ROKU 期权链 Roku, Inc.
Cboe delayed options data · 截至 18:38 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 ±7.7% (145.65–170.09) · ATM IV 17.7% · P/C 未平仓量 0.65
| 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 | |
| 77.05 | 80.65 | 36 | 68.7% | 0.99 | 0.0005 | 0.000 | 80 | 0 | 2.15 | 167 | 79.6% | -0.01 | 0.0005 | -0.005 | ||
| 72.10 | 75.75 | 39 | 63.5% | 0.99 | 0.0006 | 0.000 | 85 | 0 | 2.15 | 553 | 73.5% | -0.01 | 0.0006 | -0.005 | ||
| 67.35 | 70.90 | 37 | 61.0% | 0.99 | 0.0007 | 0.000 | 90 | 0 | 1.00 | 142 | 58.3% | -0.01 | 0.0007 | -0.006 | ||
| 62.20 | 65.90 | 24 | 53.4% | 0.98 | 0.0009 | 0.000 | 95 | 0 | 0.7500 | 142 | 50.9% | -0.01 | 0.0009 | -0.006 | ||
| 57.35 | 61.00 | 2,555 | 49.8% | 0.98 | 0.0012 | 0.000 | 100 | 0 | 0.7500 | 2,518 | 46.4% | -0.02 | 0.0012 | -0.007 | ||
| 52.80 | 56.10 | 34 | 48.3% | 0.98 | 0.0015 | 0.000 | 105 | 0 | 2.22 | 42 | 52.4% | -0.02 | 0.0015 | -0.008 | ||
| 48.75 | 51.20 | 50 | 50.4% | 0.97 | 0.0019 | 0.000 | 110 | 0 | 0.7400 | 9 | 38.0% | -0.03 | 0.0019 | -0.009 | ||
| 43.00 | 46.30 | 197 | 40.2% | 0.97 | 0.0024 | 0.000 | 115 | 0 | 0.6100 | 95 | 33.0% | -0.03 | 0.0024 | -0.009 | ||
| 38.35 | 41.30 | 111 | 36.9% | 0.96 | 0.0032 | 0.000 | 120 | 0 | 0.7500 | 123 | 30.4% | -0.04 | 0.0032 | -0.010 | ||
| 34.05 | 36.55 | 158 | 35.9% | 0.95 | 0.0042 | -0.002 | 125 | 0.0200 | 0.5600 | 23 | 25.4% | -0.05 | 0.0042 | -0.012 | ||
| 29.00 | 31.75 | 59 | 31.5% | 0.93 | 0.0057 | -0.005 | 130 | 0.0800 | 1.19 | 32 | 25.9% | -0.07 | 0.0058 | -0.013 | ||
| 24.50 | 27.05 | 142 | 29.1% | 0.91 | 0.0079 | -0.008 | 135 | 0 | 2.79 | 20 | 27.3% | -0.09 | 0.0080 | -0.015 | ||
| 19.90 | 22.15 | 59 | 25.5% | 0.87 | 0.0110 | -0.012 | 140 | 0 | 3.20 | 25 | 24.0% | -0.13 | 0.0112 | -0.018 | ||
| 15.50 | 18.10 | 1,106 | 23.8% | 0.81 | 0.0150 | -0.017 | 145 | 0.0100 | 3.85 | 72 | 20.9% | -0.19 | 0.0154 | -0.022 | ||
| 10.80 | 13.90 | 222 | 20.4% | 0.73 | 0.0194 | -0.023 | 150 | 0.7400 | 4.95 | 17 | 19.4% | -0.27 | 0.0201 | -0.026 | ||
| 7.40 | 10.95 | 63 | 20.3% | 0.62 | 0.0231 | -0.027 | 155 | 2.36 | 6.20 | 66 | 18.3% | -0.38 | 0.0242 | -0.029 | ||
| 4.50 | 7.00 | 307 | 17.8% | 0.50 | 0.0250 | -0.028 | 160 | 4.55 | 8.40 | 20 | 17.6% | -0.51 | 0.0268 | -0.030 | ||
| 3.60 | 6.00 | 1 | 501 | 21.0% | 0.38 | 0.0246 | -0.026 | 165 | 7.55 | 11.10 | 16.9% | -0.65 | 0.0272 | -0.028 | ||
| 0.5000 | 2.90 | 62 | 15.4% | 0.27 | 0.0216 | -0.023 | 170 | 11.20 | 14.30 | 15.2% | -0.78 | 0.0251 | -0.023 | |||
| 0.7500 | 2.10 | 1,266 | 17.9% | 0.18 | 0.0171 | -0.019 | 175 | 15.45 | 19.35 | 16.6% | -0.88 | 0.0211 | -0.019 | |||
| 0.5000 | 1.43 | 51 | 18.8% | 0.13 | 0.0130 | -0.016 | 180 | 20.15 | 23.80 | -0.94 | 0.0178 | -0.013 | ||||
| 0 | 1.00 | 11 | 18.4% | 0.10 | 0.0100 | -0.014 | 185 | 25.00 | 29.10 | -0.97 | 0.0159 | -0.007 | ||||
| 0 | 0.8000 | 280 | 20.0% | 0.08 | 0.0079 | -0.013 | 190 | 30.00 | 33.75 | -0.99 | 0.0068 | -0.022 | ||||
| 0 | 1.00 | 1 | 23.3% | 0.07 | 0.0064 | -0.012 | 195 | 35.00 | 38.95 | -1.00 | 0.0021 | -0.029 | ||||
| 0 | 2.34 | 2 | 30.9% | 0.06 | 0.0053 | -0.011 | 200 | 40.00 | 43.75 | 1 | -1.00 | 0.0000 | -0.032 | |||
| 0 | 2.01 | 1 | 34.4% | 0.05 | 0.0039 | -0.011 | 210 | 50.00 | 53.95 | -1.00 | 0.0000 | -0.035 | ||||
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。