PM 期权链 Philip Morris International Inc.
Cboe delayed options data · 截至 03:37 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 ±7.4% (174.04–201.84) · ATM IV 28.0% · P/C 未平仓量 0.60
| 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 | |
| 86.90 | 90.50 | 105.3% | 0.99 | 0.0005 | -0.013 | 100 | 0 | 2.15 | 120.0% | -0.01 | 0.0006 | -0.028 | ||||
| 81.90 | 85.40 | 95.2% | 0.99 | 0.0006 | -0.015 | 105 | 0 | 2.15 | 111.9% | -0.02 | 0.0008 | -0.029 | ||||
| 77.00 | 80.50 | 91.7% | 0.99 | 0.0007 | -0.016 | 110 | 0 | 2.15 | 104.2% | -0.02 | 0.0009 | -0.030 | ||||
| 72.00 | 75.60 | 86.3% | 0.99 | 0.0008 | -0.017 | 115 | 0 | 2.15 | 96.7% | -0.02 | 0.0010 | -0.031 | ||||
| 67.00 | 70.50 | 77.5% | 0.98 | 0.0010 | -0.019 | 120 | 0 | 2.15 | 89.6% | -0.02 | 0.0012 | -0.032 | ||||
| 62.00 | 65.60 | 72.5% | 0.98 | 0.0012 | -0.020 | 125 | 0 | 2.15 | 82.7% | -0.03 | 0.0015 | -0.033 | ||||
| 57.00 | 60.50 | 64.4% | 0.98 | 0.0015 | -0.022 | 130 | 0 | 2.20 | 76.4% | -0.03 | 0.0018 | -0.034 | ||||
| 52.10 | 55.50 | 59.8% | 0.97 | 0.0018 | -0.023 | 135 | 0 | 2.20 | 69.9% | -0.03 | 0.0022 | -0.035 | ||||
| 47.10 | 50.60 | 55.0% | 0.97 | 0.0022 | -0.025 | 140 | 0 | 2.25 | 63.9% | -0.04 | 0.0026 | -0.036 | ||||
| 42.20 | 45.70 | 51.4% | 0.97 | 0.0027 | -0.027 | 145 | 0 | 2.30 | 58.1% | -0.05 | 0.0033 | -0.038 | ||||
| 37.10 | 40.80 | 45.6% | 0.96 | 0.0035 | -0.029 | 150 | 0 | 2.35 | 52.3% | -0.05 | 0.0041 | -0.040 | ||||
| 32.10 | 35.70 | 39.0% | 0.95 | 0.0045 | -0.032 | 155 | 0 | 2.50 | 47.0% | -0.07 | 0.0053 | -0.041 | ||||
| 27.30 | 31.00 | 37.4% | 0.94 | 0.0060 | -0.035 | 160 | 0 | 2.60 | 41.5% | -0.08 | 0.0069 | -0.044 | ||||
| 22.70 | 26.40 | 36.1% | 0.92 | 0.0082 | -0.040 | 165 | 0.2500 | 2.85 | 37.5% | -0.11 | 0.0093 | -0.048 | ||||
| 17.90 | 21.50 | 31.3% | 0.88 | 0.0117 | -0.048 | 170 | 0.8000 | 2.00 | 2 | 30.1% | -0.15 | 0.0129 | -0.055 | |||
| 13.90 | 16.30 | 27.8% | 0.82 | 0.0165 | -0.060 | 175 | 0.7500 | 3.30 | 7 | 2 | 27.6% | -0.21 | 0.0175 | -0.065 | ||
| 10.70 | 12.70 | 29.5% | 0.73 | 0.0218 | -0.075 | 180 | 2.75 | 4.50 | 1 | 3 | 28.4% | -0.31 | 0.0221 | -0.076 | ||
| 6.70 | 9.60 | 27.6% | 0.61 | 0.0257 | -0.085 | 185 | 4.60 | 5.90 | 4 | 26.7% | -0.43 | 0.0251 | -0.084 | |||
| 4.20 | 7.20 | 28.0% | 0.48 | 0.0268 | -0.087 | 190 | 6.80 | 9.60 | 2 | 28.1% | -0.56 | 0.0256 | -0.083 | |||
| 2.85 | 5.30 | 29.3% | 0.35 | 0.0249 | -0.080 | 195 | 9.30 | 12.10 | 1 | 24.9% | -0.68 | 0.0234 | -0.074 | |||
| 1.55 | 4.00 | 2 | 20 | 29.9% | 0.24 | 0.0207 | -0.068 | 200 | 13.20 | 15.90 | 25.1% | -0.77 | 0.0193 | -0.062 | ||
| 0.0500 | 3.20 | 29.0% | 0.17 | 0.0159 | -0.056 | 205 | 16.90 | 20.50 | 24.5% | -0.84 | 0.0149 | -0.050 | ||||
| 0.1000 | 2.80 | 32.7% | 0.12 | 0.0120 | -0.047 | 210 | 21.50 | 25.00 | 24.5% | -0.89 | 0.0112 | -0.042 | ||||
| 0 | 2.70 | 36.4% | 0.09 | 0.0092 | -0.042 | 215 | 26.30 | 29.60 | 23.5% | -0.91 | 0.0087 | -0.037 | ||||
| 0 | 2.50 | 39.7% | 0.08 | 0.0074 | -0.040 | 220 | 30.90 | 34.50 | -0.93 | 0.0070 | -0.035 | |||||
| 0 | 2.40 | 43.2% | 0.07 | 0.0061 | -0.038 | 225 | 35.80 | 39.40 | -0.93 | 0.0058 | -0.033 | |||||
| 0 | 2.30 | 46.4% | 0.06 | 0.0052 | -0.038 | 230 | 40.70 | 44.30 | -0.94 | 0.0050 | -0.032 | |||||
| 0 | 2.25 | 49.7% | 0.06 | 0.0044 | -0.037 | 235 | 46.00 | 49.20 | -0.95 | 0.0043 | -0.031 | |||||
| 0 | 2.20 | 52.8% | 0.05 | 0.0039 | -0.037 | 240 | 50.70 | 54.10 | -0.95 | 0.0038 | -0.030 | |||||
| 0 | 2.20 | 56.0% | 0.05 | 0.0034 | -0.036 | 245 | 55.60 | 59.10 | -0.96 | 0.0034 | -0.029 | |||||
| 0 | 2.15 | 58.9% | 0.04 | 0.0031 | -0.036 | 250 | 60.50 | 64.10 | -0.96 | 0.0030 | -0.029 | |||||
| 0 | 2.15 | 61.9% | 0.04 | 0.0028 | -0.035 | 255 | 65.60 | 69.20 | -0.96 | 0.0027 | -0.028 | |||||
| 0 | 2.15 | 64.8% | 0.04 | 0.0025 | -0.035 | 260 | 70.50 | 74.00 | -0.96 | 0.0025 | -0.027 | |||||
| 0 | 2.15 | 67.7% | 0.04 | 0.0023 | -0.035 | 265 | 75.50 | 79.00 | -0.97 | 0.0022 | -0.026 | |||||
| 0 | 2.15 | 70.4% | 0.03 | 0.0021 | -0.034 | 270 | 80.50 | 84.10 | -0.97 | 0.0021 | -0.025 | |||||
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。