0.17 | 0.0094 | -0.032 |
| 20.05 | 21.80 | 6 | 1,567 | 32.9% | 0.78 | 0.0111 | -0.030 | 135 | 3.75 | 4.10 | 3 | 436 | 33.1% | -0.23 | 0.0113 | -0.036 |
| 16.30 | 17.80 | 5 | 3,270 | 31.2% | 0.72 | 0.0128 | -0.036 | 140 | 5.05 | 5.70 | 81 | 396 | 32.6% | -0.29 | 0.0130 | -0.041 |
| 13.45 | 14.70 | 1 | 806 | 31.6% | 0.65 | 0.0143 | -0.041 | 145 | 6.80 | 7.40 | 653 | 86 | 31.9% | -0.36 | 0.0144 | -0.043 |
| 10.85 | 11.80 | 2 | 1,171 | 31.4% | 0.57 | 0.0152 | -0.044 | 150 | 9.10 | 9.65 | 9 | 209 | 31.8% | -0.44 | 0.0153 | -0.045 |
| 8.75 | 9.65 | 179 | 3,180 | 32.0% | 0.50 | 0.0156 | -0.045 | 155 | 11.70 | 12.45 | 28 | 392 | 31.8% | -0.52 | 0.0156 | -0.044 |
| 6.85 | 7.55 | 48 | 1,599 | 31.8% | 0.42 | 0.0153 | -0.045 | 160 | 14.70 | 15.75 | 39 | 32.0% | -0.59 | 0.0155 | -0.042 | |
| 5.25 | 5.85 | 51 | 587 | 31.6% | 0.35 | 0.0146 | -0.043 | 165 | 18.05 | 18.85 | 24 | 31.4% | -0.66 | 0.0149 | -0.039 | |
| 4.05 | 4.50 | 3 | 711 | 31.7% | 0.29 | 0.0134 | -0.040 | 170 | 21.50 | 22.85 | 31.5% | -0.73 | 0.0140 | -0.035 | ||
| 3.10 | 3.50 | 24 | 439 | 31.9% | 0.24 | 0.0120 | -0.036 | 175 | 25.70 | 26.90 | 3 | 32.0% | -0.78 | 0.0129 | -0.030 | |
| 2.22 | 2.72 | 659 | 666 | 31.9% | 0.19 | 0.0105 | -0.032 | 180 | 29.55 | 32.25 | 33.9% | -0.84 | 0.0116 | -0.025 | ||
| 1.61 | 2.79 | 108 | 33.8% | 0.15 | 0.0090 | -0.028 | 185 | 34.00 | 36.05 | 32.5% | -0.88 | 0.0101 | -0.020 | |||
| 1.24 | 1.65 | 279 | 32.5% | 0.12 | 0.0077 | -0.024 | 190 | 38.80 | 41.30 | 35.7% | -0.91 | 0.0085 | -0.014 | |||
| 0.8900 | 1.38 | 98 | 33.0% | 0.10 | 0.0065 | -0.021 | 195 | 43.55 | 46.05 | 36.9% | -0.93 | 0.0070 | -0.008 | |||
| 0.6200 | 1.32 | 16 | 34.1% | 0.08 | 0.0055 | -0.019 | 200 | 48.40 | 50.70 | 37.5% | -0.95 | 0.0055 | -0.002 | |||
| 0.3900 | 1.89 | 40.0% | 0.06 | 0.0039 | -0.015 | 210 | 57.00 | 60.70 | 28.0% | -0.98 | 0.0033 | 0.000 | ||||
| 0.2200 | 0.6800 | 3 | 37.0% | 0.04 | 0.0029 | -0.011 | 220 | 67.20 | 70.70 | 36.3% | -0.99 | 0.0018 | 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。