TSM 期权链 Taiwan Semiconductor Manufacturing Company Limited
Cboe delayed options data · 截至 09:38 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 ±31.3% (285.82–545.98) · ATM IV 38.8% · P/C 未平仓量 2.26
| 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 | |
| 214.00 | 219.00 | 3 | 43.5% | 0.97 | 0.0004 | 0.000 | 210 | 2.95 | 3.55 | 31 | 45.3% | -0.04 | 0.0004 | -0.019 | ||
| 205.50 | 210.00 | 9 | 43.4% | 0.97 | 0.0005 | 0.000 | 220 | 2.97 | 4.70 | 18 | 44.4% | -0.04 | 0.0005 | -0.022 | ||
| 196.50 | 201.50 | 3 | 42.9% | 0.96 | 0.0006 | -0.001 | 230 | 3.70 | 5.40 | 96 | 43.6% | -0.05 | 0.0006 | -0.025 | ||
| 188.00 | 192.50 | 14 | 42.2% | 0.95 | 0.0006 | -0.005 | 240 | 5.15 | 5.75 | 1 | 80 | 43.0% | -0.06 | 0.0007 | -0.027 | |
| 179.50 | 184.00 | 32 | 41.9% | 0.94 | 0.0007 | -0.009 | 250 | 6.30 | 7.40 | 799 | 43.1% | -0.07 | 0.0008 | -0.030 | ||
| 171.45 | 176.00 | 16 | 42.0% | 0.93 | 0.0008 | -0.013 | 260 | 6.75 | 8.25 | 1,021 | 41.6% | -0.08 | 0.0009 | -0.034 | ||
| 163.00 | 167.50 | 3 | 41.1% | 0.92 | 0.0010 | -0.018 | 270 | 8.75 | 9.30 | 1 | 95 | 41.4% | -0.09 | 0.0010 | -0.037 | |
| 155.00 | 159.50 | 9 | 40.8% | 0.90 | 0.0011 | -0.022 | 280 | 10.00 | 11.45 | 10 | 1,957 | 41.2% | -0.11 | 0.0011 | -0.041 | |
| 147.50 | 151.00 | 15 | 40.2% | 0.89 | 0.0012 | -0.027 | 290 | 12.00 | 13.20 | 1 | 1,149 | 40.9% | -0.12 | 0.0012 | -0.044 | |
| 139.75 | 143.40 | 2 | 53 | 39.9% | 0.87 | 0.0013 | -0.031 | 300 | 13.40 | 15.20 | 27 | 785 | 40.3% | -0.14 | 0.0013 | -0.048 |
| 132.50 | 136.05 | 15 | 39.7% | 0.86 | 0.0014 | -0.036 | 310 | 15.20 | 16.90 | 151 | 183 | 39.5% | -0.16 | 0.0015 | -0.052 | |
| 125.10 | 128.85 | 25 | 39.3% | 0.84 | 0.0015 | -0.040 | 320 | 17.90 | 19.95 | 212 | 39.7% | -0.18 | 0.0016 | -0.055 | ||
| 118.00 | 121.75 | 1 | 46 | 39.4% | 0.82 | 0.0016 | -0.045 | 330 | 20.30 | 22.75 | 15 | 156 | 39.4% | -0.20 | 0.0017 | -0.059 |
| 112.80 | 116.00 | 75 | 39.8% | 0.80 | 0.0018 | -0.049 | 340 | 23.90 | 25.45 | 309 | 39.3% | -0.22 | 0.0018 | -0.062 | ||
| 105.50 | 108.95 | 50 | 38.9% | 0.78 | 0.0019 | -0.053 | 350 | 26.85 | 29.15 | 12 | 636 | 39.2% | -0.24 | 0.0020 | -0.066 | |
| 99.20 | 102.55 | 5 | 37 | 38.6% | 0.76 | 0.0020 | -0.057 | 360 | 30.80 | 32.40 | 286 | 39.1% | -0.26 | 0.0021 | -0.069 | |
| 93.50 | 97.40 | 38 | 38.8% | 0.73 | 0.0021 | -0.061 | 370 | 34.60 | 36.45 | 1 | 299 | 39.0% | -0.29 | 0.0022 | -0.072 | |
| 88.75 | 91.50 | 3 | 76 | 38.9% | 0.71 | 0.0021 | -0.064 | 380 | 38.25 | 40.60 | 795 | 38.7% | -0.31 | 0.0023 | -0.074 | |
| 83.75 | 86.75 | 88 | 39.1% | 0.69 | 0.0022 | -0.067 | 390 | 43.15 | 45.40 | 8 | 124 | 38.9% | -0.34 | 0.0024 | -0.077 | |
| 77.55 | 81.10 | 1 | 160 | 38.4% | 0.66 | 0.0023 | -0.070 | 400 | 46.65 | 50.10 | 1 | 1,274 | 38.5% | -0.36 | 0.0024 | -0.079 |
| 73.55 | 76.00 | 2 | 112 | 38.5% | 0.64 | 0.0023 | -0.072 | 410 | 52.70 | 54.65 | 408 | 38.6% | -0.39 | 0.0025 | -0.080 | |
| 69.70 | 72.00 | 30 | 256 | 38.9% | 0.62 | 0.0024 | -0.074 | 420 | 58.10 | 60.35 | 90 | 38.8% | -0.41 | 0.0026 | -0.082 | |
| 64.70 | 67.55 | 107 | 38.6% | 0.59 | 0.0024 | -0.076 | 430 | 62.10 | 65.10 | 235 | 38.1% | -0.44 | 0.0026 | -0.083 | ||
| 60.70 | 63.10 | 1 | 158 | 38.4% | 0.57 | 0.0025 | -0.077 | 440 | 67.80 | 71.70 | 4 | 61 | 38.3% | -0.46 | 0.0027 | -0.084 |
| 56.95 | 59.25 | 1 | 418 | 38.4% | 0.55 | 0.0025 | -0.078 | 450 | 73.70 | 77.60 | 44 | 38.2% | -0.49 | 0.0027 | -0.085 | |
| 53.35 | 56.00 | 4 | 171 | 38.5% | 0.53 | 0.0025 | -0.079 | 460 | 81.10 | 83.55 | 29 | 38.4% | -0.51 | 0.0028 | -0.085 | |
| 50.00 | 52.15 | 4 | 128 | 38.4% | 0.50 | 0.0025 | -0.079 | 470 | 87.00 | 89.35 | 9 | 38.0% | -0.54 | 0.0028 | -0.085 | |
| 46.65 | 48.95 | 235 | 38.4% | 0.48 | 0.0025 | -0.080 | 480 | 93.00 | 96.75 | 5 | 38.0% | -0.56 | 0.0028 | -0.085 | ||
| 43.85 | 46.45 | 1 | 141 | 38.6% | 0.46 | 0.0025 | -0.080 | 490 | 100.50 | 103.60 | 20 | 38.2% | -0.58 | 0.0028 | -0.085 | |
| 41.85 | 43.65 | 18 | 274 | 38.8% | 0.44 | 0.0025 | -0.079 | 500 | 107.50 | 110.35 | 1 | 33 | 38.0% | -0.61 | 0.0028 | -0.084 |
| 38.55 | 40.90 | 77 | 38.6% | 0.42 | 0.0024 | -0.079 | 510 | 115.25 | 118.35 | 46 | 38.4% | -0.63 | 0.0028 | -0.084 | ||
| 36.00 | 38.60 | 1 | 58 | 38.7% | 0.40 | 0.0024 | -0.079 | 520 | 122.40 | 125.95 | 12 | 38.3% | -0.65 | 0.0028 | -0.083 | |
| 34.15 | 36.30 | 44 | 38.9% | 0.38 | 0.0024 | -0.078 | 530 | 130.55 | 134.30 | 21 | 38.6% | -0.68 | 0.0028 | -0.082 | ||
| 31.60 | 34.15 | 132 | 38.8% | 0.37 | 0.0023 | -0.077 | 540 | 138.45 | 141.75 | 21 | 38.5% | -0.70 | 0.0028 | -0.081 | ||
| 30.15 | 32.10 | 67 | 39.0% | 0.35 | 0.0023 | -0.076 | 550 | 146.50 | 150.40 | 27 | 38.7% | -0.72 | 0.0028 | -0.080 | ||
| 27.75 | 30.10 | 126 | 38.9% | 0.33 | 0.0022 | -0.075 | 560 | 154.55 | 158.50 | 39 | 38.6% | -0.74 | 0.0028 | -0.079 | ||
| 26.05 | 28.50 | 67 | 39.0% | 0.32 | 0.0022 | -0.073 | 570 | 162.55 | 166.30 | 123 | 38.3% | -0.76 | 0.0028 | -0.079 | ||
| 24.35 | 26.65 | 85 | 39.0% | 0.30 | 0.0021 | -0.072 | 580 | 171.05 | 174.85 | 1 | 38.3% | -0.78 | 0.0028 | -0.078 | ||
| 22.90 | 25.10 | 111 | 39.1% | 0.29 | 0.0021 | -0.071 | 590 | 179.50 | 183.50 | 38.1% | -0.80 | 0.0028 | -0.077 | |||
| 22.10 | 23.85 | 125 | 39.5% | 0.28 | 0.0020 | -0.069 | 600 | 188.55 | 193.00 | 83 | 38.6% | -0.81 | 0.0027 | -0.075 | ||
| 20.10 | 22.50 | 271 | 39.3% | 0.26 | 0.0020 | -0.068 | 610 | 197.50 | 201.30 | 6 | 38.3% | -0.83 | 0.0027 | -0.074 | ||
| 18.95 | 21.10 | 211 | 39.3% | 0.25 | 0.0019 | -0.066 | 620 | 206.55 | 211.00 | 21 | 38.9% | -0.85 | 0.0026 | -0.071 | ||
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。