SCCO 期权链 Southern Copper Corporation
Cboe delayed options data · 截至 15:43 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 ±11.0% (178.71–222.91) · ATM IV 49.0% · P/C 未平仓量 0.22
| 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 | |
| 88.80 | 92.70 | 121.8% | 0.99 | 0.0006 | -0.037 | 110 | 0 | 2.40 | 131.7% | -0.02 | 0.0008 | -0.051 | ||||
| 83.50 | 87.80 | 107.9% | 0.99 | 0.0007 | -0.043 | 115 | 0 | 2.45 | 123.7% | -0.02 | 0.0009 | -0.054 | ||||
| 78.60 | 82.80 | 103.9% | 0.99 | 0.0009 | -0.049 | 120 | 0 | 2.45 | 115.5% | -0.03 | 0.0011 | -0.058 | ||||
| 73.70 | 78.00 | 103.0% | 0.99 | 0.0012 | -0.057 | 125 | 0 | 2.50 | 108.0% | -0.03 | 0.0013 | -0.063 | ||||
| 68.90 | 72.90 | 97.4% | 0.98 | 0.0014 | -0.064 | 130 | 0 | 2.55 | 100.7% | -0.04 | 0.0016 | -0.068 | ||||
| 63.80 | 67.90 | 88.7% | 0.98 | 0.0018 | -0.071 | 135 | 0 | 2.60 | 93.7% | -0.04 | 0.0019 | -0.073 | ||||
| 58.80 | 63.00 | 83.4% | 0.97 | 0.0022 | -0.081 | 140 | 0 | 2.65 | 86.8% | -0.05 | 0.0023 | -0.080 | ||||
| 53.90 | 58.20 | 79.9% | 0.96 | 0.0028 | -0.090 | 145 | 0 | 2.75 | 80.3% | -0.06 | 0.0027 | -0.086 | ||||
| 49.00 | 53.30 | 75.1% | 0.95 | 0.0034 | -0.099 | 150 | 0 | 2.85 | 74.0% | -0.07 | 0.0033 | -0.094 | ||||
| 44.10 | 48.20 | 68.3% | 0.94 | 0.0042 | -0.108 | 155 | 0 | 3.00 | 68.0% | -0.08 | 0.0040 | -0.103 | ||||
| 39.40 | 43.20 | 63.8% | 0.92 | 0.0051 | -0.118 | 160 | 0 | 3.30 | 6 | 62.9% | -0.10 | 0.0049 | -0.112 | |||
| 34.90 | 38.50 | 61.9% | 0.90 | 0.0062 | -0.129 | 165 | 0.1500 | 3.60 | 1 | 58.2% | -0.12 | 0.0060 | -0.123 | |||
| 30.30 | 33.90 | 1 | 58.7% | 0.87 | 0.0076 | -0.140 | 170 | 0.7000 | 3.40 | 1 | 8 | 52.7% | -0.15 | 0.0073 | -0.134 | |
| 25.80 | 29.50 | 55.8% | 0.84 | 0.0091 | -0.152 | 175 | 1.05 | 4.50 | 2 | 51.1% | -0.19 | 0.0088 | -0.146 | |||
| 21.60 | 25.00 | 52.5% | 0.79 | 0.0108 | -0.164 | 180 | 2.00 | 4.90 | 1 | 5 | 47.8% | -0.23 | 0.0104 | -0.159 | ||
| 17.60 | 20.90 | 15 | 49.9% | 0.74 | 0.0125 | -0.176 | 185 | 3.90 | 7.10 | 51.0% | -0.29 | 0.0121 | -0.170 | |||
| 14.70 | 17.90 | 1 | 51.7% | 0.67 | 0.0140 | -0.186 | 190 | 5.80 | 8.90 | 1 | 50.8% | -0.35 | 0.0135 | -0.179 | ||
| 11.30 | 14.50 | 49.2% | 0.60 | 0.0151 | -0.193 | 195 | 7.40 | 10.90 | 2 | 48.8% | -0.42 | 0.0146 | -0.185 | |||
| 8.80 | 11.30 | 1 | 47.7% | 0.52 | 0.0155 | -0.195 | 200 | 10.70 | 13.40 | 3 | 50.2% | -0.50 | 0.0149 | -0.187 | ||
| 6.70 | 9.80 | 2 | 2 | 49.3% | 0.44 | 0.0152 | -0.193 | 205 | 13.50 | 16.60 | 4 | 50.5% | -0.57 | 0.0145 | -0.184 | |
| 4.00 | 7.60 | 2 | 4 | 46.2% | 0.37 | 0.0143 | -0.186 | 210 | 17.00 | 19.40 | 1 | 2 | 49.9% | -0.64 | 0.0137 | -0.178 |
| 3.50 | 6.20 | 1 | 5 | 48.7% | 0.31 | 0.0130 | -0.177 | 215 | 19.70 | 23.40 | 48.6% | -0.69 | 0.0125 | -0.169 | ||
| 2.00 | 5.10 | 1 | 47.9% | 0.26 | 0.0117 | -0.166 | 220 | 23.70 | 27.30 | 49.1% | -0.74 | 0.0111 | -0.158 | |||
| 1.10 | 4.20 | 1 | 48.0% | 0.22 | 0.0103 | -0.154 | 225 | 27.80 | 31.50 | 49.4% | -0.78 | 0.0098 | -0.147 | |||
| 0.5000 | 3.80 | 1 | 49.6% | 0.18 | 0.0090 | -0.142 | 230 | 32.30 | 35.80 | 50.3% | -0.81 | 0.0086 | -0.136 | |||
| 0 | 3.50 | 51.1% | 0.16 | 0.0079 | -0.131 | 235 | 36.60 | 40.70 | 51.8% | -0.84 | 0.0075 | -0.125 | ||||
| 0 | 3.30 | 3 | 54.6% | 0.13 | 0.0068 | -0.120 | 240 | 41.00 | 45.50 | 52.5% | -0.86 | 0.0066 | -0.115 | |||
| 0 | 2.90 | 56.8% | 0.11 | 0.0060 | -0.110 | 245 | 46.00 | 50.20 | 54.0% | -0.88 | 0.0057 | -0.105 | ||||
| 0 | 3.00 | 30 | 61.2% | 0.10 | 0.0052 | -0.101 | 250 | 51.00 | 54.60 | 55.5% | -0.90 | 0.0050 | -0.097 | |||
| 0 | 2.75 | 63.6% | 0.08 | 0.0046 | -0.092 | 255 | 55.80 | 59.00 | 53.1% | -0.91 | 0.0044 | -0.089 | ||||
| 0 | 2.60 | 60 | 66.3% | 0.07 | 0.0040 | -0.084 | 260 | 60.70 | 63.90 | 1 | 54.7% | -0.92 | 0.0038 | -0.081 | ||
| 0 | 2.45 | 68.9% | 0.06 | 0.0035 | -0.077 | 265 | 65.50 | 69.40 | 61.0% | -0.93 | 0.0034 | -0.075 | ||||
| 0 | 2.35 | 30 | 71.5% | 0.06 | 0.0031 | -0.071 | 270 | 70.40 | 74.60 | 65.2% | -0.94 | 0.0030 | -0.069 | |||
| 0 | 2.30 | 74.4% | 0.05 | 0.0027 | -0.065 | 275 | 75.00 | 79.40 | 62.5% | -0.94 | 0.0026 | -0.063 | ||||
| 0 | 2.25 | 77.1% | 0.04 | 0.0024 | -0.060 | 280 | 80.00 | 84.30 | 64.4% | -0.95 | 0.0024 | -0.058 | ||||
| 0 | 2.20 | 79.8% | 0.04 | 0.0022 | -0.055 | 285 | 85.00 | 89.40 | 68.8% | -0.95 | 0.0021 | -0.053 | ||||
| 0 | 2.20 | 82.7% | 0.03 | 0.0019 | -0.051 | 290 | 90.20 | 94.60 | 76.2% | -0.96 | 0.0019 | -0.049 | ||||
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。