TRV 期权链 The Travelers Companies, Inc.
Cboe delayed options data · 截至 00:45 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 ±5.4% (364.60–406.30) · ATM IV 22.4% · 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 | |
| 144.40 | 148.40 | 1.00 | 0.0001 | 0.000 | 240 | 0 | 2.15 | 88.7% | -0.00 | 0.0001 | -0.005 | |||||
| 134.50 | 138.50 | 48.5% | 1.00 | 0.0001 | 0.000 | 250 | 0 | 2.15 | 82.1% | -0.00 | 0.0001 | -0.006 | ||||
| 124.50 | 127.60 | 1 | 1.00 | 0.0002 | 0.000 | 260 | 0 | 2.15 | 75.8% | -0.00 | 0.0002 | -0.007 | ||||
| 114.60 | 118.60 | 43.0% | 1.00 | 0.0002 | 0.000 | 270 | 0 | 2.15 | 69.6% | -0.00 | 0.0002 | -0.010 | ||||
| 104.60 | 108.70 | 39.9% | 0.99 | 0.0003 | 0.000 | 280 | 0 | 2.20 | 6 | 63.9% | -0.01 | 0.0003 | -0.012 | |||
| 94.70 | 98.10 | 1 | 0.99 | 0.0005 | -0.004 | 290 | 0 | 2.20 | 6 | 58.0% | -0.01 | 0.0005 | -0.016 | |||
| 84.80 | 88.40 | 0.99 | 0.0007 | -0.010 | 300 | 0 | 0.8000 | 18 | 40 | 44.5% | -0.01 | 0.0007 | -0.021 | |||
| 74.90 | 78.00 | 6 | 0.98 | 0.0010 | -0.018 | 310 | 0 | 2.35 | 5 | 47.4% | -0.02 | 0.0010 | -0.027 | |||
| 65.30 | 68.20 | 1 | 26.2% | 0.97 | 0.0016 | -0.028 | 320 | 0 | 1.70 | 81 | 39.0% | -0.03 | 0.0016 | -0.036 | ||
| 55.50 | 58.40 | 7 | 26.5% | 0.96 | 0.0024 | -0.041 | 330 | 0.2500 | 0.6500 | 3 | 50 | 29.9% | -0.04 | 0.0024 | -0.048 | |
| 45.80 | 48.70 | 12 | 25.4% | 0.94 | 0.0037 | -0.057 | 340 | 0.1500 | 1.05 | 34 | 70 | 26.6% | -0.06 | 0.0037 | -0.063 | |
| 36.30 | 38.90 | 57 | 23.1% | 0.90 | 0.0056 | -0.078 | 350 | 1.20 | 1.80 | 31 | 73 | 27.1% | -0.10 | 0.0057 | -0.083 | |
| 27.40 | 30.40 | 18 | 27 | 23.6% | 0.84 | 0.0084 | -0.103 | 360 | 1.55 | 3.70 | 26 | 48 | 25.7% | -0.16 | 0.0085 | -0.108 |
| 19.40 | 22.20 | 217 | 45 | 22.9% | 0.75 | 0.0118 | -0.130 | 370 | 2.95 | 5.70 | 16 | 55 | 23.9% | -0.25 | 0.0120 | -0.134 |
| 12.80 | 15.40 | 190 | 105 | 22.7% | 0.62 | 0.0149 | -0.150 | 380 | 6.40 | 7.80 | 6 | 20 | 22.4% | -0.39 | 0.0153 | -0.154 |
| 7.40 | 9.80 | 30 | 119 | 21.9% | 0.47 | 0.0159 | -0.154 | 390 | 11.00 | 13.50 | 1 | 10 | 22.9% | -0.55 | 0.0165 | -0.159 |
| 4.60 | 5.90 | 38 | 128 | 22.6% | 0.32 | 0.0142 | -0.140 | 400 | 17.30 | 20.00 | 4 | 25 | 22.9% | -0.70 | 0.0149 | -0.145 |
| 2.35 | 3.10 | 12 | 382 | 22.2% | 0.21 | 0.0109 | -0.115 | 410 | 25.10 | 27.80 | 1 | 2 | 23.1% | -0.82 | 0.0118 | -0.121 |
| 1.30 | 2.35 | 10 | 33 | 24.2% | 0.13 | 0.0078 | -0.090 | 420 | 34.60 | 36.80 | 8 | 25.5% | -0.90 | 0.0088 | -0.097 | |
| 0.1500 | 1.40 | 53 | 21.7% | 0.09 | 0.0054 | -0.068 | 430 | 44.00 | 46.40 | 27.5% | -0.95 | 0.0064 | -0.077 | |||
| 0 | 1.80 | 1 | 28 | 28.1% | 0.06 | 0.0037 | -0.052 | 440 | 53.70 | 56.60 | 31.4% | -0.98 | 0.0041 | -0.057 | ||
| 0 | 2.35 | 33.7% | 0.04 | 0.0026 | -0.039 | 450 | 63.70 | 66.60 | 35.3% | -1.00 | 0.0014 | -0.046 | ||||
| 0 | 2.20 | 36.8% | 0.03 | 0.0018 | -0.030 | 460 | 72.60 | 76.60 | 36.1% | -1.00 | 0.0000 | -0.046 | ||||
| 0 | 2.15 | 20 | 40.1% | 0.02 | 0.0013 | -0.023 | 470 | 82.80 | 86.60 | 39.6% | -1.00 | 0.0000 | -0.046 | |||
| 0 | 2.15 | 43.5% | 0.01 | 0.0009 | -0.018 | 480 | 92.80 | 96.60 | 42.9% | -1.00 | 0.0000 | -0.046 | ||||
| 0 | 2.15 | 46.7% | 0.01 | 0.0007 | -0.014 | 490 | 102.80 | 106.60 | 46.1% | -1.00 | 0.0000 | -0.046 | ||||
| 0 | 2.15 | 49.8% | 0.01 | 0.0005 | -0.011 | 500 | 112.70 | 116.70 | 48.4% | -1.00 | 0.0000 | -0.046 | ||||
| 0 | 2.15 | 52.9% | 0.01 | 0.0004 | -0.009 | 510 | 122.80 | 126.60 | 52.3% | -1.00 | 0.0000 | -0.046 | ||||
| 0 | 2.15 | 55.8% | 0.00 | 0.0003 | -0.007 | 520 | 132.60 | 136.70 | 54.4% | -1.00 | 0.0000 | -0.046 | ||||
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。