TSM 期权链 Taiwan Semiconductor Manufacturing Company Limited
Cboe delayed options data · 截至 18:44 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 ±7.6% (388.63–452.49) · ATM IV 31.9% · P/C 未平仓量 1.33
| 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 | |
| 200.20 | 203.85 | 68 | 96.7% | 1.00 | 0.0001 | 0.000 | 220 | 0.0200 | 0.1000 | 1,726 | 79.8% | -0.00 | 0.0001 | -0.008 | ||
| 190.55 | 193.90 | 38 | 95.6% | 1.00 | 0.0001 | 0.000 | 230 | 0.0200 | 0.1200 | 4 | 995 | 75.8% | -0.00 | 0.0001 | -0.010 | |
| 180.50 | 183.95 | 41 | 88.4% | 1.00 | 0.0001 | 0.000 | 240 | 0.0500 | 0.1500 | 1,092 | 73.6% | -0.00 | 0.0001 | -0.012 | ||
| 170.45 | 174.05 | 54 | 82.1% | 1.00 | 0.0001 | 0.000 | 250 | 0.0900 | 0.1300 | 12 | 1,852 | 69.4% | -0.00 | 0.0001 | -0.015 | |
| 160.65 | 164.10 | 80 | 78.6% | 1.00 | 0.0002 | 0.000 | 260 | 0.0700 | 0.2700 | 1 | 2,269 | 67.9% | -0.01 | 0.0002 | -0.017 | |
| 150.60 | 154.20 | 85 | 72.7% | 0.99 | 0.0002 | -0.002 | 270 | 0.1200 | 0.2300 | 33 | 3,100 | 63.3% | -0.01 | 0.0002 | -0.021 | |
| 141.05 | 144.25 | 91 | 71.3% | 0.99 | 0.0003 | -0.007 | 280 | 0.1400 | 0.3500 | 43 | 3,308 | 61.2% | -0.01 | 0.0003 | -0.024 | |
| 131.10 | 134.30 | 108 | 66.1% | 0.99 | 0.0004 | -0.012 | 290 | 0.2100 | 0.4000 | 19 | 2,564 | 58.2% | -0.01 | 0.0004 | -0.028 | |
| 121.15 | 124.45 | 159 | 61.7% | 0.99 | 0.0005 | -0.018 | 300 | 0.3000 | 0.3500 | 60 | 6,651 | 54.0% | -0.01 | 0.0005 | -0.033 | |
| 111.55 | 114.55 | 108 | 59.1% | 0.98 | 0.0006 | -0.025 | 310 | 0.3700 | 0.4100 | 58 | 3,241 | 50.7% | -0.02 | 0.0006 | -0.039 | |
| 101.65 | 104.60 | 326 | 54.3% | 0.98 | 0.0009 | -0.034 | 320 | 0.4500 | 0.5000 | 625 | 3,548 | 47.6% | -0.02 | 0.0009 | -0.046 | |
| 91.90 | 94.65 | 1 | 105 | 50.2% | 0.97 | 0.0012 | -0.044 | 330 | 0.5600 | 0.6300 | 11 | 3,914 | 44.7% | -0.03 | 0.0012 | -0.055 |
| 82.40 | 84.65 | 347 | 46.8% | 0.96 | 0.0016 | -0.057 | 340 | 0.7700 | 0.8400 | 190 | 2,424 | 42.4% | -0.04 | 0.0016 | -0.067 | |
| 72.40 | 75.05 | 666 | 42.8% | 0.95 | 0.0021 | -0.073 | 350 | 1.07 | 1.15 | 964 | 7,763 | 40.2% | -0.05 | 0.0021 | -0.082 | |
| 63.15 | 65.55 | 6 | 2,331 | 40.9% | 0.93 | 0.0029 | -0.094 | 360 | 1.55 | 1.64 | 235 | 14.1K | 38.3% | -0.07 | 0.0029 | -0.102 |
| 58.30 | 60.90 | 39.4% | 0.91 | 0.0033 | -0.106 | 365 | 1.88 | 1.97 | 20 | 37.5% | -0.09 | 0.0034 | -0.114 | |||
| 53.80 | 54.85 | 213 | 35.2% | 0.90 | 0.0039 | -0.119 | 370 | 2.28 | 2.46 | 486 | 5,508 | 36.9% | -0.10 | 0.0039 | -0.127 | |
| 49.60 | 50.35 | 8 | 35.3% | 0.88 | 0.0045 | -0.134 | 375 | 2.75 | 2.90 | 58 | 36.0% | -0.12 | 0.0045 | -0.141 | ||
| 45.15 | 45.95 | 3,771 | 3,997 | 34.5% | 0.86 | 0.0051 | -0.150 | 380 | 3.35 | 3.55 | 152 | 6,317 | 35.4% | -0.15 | 0.0052 | -0.157 |
| 40.60 | 42.95 | 35.5% | 0.83 | 0.0058 | -0.166 | 385 | 4.00 | 4.25 | 52 | 34.6% | -0.17 | 0.0059 | -0.172 | |||
| 36.60 | 38.55 | 10 | 1,436 | 34.6% | 0.80 | 0.0066 | -0.182 | 390 | 4.85 | 5.15 | 272 | 7,235 | 34.1% | -0.20 | 0.0066 | -0.188 |
| 34.90 | 36.40 | 34.5% | 0.78 | 0.0069 | -0.190 | 392.5 | 5.30 | 5.70 | 17 | 33.8% | -0.22 | 0.0070 | -0.196 | |||
| 32.75 | 34.15 | 33.6% | 0.76 | 0.0073 | -0.198 | 395 | 5.90 | 6.25 | 64 | 33.6% | -0.24 | 0.0074 | -0.204 | |||
| 31.00 | 32.45 | 33.7% | 0.75 | 0.0076 | -0.205 | 397.5 | 6.50 | 6.85 | 26 | 33.3% | -0.26 | 0.0077 | -0.211 | |||
| 29.35 | 30.10 | 67 | 4,573 | 33.1% | 0.73 | 0.0080 | -0.212 | 400 | 7.15 | 7.50 | 460 | 6,681 | 33.1% | -0.28 | 0.0081 | -0.218 |
| 27.55 | 28.80 | 5 | 33.5% | 0.71 | 0.0083 | -0.219 | 402.5 | 7.85 | 8.25 | 15 | 33.0% | -0.30 | 0.0084 | -0.225 | ||
| 26.00 | 26.35 | 25 | 32.7% | 0.69 | 0.0086 | -0.225 | 405 | 8.65 | 9.00 | 17 | 32.8% | -0.32 | 0.0088 | -0.231 | ||
| 24.45 | 24.80 | 61 | 32.8% | 0.66 | 0.0089 | -0.231 | 407.5 | 9.45 | 9.85 | 18 | 32.6% | -0.34 | 0.0090 | -0.236 | ||
| 22.75 | 23.25 | 303 | 1,723 | 32.6% | 0.64 | 0.0092 | -0.235 | 410 | 10.35 | 10.75 | 233 | 5,923 | 32.5% | -0.36 | 0.0093 | -0.241 |
| 21.20 | 21.55 | 13 | 32.2% | 0.62 | 0.0094 | -0.239 | 412.5 | 11.30 | 11.70 | 45 | 32.3% | -0.39 | 0.0096 | -0.244 | ||
| 19.75 | 20.05 | 24 | 32.1% | 0.59 | 0.0096 | -0.242 | 415 | 12.35 | 12.75 | 63 | 32.2% | -0.41 | 0.0098 | -0.248 | ||
| 18.35 | 18.65 | 8 | 32.1% | 0.57 | 0.0098 | -0.245 | 417.5 | 13.40 | 13.85 | 32 | 32.0% | -0.44 | 0.0100 | -0.250 | ||
| 17.00 | 17.30 | 521 | 2,870 | 31.9% | 0.54 | 0.0099 | -0.246 | 420 | 14.60 | 14.95 | 380 | 5,439 | 31.9% | -0.46 | 0.0101 | -0.251 |
| 15.65 | 16.00 | 259 | 31.7% | 0.52 | 0.0100 | -0.247 | 422.5 | 15.80 | 16.20 | 104 | 31.8% | -0.49 | 0.0102 | -0.252 | ||
| 14.50 | 14.80 | 161 | 31.7% | 0.49 | 0.0100 | -0.246 | 425 | 17.05 | 17.50 | 106 | 31.7% | -0.51 | 0.0102 | -0.252 | ||
| 13.35 | 13.65 | 107 | 31.6% | 0.47 | 0.0100 | -0.245 | 427.5 | 18.40 | 18.90 | 139 | 31.6% | -0.54 | 0.0103 | -0.250 | ||
| 12.30 | 12.55 | 908 | 4,471 | 31.6% | 0.45 | 0.0100 | -0.243 | 430 | 19.90 | 20.30 | 312 | 4,374 | 31.6% | -0.56 | 0.0102 | -0.248 |
| 11.30 | 11.55 | 20 | 31.6% | 0.42 | 0.0099 | -0.240 | 432.5 | 21.35 | 21.80 | 31.5% | -0.59 | 0.0102 | -0.245 | |||
| 10.35 | 10.55 | 78 | 31.5% | 0.40 | 0.0098 | -0.236 | 435 | 22.80 | 23.30 | 13 | 31.3% | -0.61 | 0.0101 | -0.241 | ||
| 9.40 | 9.65 | 159 | 31.3% | 0.37 | 0.0096 | -0.231 | 437.5 | 24.45 | 24.95 | 24 | 31.3% | -0.64 | 0.0099 | -0.237 | ||
| 8.60 | 8.85 | 478 | 3,864 | 31.4% | 0.35 | 0.0094 | -0.225 | 440 | 26.15 | 26.60 | 52 | 2,007 | 31.2% | -0.66 | 0.0098 | -0.231 |
| 7.10 | 7.35 | 35 | 31.3% | 0.31 | 0.0090 | -0.213 | 445 | 29.60 | 30.20 | 13 | 31.1% | -0.71 | 0.0093 | -0.219 | ||
| 5.85 | 6.05 | 1,066 | 6,964 | 31.2% | 0.26 | 0.0084 | -0.198 | 450 | 33.40 | 34.00 | 33 | 3,572 | 31.1% | -0.75 | 0.0088 | -0.204 |
| 4.75 | 4.95 | 193 | 31.2% | 0.23 | 0.0077 | -0.182 | 455 | 36.85 | 38.20 | 30.7% | -0.79 | 0.0082 | -0.188 | |||
| 3.85 | 4.05 | 606 | 4,337 | 31.2% | 0.19 | 0.0070 | -0.165 | 460 | 41.40 | 42.20 | 11 | 2,148 | 31.0% | -0.83 | 0.0075 | -0.171 |
| 2.50 | 2.63 | 377 | 4,796 | 31.3% | 0.14 | 0.0056 | -0.131 | 470 | 49.95 | 51.10 | 1,209 | 30.8% | -0.89 | 0.0061 | -0.139 | |
| 1.59 | 1.65 | 241 | 6,825 | 31.3% | 0.09 | 0.0043 | -0.101 | 480 | 57.85 | 60.75 | 9 | 936 | -0.93 | 0.0048 | -0.108 | |
| 0.9900 | 1.06 | 423 | 2,795 | 31.6% | 0.06 | 0.0032 | -0.075 | 490 | 67.75 | 70.25 | 2 | 486 | -0.97 | 0.0039 | -0.082 | |
| 0.6400 | 0.6900 | 816 | 6,833 | 32.1% | 0.04 | 0.0023 | -0.055 | 500 | 77.35 | 80.25 | 327 | -0.99 | 0.0020 | -0.062 | ||
| 0.4000 | 0.4500 | 129 | 1,755 | 32.5% | 0.03 | 0.0016 | -0.040 | 510 | 87.35 | 90.20 | -1.00 | 0.0002 | -0.055 | |||
| 0.2500 | 0.3000 | 39 | 5,484 | 33.0% | 0.02 | 0.0012 | -0.029 | 520 | 97.40 | 100.30 | -1.00 | 0.0000 | -0.055 | |||
| 0.1600 | 0.2300 | 20 | 1,274 | 33.9% | 0.01 | 0.0008 | -0.022 | 530 | 107.40 | 110.25 | -1.00 | 0.0000 | -0.055 | |||
| 0.1000 | 0.6100 | 8 | 613 | 39.4% | 0.01 | 0.0006 | -0.017 | 540 | 117.45 | 120.30 | -1.00 | 0.0000 | -0.055 | |||
| 0.0700 | 0.1400 | 17 | 8,169 | 35.8% | 0.01 | 0.0004 | -0.013 | 550 | 127.35 | 130.30 | -1.00 | 0.0000 | -0.055 | |||
| 0.0500 | 0.1500 | 1 | 1,457 | 37.8% | 0.01 | 0.0004 | -0.011 | 560 | 137.35 | 140.25 | -1.00 | 0.0000 | -0.055 | |||
| 0.0300 | 0.1200 | 3 | 305 | 38.6% | 0.00 | 0.0003 | -0.009 | 570 | 147.35 | 150.30 | -1.00 | 0.0000 | -0.055 | |||
| 0.0300 | 0.0600 | 9 | 817 | 38.6% | 0.00 | 0.0002 | -0.008 | 580 | 157.35 | 160.30 | -1.00 | 0.0000 | -0.055 | |||
| 0.0400 | 0.0500 | 25 | 614 | 40.4% | 0.00 | 0.0002 | -0.007 | 590 | 167.35 | 170.30 | -1.00 | 0.0000 | -0.055 | |||
| 0.0100 | 0.0500 | 76 | 1,439 | 40.6% | 0.00 | 0.0002 | -0.006 | 600 | 177.35 | 180.30 | -1.00 | 0.0000 | -0.055 | |||
| 0.0100 | 0.0800 | 38 | 216 | 44.0% | 0.00 | 0.0001 | -0.006 | 610 | 187.35 | 190.30 | -1.00 | 0.0000 | -0.055 | |||
| 0.0100 | 0.0800 | 5 | 381 | 45.7% | 0.00 | 0.0001 | -0.005 | 620 | 197.35 | 200.25 | -1.00 | 0.0000 | -0.055 | |||
| 0.0100 | 0.0700 | 4 | 433 | 46.9% | 0.00 | 0.0001 | -0.005 | 630 | 207.40 | 210.25 | -1.00 | 0.0000 | -0.055 | |||
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。