TLT 期权链 iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · 截至 17:05 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 ±2.0% (77.88–81.02) · ATM IV 13.5% · 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 | |
| 34.45 | 34.65 | 134.8% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0100 | 2 | 110.7% | 0.00 | 0.0000 | 0.000 | |||
| 29.45 | 29.65 | 108.2% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0100 | 2 | 91.5% | 0.00 | 0.0000 | 0.000 | |||
| 24.45 | 24.65 | 83.9% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0100 | 11 | 73.9% | 0.00 | 0.0000 | 0.000 | |||
| 19.45 | 19.65 | 61.2% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.0100 | 177 | 57.6% | -0.00 | 0.0000 | -0.000 | |||
| 18.45 | 18.65 | 56.7% | 1.00 | 0.0001 | 0.000 | 61 | 0 | 0.0100 | 31 | 54.5% | -0.00 | 0.0001 | -0.000 | |||
| 17.50 | 17.65 | 63.0% | 1.00 | 0.0001 | 0.000 | 62 | 0 | 0.0100 | 16 | 51.5% | -0.00 | 0.0001 | -0.000 | |||
| 16.45 | 16.65 | 47.3% | 1.00 | 0.0001 | 0.000 | 63 | 0 | 0.0100 | 25 | 48.4% | -0.00 | 0.0001 | -0.000 | |||
| 15.45 | 15.65 | 50 | 42.2% | 1.00 | 0.0002 | 0.000 | 64 | 0 | 0.0100 | 18 | 45.5% | -0.00 | 0.0002 | -0.000 | ||
| 14.50 | 14.65 | 600 | 51.1% | 1.00 | 0.0003 | 0.000 | 65 | 0 | 0.0100 | 680 | 42.5% | -0.00 | 0.0003 | -0.000 | ||
| 13.50 | 13.65 | 50 | 47.3% | 1.00 | 0.0005 | 0.000 | 66 | 0 | 0.0100 | 64 | 39.6% | -0.00 | 0.0005 | -0.000 | ||
| 12.50 | 12.65 | 50 | 43.5% | 1.00 | 0.0008 | 0.000 | 67 | 0 | 0.0100 | 210 | 36.6% | -0.00 | 0.0008 | -0.001 | ||
| 11.50 | 11.70 | 397 | 44.5% | 1.00 | 0.0012 | 0.000 | 68 | 0 | 0.0100 | 258 | 33.8% | -0.00 | 0.0012 | -0.001 | ||
| 10.45 | 10.70 | 159 | 36.1% | 1.00 | 0.0019 | 0.000 | 69 | 0 | 0.0100 | 2,315 | 30.9% | -0.00 | 0.0019 | -0.001 | ||
| 9.50 | 9.70 | 324 | 37.0% | 1.00 | 0.0030 | -0.001 | 70 | 0 | 0.0100 | 13.5K | 28.1% | -0.00 | 0.0030 | -0.002 | ||
| 8.50 | 8.70 | 2 | 33.2% | 0.99 | 0.0046 | -0.001 | 71 | 0 | 0.0100 | 210 | 25.3% | -0.01 | 0.0047 | -0.002 | ||
| 7.50 | 7.70 | 1 | 88 | 29.5% | 0.99 | 0.0072 | -0.002 | 72 | 0.0100 | 0.0200 | 2 | 682 | 25.7% | -0.01 | 0.0072 | -0.003 |
| 7.00 | 7.20 | 15 | 27.7% | 0.99 | 0.0089 | -0.003 | 72.5 | 0.0100 | 0.0200 | 1 | 980 | 24.1% | -0.01 | 0.0090 | -0.004 | |
| 6.50 | 6.70 | 130 | 25.9% | 0.99 | 0.0111 | -0.004 | 73 | 0.0100 | 0.0200 | 10 | 468 | 22.6% | -0.01 | 0.0112 | -0.004 | |
| 6.00 | 6.20 | 9 | 24.0% | 0.98 | 0.0138 | -0.004 | 73.5 | 0.0100 | 0.0200 | 1,747 | 21.0% | -0.02 | 0.0140 | -0.005 | ||
| 5.55 | 5.70 | 610 | 24.5% | 0.98 | 0.0172 | -0.005 | 74 | 0.0200 | 0.0300 | 36 | 4,804 | 21.0% | -0.02 | 0.0174 | -0.006 | |
| 4.55 | 4.65 | 9 | 1,885 | 18.6% | 0.97 | 0.0272 | -0.007 | 75 | 0.0200 | 0.0300 | 296 | 11.4K | 17.6% | -0.03 | 0.0277 | -0.007 |
| 3.55 | 3.70 | 1 | 4,160 | 16.8% | 0.95 | 0.0458 | -0.009 | 76 | 0.0400 | 0.0500 | 275 | 11.2K | 15.9% | -0.05 | 0.0466 | -0.010 |
| 2.63 | 2.70 | 24 | 3,782 | 14.7% | 0.90 | 0.0841 | -0.015 | 77 | 0.0800 | 0.0900 | 957 | 7,759 | 14.2% | -0.10 | 0.0860 | -0.015 |
| 1.77 | 1.83 | 1,082 | 15.6K | 14.1% | 0.80 | 0.1464 | -0.024 | 78 | 0.2100 | 0.2200 | 1,173 | 14.1K | 13.6% | -0.21 | 0.1500 | -0.025 |
| 1.06 | 1.07 | 133 | 11.2K | 13.5% | 0.62 | 0.2023 | -0.032 | 79 | 0.5000 | 0.5100 | 2,084 | 21.8K | 13.5% | -0.38 | 0.2076 | -0.033 |
| 0.5500 | 0.5700 | 973 | 24.4K | 13.6% | 0.42 | 0.2061 | -0.034 | 80 | 1.00 | 1.02 | 607 | 20.3K | 13.6% | -0.60 | 0.2126 | -0.035 |
| 0.2700 | 0.2800 | 9,172 | 36.0K | 14.2% | 0.24 | 0.1583 | -0.028 | 81 | 1.69 | 1.75 | 25 | 2,461 | 13.7% | -0.78 | 0.1664 | -0.029 |
| 0.1300 | 0.1400 | 1,009 | 44.6K | 15.1% | 0.13 | 0.1011 | -0.019 | 82 | 2.54 | 2.63 | 14 | 1,228 | 13.6% | -0.90 | 0.1099 | -0.021 |
| 0.0700 | 0.0800 | 121 | 7,351 | 16.5% | 0.07 | 0.0606 | -0.013 | 83 | 3.45 | 3.60 | 20 | 11 | -0.96 | 0.0683 | -0.015 | |
| 0.0400 | 0.0500 | 254 | 8,281 | 18.1% | 0.04 | 0.0376 | -0.010 | 84 | 4.45 | 4.65 | -0.98 | 0.0359 | -0.011 | |||
| 0.0200 | 0.0300 | 4 | 13.9K | 19.2% | 0.03 | 0.0245 | -0.008 | 85 | 5.45 | 5.60 | 85 | -0.99 | 0.0160 | -0.010 | ||
| 0.0100 | 0.0300 | 4 | 6,738 | 21.2% | 0.02 | 0.0166 | -0.006 | 86 | 6.45 | 6.60 | -1.00 | 0.0064 | -0.009 | |||
| 0.0100 | 0.0200 | 10 | 1,069 | 23.0% | 0.01 | 0.0115 | -0.005 | 87 | 7.45 | 7.60 | 20 | -1.00 | 0.0019 | -0.009 | ||
| 0.0100 | 0.0200 | 951 | 25.5% | 0.01 | 0.0081 | -0.004 | 88 | 8.45 | 8.60 | -1.00 | 0.0006 | -0.009 | ||||
| 0 | 0.0100 | 280 | 851 | 24.6% | 0.01 | 0.0058 | -0.003 | 89 | 9.45 | 9.60 | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 26.8K | 26.8% | 0.01 | 0.0042 | -0.002 | 90 | 10.45 | 10.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 10.6K | 28.9% | 0.00 | 0.0030 | -0.002 | 91 | 11.45 | 11.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 510 | 2,765 | 31.0% | 0.00 | 0.0022 | -0.001 | 92 | 12.45 | 12.60 | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 1,237 | 33.0% | 0.00 | 0.0016 | -0.001 | 93 | 13.45 | 13.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 1,942 | 35.0% | 0.00 | 0.0012 | -0.001 | 94 | 14.45 | 14.65 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 1,726 | 37.0% | 0.00 | 0.0008 | -0.001 | 95 | 15.45 | 15.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 1 | 39.0% | 0.00 | 0.0006 | -0.001 | 96 | 16.45 | 16.65 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 18 | 40.9% | 0.00 | 0.0005 | -0.000 | 97 | 17.45 | 17.65 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 10 | 42.8% | 0.00 | 0.0004 | -0.000 | 98 | 18.45 | 18.65 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 718 | 44.6% | 0.00 | 0.0003 | -0.000 | 99 | 19.45 | 19.65 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 7,392 | 46.5% | 0.00 | 0.0002 | -0.000 | 100 | 20.45 | 20.65 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 181 | 55.3% | 0.00 | 0.0001 | -0.000 | 105 | 25.45 | 25.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 532 | 63.5% | 0.00 | 0.0000 | 0.000 | 110 | 30.45 | 30.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 92 | 71.3% | 0.00 | 0.0000 | 0.000 | 115 | 35.45 | 35.65 | -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。