SCCO 期权链 Southern Copper Corporation
Cboe delayed options data · 截至 06:42 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 ±14.7% (172.13–231.43) · ATM IV 46.1% · P/C 未平仓量 1.36
| 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 | |
| 95.60 | 99.10 | 9 | 110.4% | 1.00 | 0.0000 | -0.021 | 105 | 0 | 0.7500 | 31 | 78.7% | -0.01 | 0.0004 | -0.010 | ||
| 90.00 | 94.00 | 3 | 95.5% | 1.00 | 0.0000 | -0.021 | 110 | 0 | 0.7500 | 7 | 73.6% | -0.01 | 0.0005 | -0.012 | ||
| 85.20 | 89.00 | 1 | 91.9% | 1.00 | 0.0000 | -0.021 | 115 | 0 | 0.7500 | 4 | 68.7% | -0.01 | 0.0006 | -0.015 | ||
| 80.20 | 84.00 | 85.9% | 1.00 | 0.0000 | -0.021 | 120 | 0 | 1.55 | 5 | 72.6% | -0.02 | 0.0008 | -0.018 | |||
| 75.20 | 79.00 | 80.1% | 1.00 | 0.0000 | -0.021 | 125 | 0.0500 | 1.80 | 15 | 70.0% | -0.02 | 0.0011 | -0.021 | |||
| 70.30 | 74.00 | 1 | 75.6% | 1.00 | 0.0000 | -0.021 | 130 | 0 | 2.20 | 15 | 67.4% | -0.03 | 0.0014 | -0.025 | ||
| 65.40 | 69.10 | 71.8% | 1.00 | 0.0008 | -0.021 | 135 | 0 | 1.10 | 13 | 54.3% | -0.04 | 0.0017 | -0.030 | |||
| 60.50 | 64.10 | 2 | 67.2% | 0.99 | 0.0022 | -0.027 | 140 | 0.5000 | 1.55 | 1 | 7 | 56.7% | -0.05 | 0.0022 | -0.036 | |
| 55.70 | 59.20 | 2 | 63.8% | 0.98 | 0.0028 | -0.037 | 145 | 0.3000 | 1.65 | 1 | 16 | 51.5% | -0.06 | 0.0027 | -0.043 | |
| 51.30 | 54.20 | 5 | 61.7% | 0.96 | 0.0036 | -0.048 | 150 | 0.1000 | 3.30 | 22 | 53.8% | -0.08 | 0.0033 | -0.051 | ||
| 46.60 | 49.60 | 59.3% | 0.94 | 0.0046 | -0.061 | 155 | 0.6000 | 3.60 | 27 | 52.0% | -0.10 | 0.0040 | -0.059 | |||
| 42.00 | 44.70 | 4 | 55.8% | 0.91 | 0.0057 | -0.075 | 160 | 1.40 | 3.30 | 3 | 40 | 48.7% | -0.12 | 0.0048 | -0.068 | |
| 37.60 | 40.60 | 1 | 54.9% | 0.88 | 0.0068 | -0.088 | 165 | 2.50 | 3.50 | 16 | 47.5% | -0.15 | 0.0057 | -0.077 | ||
| 33.10 | 36.40 | 75 | 52.6% | 0.84 | 0.0078 | -0.099 | 170 | 3.50 | 5.90 | 221 | 50.5% | -0.18 | 0.0066 | -0.086 | ||
| 29.30 | 31.80 | 8 | 50.4% | 0.79 | 0.0087 | -0.108 | 175 | 3.70 | 6.30 | 62 | 118 | 46.1% | -0.22 | 0.0075 | -0.096 | |
| 25.60 | 28.50 | 2 | 3 | 50.3% | 0.74 | 0.0094 | -0.115 | 180 | 4.50 | 8.70 | 118 | 46.5% | -0.26 | 0.0084 | -0.104 | |
| 21.80 | 25.40 | 9 | 49.5% | 0.69 | 0.0100 | -0.120 | 185 | 6.80 | 10.00 | 1 | 334 | 46.7% | -0.31 | 0.0091 | -0.111 | |
| 18.70 | 21.90 | 15 | 48.2% | 0.64 | 0.0104 | -0.123 | 190 | 9.30 | 12.20 | 178 | 47.7% | -0.36 | 0.0097 | -0.116 | ||
| 15.90 | 19.50 | 45 | 48.5% | 0.58 | 0.0107 | -0.125 | 195 | 11.30 | 14.40 | 188 | 47.0% | -0.41 | 0.0102 | -0.120 | ||
| 14.40 | 15.80 | 2 | 180 | 47.9% | 0.53 | 0.0108 | -0.125 | 200 | 13.30 | 15.80 | 3 | 131 | 44.2% | -0.46 | 0.0104 | -0.121 |
| 9.40 | 12.40 | 97 | 47.5% | 0.42 | 0.0105 | -0.121 | 210 | 19.30 | 22.30 | 20 | 45.3% | -0.57 | 0.0103 | -0.118 | ||
| 7.10 | 8.00 | 172 | 46.7% | 0.33 | 0.0097 | -0.112 | 220 | 26.10 | 29.10 | 10 | 45.0% | -0.66 | 0.0095 | -0.108 | ||
| 4.60 | 6.30 | 14 | 62 | 47.6% | 0.25 | 0.0084 | -0.098 | 230 | 33.30 | 36.50 | 8 | 43.5% | -0.74 | 0.0084 | -0.093 | |
| 3.10 | 4.10 | 24 | 130 | 47.0% | 0.19 | 0.0070 | -0.083 | 240 | 41.80 | 45.00 | 3 | 44.0% | -0.80 | 0.0070 | -0.077 | |
| 1.30 | 2.70 | 13 | 131 | 44.6% | 0.14 | 0.0057 | -0.068 | 250 | 50.70 | 53.80 | 15 | 43.9% | -0.85 | 0.0057 | -0.061 | |
| 0.3000 | 1.90 | 2 | 31 | 43.2% | 0.10 | 0.0045 | -0.054 | 260 | 60.20 | 63.10 | 45.3% | -0.89 | 0.0045 | -0.047 | ||
| 0.5000 | 1.80 | 15 | 48.2% | 0.07 | 0.0035 | -0.043 | 270 | 69.80 | 72.70 | 47.1% | -0.92 | 0.0035 | -0.034 | |||
| 0.0500 | 1.25 | 61 | 46.9% | 0.05 | 0.0026 | -0.033 | 280 | 79.90 | 82.60 | 52.0% | -0.94 | 0.0027 | -0.023 | |||
| 0 | 0.9500 | 92 | 48.1% | 0.04 | 0.0020 | -0.025 | 290 | 89.30 | 93.00 | 55.8% | -0.95 | 0.0020 | -0.014 | |||
| 0 | 0.7500 | 49.7% | 0.03 | 0.0015 | -0.019 | 300 | 99.20 | 102.70 | 58.1% | -0.96 | 0.0015 | -0.007 | ||||
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。