UPS 期权链 United Parcel Service, Inc.
Cboe delayed options data · 截至 15:41 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 ±3.9% (99.58–107.56) · ATM IV 22.6% · P/C 未平仓量 1.14
| 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 | |
| 47.60 | 49.70 | 2 | 177.1% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.6200 | 1,554 | 162.1% | -0.00 | 0.0001 | -0.001 | ||
| 42.85 | 43.35 | 1.00 | 0.0002 | 0.000 | 60 | 0 | 0.6200 | 927 | 142.2% | -0.00 | 0.0002 | -0.002 | ||||
| 37.45 | 39.70 | 2 | 130.2% | 1.00 | 0.0003 | 0.000 | 65 | 0 | 0.6200 | 799 | 123.8% | -0.00 | 0.0003 | -0.002 | ||
| 32.50 | 34.40 | 10 | 104.0% | 1.00 | 0.0005 | 0.000 | 70 | 0 | 0.6200 | 1,889 | 106.6% | -0.00 | 0.0005 | -0.003 | ||
| 27.65 | 29.75 | 4 | 100.3% | 1.00 | 0.0008 | -0.000 | 75 | 0 | 0.6200 | 1,710 | 90.4% | -0.00 | 0.0008 | -0.004 | ||
| 22.65 | 24.70 | 19 | 82.2% | 0.99 | 0.0015 | -0.002 | 80 | 0 | 0.4100 | 142 | 2,049 | 69.2% | -0.01 | 0.0015 | -0.005 | |
| 17.85 | 18.35 | 2 | 89 | 0.99 | 0.0029 | -0.004 | 85 | 0 | 0.0700 | 4,949 | 41.5% | -0.01 | 0.0029 | -0.006 | ||
| 13.75 | 15.75 | 55.5% | 0.98 | 0.0054 | -0.006 | 89 | 0 | 0.1200 | 2 | 35.5% | -0.02 | 0.0054 | -0.008 | |||
| 12.50 | 13.35 | 102 | 0.98 | 0.0064 | -0.007 | 90 | 0 | 0.0900 | 230 | 4,793 | 31.8% | -0.02 | 0.0064 | -0.009 | ||
| 11.70 | 13.75 | 48.4% | 0.98 | 0.0077 | -0.008 | 91 | 0 | 0.1300 | 13 | 31.3% | -0.02 | 0.0078 | -0.009 | |||
| 10.65 | 12.70 | 43.9% | 0.98 | 0.0094 | -0.009 | 92 | 0 | 0.1400 | 13 | 29.4% | -0.03 | 0.0095 | -0.011 | |||
| 9.60 | 11.95 | 43.3% | 0.97 | 0.0118 | -0.011 | 93 | 0 | 0.1600 | 10 | 27.7% | -0.03 | 0.0119 | -0.012 | |||
| 8.90 | 10.20 | 34.4% | 0.96 | 0.0151 | -0.013 | 94 | 0.0400 | 0.3300 | 26 | 30.1% | -0.04 | 0.0152 | -0.014 | |||
| 7.85 | 9.25 | 66 | 31.4% | 0.95 | 0.0198 | -0.016 | 95 | 0.0900 | 0.1800 | 47 | 4,660 | 25.5% | -0.05 | 0.0199 | -0.017 | |
| 7.00 | 8.60 | 15 | 34.0% | 0.93 | 0.0262 | -0.021 | 96 | 0.1200 | 0.4400 | 1 | 27 | 27.5% | -0.07 | 0.0264 | -0.022 | |
| 5.95 | 7.85 | 32.5% | 0.90 | 0.0344 | -0.027 | 97 | 0.2300 | 0.5000 | 3 | 32 | 24.2% | -0.10 | 0.0347 | -0.028 | ||
| 5.15 | 6.60 | 28.6% | 0.86 | 0.0438 | -0.034 | 98 | 0.3100 | 0.5400 | 5 | 123 | 24.6% | -0.14 | 0.0442 | -0.035 | ||
| 4.50 | 5.45 | 1 | 26.6% | 0.81 | 0.0535 | -0.042 | 99 | 0.5000 | 0.7200 | 23 | 54 | 24.5% | -0.19 | 0.0542 | -0.043 | |
| 3.80 | 4.60 | 3,395 | 26.1% | 0.75 | 0.0629 | -0.050 | 100 | 0.7300 | 0.9400 | 160 | 5,020 | 24.2% | -0.25 | 0.0638 | -0.051 | |
| 3.10 | 3.40 | 6 | 22.6% | 0.68 | 0.0710 | -0.056 | 101 | 0.9300 | 1.19 | 51 | 146 | 23.1% | -0.32 | 0.0721 | -0.057 | |
| 2.42 | 2.76 | 15 | 91 | 22.2% | 0.61 | 0.0772 | -0.060 | 102 | 1.34 | 1.50 | 20 | 192 | 22.9% | -0.40 | 0.0785 | -0.061 |
| 1.89 | 2.34 | 9 | 162 | 23.1% | 0.53 | 0.0806 | -0.062 | 103 | 1.78 | 1.98 | 7 | 241 | 23.0% | -0.48 | 0.0821 | -0.063 |
| 1.59 | 1.69 | 167 | 154 | 23.0% | 0.45 | 0.0806 | -0.061 | 104 | 2.28 | 2.42 | 24 | 131 | 22.2% | -0.56 | 0.0823 | -0.062 |
| 1.13 | 1.30 | 171 | 4,681 | 22.6% | 0.37 | 0.0771 | -0.058 | 105 | 2.91 | 3.05 | 32 | 5,803 | 22.4% | -0.64 | 0.0789 | -0.059 |
| 0.8200 | 0.9800 | 67 | 277 | 22.6% | 0.30 | 0.0706 | -0.054 | 106 | 3.60 | 3.95 | 3 | 90 | 23.8% | -0.71 | 0.0726 | -0.055 |
| 0.5100 | 0.7100 | 72 | 288 | 22.0% | 0.24 | 0.0624 | -0.047 | 107 | 4.35 | 4.75 | 1 | 28 | 24.1% | -0.78 | 0.0644 | -0.048 |
| 0.4200 | 0.6000 | 212 | 401 | 22.7% | 0.18 | 0.0532 | -0.041 | 108 | 4.45 | 5.60 | 168 | 16.5% | -0.83 | 0.0556 | -0.041 | |
| 0.2200 | 0.4400 | 97 | 2,528 | 22.9% | 0.14 | 0.0441 | -0.034 | 109 | 5.40 | 6.50 | 1 | -0.88 | 0.0474 | -0.035 | ||
| 0.1900 | 0.2500 | 420 | 6,007 | 22.8% | 0.10 | 0.0354 | -0.027 | 110 | 6.35 | 7.45 | 10 | 1,553 | -0.92 | 0.0396 | -0.031 | |
| 0.1500 | 0.2400 | 6 | 103 | 24.4% | 0.08 | 0.0280 | -0.022 | 111 | 6.70 | 8.50 | -0.95 | 0.0341 | -0.026 | |||
| 0.0500 | 0.3600 | 25 | 150 | 27.0% | 0.06 | 0.0220 | -0.018 | 112 | 7.70 | 9.30 | 25 | 50 | -0.97 | 0.0270 | -0.022 | |
| 0.0300 | 0.1400 | 17 | 221 | 24.4% | 0.04 | 0.0173 | -0.015 | 113 | 8.55 | 10.30 | -0.99 | 0.0182 | -0.017 | |||
| 0 | 0.1700 | 145 | 26.3% | 0.03 | 0.0138 | -0.012 | 114 | 9.50 | 11.30 | -0.99 | 0.0099 | -0.014 | ||||
| 0.0300 | 0.0600 | 9 | 3,915 | 25.4% | 0.03 | 0.0111 | -0.011 | 115 | 11.05 | 12.35 | 120 | -1.00 | 0.0045 | -0.013 | ||
| 0 | 0.1400 | 76 | 29.0% | 0.02 | 0.0090 | -0.009 | 116 | 11.50 | 13.30 | -1.00 | 0.0018 | -0.013 | ||||
| 0.0100 | 0.1200 | 116 | 2,712 | 35.5% | 0.01 | 0.0044 | -0.005 | 120 | 16.15 | 17.30 | 1 | -1.00 | 0.0000 | -0.013 | ||
| 0 | 0.0900 | 2,013 | 41.2% | 0.01 | 0.0021 | -0.003 | 125 | 20.50 | 22.30 | 3 | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.0500 | 2,025 | 44.9% | 0.00 | 0.0012 | -0.002 | 130 | 25.60 | 27.30 | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.0500 | 573 | 51.3% | 0.00 | 0.0007 | -0.002 | 135 | 30.45 | 32.30 | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.2500 | 1,362 | 57.3% | 0.00 | 0.0005 | -0.001 | 140 | 35.45 | 37.30 | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.1300 | 678 | 70.6% | 0.00 | 0.0003 | -0.001 | 145 | 40.85 | 42.35 | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.0200 | 303 | 62.6% | 0.00 | 0.0002 | -0.001 | 150 | 45.80 | 47.30 | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.6200 | 141 | 103.0% | 0.00 | 0.0002 | -0.001 | 155 | 50.50 | 52.30 | -1.00 | 0.0000 | -0.013 | ||||
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。