REGN 期权链 Regeneron Pharmaceuticals, Inc.
Cboe delayed options data · 截至 18:42 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 ±13.3% (681.83–891.03) · ATM IV 33.8% · P/C 未平仓量 0.74
| 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 | |
| 386.60 | 395.50 | 1 | 55.9% | 1.00 | 0.0001 | 0.000 | 400 | 0 | 4.90 | 31 | 75.1% | -0.00 | 0.0001 | -0.015 | ||
| 376.40 | 385.50 | 1 | 47.0% | 1.00 | 0.0001 | 0.000 | 410 | 0 | 4.90 | 6 | 72.7% | -0.01 | 0.0001 | -0.017 | ||
| 367.00 | 375.90 | 1 | 55.1% | 0.99 | 0.0001 | 0.000 | 420 | 0 | 4.90 | 60 | 70.3% | -0.01 | 0.0001 | -0.019 | ||
| 356.80 | 365.90 | 2 | 49.4% | 0.99 | 0.0001 | 0.000 | 430 | 0 | 4.90 | 13 | 68.0% | -0.01 | 0.0001 | -0.021 | ||
| 347.00 | 356.00 | 1 | 48.4% | 0.99 | 0.0001 | 0.000 | 440 | 0 | 4.90 | 10 | 65.8% | -0.01 | 0.0001 | -0.023 | ||
| 337.50 | 346.20 | 4 | 50.3% | 0.99 | 0.0001 | 0.000 | 450 | 0 | 4.90 | 43 | 63.6% | -0.01 | 0.0001 | -0.026 | ||
| 327.70 | 336.40 | 1 | 49.5% | 0.99 | 0.0001 | 0.000 | 460 | 0 | 4.90 | 39 | 61.4% | -0.01 | 0.0001 | -0.029 | ||
| 317.90 | 326.60 | 1 | 48.6% | 0.99 | 0.0002 | -0.004 | 470 | 0 | 4.90 | 11 | 59.3% | -0.01 | 0.0002 | -0.032 | ||
| 307.80 | 316.80 | 46.2% | 0.99 | 0.0002 | -0.008 | 480 | 0 | 4.90 | 32 | 57.2% | -0.01 | 0.0002 | -0.036 | |||
| 297.90 | 307.00 | 1 | 44.8% | 0.99 | 0.0002 | -0.013 | 490 | 0 | 4.90 | 10 | 55.2% | -0.02 | 0.0002 | -0.040 | ||
| 288.60 | 297.00 | 6 | 45.1% | 0.98 | 0.0002 | -0.018 | 500 | 0 | 4.90 | 68 | 53.2% | -0.02 | 0.0002 | -0.044 | ||
| 278.80 | 287.60 | 12 | 45.2% | 0.98 | 0.0003 | -0.024 | 510 | 0 | 4.90 | 28 | 51.2% | -0.02 | 0.0003 | -0.048 | ||
| 269.20 | 278.00 | 4 | 45.1% | 0.98 | 0.0003 | -0.029 | 520 | 0 | 4.90 | 16 | 49.3% | -0.02 | 0.0003 | -0.053 | ||
| 259.10 | 268.00 | 12 | 42.4% | 0.97 | 0.0004 | -0.036 | 530 | 0 | 4.90 | 7 | 47.4% | -0.03 | 0.0004 | -0.059 | ||
| 249.60 | 258.00 | 9 | 41.4% | 0.97 | 0.0004 | -0.043 | 540 | 0 | 4.90 | 79 | 45.6% | -0.03 | 0.0004 | -0.065 | ||
| 239.90 | 249.00 | 24 | 42.0% | 0.97 | 0.0004 | -0.050 | 550 | 0 | 4.90 | 97 | 43.7% | -0.03 | 0.0004 | -0.071 | ||
| 230.80 | 239.00 | 10 | 41.4% | 0.96 | 0.0005 | -0.058 | 560 | 0 | 4.90 | 34 | 41.9% | -0.04 | 0.0005 | -0.079 | ||
| 222.30 | 230.00 | 8 | 43.0% | 0.96 | 0.0006 | -0.066 | 570 | 0.0500 | 8.80 | 37 | 45.4% | -0.04 | 0.0006 | -0.086 | ||
| 212.90 | 220.00 | 14 | 41.6% | 0.95 | 0.0006 | -0.075 | 580 | 0.6000 | 9.00 | 1 | 93 | 44.3% | -0.05 | 0.0006 | -0.094 | |
| 203.00 | 211.00 | 2 | 40.8% | 0.94 | 0.0007 | -0.084 | 590 | 0.8500 | 9.30 | 2 | 41 | 43.0% | -0.06 | 0.0007 | -0.103 | |
| 194.40 | 201.00 | 18 | 40.2% | 0.94 | 0.0008 | -0.094 | 600 | 0.0500 | 9.60 | 1 | 177 | 40.5% | -0.07 | 0.0008 | -0.112 | |
| 185.20 | 192.00 | 14 | 39.8% | 0.93 | 0.0009 | -0.105 | 610 | 0.8000 | 10.00 | 39 | 39.7% | -0.07 | 0.0009 | -0.122 | ||
| 174.70 | 183.00 | 14 | 38.2% | 0.92 | 0.0010 | -0.116 | 620 | 1.65 | 10.00 | 143 | 38.6% | -0.08 | 0.0010 | -0.133 | ||
| 165.80 | 174.00 | 24 | 37.8% | 0.91 | 0.0011 | -0.127 | 630 | 2.70 | 11.00 | 58 | 38.3% | -0.10 | 0.0011 | -0.143 | ||
| 157.80 | 165.00 | 47 | 37.9% | 0.89 | 0.0012 | -0.139 | 640 | 3.80 | 12.00 | 70 | 37.9% | -0.11 | 0.0013 | -0.155 | ||
| 149.20 | 157.00 | 29 | 38.0% | 0.88 | 0.0014 | -0.152 | 650 | 5.30 | 13.00 | 1 | 49 | 37.5% | -0.12 | 0.0014 | -0.167 | |
| 141.10 | 148.00 | 27 | 37.6% | 0.87 | 0.0015 | -0.164 | 660 | 6.70 | 15.00 | 34 | 37.5% | -0.14 | 0.0015 | -0.179 | ||
| 125.20 | 132.00 | 28 | 37.4% | 0.83 | 0.0018 | -0.190 | 680 | 9.90 | 17.50 | 107 | 36.3% | -0.17 | 0.0018 | -0.203 | ||
| 110.30 | 116.50 | 1 | 210 | 37.1% | 0.79 | 0.0021 | -0.215 | 700 | 14.80 | 21.80 | 200 | 36.1% | -0.21 | 0.0021 | -0.228 | |
| 95.40 | 100.60 | 4 | 205 | 35.9% | 0.75 | 0.0024 | -0.238 | 720 | 19.90 | 24.00 | 1 | 194 | 34.4% | -0.26 | 0.0024 | -0.250 |
| 81.70 | 87.10 | 11 | 81 | 35.4% | 0.69 | 0.0026 | -0.259 | 740 | 27.20 | 30.60 | 88 | 34.5% | -0.31 | 0.0027 | -0.270 | |
| 69.60 | 72.60 | 6 | 104 | 34.4% | 0.64 | 0.0028 | -0.274 | 760 | 33.70 | 40.30 | 226 | 34.6% | -0.37 | 0.0029 | -0.286 | |
| 58.00 | 61.40 | 506 | 34.0% | 0.58 | 0.0030 | -0.285 | 780 | 41.90 | 47.90 | 248 | 33.7% | -0.43 | 0.0031 | -0.296 | ||
| 47.70 | 52.00 | 290 | 33.8% | 0.52 | 0.0031 | -0.289 | 800 | 52.00 | 58.50 | 133 | 33.6% | -0.49 | 0.0032 | -0.300 | ||
| 38.40 | 41.90 | 1 | 289 | 32.9% | 0.46 | 0.0031 | -0.287 | 820 | 63.10 | 69.60 | 22 | 33.2% | -0.56 | 0.0032 | -0.297 | |
| 30.00 | 37.90 | 329 | 33.6% | 0.40 | 0.0030 | -0.280 | 840 | 75.70 | 82.50 | 46 | 33.1% | -0.62 | 0.0031 | -0.289 | ||
| 24.60 | 28.20 | 167 | 32.6% | 0.35 | 0.0029 | -0.268 | 860 | 89.30 | 95.80 | 8 | 32.8% | -0.67 | 0.0030 | -0.276 | ||
| 19.10 | 24.30 | 320 | 33.0% | 0.30 | 0.0027 | -0.252 | 880 | 104.40 | 110.50 | 2 | 32.6% | -0.72 | 0.0028 | -0.259 | ||
| 16.50 | 18.30 | 2 | 337 | 33.0% | 0.25 | 0.0025 | -0.234 | 900 | 120.20 | 126.50 | 2 | 32.6% | -0.77 | 0.0026 | -0.241 | |
| 11.00 | 17.60 | 148 | 33.5% | 0.22 | 0.0022 | -0.214 | 920 | 137.00 | 143.30 | 32.6% | -0.81 | 0.0024 | -0.222 | |||
| 8.00 | 15.20 | 78 | 33.8% | 0.18 | 0.0020 | -0.194 | 940 | 154.20 | 161.60 | 32.9% | -0.85 | 0.0022 | -0.204 | |||
| 5.00 | 13.50 | 193 | 33.9% | 0.15 | 0.0018 | -0.175 | 960 | 172.90 | 180.00 | 33.5% | -0.88 | 0.0020 | -0.185 | |||
| 3.00 | 11.40 | 54 | 33.8% | 0.13 | 0.0016 | -0.157 | 980 | 191.70 | 199.40 | 34.5% | -0.91 | 0.0019 | -0.171 | |||
| 2.20 | 10.10 | 2 | 248 | 34.6% | 0.11 | 0.0014 | -0.139 | 1,000 | 210.60 | 218.00 | 34.2% | -0.94 | 0.0017 | -0.162 | ||
| 1.00 | 9.70 | 22 | 34.5% | 0.10 | 0.0013 | -0.131 | 1,010 | 220.00 | 228.50 | 35.1% | -0.95 | 0.0016 | -0.159 | |||
| 0.1500 | 9.50 | 67 | 34.7% | 0.09 | 0.0012 | -0.124 | 1,020 | 229.80 | 238.10 | 35.2% | -0.96 | 0.0015 | -0.161 | |||
| 0.0500 | 9.30 | 1 | 35.4% | 0.08 | 0.0011 | -0.116 | 1,030 | 239.60 | 247.90 | 35.5% | -0.97 | 0.0015 | -0.151 | |||
| 0.0500 | 9.20 | 40 | 36.3% | 0.08 | 0.0010 | -0.109 | 1,040 | 249.40 | 258.10 | 36.5% | -0.98 | 0.0014 | -0.130 | |||
| 0.0500 | 9.10 | 3 | 37.2% | 0.07 | 0.0010 | -0.103 | 1,050 | 259.20 | 268.00 | 36.8% | -0.98 | 0.0012 | -0.097 | |||
| 0.0500 | 8.90 | 36 | 37.9% | 0.06 | 0.0009 | -0.097 | 1,060 | 269.10 | 277.80 | 36.6% | -0.99 | 0.0009 | -0.074 | |||
| 0.0500 | 8.80 | 38.8% | 0.06 | 0.0008 | -0.091 | 1,070 | 279.10 | 288.00 | 38.7% | -0.99 | 0.0005 | -0.074 | ||||
| 0.6000 | 8.60 | 14 | 40.0% | 0.05 | 0.0008 | -0.085 | 1,080 | 289.10 | 297.80 | 38.5% | -1.00 | 0.0003 | -0.074 | |||
| 0.0500 | 8.50 | 40.3% | 0.05 | 0.0007 | -0.080 | 1,090 | 299.10 | 307.80 | 39.4% | -1.00 | 0.0001 | -0.074 | ||||
| 0.0500 | 8.00 | 138 | 40.7% | 0.05 | 0.0007 | -0.075 | 1,100 | 309.10 | 318.00 | 41.4% | -1.00 | 0.0000 | -0.074 | |||
| 0.0500 | 8.30 | 41.8% | 0.04 | 0.0006 | -0.070 | 1,110 | 319.10 | 327.80 | 41.2% | -1.00 | 0.0000 | -0.074 | ||||
| 0.0500 | 8.20 | 2 | 42.6% | 0.04 | 0.0006 | -0.066 | 1,120 | 329.10 | 337.80 | 42.0% | -1.00 | 0.0000 | -0.074 | |||
| 0.0500 | 8.20 | 43.4% | 0.04 | 0.0005 | -0.062 | 1,130 | 339.10 | 347.80 | 42.9% | -1.00 | 0.0000 | -0.074 | ||||
| 0.0500 | 8.10 | 16 | 44.1% | 0.03 | 0.0005 | -0.058 | 1,140 | 349.10 | 358.00 | 45.0% | -1.00 | 0.0000 | -0.074 | |||
| 0 | 4.90 | 40.9% | 0.03 | 0.0005 | -0.055 | 1,150 | 359.10 | 367.80 | 44.6% | -1.00 | 0.0000 | -0.074 | ||||
| 0 | 4.90 | 2 | 41.7% | 0.03 | 0.0004 | -0.051 | 1,160 | 369.10 | 378.00 | 46.7% | -1.00 | 0.0000 | -0.074 | |||
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。