UPS 期权链 United Parcel Service, 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 ±21.9% (76.16–118.76) · ATM IV 29.9% · P/C 未平仓量 2.03
| 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 | |
| 45.55 | 49.50 | 6 | 1.00 | 0.0000 | 0.000 | 50 | 0.0400 | 1.64 | 10 | 45.7% | -0.02 | 0.0018 | -0.003 | |||
| 40.60 | 44.90 | 21 | 40.2% | 1.00 | 0.0001 | 0.000 | 55 | 0.0200 | 1.35 | 221 | 38.2% | -0.04 | 0.0026 | -0.004 | ||
| 35.70 | 39.95 | 2 | 37.7% | 1.00 | 0.0013 | 0.000 | 60 | 0.4800 | 1.22 | 512 | 34.8% | -0.06 | 0.0038 | -0.005 | ||
| 31.25 | 33.50 | 1 | 0.97 | 0.0043 | -0.001 | 65 | 0.7700 | 1.65 | 30 | 32.9% | -0.09 | 0.0054 | -0.007 | |||
| 27.15 | 28.95 | 9 | 29.8% | 0.93 | 0.0072 | -0.005 | 70 | 1.60 | 2.26 | 41 | 32.4% | -0.12 | 0.0072 | -0.008 | ||
| 22.55 | 24.65 | 1 | 28.7% | 0.88 | 0.0091 | -0.007 | 75 | 2.53 | 3.05 | 221 | 31.3% | -0.17 | 0.0092 | -0.010 | ||
| 18.80 | 20.85 | 28 | 29.0% | 0.81 | 0.0111 | -0.009 | 80 | 3.90 | 4.30 | 3 | 1,589 | 31.1% | -0.23 | 0.0112 | -0.012 | |
| 16.00 | 17.35 | 79 | 29.9% | 0.74 | 0.0130 | -0.012 | 85 | 5.45 | 5.90 | 1 | 1,213 | 30.5% | -0.29 | 0.0130 | -0.013 | |
| 13.60 | 14.35 | 163 | 30.5% | 0.67 | 0.0144 | -0.013 | 90 | 7.35 | 7.95 | 638 | 30.2% | -0.36 | 0.0144 | -0.014 | ||
| 10.80 | 11.85 | 148 | 30.0% | 0.60 | 0.0153 | -0.014 | 95 | 9.80 | 10.15 | 21 | 1,062 | 29.8% | -0.44 | 0.0153 | -0.014 | |
| 9.05 | 9.45 | 1 | 752 | 30.1% | 0.52 | 0.0157 | -0.015 | 100 | 12.30 | 13.85 | 1 | 701 | 30.7% | -0.51 | 0.0156 | -0.014 |
| 7.15 | 7.75 | 89 | 283 | 30.0% | 0.45 | 0.0157 | -0.015 | 105 | 15.25 | 16.20 | 318 | 29.4% | -0.58 | 0.0155 | -0.013 | |
| 5.45 | 7.00 | 439 | 30.8% | 0.38 | 0.0152 | -0.014 | 110 | 17.55 | 19.40 | 177 | 27.4% | -0.65 | 0.0149 | -0.012 | ||
| 4.20 | 5.60 | 361 | 30.5% | 0.32 | 0.0143 | -0.013 | 115 | 21.50 | 23.00 | 186 | 27.6% | -0.71 | 0.0140 | -0.010 | ||
| 3.05 | 3.80 | 40 | 414 | 28.8% | 0.26 | 0.0131 | -0.012 | 120 | 26.00 | 27.40 | 97 | 29.4% | -0.76 | 0.0128 | -0.008 | |
| 2.35 | 2.86 | 80 | 222 | 28.6% | 0.21 | 0.0118 | -0.011 | 125 | 30.05 | 32.25 | 17 | 30.8% | -0.81 | 0.0114 | -0.006 | |
| 1.70 | 2.21 | 246 | 28.3% | 0.17 | 0.0104 | -0.009 | 130 | 34.40 | 36.60 | 46 | 31.4% | -0.85 | 0.0104 | -0.005 | ||
| 1.06 | 2.12 | 67 | 28.8% | 0.14 | 0.0090 | -0.008 | 135 | 38.80 | 41.10 | 3 | 31.9% | -0.89 | 0.0097 | -0.004 | ||
| 0.9000 | 1.74 | 145 | 29.4% | 0.11 | 0.0077 | -0.007 | 140 | 43.55 | 45.60 | 40 | 32.7% | -0.92 | 0.0087 | -0.002 | ||
| 0.5000 | 1.31 | 18 | 28.6% | 0.09 | 0.0066 | -0.006 | 145 | 48.30 | 51.00 | 13 | 35.8% | -0.95 | 0.0070 | 0.000 | ||
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。