MRNA 期权链 Moderna, Inc.
Cboe delayed options data · 截至 21:58 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 ±25.6% (179.62–303.38) · ATM IV 110.9% · P/C 未平仓量 1.79
| 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 | |
| 116.45 | 120.30 | 31 | 129.2% | 0.98 | 0.0006 | -0.054 | 125 | 0.6500 | 1.16 | 63 | 1,096 | 126.8% | -0.02 | 0.0006 | -0.069 | |
| 111.65 | 115.50 | 329 | 126.3% | 0.97 | 0.0007 | -0.066 | 130 | 0.8000 | 1.27 | 213 | 3,453 | 123.2% | -0.03 | 0.0007 | -0.080 | |
| 106.90 | 110.75 | 185 | 124.0% | 0.97 | 0.0008 | -0.080 | 135 | 0.7500 | 1.78 | 22 | 1,285 | 121.3% | -0.03 | 0.0008 | -0.094 | |
| 102.20 | 106.05 | 250 | 122.0% | 0.96 | 0.0010 | -0.096 | 140 | 1.40 | 1.74 | 493 | 2,524 | 120.1% | -0.04 | 0.0010 | -0.109 | |
| 97.55 | 101.00 | 2 | 2,682 | 117.3% | 0.95 | 0.0012 | -0.114 | 145 | 1.53 | 2.08 | 32 | 1,641 | 117.1% | -0.05 | 0.0012 | -0.126 |
| 92.95 | 96.30 | 2 | 1,024 | 115.3% | 0.94 | 0.0014 | -0.133 | 150 | 2.09 | 2.24 | 979 | 9,187 | 115.5% | -0.06 | 0.0014 | -0.145 |
| 88.45 | 91.70 | 582 | 113.8% | 0.93 | 0.0016 | -0.154 | 155 | 2.58 | 2.73 | 292 | 1,929 | 114.7% | -0.07 | 0.0016 | -0.165 | |
| 84.05 | 87.40 | 30 | 3,191 | 113.8% | 0.92 | 0.0018 | -0.176 | 160 | 3.15 | 3.35 | 420 | 2,601 | 114.1% | -0.08 | 0.0018 | -0.187 |
| 79.75 | 82.95 | 918 | 112.6% | 0.91 | 0.0020 | -0.200 | 165 | 3.80 | 4.00 | 229 | 1,725 | 113.3% | -0.09 | 0.0020 | -0.210 | |
| 77.00 | 78.05 | 7 | 1,280 | 114.1% | 0.89 | 0.0023 | -0.224 | 170 | 4.55 | 4.80 | 608 | 6,106 | 112.8% | -0.11 | 0.0023 | -0.234 |
| 72.90 | 73.90 | 3 | 2,859 | 113.1% | 0.88 | 0.0026 | -0.249 | 175 | 5.45 | 5.70 | 181 | 576 | 112.4% | -0.12 | 0.0026 | -0.258 |
| 68.95 | 69.75 | 27 | 1,655 | 113.0% | 0.86 | 0.0028 | -0.275 | 180 | 6.45 | 6.70 | 385 | 2,015 | 112.0% | -0.14 | 0.0028 | -0.283 |
| 65.10 | 65.90 | 856 | 112.5% | 0.84 | 0.0031 | -0.300 | 185 | 7.60 | 7.85 | 161 | 2,567 | 111.8% | -0.16 | 0.0031 | -0.308 | |
| 61.40 | 62.15 | 15 | 670 | 112.0% | 0.82 | 0.0033 | -0.325 | 190 | 8.85 | 9.15 | 590 | 2,337 | 111.6% | -0.18 | 0.0033 | -0.332 |
| 59.60 | 60.65 | 112.7% | 0.81 | 0.0034 | -0.337 | 192.5 | 9.50 | 9.85 | 17 | 111.2% | -0.19 | 0.0034 | -0.344 | |||
| 57.85 | 58.55 | 33 | 398 | 111.9% | 0.80 | 0.0036 | -0.348 | 195 | 10.25 | 10.60 | 31 | 309 | 111.4% | -0.20 | 0.0036 | -0.355 |
| 56.00 | 56.95 | 1 | 111.7% | 0.79 | 0.0037 | -0.360 | 197.5 | 10.95 | 11.35 | 65 | 1 | 111.1% | -0.21 | 0.0037 | -0.367 | |
| 54.40 | 55.10 | 89 | 7,775 | 111.5% | 0.78 | 0.0038 | -0.371 | 200 | 11.80 | 12.10 | 468 | 1,152 | 111.1% | -0.22 | 0.0038 | -0.378 |
| 52.65 | 53.70 | 7 | 111.5% | 0.76 | 0.0039 | -0.382 | 202.5 | 12.60 | 12.95 | 164 | 10 | 111.1% | -0.24 | 0.0039 | -0.388 | |
| 51.15 | 51.80 | 7 | 1 | 111.5% | 0.75 | 0.0040 | -0.393 | 205 | 13.45 | 13.90 | 67 | 28 | 111.0% | -0.25 | 0.0040 | -0.399 |
| 49.55 | 50.45 | 2 | 111.3% | 0.74 | 0.0041 | -0.403 | 207.5 | 14.35 | 14.75 | 71 | 110.8% | -0.26 | 0.0041 | -0.408 | ||
| 48.00 | 48.65 | 47 | 634 | 111.4% | 0.73 | 0.0042 | -0.412 | 210 | 15.30 | 15.65 | 94 | 245 | 110.8% | -0.27 | 0.0042 | -0.418 |
| 46.45 | 47.15 | 7 | 111.3% | 0.72 | 0.0043 | -0.422 | 212.5 | 16.25 | 16.65 | 45 | 23 | 110.9% | -0.28 | 0.0043 | -0.427 | |
| 45.00 | 45.65 | 14 | 2 | 111.3% | 0.70 | 0.0044 | -0.431 | 215 | 17.25 | 17.70 | 71 | 62 | 110.8% | -0.30 | 0.0044 | -0.435 |
| 43.55 | 44.20 | 10 | 111.2% | 0.69 | 0.0045 | -0.439 | 217.5 | 18.30 | 18.75 | 46 | 18 | 110.8% | -0.31 | 0.0045 | -0.443 | |
| 42.15 | 42.90 | 236 | 2,889 | 111.0% | 0.68 | 0.0046 | -0.447 | 220 | 19.35 | 19.80 | 186 | 563 | 110.5% | -0.32 | 0.0046 | -0.451 |
| 40.75 | 41.40 | 17 | 24 | 111.0% | 0.67 | 0.0046 | -0.454 | 222.5 | 20.45 | 20.90 | 98 | 110.6% | -0.33 | 0.0046 | -0.458 | |
| 39.45 | 40.05 | 151 | 32 | 111.0% | 0.65 | 0.0047 | -0.461 | 225 | 21.60 | 22.10 | 121 | 33 | 110.6% | -0.35 | 0.0047 | -0.465 |
| 38.15 | 38.70 | 151 | 12 | 110.9% | 0.64 | 0.0048 | -0.467 | 227.5 | 22.80 | 23.30 | 101 | 5 | 110.8% | -0.36 | 0.0048 | -0.471 |
| 36.85 | 37.45 | 119 | 1,623 | 111.0% | 0.63 | 0.0048 | -0.473 | 230 | 24.00 | 24.50 | 327 | 293 | 110.7% | -0.37 | 0.0048 | -0.476 |
| 35.65 | 36.25 | 54 | 20 | 110.9% | 0.62 | 0.0049 | -0.478 | 232.5 | 25.25 | 25.70 | 65 | 8 | 110.5% | -0.38 | 0.0049 | -0.481 |
| 34.45 | 35.00 | 42 | 20 | 110.9% | 0.60 | 0.0049 | -0.483 | 235 | 26.55 | 27.00 | 88 | 13 | 110.5% | -0.40 | 0.0049 | -0.485 |
| 33.25 | 33.80 | 50 | 19 | 110.8% | 0.59 | 0.0050 | -0.487 | 237.5 | 27.80 | 28.40 | 27 | 4 | 110.7% | -0.41 | 0.0050 | -0.489 |
| 32.15 | 32.70 | 476 | 1,038 | 110.9% | 0.58 | 0.0050 | -0.490 | 240 | 29.10 | 29.80 | 176 | 131 | 110.9% | -0.42 | 0.0050 | -0.493 |
| 30.00 | 30.60 | 39 | 23 | 111.1% | 0.55 | 0.0050 | -0.496 | 245 | 32.00 | 32.50 | 26 | 3 | 110.5% | -0.45 | 0.0051 | -0.498 |
| 27.90 | 28.45 | 224 | 1,345 | 110.9% | 0.53 | 0.0051 | -0.499 | 250 | 34.90 | 35.55 | 15 | 78 | 110.6% | -0.47 | 0.0051 | -0.501 |
| 26.00 | 26.45 | 22 | 5 | 111.0% | 0.51 | 0.0051 | -0.501 | 255 | 37.95 | 38.65 | 2 | 2 | 110.7% | -0.50 | 0.0051 | -0.502 |
| 24.20 | 24.70 | 93 | 1,679 | 111.2% | 0.48 | 0.0051 | -0.501 | 260 | 41.10 | 41.85 | 21 | 110.7% | -0.52 | 0.0051 | -0.501 | |
| 22.50 | 22.90 | 94 | 111.0% | 0.46 | 0.0050 | -0.499 | 265 | 44.40 | 45.15 | 110.8% | -0.54 | 0.0051 | -0.499 | |||
| 20.90 | 21.40 | 91 | 1,415 | 111.1% | 0.44 | 0.0050 | -0.495 | 270 | 47.75 | 48.55 | 4 | 110.9% | -0.57 | 0.0050 | -0.495 | |
| 18.00 | 18.40 | 80 | 375 | 111.1% | 0.39 | 0.0049 | -0.483 | 280 | 54.85 | 55.70 | 2 | 110.9% | -0.61 | 0.0049 | -0.482 | |
| 15.50 | 15.90 | 223 | 3,214 | 111.4% | 0.35 | 0.0047 | -0.467 | 290 | 62.25 | 63.20 | 2 | 8 | 111.2% | -0.65 | 0.0048 | -0.465 |
| 13.30 | 13.65 | 203 | 232 | 111.4% | 0.31 | 0.0045 | -0.447 | 300 | 70.05 | 71.00 | 52 | 1 | 111.3% | -0.69 | 0.0045 | -0.444 |
| 11.40 | 11.75 | 136 | 334 | 111.6% | 0.28 | 0.0043 | -0.424 | 310 | 78.10 | 79.15 | 111.6% | -0.72 | 0.0043 | -0.420 | ||
| 9.45 | 10.10 | 304 | 113 | 110.9% | 0.25 | 0.0040 | -0.399 | 320 | 86.40 | 87.55 | 1 | 111.5% | -0.75 | 0.0040 | -0.395 | |
| 8.05 | 8.70 | 720 | 800 | 111.2% | 0.22 | 0.0037 | -0.373 | 330 | 94.60 | 96.15 | 111.5% | -0.78 | 0.0038 | -0.368 | ||
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。