PSX 期权链 Phillips 66
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 ±23.4% (196.13–316.23) · ATM IV 40.2% · P/C 未平仓量 0.66
| 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 | |
| 127.00 | 129.60 | 3 | 48.6% | 0.98 | 0.0005 | 0.000 | 130 | 0.5000 | 0.9500 | 2 | 49.8% | -0.02 | 0.0005 | -0.011 | ||
| 122.40 | 125.40 | 10 | 1 | 51.7% | 0.98 | 0.0006 | 0.000 | 135 | 0.5500 | 1.15 | 1 | 48.7% | -0.02 | 0.0006 | -0.012 | |
| 117.60 | 120.60 | 11 | 50.0% | 0.98 | 0.0006 | 0.000 | 140 | 0.6500 | 1.40 | 5 | 47.9% | -0.03 | 0.0007 | -0.014 | ||
| 112.70 | 115.50 | 2 | 46.7% | 0.97 | 0.0008 | 0.000 | 145 | 0.8500 | 1.50 | 11 | 46.7% | -0.03 | 0.0008 | -0.015 | ||
| 108.20 | 111.30 | 20 | 48.2% | 0.97 | 0.0009 | 0.000 | 150 | 0.9500 | 1.85 | 17 | 46.0% | -0.04 | 0.0010 | -0.017 | ||
| 103.40 | 106.70 | 5 | 46.9% | 0.96 | 0.0010 | -0.003 | 155 | 1.25 | 2.15 | 34 | 45.4% | -0.04 | 0.0011 | -0.020 | ||
| 98.80 | 102.10 | 31 | 46.0% | 0.95 | 0.0012 | -0.006 | 160 | 1.55 | 2.50 | 4 | 44.8% | -0.05 | 0.0013 | -0.022 | ||
| 94.30 | 97.20 | 14 | 44.6% | 0.94 | 0.0014 | -0.010 | 165 | 2.10 | 2.95 | 81 | 44.8% | -0.06 | 0.0014 | -0.025 | ||
| 89.90 | 93.10 | 29 | 44.9% | 0.93 | 0.0016 | -0.013 | 170 | 2.35 | 3.40 | 64 | 43.8% | -0.07 | 0.0017 | -0.028 | ||
| 85.90 | 88.70 | 14 | 45.0% | 0.92 | 0.0018 | -0.017 | 175 | 2.95 | 4.00 | 34 | 43.6% | -0.08 | 0.0019 | -0.031 | ||
| 81.60 | 84.40 | 1 | 66 | 44.5% | 0.91 | 0.0020 | -0.021 | 180 | 3.50 | 4.60 | 39 | 43.1% | -0.10 | 0.0021 | -0.034 | |
| 77.30 | 80.30 | 23 | 44.0% | 0.90 | 0.0023 | -0.025 | 185 | 4.20 | 5.50 | 43 | 43.0% | -0.11 | 0.0023 | -0.037 | ||
| 73.00 | 76.10 | 151 | 43.2% | 0.88 | 0.0025 | -0.029 | 190 | 4.90 | 6.00 | 47 | 42.1% | -0.12 | 0.0026 | -0.040 | ||
| 69.00 | 72.10 | 22 | 42.9% | 0.86 | 0.0028 | -0.033 | 195 | 5.60 | 7.00 | 11 | 41.7% | -0.14 | 0.0028 | -0.044 | ||
| 65.20 | 68.20 | 99 | 42.7% | 0.85 | 0.0031 | -0.037 | 200 | 6.80 | 7.90 | 42 | 41.5% | -0.16 | 0.0031 | -0.047 | ||
| 57.50 | 60.30 | 41 | 41.4% | 0.81 | 0.0036 | -0.045 | 210 | 8.90 | 10.30 | 34 | 40.8% | -0.20 | 0.0036 | -0.053 | ||
| 51.30 | 54.10 | 27 | 42.3% | 0.76 | 0.0041 | -0.052 | 220 | 11.60 | 13.50 | 61 | 40.5% | -0.24 | 0.0041 | -0.059 | ||
| 44.80 | 47.60 | 137 | 41.7% | 0.71 | 0.0045 | -0.059 | 230 | 15.30 | 17.00 | 29 | 40.5% | -0.29 | 0.0046 | -0.064 | ||
| 39.10 | 41.80 | 55 | 41.5% | 0.66 | 0.0048 | -0.064 | 240 | 19.30 | 21.00 | 31 | 40.2% | -0.34 | 0.0049 | -0.068 | ||
| 33.90 | 36.60 | 38 | 41.3% | 0.61 | 0.0051 | -0.068 | 250 | 23.90 | 25.60 | 29 | 40.0% | -0.39 | 0.0052 | -0.071 | ||
| 29.00 | 31.40 | 1 | 57 | 40.6% | 0.56 | 0.0052 | -0.071 | 260 | 29.00 | 30.70 | 1 | 39.8% | -0.45 | 0.0054 | -0.073 | |
| 25.10 | 27.30 | 26 | 40.7% | 0.51 | 0.0053 | -0.072 | 270 | 34.60 | 36.70 | 39.8% | -0.50 | 0.0054 | -0.073 | |||
| 21.70 | 23.60 | 1 | 55 | 40.8% | 0.46 | 0.0053 | -0.073 | 280 | 40.00 | 42.70 | 39.0% | -0.55 | 0.0055 | -0.072 | ||
| 18.50 | 20.30 | 4 | 41 | 40.7% | 0.41 | 0.0052 | -0.071 | 290 | 46.90 | 49.60 | 39.2% | -0.60 | 0.0054 | -0.070 | ||
| 15.80 | 17.20 | 6 | 29 | 40.6% | 0.37 | 0.0050 | -0.070 | 300 | 54.00 | 56.80 | 39.1% | -0.64 | 0.0052 | -0.067 | ||
| 13.30 | 15.00 | 3 | 12 | 40.7% | 0.33 | 0.0048 | -0.067 | 310 | 61.80 | 64.30 | 39.3% | -0.69 | 0.0051 | -0.063 | ||
| 11.30 | 12.90 | 6 | 7 | 40.7% | 0.29 | 0.0046 | -0.064 | 320 | 70.20 | 72.30 | 39.7% | -0.73 | 0.0048 | -0.058 | ||
| 9.60 | 10.80 | 11 | 40.6% | 0.26 | 0.0043 | -0.060 | 330 | 78.40 | 80.80 | 40.0% | -0.76 | 0.0046 | -0.054 | |||
| 7.50 | 9.50 | 6 | 40.3% | 0.23 | 0.0040 | -0.056 | 340 | 86.90 | 89.40 | 40.1% | -0.80 | 0.0044 | -0.050 | |||
| 7.10 | 8.00 | 1 | 41.1% | 0.20 | 0.0037 | -0.052 | 350 | 95.10 | 98.20 | 39.5% | -0.83 | 0.0042 | -0.046 | |||
| 5.40 | 7.00 | 40.7% | 0.18 | 0.0034 | -0.049 | 360 | 104.70 | 107.70 | 40.9% | -0.86 | 0.0040 | -0.042 | ||||
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。