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 ±25.6% (46.64–78.79) · ATM IV 34.4% · P/C 未平仓量 0.77
| 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 | |
| 29.90 | 31.60 | 34.1% | 0.97 | 0.0025 | 0.000 | 32.5 | 0.1900 | 0.4100 | 1 | 41.6% | -0.03 | 0.0027 | -0.002 | |||
| 27.60 | 29.30 | 34.6% | 0.96 | 0.0034 | 0.000 | 35 | 0.3000 | 0.5300 | 5 | 40.2% | -0.04 | 0.0035 | -0.003 | |||
| 25.35 | 27.05 | 34.8% | 0.95 | 0.0044 | 0.000 | 37.5 | 0.4600 | 0.6900 | 6 | 39.1% | -0.05 | 0.0046 | -0.004 | |||
| 23.65 | 24.95 | 21 | 39.0% | 0.93 | 0.0057 | -0.001 | 40 | 0.6700 | 0.9000 | 38 | 38.1% | -0.07 | 0.0059 | -0.004 | ||
| 21.50 | 22.80 | 6 | 37.7% | 0.91 | 0.0072 | -0.002 | 42.5 | 0.9400 | 1.19 | 26 | 37.2% | -0.09 | 0.0074 | -0.005 | ||
| 19.45 | 20.65 | 8 | 36.5% | 0.89 | 0.0089 | -0.003 | 45 | 1.16 | 1.44 | 1 | 8 | 35.4% | -0.11 | 0.0092 | -0.006 | |
| 17.55 | 18.70 | 14 | 36.1% | 0.86 | 0.0107 | -0.004 | 47.5 | 1.69 | 2.03 | 375 | 35.8% | -0.14 | 0.0110 | -0.007 | ||
| 15.65 | 16.80 | 5 | 35.3% | 0.82 | 0.0125 | -0.006 | 50 | 2.33 | 2.45 | 1 | 210 | 35.2% | -0.18 | 0.0129 | -0.008 | |
| 14.00 | 15.10 | 8 | 35.2% | 0.78 | 0.0143 | -0.007 | 52.5 | 2.86 | 3.20 | 64 | 34.6% | -0.22 | 0.0147 | -0.009 | ||
| 12.75 | 13.40 | 58 | 35.6% | 0.74 | 0.0159 | -0.008 | 55 | 3.65 | 4.00 | 2 | 655 | 34.2% | -0.27 | 0.0164 | -0.010 | |
| 11.30 | 11.80 | 11 | 35.2% | 0.70 | 0.0173 | -0.009 | 57.5 | 4.60 | 4.95 | 718 | 34.1% | -0.31 | 0.0180 | -0.010 | ||
| 9.80 | 10.40 | 37 | 34.4% | 0.65 | 0.0184 | -0.010 | 60 | 5.65 | 6.20 | 225 | 34.2% | -0.36 | 0.0193 | -0.011 | ||
| 8.75 | 9.25 | 6 | 402 | 34.8% | 0.60 | 0.0192 | -0.010 | 62.5 | 6.80 | 7.35 | 132 | 33.9% | -0.41 | 0.0202 | -0.011 | |
| 7.55 | 8.05 | 2 | 963 | 34.4% | 0.56 | 0.0197 | -0.011 | 65 | 8.15 | 8.50 | 628 | 33.4% | -0.46 | 0.0210 | -0.011 | |
| 6.50 | 7.10 | 12 | 871 | 34.2% | 0.51 | 0.0199 | -0.011 | 67.5 | 9.60 | 10.35 | 52 | 34.1% | -0.51 | 0.0214 | -0.011 | |
| 5.70 | 6.05 | 2 | 154 | 33.9% | 0.46 | 0.0198 | -0.011 | 70 | 11.15 | 11.90 | 33.8% | -0.56 | 0.0216 | -0.011 | ||
| 4.30 | 4.70 | 5 | 1,263 | 34.2% | 0.38 | 0.0190 | -0.011 | 75 | 14.85 | 15.55 | 34.6% | -0.65 | 0.0213 | -0.011 | ||
| 3.25 | 3.60 | 55 | 218 | 34.4% | 0.31 | 0.0174 | -0.010 | 80 | 18.65 | 19.65 | 35.0% | -0.73 | 0.0201 | -0.010 | ||
| 2.44 | 2.87 | 7 | 34.9% | 0.25 | 0.0156 | -0.009 | 85 | 22.85 | 23.45 | 33.9% | -0.80 | 0.0185 | -0.008 | |||
| 1.96 | 2.12 | 802 | 27 | 35.2% | 0.21 | 0.0137 | -0.009 | 90 | 27.25 | 28.55 | 36.2% | -0.86 | 0.0177 | -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。