SOXS 期权链 Direxion Daily Semiconductor Bear 3X ETF
Cboe delayed options data · 截至 21:54 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 ±15.8% (43.61–59.96) · ATM IV 96.8% · P/C 未平仓量 0.50
| 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 | |
| 25.20 | 27.60 | 16 | 200.7% | 1.00 | 0.0006 | 0.000 | 26 | 0 | 0.7500 | 33 | 215.9% | -0.00 | 0.0006 | -0.003 | ||
| 24.25 | 26.50 | 187.2% | 1.00 | 0.0008 | 0.000 | 27 | 0 | 0.7500 | 64 | 205.7% | -0.00 | 0.0008 | -0.004 | |||
| 23.20 | 25.50 | 3 | 174.0% | 1.00 | 0.0010 | 0.000 | 28 | 0 | 0.8800 | 188 | 202.9% | -0.00 | 0.0011 | -0.005 | ||
| 22.20 | 24.55 | 168.7% | 1.00 | 0.0014 | 0.000 | 29 | 0 | 0.8700 | 8 | 192.6% | -0.01 | 0.0014 | -0.007 | |||
| 21.35 | 22.30 | 8 | 192 | 1.00 | 0.0018 | 0.000 | 30 | 0 | 0.1300 | 3 | 472 | 129.6% | -0.01 | 0.0018 | -0.009 | |
| 20.20 | 22.55 | 151.5% | 0.99 | 0.0023 | -0.000 | 31 | 0.0100 | 0.2200 | 32 | 134.2% | -0.01 | 0.0023 | -0.011 | |||
| 19.05 | 21.55 | 132.8% | 0.99 | 0.0030 | -0.004 | 32 | 0.0300 | 0.0700 | 8 | 109 | 111.7% | -0.01 | 0.0030 | -0.014 | ||
| 18.25 | 20.60 | 4 | 141.1% | 0.99 | 0.0037 | -0.007 | 33 | 0.0500 | 0.1000 | 3 | 78 | 111.9% | -0.02 | 0.0038 | -0.017 | |
| 17.25 | 19.60 | 80 | 133.1% | 0.98 | 0.0047 | -0.011 | 34 | 0.0200 | 0.2500 | 30 | 116.3% | -0.02 | 0.0047 | -0.021 | ||
| 16.30 | 18.75 | 127 | 134.6% | 0.97 | 0.0058 | -0.016 | 35 | 0.1200 | 0.2100 | 79 | 733 | 113.6% | -0.03 | 0.0058 | -0.025 | |
| 15.35 | 17.70 | 5 | 26 | 126.6% | 0.97 | 0.0071 | -0.022 | 36 | 0.0200 | 0.3200 | 3 | 40 | 107.5% | -0.04 | 0.0072 | -0.030 |
| 14.40 | 16.25 | 54 | 100.0% | 0.96 | 0.0087 | -0.028 | 37 | 0.1800 | 0.2800 | 218 | 374 | 107.1% | -0.05 | 0.0087 | -0.036 | |
| 13.50 | 15.95 | 118 | 124.8% | 0.95 | 0.0104 | -0.035 | 38 | 0.2000 | 0.3500 | 8 | 159 | 104.2% | -0.06 | 0.0105 | -0.043 | |
| 12.60 | 14.95 | 2 | 99 | 119.6% | 0.93 | 0.0124 | -0.043 | 39 | 0.0400 | 0.6900 | 337 | 104.1% | -0.07 | 0.0124 | -0.050 | |
| 12.10 | 12.55 | 28 | 729 | 80.2% | 0.92 | 0.0145 | -0.051 | 40 | 0.4500 | 0.5100 | 113 | 1,129 | 104.2% | -0.09 | 0.0146 | -0.058 |
| 10.85 | 13.30 | 153 | 118.1% | 0.90 | 0.0168 | -0.060 | 41 | 0.5300 | 0.7100 | 70 | 275 | 104.3% | -0.11 | 0.0169 | -0.066 | |
| 10.05 | 12.50 | 5 | 92 | 118.0% | 0.88 | 0.0192 | -0.069 | 42 | 0.7300 | 0.8400 | 12 | 292 | 104.3% | -0.13 | 0.0194 | -0.075 |
| 9.45 | 12.05 | 2 | 241 | 112.6% | 0.87 | 0.0205 | -0.074 | 42.5 | 0.6600 | 1.00 | 3 | 102.2% | -0.14 | 0.0207 | -0.079 | |
| 9.15 | 11.20 | 19 | 220 | 105.4% | 0.85 | 0.0218 | -0.078 | 43 | 0.8700 | 1.05 | 12 | 73 | 103.5% | -0.15 | 0.0219 | -0.084 |
| 8.85 | 11.25 | 1 | 115.0% | 0.84 | 0.0230 | -0.083 | 43.5 | 0.8600 | 1.26 | 3 | 2 | 103.2% | -0.16 | 0.0232 | -0.088 | |
| 8.45 | 9.95 | 19 | 61 | 97.9% | 0.83 | 0.0243 | -0.088 | 44 | 0.8300 | 1.36 | 5 | 172 | 100.3% | -0.18 | 0.0245 | -0.092 |
| 8.10 | 10.40 | 112.7% | 0.81 | 0.0256 | -0.092 | 44.5 | 1.05 | 1.50 | 6 | 102.3% | -0.19 | 0.0258 | -0.097 | |||
| 7.75 | 8.50 | 16 | 1,401 | 86.7% | 0.80 | 0.0268 | -0.097 | 45 | 1.29 | 1.51 | 283 | 646 | 102.1% | -0.21 | 0.0270 | -0.101 |
| 7.40 | 9.75 | 15 | 113.5% | 0.78 | 0.0280 | -0.101 | 45.5 | 1.26 | 1.79 | 31 | 101.6% | -0.22 | 0.0283 | -0.105 | ||
| 7.05 | 8.05 | 6 | 227 | 92.5% | 0.77 | 0.0292 | -0.105 | 46 | 1.42 | 1.90 | 28 | 202 | 101.2% | -0.24 | 0.0295 | -0.109 |
| 6.70 | 8.65 | 1 | 4 | 106.7% | 0.75 | 0.0304 | -0.109 | 46.5 | 1.43 | 2.14 | 1 | 100.2% | -0.25 | 0.0306 | -0.113 | |
| 6.40 | 7.60 | 8 | 100 | 96.8% | 0.73 | 0.0314 | -0.113 | 47 | 1.41 | 2.22 | 98 | 96.3% | -0.27 | 0.0317 | -0.117 | |
| 6.10 | 8.40 | 7 | 112.7% | 0.72 | 0.0325 | -0.117 | 47.5 | 1.57 | 2.45 | 3 | 3 | 97.0% | -0.29 | 0.0328 | -0.120 | |
| 5.80 | 7.95 | 22 | 310 | 110.8% | 0.70 | 0.0334 | -0.120 | 48 | 2.19 | 2.59 | 5 | 112 | 102.3% | -0.31 | 0.0337 | -0.124 |
| 5.50 | 7.80 | 20 | 112.7% | 0.68 | 0.0343 | -0.124 | 48.5 | 1.63 | 2.95 | 61 | 94.5% | -0.33 | 0.0346 | -0.127 | ||
| 5.35 | 6.85 | 13 | 110 | 105.9% | 0.66 | 0.0351 | -0.127 | 49 | 2.53 | 3.10 | 50 | 86 | 102.9% | -0.34 | 0.0355 | -0.129 |
| 4.95 | 7.30 | 2 | 12 | 113.6% | 0.65 | 0.0358 | -0.129 | 49.5 | 2.81 | 3.30 | 11 | 6 | 103.4% | -0.36 | 0.0362 | -0.132 |
| 4.70 | 5.30 | 90 | 1,656 | 92.3% | 0.63 | 0.0365 | -0.132 | 50 | 3.10 | 3.50 | 464 | 392 | 103.9% | -0.38 | 0.0368 | -0.134 |
| 4.15 | 5.20 | 23 | 201 | 97.3% | 0.59 | 0.0375 | -0.135 | 51 | 3.40 | 4.45 | 23 | 67 | 107.4% | -0.42 | 0.0379 | -0.137 |
| 3.75 | 4.30 | 116 | 369 | 93.4% | 0.55 | 0.0381 | -0.138 | 52 | 3.65 | 4.65 | 10 | 116 | 100.2% | -0.46 | 0.0385 | -0.139 |
| 3.35 | 3.85 | 59 | 345 | 94.0% | 0.51 | 0.0384 | -0.139 | 53 | 4.70 | 5.25 | 42 | 63 | 106.7% | -0.50 | 0.0388 | -0.140 |
| 2.95 | 3.55 | 63 | 273 | 95.4% | 0.48 | 0.0383 | -0.139 | 54 | 4.20 | 5.85 | 138 | 26 | 93.8% | -0.53 | 0.0387 | -0.139 |
| 2.76 | 3.10 | 74 | 717 | 96.7% | 0.44 | 0.0378 | -0.138 | 55 | 5.75 | 6.55 | 9 | 40 | 105.7% | -0.57 | 0.0383 | -0.138 |
| 2.33 | 2.88 | 14 | 197 | 97.1% | 0.41 | 0.0371 | -0.135 | 56 | 4.85 | 7.25 | 9 | 86.9% | -0.61 | 0.0376 | -0.135 | |
| 2.03 | 2.46 | 47 | 285 | 95.8% | 0.37 | 0.0361 | -0.132 | 57 | 5.50 | 7.95 | 1 | 86.0% | -0.64 | 0.0366 | -0.132 | |
| 1.81 | 2.48 | 1 | 73 | 100.3% | 0.34 | 0.0349 | -0.128 | 58 | 6.30 | 8.70 | 7 | 86.8% | -0.67 | 0.0354 | -0.127 | |
| 1.60 | 2.10 | 71 | 99.2% | 0.31 | 0.0335 | -0.124 | 59 | 7.05 | 9.50 | 1 | 86.8% | -0.70 | 0.0341 | -0.122 | ||
| 1.45 | 1.68 | 62 | 941 | 97.5% | 0.28 | 0.0320 | -0.119 | 60 | 8.60 | 10.35 | 1 | 178 | 98.7% | -0.73 | 0.0325 | -0.117 |
| 1.23 | 2.86 | 1 | 329 | 116.9% | 0.26 | 0.0304 | -0.113 | 61 | 8.70 | 11.10 | 86.4% | -0.76 | 0.0309 | -0.111 | ||
| 1.07 | 1.33 | 69 | 97.9% | 0.23 | 0.0287 | -0.108 | 62 | 9.55 | 12.05 | 11 | 88.0% | -0.78 | 0.0292 | -0.105 | ||
| 0.9500 | 1.36 | 2 | 297 | 101.6% | 0.21 | 0.0270 | -0.102 | 63 | 10.45 | 12.90 | 2 | 88.1% | -0.80 | 0.0275 | -0.098 | |
| 0.8200 | 2.14 | 31 | 117.1% | 0.19 | 0.0254 | -0.096 | 64 | 11.30 | 13.75 | 3 | 86.3% | -0.82 | 0.0258 | -0.092 | ||
| 0.7200 | 0.9300 | 38 | 668 | 99.6% | 0.17 | 0.0237 | -0.090 | 65 | 13.80 | 14.35 | 8 | 4 | 112.7% | -0.84 | 0.0241 | -0.086 |
| 0.5900 | 1.76 | 34 | 116.9% | 0.16 | 0.0220 | -0.084 | 66 | 13.00 | 15.55 | 1 | 80.5% | -0.86 | 0.0224 | -0.079 | ||
| 0.5300 | 0.9900 | 3 | 27 | 105.7% | 0.14 | 0.0205 | -0.079 | 67 | 13.95 | 16.55 | 82.2% | -0.87 | 0.0208 | -0.073 | ||
| 0.4700 | 0.9600 | 3 | 183 | 107.9% | 0.13 | 0.0190 | -0.073 | 68 | 15.40 | 17.45 | 10 | 97.6% | -0.89 | 0.0192 | -0.067 | |
| 0.4400 | 0.6000 | 2 | 18 | 102.8% | 0.11 | 0.0175 | -0.068 | 69 | 16.20 | 18.40 | 93.4% | -0.90 | 0.0177 | -0.061 | ||
| 0.3600 | 0.5100 | 39 | 268 | 102.0% | 0.10 | 0.0162 | -0.063 | 70 | 16.90 | 19.35 | 71 | -0.91 | 0.0165 | -0.055 | ||
| 0.3400 | 0.8000 | 3 | 16 | 112.7% | 0.09 | 0.0149 | -0.059 | 71 | 17.85 | 20.30 | -0.92 | 0.0157 | -0.049 | |||
| 0.2600 | 0.6200 | 2 | 54 | 109.2% | 0.08 | 0.0137 | -0.054 | 72 | 18.80 | 21.25 | -0.93 | 0.0148 | -0.044 | |||
| 0.2700 | 0.4600 | 1 | 57 | 108.0% | 0.07 | 0.0126 | -0.050 | 73 | 19.80 | 22.20 | 5 | -0.94 | 0.0141 | -0.040 | ||
| 0 | 1.07 | 15 | 121.4% | 0.07 | 0.0116 | -0.046 | 74 | 20.75 | 23.20 | 1 | -0.95 | 0.0137 | -0.037 | |||
| 0.2000 | 0.3500 | 9 | 329 | 107.9% | 0.06 | 0.0106 | -0.043 | 75 | 21.75 | 24.15 | 3 | -0.96 | 0.0132 | -0.034 | ||
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。