SMR 期权链 NuScale Power Corporation
Cboe delayed options data · 截至 21:57 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 ±12.1% (8.60–10.97) · ATM IV 73.2% · P/C 未平仓量 0.49
| 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 | |
| 4.45 | 5.15 | 23 | 195.6% | 1.00 | 0.0043 | 0.000 | 5 | 0 | 0.1100 | 848 | 198.3% | -0.00 | 0.0043 | -0.001 | ||
| 3.90 | 4.70 | 170.5% | 0.99 | 0.0074 | 0.000 | 5.5 | 0 | 0.0900 | 166.8% | -0.01 | 0.0074 | -0.001 | ||||
| 3.55 | 4.00 | 64 | 129.1% | 0.99 | 0.0127 | 0.000 | 6 | 0 | 0.0600 | 6 | 1,106 | 134.0% | -0.01 | 0.0127 | -0.002 | |
| 2.90 | 3.65 | 109.6% | 0.98 | 0.0220 | -0.001 | 6.5 | 0 | 0.0300 | 3 | 101.9% | -0.02 | 0.0220 | -0.003 | |||
| 2.55 | 3.05 | 57 | 159 | 106.4% | 0.97 | 0.0381 | -0.003 | 7 | 0.0100 | 0.0300 | 10 | 549 | 89.8% | -0.03 | 0.0382 | -0.004 |
| 1.97 | 2.41 | 8 | 10 | 0.94 | 0.0653 | -0.005 | 7.5 | 0.0200 | 0.0600 | 52 | 339 | 84.9% | -0.05 | 0.0654 | -0.006 | |
| 1.53 | 1.91 | 5 | 914 | 0.90 | 0.1078 | -0.008 | 8 | 0.0700 | 0.0900 | 231 | 3,470 | 81.1% | -0.10 | 0.1080 | -0.009 | |
| 1.24 | 1.46 | 204 | 982 | 65.7% | 0.83 | 0.1655 | -0.012 | 8.5 | 0.1300 | 0.1800 | 105 | 789 | 78.6% | -0.17 | 0.1658 | -0.012 |
| 0.8500 | 1.07 | 33 | 2,157 | 65.0% | 0.73 | 0.2264 | -0.016 | 9 | 0.2600 | 0.2800 | 1,560 | 3,012 | 75.3% | -0.27 | 0.2270 | -0.016 |
| 0.6400 | 0.7500 | 618 | 1,339 | 71.6% | 0.60 | 0.2673 | -0.018 | 9.5 | 0.4500 | 0.4900 | 561 | 420 | 75.8% | -0.40 | 0.2682 | -0.019 |
| 0.4500 | 0.4900 | 965 | 7,841 | 73.1% | 0.46 | 0.2724 | -0.019 | 10 | 0.6900 | 0.7400 | 695 | 1,118 | 73.4% | -0.54 | 0.2734 | -0.019 |
| 0.2700 | 0.3200 | 248 | 1,437 | 72.6% | 0.34 | 0.2466 | -0.018 | 10.5 | 0.9900 | 1.26 | 9 | 585 | 84.5% | -0.66 | 0.2478 | -0.018 |
| 0.1800 | 0.2200 | 1,595 | 9,443 | 75.3% | 0.25 | 0.2059 | -0.016 | 11 | 1.39 | 1.64 | 71 | 3,561 | 87.5% | -0.75 | 0.2072 | -0.016 |
| 0.1000 | 0.1600 | 179 | 606 | 78.2% | 0.18 | 0.1637 | -0.014 | 11.5 | 1.82 | 2.16 | 4 | 571 | 99.2% | -0.82 | 0.1651 | -0.013 |
| 0.0800 | 0.1000 | 481 | 4,321 | 81.6% | 0.13 | 0.1267 | -0.011 | 12 | 2.27 | 2.51 | 21 | 454 | 94.5% | -0.88 | 0.1280 | -0.010 |
| 0.0300 | 0.0900 | 57 | 135 | 83.8% | 0.09 | 0.0967 | -0.009 | 12.5 | 2.57 | 3.05 | 1 | 85.9% | -0.91 | 0.0979 | -0.008 | |
| 0.0300 | 0.0600 | 68 | 1,921 | 87.8% | 0.07 | 0.0735 | -0.007 | 13 | 3.15 | 3.50 | 45 | 100.6% | -0.94 | 0.0743 | -0.006 | |
| 0 | 0.1300 | 4 | 84 | 104.3% | 0.05 | 0.0558 | -0.006 | 13.5 | 3.40 | 4.10 | -0.95 | 0.0563 | -0.004 | |||
| 0.0100 | 0.0600 | 55 | 1,361 | 99.9% | 0.04 | 0.0426 | -0.005 | 14 | 4.10 | 4.50 | 10 | 21 | 110.0% | -0.97 | 0.0449 | -0.003 |
| 0 | 0.1300 | 38 | 121.1% | 0.03 | 0.0326 | -0.004 | 14.5 | 4.35 | 5.25 | 118.2% | -0.98 | 0.0375 | -0.001 | |||
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。