MRK 期权链 Merck & Co., Inc.
Cboe delayed options data · 截至 00:41 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 ±12.6% (125.64–161.78) · ATM IV 32.0% · P/C 未平仓量 0.95
| 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 | |
| 67.90 | 71.20 | 1 | 74 | 73.6% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.0800 | 3 | 4,188 | 51.8% | -0.00 | 0.0002 | -0.002 |
| 63.55 | 65.50 | 1,093 | 65.2% | 1.00 | 0.0002 | 0.000 | 80 | 0.0100 | 0.0700 | 3 | 3,893 | 47.1% | -0.00 | 0.0004 | -0.002 | |
| 58.05 | 60.55 | 2,044 | 46.4% | 1.00 | 0.0004 | 0.000 | 85 | 0.0500 | 0.1800 | 4,393 | 48.4% | -0.01 | 0.0006 | -0.003 | ||
| 53.55 | 56.35 | 1 | 792 | 61.2% | 0.99 | 0.0007 | 0.000 | 90 | 0.0400 | 0.2200 | 21 | 4,431 | 44.5% | -0.01 | 0.0009 | -0.005 |
| 48.85 | 51.15 | 1,655 | 55.5% | 0.99 | 0.0011 | 0.000 | 95 | 0.1000 | 0.2000 | 8 | 2,006 | 40.7% | -0.02 | 0.0014 | -0.006 | |
| 43.40 | 46.55 | 1 | 7,735 | 48.9% | 0.98 | 0.0018 | 0.000 | 100 | 0.1800 | 0.3200 | 8 | 3,253 | 39.3% | -0.02 | 0.0020 | -0.009 |
| 38.80 | 41.40 | 1,806 | 44.7% | 0.97 | 0.0027 | -0.004 | 105 | 0.3300 | 0.4600 | 18 | 4,144 | 37.8% | -0.04 | 0.0030 | -0.012 | |
| 34.25 | 36.35 | 1,997 | 41.3% | 0.95 | 0.0041 | -0.009 | 110 | 0.5000 | 0.7000 | 9 | 4,286 | 36.1% | -0.05 | 0.0043 | -0.016 | |
| 29.80 | 32.35 | 1 | 2,567 | 42.3% | 0.93 | 0.0060 | -0.015 | 115 | 0.6700 | 1.27 | 3,432 | 35.2% | -0.08 | 0.0062 | -0.021 | |
| 25.25 | 27.10 | 2 | 5,558 | 36.9% | 0.89 | 0.0082 | -0.023 | 120 | 1.41 | 1.65 | 30 | 2,307 | 34.4% | -0.12 | 0.0084 | -0.028 |
| 21.20 | 22.75 | 2 | 2,918 | 35.6% | 0.84 | 0.0108 | -0.031 | 125 | 2.23 | 2.42 | 172 | 2,699 | 33.6% | -0.17 | 0.0109 | -0.034 |
| 17.30 | 18.80 | 2,628 | 34.4% | 0.77 | 0.0133 | -0.038 | 130 | 3.30 | 3.75 | 34 | 5,246 | 33.3% | -0.24 | 0.0134 | -0.041 | |
| 14.00 | 14.50 | 3,766 | 32.4% | 0.70 | 0.0155 | -0.044 | 135 | 4.70 | 5.10 | 24 | 963 | 32.2% | -0.31 | 0.0157 | -0.046 | |
| 10.80 | 12.10 | 2,132 | 32.9% | 0.61 | 0.0172 | -0.048 | 140 | 6.65 | 7.05 | 43 | 3,469 | 31.8% | -0.40 | 0.0174 | -0.049 | |
| 8.40 | 8.95 | 11 | 4,223 | 31.9% | 0.52 | 0.0180 | -0.049 | 145 | 9.00 | 9.80 | 22 | 789 | 32.0% | -0.49 | 0.0182 | -0.050 |
| 6.25 | 6.80 | 110 | 3,314 | 31.6% | 0.44 | 0.0179 | -0.048 | 150 | 11.50 | 12.35 | 49 | 576 | 30.5% | -0.58 | 0.0182 | -0.048 |
| 4.60 | 5.00 | 46 | 1,522 | 31.3% | 0.35 | 0.0169 | -0.045 | 155 | 14.95 | 15.90 | 134 | 31.0% | -0.66 | 0.0172 | -0.044 | |
| 3.30 | 3.70 | 181 | 5,239 | 31.3% | 0.28 | 0.0153 | -0.041 | 160 | 18.60 | 19.45 | 116 | 30.5% | -0.74 | 0.0154 | -0.039 | |
| 2.20 | 2.71 | 34 | 1,848 | 31.1% | 0.22 | 0.0134 | -0.036 | 165 | 21.80 | 23.85 | 27 | 29.1% | -0.80 | 0.0134 | -0.032 | |
| 1.64 | 1.87 | 46 | 3,112 | 31.2% | 0.16 | 0.0112 | -0.030 | 170 | 26.10 | 28.45 | 1 | 29.8% | -0.85 | 0.0113 | -0.025 | |
| 1.11 | 1.37 | 23 | 2,088 | 31.4% | 0.12 | 0.0092 | -0.025 | 175 | 30.60 | 33.00 | 130 | 29.8% | -0.89 | 0.0096 | -0.020 | |
| 0.8000 | 0.9400 | 15 | 2,214 | 31.6% | 0.09 | 0.0074 | -0.020 | 180 | 35.25 | 37.45 | 5 | -0.93 | 0.0088 | -0.018 | ||
| 0.5300 | 0.6900 | 5 | 180 | 31.9% | 0.07 | 0.0059 | -0.017 | 185 | 40.05 | 41.90 | -0.96 | 0.0086 | -0.017 | |||
| 0.3300 | 0.8800 | 276 | 34.4% | 0.05 | 0.0047 | -0.014 | 190 | 44.90 | 47.25 | -0.98 | 0.0075 | -0.015 | ||||
| 0.1300 | 0.6800 | 337 | 34.2% | 0.04 | 0.0038 | -0.012 | 195 | 49.85 | 52.15 | -0.99 | 0.0024 | -0.026 | ||||
| 0.2000 | 0.7300 | 163 | 37.4% | 0.03 | 0.0031 | -0.010 | 200 | 54.65 | 57.50 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.4000 | 39 | 36.4% | 0.02 | 0.0022 | -0.008 | 210 | 64.65 | 67.25 | -1.00 | 0.0000 | -0.026 | ||||
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。