OXY 期权链 Occidental Petroleum Corporation
Cboe delayed options data · 截至 18:41 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 ±15.1% (53.24–72.19) · ATM IV 32.7% · P/C 未平仓量 0.28
| 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 | |
| 29.45 | 31.45 | 50.8% | 0.99 | 0.0015 | 0.000 | 32.5 | 0 | 0.1600 | 1 | 53.9% | -0.01 | 0.0015 | -0.002 | |||
| 27.00 | 29.05 | 50.0% | 0.98 | 0.0020 | 0.000 | 35 | 0 | 0.1800 | 29 | 49.3% | -0.01 | 0.0020 | -0.003 | |||
| 24.55 | 26.60 | 45.6% | 0.98 | 0.0027 | 0.000 | 37.5 | 0 | 0.2200 | 133 | 45.5% | -0.02 | 0.0028 | -0.003 | |||
| 22.50 | 24.00 | 46.8% | 0.97 | 0.0038 | -0.001 | 40 | 0.0200 | 0.2600 | 8 | 42.2% | -0.03 | 0.0038 | -0.004 | |||
| 20.05 | 21.55 | 19 | 41.8% | 0.96 | 0.0052 | -0.002 | 42.5 | 0.1000 | 0.3400 | 9 | 40.5% | -0.04 | 0.0053 | -0.004 | ||
| 17.75 | 19.00 | 8 | 37.8% | 0.95 | 0.0073 | -0.003 | 45 | 0.2100 | 0.4600 | 111 | 38.9% | -0.05 | 0.0074 | -0.006 | ||
| 15.45 | 16.60 | 6 | 35.4% | 0.93 | 0.0102 | -0.005 | 47.5 | 0.3500 | 0.6400 | 65 | 37.2% | -0.07 | 0.0104 | -0.007 | ||
| 13.20 | 14.35 | 5 | 621 | 34.0% | 0.90 | 0.0141 | -0.007 | 50 | 0.5900 | 0.7200 | 49 | 699 | 34.6% | -0.10 | 0.0143 | -0.009 |
| 11.35 | 12.40 | 195 | 35.8% | 0.85 | 0.0186 | -0.010 | 52.5 | 0.9700 | 1.12 | 2 | 80 | 34.2% | -0.15 | 0.0190 | -0.011 | |
| 9.10 | 10.50 | 705 | 33.7% | 0.79 | 0.0233 | -0.013 | 55 | 1.49 | 1.59 | 18 | 419 | 33.4% | -0.21 | 0.0239 | -0.014 | |
| 7.90 | 8.60 | 1 | 608 | 35.0% | 0.73 | 0.0276 | -0.015 | 57.5 | 2.20 | 2.30 | 14 | 422 | 33.0% | -0.28 | 0.0284 | -0.016 |
| 6.45 | 6.90 | 1,595 | 34.4% | 0.65 | 0.0310 | -0.017 | 60 | 3.10 | 3.25 | 2 | 147 | 32.7% | -0.36 | 0.0320 | -0.018 | |
| 5.05 | 5.25 | 1,476 | 32.8% | 0.57 | 0.0330 | -0.018 | 62.5 | 4.25 | 4.40 | 11 | 32.6% | -0.44 | 0.0343 | -0.019 | ||
| 3.95 | 4.15 | 4 | 715 | 32.8% | 0.49 | 0.0335 | -0.019 | 65 | 5.65 | 5.75 | 23 | 32.5% | -0.53 | 0.0349 | -0.019 | |
| 3.05 | 3.25 | 583 | 33.0% | 0.41 | 0.0326 | -0.018 | 67.5 | 7.10 | 7.75 | 2 | 33.4% | -0.61 | 0.0340 | -0.019 | ||
| 2.34 | 2.46 | 15 | 663 | 32.9% | 0.34 | 0.0305 | -0.017 | 70 | 8.90 | 9.70 | 1 | 34.3% | -0.68 | 0.0318 | -0.017 | |
| 1.34 | 1.45 | 2 | 252 | 33.4% | 0.22 | 0.0244 | -0.014 | 75 | 12.60 | 13.90 | 34.4% | -0.80 | 0.0254 | -0.013 | ||
| 0.7600 | 0.9800 | 102 | 34.8% | 0.14 | 0.0181 | -0.011 | 80 | 17.00 | 18.75 | 37.6% | -0.89 | 0.0199 | -0.010 | |||
| 0.4000 | 0.6600 | 84 | 35.7% | 0.09 | 0.0129 | -0.008 | 85 | 21.80 | 23.15 | 37.8% | -0.95 | 0.0175 | -0.009 | |||
| 0.2400 | 0.3900 | 10 | 50 | 36.4% | 0.06 | 0.0092 | -0.006 | 90 | 26.25 | 29.15 | 47.3% | -0.99 | 0.0105 | -0.007 | ||
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。