PSX 期权链 Phillips 66
Cboe delayed options data · 截至 09:42 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 ±31.9% (197.75–383.35) · ATM IV 43.2% · P/C 未平仓量 1.76
| 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 | |
| 143.60 | 147.50 | 51.5% | 0.96 | 0.0007 | 0.000 | 150 | 2.10 | 3.30 | 1 | 48.0% | -0.04 | 0.0007 | -0.017 | |||
| 139.20 | 143.00 | 1 | 50.6% | 0.95 | 0.0008 | 0.000 | 155 | 2.40 | 3.90 | 1 | 47.7% | -0.05 | 0.0008 | -0.019 | ||
| 134.10 | 139.00 | 49.4% | 0.95 | 0.0008 | -0.002 | 160 | 2.90 | 4.30 | 47.3% | -0.06 | 0.0009 | -0.021 | ||||
| 130.10 | 134.40 | 48.8% | 0.94 | 0.0009 | -0.005 | 165 | 3.30 | 4.80 | 46.7% | -0.06 | 0.0010 | -0.023 | ||||
| 126.10 | 130.40 | 48.9% | 0.93 | 0.0010 | -0.007 | 170 | 3.80 | 5.50 | 46.5% | -0.07 | 0.0011 | -0.025 | ||||
| 121.60 | 125.90 | 1 | 47.7% | 0.92 | 0.0011 | -0.010 | 175 | 4.40 | 6.10 | 1 | 46.1% | -0.08 | 0.0012 | -0.027 | ||
| 117.90 | 122.00 | 23 | 48.0% | 0.91 | 0.0012 | -0.013 | 180 | 5.40 | 6.60 | 46.6% | -0.09 | 0.0013 | -0.029 | |||
| 113.90 | 118.00 | 1 | 47.7% | 0.90 | 0.0014 | -0.016 | 185 | 5.80 | 7.70 | 137 | 45.6% | -0.10 | 0.0014 | -0.031 | ||
| 109.60 | 114.00 | 46.9% | 0.89 | 0.0015 | -0.019 | 190 | 6.50 | 8.60 | 45.3% | -0.11 | 0.0015 | -0.034 | ||||
| 106.00 | 109.70 | 46.5% | 0.88 | 0.0016 | -0.021 | 195 | 7.40 | 9.60 | 1 | 45.1% | -0.12 | 0.0016 | -0.036 | |||
| 102.50 | 106.00 | 2 | 46.6% | 0.87 | 0.0017 | -0.024 | 200 | 8.30 | 10.70 | 45.0% | -0.13 | 0.0017 | -0.038 | |||
| 94.60 | 99.00 | 4 | 46.0% | 0.85 | 0.0019 | -0.030 | 210 | 10.50 | 12.90 | 10 | 44.5% | -0.15 | 0.0019 | -0.042 | ||
| 87.70 | 91.50 | 1 | 45.3% | 0.82 | 0.0021 | -0.035 | 220 | 13.00 | 15.60 | 112 | 44.2% | -0.18 | 0.0022 | -0.046 | ||
| 80.60 | 84.90 | 12 | 44.7% | 0.79 | 0.0023 | -0.040 | 230 | 15.40 | 18.70 | 46 | 43.7% | -0.21 | 0.0024 | -0.050 | ||
| 74.60 | 78.50 | 4 | 44.6% | 0.77 | 0.0025 | -0.045 | 240 | 19.00 | 22.10 | 3 | 43.7% | -0.24 | 0.0026 | -0.054 | ||
| 68.10 | 72.50 | 7 | 44.0% | 0.73 | 0.0027 | -0.049 | 250 | 22.50 | 26.00 | 1 | 43.5% | -0.27 | 0.0028 | -0.057 | ||
| 63.60 | 66.50 | 29 | 44.2% | 0.70 | 0.0029 | -0.053 | 260 | 26.70 | 30.00 | 46 | 43.3% | -0.30 | 0.0030 | -0.060 | ||
| 58.00 | 61.50 | 18 | 43.9% | 0.67 | 0.0030 | -0.056 | 270 | 31.50 | 34.50 | 43.4% | -0.33 | 0.0031 | -0.062 | |||
| 53.50 | 56.50 | 13 | 43.9% | 0.64 | 0.0032 | -0.059 | 280 | 35.50 | 39.50 | 43.0% | -0.37 | 0.0033 | -0.064 | |||
| 48.80 | 51.50 | 3 | 43.5% | 0.61 | 0.0032 | -0.061 | 290 | 40.80 | 44.50 | 36 | 42.9% | -0.40 | 0.0034 | -0.065 | ||
| 44.50 | 47.50 | 1 | 19 | 43.4% | 0.58 | 0.0033 | -0.063 | 300 | 46.40 | 50.00 | 42.8% | -0.43 | 0.0035 | -0.066 | ||
| 40.50 | 43.50 | 4 | 15 | 43.2% | 0.54 | 0.0034 | -0.064 | 310 | 52.00 | 55.90 | 13 | 42.6% | -0.47 | 0.0035 | -0.066 | |
| 37.10 | 40.00 | 9 | 43.3% | 0.51 | 0.0034 | -0.065 | 320 | 58.50 | 62.00 | 40 | 49 | 42.6% | -0.50 | 0.0036 | -0.066 | |
| 33.60 | 36.50 | 17 | 43.0% | 0.48 | 0.0034 | -0.065 | 330 | 65.00 | 68.50 | 1 | 19 | 42.6% | -0.53 | 0.0036 | -0.066 | |
| 30.50 | 33.50 | 88 | 43.0% | 0.45 | 0.0034 | -0.065 | 340 | 71.50 | 75.00 | 42.3% | -0.56 | 0.0036 | -0.065 | |||
| 27.80 | 30.50 | 42.9% | 0.43 | 0.0033 | -0.065 | 350 | 78.60 | 82.50 | 42.5% | -0.60 | 0.0036 | -0.064 | ||||
| 25.00 | 28.00 | 6 | 8 | 42.7% | 0.40 | 0.0033 | -0.064 | 360 | 86.00 | 89.50 | 42.4% | -0.63 | 0.0036 | -0.062 | ||
| 22.70 | 25.50 | 42.6% | 0.37 | 0.0032 | -0.063 | 370 | 93.60 | 97.00 | 42.3% | -0.66 | 0.0036 | -0.061 | ||||
| 20.50 | 23.50 | 2 | 42.7% | 0.35 | 0.0032 | -0.062 | 380 | 101.50 | 105.00 | 42.5% | -0.68 | 0.0036 | -0.059 | |||
| 18.50 | 21.50 | 1 | 42.6% | 0.33 | 0.0031 | -0.060 | 390 | 109.50 | 113.00 | 42.4% | -0.71 | 0.0036 | -0.057 | |||
| 16.70 | 20.00 | 42.7% | 0.30 | 0.0030 | -0.059 | 400 | 117.70 | 121.40 | 42.5% | -0.74 | 0.0035 | -0.056 | ||||
| 14.50 | 18.00 | 42.2% | 0.28 | 0.0029 | -0.057 | 410 | 126.20 | 129.80 | 42.6% | -0.76 | 0.0035 | -0.053 | ||||
| 13.10 | 16.50 | 42.2% | 0.27 | 0.0028 | -0.055 | 420 | 134.80 | 138.50 | 42.7% | -0.78 | 0.0034 | -0.051 | ||||
| 11.80 | 15.50 | 42.5% | 0.25 | 0.0027 | -0.053 | 430 | 143.50 | 147.50 | 42.8% | -0.81 | 0.0033 | -0.048 | ||||
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。