TAN 期权链 Invesco Solar ETF
Cboe delayed options data · 截至 18:38 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 ±11.3% (42.20–52.95) · ATM IV 37.0% · P/C 未平仓量 2.49
| 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 | |
| 7.70 | 8.50 | 1 | 9 | 38.9% | 0.90 | 0.0249 | -0.012 | 40 | 0.1500 | 0.4500 | 2 | 1,001 | 39.9% | -0.10 | 0.0251 | -0.013 |
| 3.80 | 4.40 | 5 | 9 | 36.8% | 0.70 | 0.0547 | -0.023 | 45 | 1.15 | 1.60 | 14 | 331 | 38.9% | -0.30 | 0.0556 | -0.024 |
| 2.20 | 3.20 | 1 | 1 | 35.7% | 0.52 | 0.0641 | -0.026 | 48 | 2.35 | 3.00 | 1 | 51 | 38.3% | -0.49 | 0.0656 | -0.027 |
| 1.80 | 2.35 | 1 | 22 | 38.1% | 0.46 | 0.0637 | -0.026 | 49 | 2.80 | 3.40 | 1 | 1,329 | 36.1% | -0.55 | 0.0654 | -0.027 |
| 1.40 | 1.95 | 3 | 221 | 37.7% | 0.40 | 0.0616 | -0.026 | 50 | 3.60 | 3.90 | 96 | 100 | 36.4% | -0.61 | 0.0635 | -0.026 |
| 1.10 | 1.85 | 19 | 39.6% | 0.34 | 0.0582 | -0.025 | 51 | 4.00 | 4.80 | 14 | 35.7% | -0.67 | 0.0603 | -0.025 | ||
| 0.7500 | 1.35 | 26 | 37.0% | 0.29 | 0.0539 | -0.023 | 52 | 4.80 | 5.70 | 460 | 37.6% | -0.72 | 0.0562 | -0.024 | ||
| 0.5500 | 1.00 | 6 | 50 | 36.0% | 0.25 | 0.0491 | -0.022 | 53 | 5.70 | 6.40 | 4 | 37.9% | -0.77 | 0.0515 | -0.022 | |
| 0.5500 | 0.9000 | 1 | 404 | 38.6% | 0.21 | 0.0442 | -0.020 | 54 | 6.20 | 7.20 | 21 | 33.6% | -0.81 | 0.0467 | -0.020 | |
| 0.4000 | 0.7000 | 13 | 138 | 38.2% | 0.18 | 0.0393 | -0.018 | 55 | 7.40 | 8.10 | 33 | 38.2% | -0.84 | 0.0419 | -0.018 | |
| 0.1500 | 0.8500 | 81 | 40.1% | 0.15 | 0.0346 | -0.017 | 56 | 7.90 | 9.10 | 12 | 32.9% | -0.87 | 0.0375 | -0.017 | ||
| 0.0500 | 0.7500 | 1 | 40.3% | 0.12 | 0.0303 | -0.015 | 57 | 8.90 | 9.90 | 9 | -0.90 | 0.0334 | -0.015 | |||
| 0.0500 | 0.7000 | 49 | 42.3% | 0.10 | 0.0264 | -0.013 | 58 | 9.70 | 10.90 | 3 | -0.92 | 0.0298 | -0.013 | |||
| 0.0500 | 0.7000 | 16 | 45.0% | 0.09 | 0.0229 | -0.012 | 59 | 10.50 | 12.10 | 8 | -0.94 | 0.0263 | -0.012 | |||
| 0.1500 | 0.4000 | 12 | 51 | 44.0% | 0.07 | 0.0198 | -0.010 | 60 | 12.00 | 13.00 | 15 | 43.1% | -0.96 | 0.0242 | -0.011 | |
| 0.0500 | 0.7000 | 1 | 7 | 50.0% | 0.06 | 0.0170 | -0.009 | 61 | 12.40 | 14.20 | -0.97 | 0.0215 | -0.009 | |||
| 0 | 0.7000 | 22 | 51.5% | 0.05 | 0.0147 | -0.008 | 62 | 13.30 | 15.60 | 43.9% | -0.98 | 0.0170 | -0.009 | |||
| 0 | 0.7000 | 4 | 53.8% | 0.04 | 0.0126 | -0.007 | 63 | 14.20 | 16.60 | -0.99 | 0.0120 | -0.008 | ||||
| 0 | 0.7000 | 1 | 56.1% | 0.04 | 0.0108 | -0.006 | 64 | 15.00 | 17.70 | -0.99 | 0.0075 | -0.009 | ||||
| 0 | 0.2500 | 1 | 34 | 47.3% | 0.03 | 0.0093 | -0.005 | 65 | 16.10 | 18.60 | 2 | -1.00 | 0.0032 | -0.009 | ||
| 0 | 0.7000 | 1 | 60.4% | 0.03 | 0.0080 | -0.005 | 66 | 17.10 | 19.70 | -1.00 | 0.0005 | -0.009 | ||||
| 0 | 0.7000 | 5 | 62.5% | 0.02 | 0.0068 | -0.004 | 67 | 18.10 | 20.70 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.7000 | 64.5% | 0.02 | 0.0059 | -0.004 | 68 | 19.10 | 21.60 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.6500 | 65.4% | 0.02 | 0.0050 | -0.003 | 69 | 20.10 | 22.60 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.6500 | 100 | 67.4% | 0.01 | 0.0043 | -0.003 | 70 | 21.10 | 23.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.6500 | 2 | 69.2% | 0.01 | 0.0037 | -0.002 | 71 | 22.10 | 24.60 | -1.00 | 0.0000 | -0.009 | ||||
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。