TSM 期权链 Taiwan Semiconductor Manufacturing Company Limited
Cboe delayed options data · 截至 15:44 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 ±27.2% (309.95–541.15) · ATM IV 35.8% · P/C 未平仓量 1.91
| 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 | |
| 214.80 | 218.05 | 9 | 43.5% | 0.98 | 0.0004 | 0.000 | 220 | 1.88 | 2.32 | 159 | 42.8% | -0.03 | 0.0004 | -0.017 | ||
| 205.80 | 208.85 | 9 | 42.7% | 0.97 | 0.0004 | 0.000 | 230 | 2.34 | 2.84 | 154 | 42.1% | -0.03 | 0.0004 | -0.019 | ||
| 196.80 | 199.85 | 13 | 42.0% | 0.97 | 0.0005 | 0.000 | 240 | 3.05 | 3.45 | 112 | 41.7% | -0.04 | 0.0005 | -0.022 | ||
| 187.85 | 191.00 | 34 | 41.4% | 0.96 | 0.0006 | -0.002 | 250 | 3.70 | 4.10 | 1,295 | 40.9% | -0.05 | 0.0006 | -0.025 | ||
| 178.90 | 182.35 | 17 | 40.7% | 0.95 | 0.0007 | -0.006 | 260 | 4.35 | 4.85 | 1,193 | 40.1% | -0.06 | 0.0007 | -0.028 | ||
| 170.20 | 173.40 | 4 | 39.8% | 0.94 | 0.0008 | -0.011 | 270 | 5.35 | 5.85 | 128 | 39.7% | -0.07 | 0.0008 | -0.031 | ||
| 161.70 | 164.85 | 10 | 39.3% | 0.93 | 0.0009 | -0.015 | 280 | 6.50 | 6.80 | 2 | 1,852 | 39.2% | -0.08 | 0.0010 | -0.035 | |
| 153.45 | 156.40 | 17 | 38.9% | 0.92 | 0.0010 | -0.020 | 290 | 7.65 | 8.00 | 1,290 | 38.6% | -0.09 | 0.0011 | -0.038 | ||
| 145.25 | 148.10 | 1 | 80 | 38.3% | 0.90 | 0.0012 | -0.025 | 300 | 9.15 | 9.50 | 858 | 38.3% | -0.11 | 0.0012 | -0.042 | |
| 137.85 | 140.65 | 23 | 38.6% | 0.89 | 0.0013 | -0.030 | 310 | 10.65 | 11.05 | 3 | 1,910 | 37.8% | -0.12 | 0.0014 | -0.046 | |
| 129.35 | 132.50 | 30 | 37.6% | 0.87 | 0.0015 | -0.035 | 320 | 12.40 | 13.10 | 324 | 37.5% | -0.14 | 0.0015 | -0.051 | ||
| 122.00 | 124.20 | 48 | 37.0% | 0.85 | 0.0016 | -0.040 | 330 | 14.65 | 15.05 | 15 | 1,122 | 37.2% | -0.16 | 0.0017 | -0.054 | |
| 115.30 | 117.45 | 1 | 93 | 37.3% | 0.83 | 0.0018 | -0.045 | 340 | 17.05 | 17.40 | 2 | 353 | 36.9% | -0.18 | 0.0018 | -0.059 |
| 107.95 | 111.05 | 130 | 37.1% | 0.81 | 0.0019 | -0.049 | 350 | 19.70 | 20.00 | 116 | 3,553 | 36.7% | -0.21 | 0.0020 | -0.062 | |
| 100.65 | 103.65 | 4 | 52 | 36.4% | 0.79 | 0.0020 | -0.054 | 360 | 22.45 | 23.45 | 13 | 1,701 | 36.6% | -0.23 | 0.0021 | -0.066 |
| 95.00 | 96.60 | 38 | 36.3% | 0.76 | 0.0022 | -0.058 | 370 | 26.05 | 26.30 | 1 | 848 | 36.4% | -0.25 | 0.0023 | -0.070 | |
| 89.20 | 90.90 | 4 | 145 | 36.5% | 0.74 | 0.0023 | -0.062 | 380 | 29.55 | 29.80 | 181 | 741 | 36.2% | -0.28 | 0.0024 | -0.073 |
| 82.30 | 85.40 | 1 | 94 | 36.1% | 0.71 | 0.0024 | -0.066 | 390 | 33.35 | 34.25 | 4 | 197 | 36.3% | -0.31 | 0.0025 | -0.076 |
| 76.90 | 79.45 | 266 | 35.9% | 0.69 | 0.0025 | -0.069 | 400 | 37.55 | 37.85 | 4 | 8,442 | 36.0% | -0.33 | 0.0026 | -0.079 | |
| 71.70 | 74.65 | 150 | 36.0% | 0.66 | 0.0026 | -0.072 | 410 | 41.65 | 43.00 | 6 | 595 | 36.0% | -0.36 | 0.0028 | -0.081 | |
| 66.85 | 68.95 | 5 | 307 | 35.8% | 0.64 | 0.0026 | -0.075 | 420 | 46.40 | 47.20 | 11 | 323 | 35.7% | -0.39 | 0.0028 | -0.084 |
| 62.35 | 65.00 | 4 | 143 | 36.0% | 0.61 | 0.0027 | -0.077 | 430 | 51.60 | 52.25 | 403 | 35.7% | -0.42 | 0.0029 | -0.085 | |
| 58.50 | 60.25 | 3 | 288 | 36.0% | 0.58 | 0.0027 | -0.079 | 440 | 56.75 | 57.70 | 2,985 | 35.5% | -0.45 | 0.0030 | -0.087 | |
| 54.30 | 55.10 | 9 | 516 | 35.7% | 0.56 | 0.0028 | -0.080 | 450 | 62.75 | 63.40 | 1 | 2,147 | 35.6% | -0.48 | 0.0031 | -0.088 |
| 49.95 | 51.75 | 147 | 35.7% | 0.53 | 0.0028 | -0.081 | 460 | 68.05 | 70.30 | 92 | 35.7% | -0.51 | 0.0031 | -0.088 | ||
| 46.85 | 47.50 | 5 | 279 | 35.7% | 0.50 | 0.0028 | -0.081 | 470 | 73.70 | 75.90 | 151 | 35.2% | -0.53 | 0.0032 | -0.088 | |
| 42.95 | 44.70 | 481 | 35.7% | 0.48 | 0.0028 | -0.081 | 480 | 81.25 | 82.75 | 901 | 35.6% | -0.56 | 0.0032 | -0.088 | ||
| 39.60 | 41.15 | 224 | 35.5% | 0.46 | 0.0028 | -0.081 | 490 | 87.35 | 89.60 | 47 | 35.4% | -0.59 | 0.0032 | -0.088 | ||
| 37.05 | 37.85 | 29 | 3,097 | 35.6% | 0.43 | 0.0028 | -0.081 | 500 | 94.00 | 96.30 | 4,344 | 35.2% | -0.62 | 0.0032 | -0.087 | |
| 34.35 | 35.70 | 5 | 405 | 35.8% | 0.41 | 0.0027 | -0.080 | 510 | 101.50 | 103.00 | 106 | 35.0% | -0.65 | 0.0032 | -0.086 | |
| 31.75 | 33.00 | 414 | 35.8% | 0.39 | 0.0027 | -0.079 | 520 | 108.40 | 111.65 | 436 | 35.2% | -0.67 | 0.0032 | -0.085 | ||
| 29.25 | 30.15 | 2 | 5,243 | 35.6% | 0.37 | 0.0026 | -0.078 | 530 | 116.75 | 118.70 | 47 | 35.2% | -0.70 | 0.0032 | -0.083 | |
| 26.75 | 27.70 | 2,627 | 35.4% | 0.34 | 0.0026 | -0.076 | 540 | 124.30 | 126.65 | 21 | 35.1% | -0.72 | 0.0031 | -0.081 | ||
| 24.85 | 25.80 | 3 | 935 | 35.6% | 0.33 | 0.0025 | -0.075 | 550 | 132.70 | 134.80 | 52 | 35.2% | -0.75 | 0.0031 | -0.079 | |
| 22.70 | 24.25 | 441 | 35.6% | 0.31 | 0.0025 | -0.073 | 560 | 141.50 | 143.50 | 2 | 39 | 35.6% | -0.77 | 0.0031 | -0.077 | |
| 20.90 | 22.25 | 97 | 35.6% | 0.29 | 0.0024 | -0.071 | 570 | 149.55 | 152.45 | 121 | 35.6% | -0.79 | 0.0031 | -0.076 | ||
| 19.65 | 20.40 | 1 | 417 | 35.7% | 0.27 | 0.0023 | -0.069 | 580 | 158.30 | 160.35 | 50 | 35.3% | -0.82 | 0.0031 | -0.074 | |
| 17.65 | 19.00 | 114 | 35.6% | 0.26 | 0.0022 | -0.067 | 590 | 167.00 | 169.85 | 17 | 35.6% | -0.84 | 0.0031 | -0.072 | ||
| 16.75 | 17.25 | 2 | 343 | 35.7% | 0.24 | 0.0022 | -0.065 | 600 | 176.70 | 178.75 | 129 | 36.0% | -0.86 | 0.0031 | -0.072 | |
| 15.25 | 16.00 | 12 | 299 | 35.6% | 0.23 | 0.0021 | -0.063 | 610 | 186.00 | 187.05 | 33 | 35.5% | -0.88 | 0.0030 | -0.073 | |
| 14.10 | 14.85 | 202 | 35.7% | 0.21 | 0.0020 | -0.061 | 620 | 194.35 | 196.65 | 21 | 35.0% | -0.90 | 0.0030 | -0.074 | ||
| 13.10 | 14.00 | 163 | 35.9% | 0.20 | 0.0019 | -0.058 | 630 | 203.75 | 207.00 | 13 | 35.8% | -0.92 | 0.0031 | -0.077 | ||
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。