VLO 期权链 Valero Energy Corporation
Cboe delayed options data · 截至 03:45 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 ±19.9% (349.65–522.95) · ATM IV 50.8% · P/C 未平仓量 1.17
| 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 | |
| 213.00 | 216.50 | 1 | 209 | 59.9% | 0.99 | 0.0002 | 0.000 | 220 | 0.1000 | 0.5000 | 184 | 60.1% | -0.01 | 0.0002 | -0.018 | |
| 203.10 | 206.70 | 183 | 57.1% | 0.99 | 0.0002 | 0.000 | 230 | 0 | 0.9500 | 188 | 60.1% | -0.01 | 0.0002 | -0.021 | ||
| 193.30 | 196.90 | 3 | 398 | 55.3% | 0.99 | 0.0003 | 0.000 | 240 | 0 | 1.90 | 225 | 62.7% | -0.01 | 0.0003 | -0.024 | |
| 183.60 | 187.10 | 398 | 54.0% | 0.98 | 0.0003 | 0.000 | 250 | 0 | 1.05 | 3 | 585 | 53.8% | -0.02 | 0.0003 | -0.027 | |
| 173.80 | 177.40 | 395 | 52.3% | 0.98 | 0.0004 | -0.002 | 260 | 0.2000 | 1.75 | 1 | 344 | 55.5% | -0.02 | 0.0004 | -0.032 | |
| 164.30 | 167.80 | 1 | 300 | 52.3% | 0.97 | 0.0005 | -0.009 | 270 | 0.0500 | 1.85 | 787 | 51.7% | -0.03 | 0.0005 | -0.038 | |
| 154.80 | 158.30 | 400 | 51.7% | 0.97 | 0.0006 | -0.018 | 280 | 0 | 1.85 | 131 | 239 | 45.9% | -0.03 | 0.0006 | -0.045 | |
| 145.40 | 149.00 | 159 | 51.4% | 0.96 | 0.0008 | -0.029 | 290 | 0.7000 | 2.85 | 207 | 50.5% | -0.04 | 0.0008 | -0.054 | ||
| 136.20 | 139.80 | 1 | 455 | 51.1% | 0.95 | 0.0010 | -0.041 | 300 | 2.10 | 3.60 | 26 | 352 | 52.0% | -0.05 | 0.0010 | -0.065 |
| 127.10 | 130.80 | 1 | 150 | 50.7% | 0.93 | 0.0012 | -0.056 | 310 | 3.10 | 4.90 | 224 | 52.5% | -0.07 | 0.0012 | -0.078 | |
| 118.40 | 122.10 | 1 | 177 | 50.8% | 0.92 | 0.0014 | -0.072 | 320 | 2.95 | 5.80 | 4 | 280 | 49.9% | -0.09 | 0.0014 | -0.093 |
| 109.90 | 113.50 | 1 | 134 | 50.5% | 0.89 | 0.0017 | -0.090 | 330 | 4.30 | 7.40 | 682 | 50.1% | -0.11 | 0.0017 | -0.110 | |
| 101.80 | 105.40 | 129 | 50.7% | 0.87 | 0.0020 | -0.109 | 340 | 6.00 | 8.50 | 237 | 49.4% | -0.13 | 0.0020 | -0.127 | ||
| 93.90 | 97.60 | 1 | 330 | 50.7% | 0.84 | 0.0022 | -0.128 | 350 | 8.40 | 10.30 | 8 | 388 | 49.4% | -0.16 | 0.0022 | -0.145 |
| 86.40 | 89.50 | 364 | 50.2% | 0.82 | 0.0025 | -0.147 | 360 | 10.50 | 12.90 | 34 | 363 | 49.7% | -0.19 | 0.0025 | -0.162 | |
| 79.20 | 82.90 | 1 | 128 | 50.7% | 0.79 | 0.0027 | -0.164 | 370 | 13.40 | 15.90 | 27 | 276 | 50.1% | -0.22 | 0.0027 | -0.178 |
| 72.90 | 76.30 | 3 | 293 | 51.2% | 0.75 | 0.0029 | -0.180 | 380 | 16.40 | 18.70 | 12 | 248 | 49.9% | -0.25 | 0.0030 | -0.193 |
| 66.60 | 69.90 | 189 | 51.3% | 0.72 | 0.0031 | -0.195 | 390 | 20.00 | 22.70 | 22 | 765 | 50.3% | -0.28 | 0.0032 | -0.206 | |
| 60.60 | 64.00 | 5 | 1,478 | 51.1% | 0.68 | 0.0033 | -0.207 | 400 | 23.70 | 26.90 | 23 | 718 | 50.4% | -0.32 | 0.0033 | -0.217 |
| 54.70 | 57.80 | 124 | 50.8% | 0.65 | 0.0034 | -0.218 | 410 | 29.40 | 30.70 | 16 | 97 | 51.0% | -0.36 | 0.0035 | -0.227 | |
| 50.20 | 53.00 | 41 | 342 | 51.4% | 0.61 | 0.0035 | -0.226 | 420 | 33.90 | 34.80 | 44 | 79 | 50.5% | -0.39 | 0.0036 | -0.234 |
| 44.90 | 47.70 | 24 | 423 | 51.0% | 0.58 | 0.0036 | -0.232 | 430 | 37.90 | 40.30 | 16 | 139 | 50.2% | -0.43 | 0.0037 | -0.238 |
| 41.10 | 43.30 | 12 | 421 | 51.5% | 0.54 | 0.0037 | -0.236 | 440 | 43.30 | 45.60 | 31 | 71 | 50.1% | -0.47 | 0.0038 | -0.241 |
| 36.70 | 39.00 | 4 | 435 | 51.3% | 0.50 | 0.0037 | -0.238 | 450 | 49.10 | 51.90 | 19 | 165 | 50.4% | -0.50 | 0.0038 | -0.242 |
| 33.20 | 35.00 | 9 | 97 | 51.2% | 0.47 | 0.0037 | -0.238 | 460 | 56.10 | 57.90 | 3 | 65 | 50.8% | -0.54 | 0.0038 | -0.240 |
| 29.30 | 31.90 | 77 | 133 | 51.4% | 0.44 | 0.0036 | -0.236 | 470 | 61.80 | 64.70 | 40 | 50.5% | -0.57 | 0.0037 | -0.237 | |
| 25.90 | 28.60 | 14 | 445 | 51.3% | 0.40 | 0.0036 | -0.233 | 480 | 68.70 | 71.70 | 8 | 50.7% | -0.61 | 0.0037 | -0.233 | |
| 23.00 | 25.80 | 2 | 68 | 51.3% | 0.37 | 0.0035 | -0.228 | 490 | 75.80 | 79.20 | 5 | 51.0% | -0.64 | 0.0036 | -0.226 | |
| 20.40 | 23.40 | 6 | 340 | 51.5% | 0.34 | 0.0034 | -0.222 | 500 | 83.20 | 86.40 | 1 | 13 | 50.9% | -0.67 | 0.0035 | -0.219 |
| 18.10 | 21.00 | 9 | 196 | 51.6% | 0.31 | 0.0032 | -0.215 | 510 | 90.90 | 94.50 | 51.3% | -0.70 | 0.0034 | -0.210 | ||
| 15.90 | 18.90 | 24 | 326 | 51.6% | 0.29 | 0.0031 | -0.208 | 520 | 99.50 | 102.40 | 4 | 51.8% | -0.72 | 0.0032 | -0.201 | |
| 12.70 | 15.40 | 63 | 48 | 52.2% | 0.24 | 0.0028 | -0.191 | 540 | 116.00 | 119.10 | 1 | 52.2% | -0.77 | 0.0029 | -0.180 | |
| 9.50 | 12.50 | 1 | 176 | 52.1% | 0.20 | 0.0025 | -0.174 | 560 | 132.70 | 136.50 | 1 | 52.2% | -0.81 | 0.0026 | -0.159 | |
| 7.60 | 10.30 | 3 | 49 | 52.8% | 0.17 | 0.0022 | -0.157 | 580 | 150.50 | 154.20 | 3 | 52.4% | -0.85 | 0.0023 | -0.137 | |
| 5.80 | 8.40 | 41 | 53.1% | 0.14 | 0.0020 | -0.141 | 600 | 168.80 | 172.50 | 52.7% | -0.88 | 0.0020 | -0.118 | |||
| 4.30 | 7.10 | 28 | 53.5% | 0.12 | 0.0017 | -0.126 | 620 | 187.60 | 190.50 | 3 | 15 | 52.1% | -0.90 | 0.0018 | -0.101 | |
| 2.90 | 6.00 | 53.5% | 0.10 | 0.0015 | -0.113 | 640 | 206.60 | 210.10 | 53.3% | -0.92 | 0.0016 | -0.086 | ||||
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。