SMR 期权链 NuScale Power Corporation
Cboe delayed options data · 截至 12:41 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 ±9.0% (5.43–6.50) · ATM IV 78.9% · P/C 未平仓量 0.24
| 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 | |
| 2.69 | 2.97 | 5 | 10 | 0.99 | 0.0130 | -0.002 | 3 | 0 | 0.2600 | 1 | 1 | 403.1% | -0.01 | 0.0130 | -0.002 | |
| 2.15 | 2.51 | 6 | 0.99 | 0.0252 | -0.003 | 3.5 | 0 | 0.0500 | 217.9% | -0.01 | 0.0252 | -0.003 | ||||
| 1.68 | 1.97 | 4 | 14 | 0.97 | 0.0509 | -0.005 | 4 | 0 | 0.1000 | 2 | 1 | 197.3% | -0.03 | 0.0510 | -0.005 | |
| 1.15 | 1.76 | 4 | 192.6% | 0.95 | 0.1088 | -0.007 | 4.5 | 0 | 0.1000 | 2 | 4 | 147.2% | -0.05 | 0.1092 | -0.007 | |
| 0.7600 | 1.09 | 14 | 18 | 121.8% | 0.89 | 0.2444 | -0.011 | 5 | 0.0200 | 0.0300 | 29 | 343 | 82.4% | -0.12 | 0.2457 | -0.011 |
| 0.3900 | 0.4800 | 19 | 133 | 72.8% | 0.72 | 0.5158 | -0.016 | 5.5 | 0.0800 | 0.1200 | 267 | 753 | 73.3% | -0.28 | 0.5198 | -0.016 |
| 0.1700 | 0.2000 | 1,025 | 2,419 | 79.0% | 0.42 | 0.6438 | -0.017 | 6 | 0.2600 | 0.4400 | 257 | 365 | 78.9% | -0.59 | 0.6502 | -0.018 |
| 0.0500 | 0.0700 | 873 | 1,170 | 79.9% | 0.19 | 0.4063 | -0.013 | 6.5 | 0.6200 | 0.8100 | 196 | 952 | 73.5% | -0.82 | 0.4102 | -0.013 |
| 0.0200 | 0.0300 | 278 | 1,198 | 89.4% | 0.09 | 0.2174 | -0.008 | 7 | 1.10 | 1.28 | 30 | 519 | 84.8% | -0.92 | 0.2175 | -0.009 |
| 0.0100 | 0.0300 | 115 | 790 | 109.0% | 0.05 | 0.1206 | -0.006 | 7.5 | 1.62 | 1.70 | 125 | 845 | -0.96 | 0.1182 | -0.005 | |
| 0 | 0.0200 | 46 | 791 | 115.6% | 0.03 | 0.0712 | -0.004 | 8 | 2.03 | 2.54 | 1 | 635 | 199.0% | -0.98 | 0.0675 | -0.004 |
| 0 | 0.0100 | 34 | 980 | 120.9% | 0.02 | 0.0444 | -0.003 | 8.5 | 2.53 | 2.78 | 109 | -0.99 | 0.0404 | -0.002 | ||
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。