STLD 期权链 Steel Dynamics, Inc.
Cboe delayed options data · 截至 00:44 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 ±16.7% (194.80–272.70) · ATM IV 39.4% · P/C 未平仓量 0.79
| 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 | |
| 124.00 | 127.80 | 9 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.20 | 13 | 83.9% | -0.00 | 0.0001 | -0.004 | |||
| 119.00 | 122.90 | 6 | 1.00 | 0.0002 | 0.000 | 125 | 0 | 2.20 | 2 | 79.7% | -0.00 | 0.0002 | -0.005 | |||
| 114.00 | 117.90 | 13 | 1.00 | 0.0002 | 0.000 | 130 | 0 | 1.65 | 248 | 71.8% | -0.01 | 0.0002 | -0.006 | |||
| 109.30 | 113.00 | 14 | 47.8% | 0.99 | 0.0003 | 0.000 | 135 | 0 | 2.25 | 11 | 72.0% | -0.01 | 0.0003 | -0.007 | ||
| 104.30 | 108.10 | 7 | 45.5% | 0.99 | 0.0004 | 0.000 | 140 | 0 | 2.30 | 207 | 68.5% | -0.01 | 0.0004 | -0.009 | ||
| 99.30 | 103.20 | 6 | 43.2% | 0.99 | 0.0005 | 0.000 | 145 | 0 | 2.30 | 46 | 64.9% | -0.01 | 0.0005 | -0.011 | ||
| 94.80 | 98.30 | 22 | 49.7% | 0.99 | 0.0006 | 0.000 | 150 | 0 | 2.40 | 43 | 61.9% | -0.02 | 0.0007 | -0.013 | ||
| 89.50 | 93.40 | 9 | 43.0% | 0.98 | 0.0008 | 0.000 | 155 | 0 | 2.45 | 10 | 58.7% | -0.02 | 0.0008 | -0.016 | ||
| 84.90 | 88.60 | 89 | 46.0% | 0.98 | 0.0010 | -0.003 | 160 | 0 | 2.55 | 7 | 55.7% | -0.03 | 0.0010 | -0.019 | ||
| 80.10 | 83.70 | 10 | 44.7% | 0.97 | 0.0012 | -0.008 | 165 | 0.5000 | 2.70 | 6 | 55.1% | -0.03 | 0.0013 | -0.022 | ||
| 75.20 | 79.00 | 34 | 43.8% | 0.96 | 0.0015 | -0.013 | 170 | 0.5000 | 2.85 | 10 | 52.3% | -0.04 | 0.0015 | -0.026 | ||
| 70.50 | 74.20 | 86 | 43.0% | 0.95 | 0.0018 | -0.018 | 175 | 0.5000 | 3.10 | 112 | 49.9% | -0.05 | 0.0019 | -0.031 | ||
| 65.80 | 69.60 | 194 | 42.6% | 0.94 | 0.0022 | -0.024 | 180 | 0.1500 | 3.40 | 10 | 46.4% | -0.06 | 0.0022 | -0.036 | ||
| 62.00 | 65.00 | 46 | 44.5% | 0.93 | 0.0026 | -0.030 | 185 | 0.6500 | 3.80 | 4 | 17 | 45.8% | -0.07 | 0.0027 | -0.041 | |
| 57.40 | 60.50 | 75 | 43.5% | 0.91 | 0.0031 | -0.037 | 190 | 0.8000 | 4.10 | 4 | 36 | 43.7% | -0.09 | 0.0032 | -0.047 | |
| 53.00 | 56.10 | 78 | 42.8% | 0.89 | 0.0036 | -0.044 | 195 | 1.05 | 3.80 | 31 | 40.3% | -0.11 | 0.0037 | -0.054 | ||
| 48.70 | 51.80 | 6 | 46 | 42.1% | 0.87 | 0.0042 | -0.051 | 200 | 1.65 | 3.60 | 47 | 37.9% | -0.13 | 0.0042 | -0.060 | |
| 40.60 | 43.80 | 48 | 41.3% | 0.82 | 0.0054 | -0.066 | 210 | 3.10 | 6.80 | 6 | 86 | 39.6% | -0.18 | 0.0054 | -0.073 | |
| 33.00 | 36.40 | 1 | 46 | 40.3% | 0.75 | 0.0065 | -0.080 | 220 | 6.10 | 8.30 | 18 | 434 | 38.5% | -0.25 | 0.0066 | -0.086 |
| 26.50 | 29.90 | 82 | 40.0% | 0.68 | 0.0075 | -0.092 | 230 | 10.00 | 11.50 | 12 | 170 | 38.7% | -0.32 | 0.0076 | -0.096 | |
| 20.60 | 24.40 | 7 | 54 | 39.8% | 0.60 | 0.0082 | -0.099 | 240 | 14.00 | 17.00 | 2 | 95 | 39.7% | -0.41 | 0.0083 | -0.102 |
| 16.00 | 19.10 | 5 | 155 | 39.3% | 0.52 | 0.0085 | -0.103 | 250 | 18.20 | 22.10 | 73 | 38.5% | -0.49 | 0.0087 | -0.104 | |
| 11.40 | 15.40 | 6 | 295 | 38.9% | 0.43 | 0.0084 | -0.102 | 260 | 24.30 | 28.00 | 35 | 38.4% | -0.58 | 0.0087 | -0.102 | |
| 9.80 | 10.90 | 16 | 183 | 39.2% | 0.36 | 0.0080 | -0.097 | 270 | 31.10 | 34.70 | 22 | 38.3% | -0.65 | 0.0084 | -0.097 | |
| 6.90 | 9.60 | 2 | 294 | 40.3% | 0.29 | 0.0073 | -0.089 | 280 | 38.60 | 42.10 | 6 | 38.2% | -0.73 | 0.0078 | -0.089 | |
| 3.50 | 7.30 | 4 | 40 | 38.1% | 0.23 | 0.0065 | -0.080 | 290 | 46.90 | 50.10 | 4 | 38.3% | -0.79 | 0.0071 | -0.079 | |
| 2.20 | 5.80 | 1 | 140 | 38.4% | 0.18 | 0.0056 | -0.070 | 300 | 55.50 | 58.70 | 1 | 38.2% | -0.84 | 0.0063 | -0.070 | |
| 1.05 | 4.90 | 64 | 38.8% | 0.14 | 0.0048 | -0.060 | 310 | 64.60 | 67.70 | 1 | 38.1% | -0.89 | 0.0056 | -0.059 | ||
| 0.5000 | 3.90 | 21 | 39.1% | 0.11 | 0.0040 | -0.051 | 320 | 74.00 | 77.30 | 38.8% | -0.92 | 0.0049 | -0.050 | |||
| 0.5000 | 3.50 | 39 | 41.4% | 0.09 | 0.0033 | -0.043 | 330 | 83.60 | 87.30 | 40.5% | -0.96 | 0.0042 | -0.042 | |||
| 0.0500 | 2.95 | 99 | 41.7% | 0.07 | 0.0027 | -0.036 | 340 | 93.40 | 96.70 | -0.98 | 0.0036 | -0.030 | ||||
| 0.6500 | 2.80 | 7 | 21 | 46.8% | 0.05 | 0.0022 | -0.030 | 350 | 103.30 | 107.00 | -0.99 | 0.0012 | -0.045 | |||
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。