VLO 期权链 Valero Energy Corporation
Cboe delayed options data · 截至 09:39 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 ±25.9% (271.91–461.81) · ATM IV 44.5% · P/C 未平仓量 0.84
| 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 | |
| 182.60 | 186.30 | 5 | 53.4% | 0.98 | 0.0004 | 0.000 | 185 | 0 | 1.95 | 5 | 49.6% | -0.02 | 0.0004 | -0.017 | ||
| 177.90 | 181.20 | 1 | 51.6% | 0.98 | 0.0004 | 0.000 | 190 | 0.7500 | 2.30 | 19 | 51.8% | -0.02 | 0.0004 | -0.019 | ||
| 173.30 | 176.50 | 7 | 51.3% | 0.97 | 0.0005 | 0.000 | 195 | 0.9500 | 2.00 | 6 | 49.7% | -0.03 | 0.0005 | -0.021 | ||
| 168.60 | 171.90 | 61 | 50.9% | 0.97 | 0.0005 | 0.000 | 200 | 1.35 | 2.10 | 10 | 66 | 49.5% | -0.03 | 0.0005 | -0.023 | |
| 159.50 | 162.60 | 24 | 50.2% | 0.96 | 0.0006 | 0.000 | 210 | 1.65 | 2.60 | 6 | 16 | 48.0% | -0.04 | 0.0006 | -0.028 | |
| 150.00 | 153.60 | 16 | 48.8% | 0.95 | 0.0008 | -0.004 | 220 | 1.50 | 3.80 | 19 | 46.9% | -0.05 | 0.0008 | -0.033 | ||
| 141.40 | 144.60 | 27 | 48.5% | 0.94 | 0.0010 | -0.012 | 230 | 3.30 | 4.70 | 36 | 48.0% | -0.06 | 0.0010 | -0.039 | ||
| 132.90 | 135.70 | 28 | 48.0% | 0.92 | 0.0011 | -0.020 | 240 | 4.40 | 5.40 | 51 | 47.0% | -0.08 | 0.0011 | -0.045 | ||
| 124.30 | 127.20 | 80 | 47.3% | 0.91 | 0.0013 | -0.029 | 250 | 5.40 | 7.30 | 81 | 46.9% | -0.09 | 0.0013 | -0.052 | ||
| 116.10 | 119.00 | 40 | 46.9% | 0.89 | 0.0015 | -0.037 | 260 | 6.90 | 8.90 | 69 | 46.5% | -0.11 | 0.0015 | -0.059 | ||
| 108.10 | 111.10 | 28 | 46.5% | 0.87 | 0.0017 | -0.046 | 270 | 7.90 | 11.00 | 35 | 45.7% | -0.13 | 0.0018 | -0.066 | ||
| 100.60 | 103.50 | 13 | 46.3% | 0.84 | 0.0019 | -0.055 | 280 | 10.90 | 12.50 | 1 | 50 | 45.6% | -0.16 | 0.0020 | -0.073 | |
| 93.00 | 96.00 | 30 | 45.7% | 0.82 | 0.0022 | -0.064 | 290 | 13.20 | 15.00 | 40 | 45.3% | -0.18 | 0.0022 | -0.080 | ||
| 86.40 | 89.00 | 13 | 45.7% | 0.79 | 0.0024 | -0.072 | 300 | 15.90 | 17.60 | 5 | 78 | 44.9% | -0.21 | 0.0024 | -0.086 | |
| 79.90 | 82.50 | 28 | 45.7% | 0.76 | 0.0025 | -0.080 | 310 | 18.10 | 20.90 | 3 | 20 | 44.3% | -0.24 | 0.0026 | -0.092 | |
| 72.90 | 76.00 | 96 | 45.0% | 0.73 | 0.0027 | -0.086 | 320 | 22.00 | 25.00 | 1 | 189 | 44.8% | -0.27 | 0.0028 | -0.098 | |
| 67.60 | 70.50 | 4 | 53 | 45.5% | 0.70 | 0.0029 | -0.093 | 330 | 25.80 | 28.90 | 1 | 16 | 44.6% | -0.30 | 0.0029 | -0.103 |
| 62.20 | 64.50 | 83 | 45.2% | 0.67 | 0.0030 | -0.098 | 340 | 30.00 | 32.50 | 3 | 43 | 44.2% | -0.33 | 0.0031 | -0.106 | |
| 56.90 | 59.50 | 6 | 58 | 45.2% | 0.64 | 0.0031 | -0.103 | 350 | 34.60 | 37.20 | 5 | 11 | 44.1% | -0.37 | 0.0032 | -0.110 |
| 52.10 | 54.50 | 11 | 77 | 45.0% | 0.61 | 0.0032 | -0.107 | 360 | 39.50 | 42.80 | 1 | 211 | 44.4% | -0.40 | 0.0033 | -0.112 |
| 47.60 | 50.00 | 15 | 44 | 45.0% | 0.57 | 0.0033 | -0.110 | 370 | 44.80 | 47.50 | 1 | 14 | 44.0% | -0.43 | 0.0034 | -0.113 |
| 43.70 | 46.00 | 43 | 45.2% | 0.54 | 0.0033 | -0.112 | 380 | 50.50 | 53.50 | 2 | 1 | 44.2% | -0.47 | 0.0034 | -0.114 | |
| 39.60 | 42.00 | 27 | 45.0% | 0.51 | 0.0033 | -0.113 | 390 | 56.60 | 59.40 | 1 | 44.1% | -0.50 | 0.0034 | -0.114 | ||
| 36.60 | 38.40 | 10 | 32 | 45.3% | 0.48 | 0.0033 | -0.114 | 400 | 62.90 | 65.90 | 6 | 44.2% | -0.53 | 0.0034 | -0.113 | |
| 32.50 | 35.50 | 4 | 183 | 45.1% | 0.45 | 0.0033 | -0.113 | 410 | 69.60 | 72.40 | 1 | 44.2% | -0.56 | 0.0034 | -0.111 | |
| 29.90 | 32.50 | 23 | 45.3% | 0.42 | 0.0032 | -0.113 | 420 | 76.50 | 79.60 | 44.3% | -0.59 | 0.0034 | -0.109 | |||
| 27.30 | 29.50 | 14 | 45.3% | 0.39 | 0.0032 | -0.111 | 430 | 83.80 | 86.90 | 44.5% | -0.62 | 0.0034 | -0.106 | |||
| 24.30 | 27.00 | 33 | 45.1% | 0.37 | 0.0031 | -0.110 | 440 | 91.20 | 94.50 | 1 | 44.6% | -0.65 | 0.0033 | -0.103 | ||
| 21.90 | 24.80 | 6 | 212 | 45.2% | 0.34 | 0.0030 | -0.107 | 450 | 98.90 | 102.20 | 44.7% | -0.67 | 0.0032 | -0.099 | ||
| 20.40 | 22.70 | 4 | 45.5% | 0.32 | 0.0030 | -0.105 | 460 | 106.80 | 110.20 | 44.9% | -0.70 | 0.0032 | -0.096 | |||
| 18.30 | 20.70 | 5 | 45.5% | 0.30 | 0.0028 | -0.102 | 470 | 115.00 | 118.20 | 1 | 45.0% | -0.72 | 0.0031 | -0.092 | ||
| 16.60 | 19.00 | 1 | 2 | 45.6% | 0.28 | 0.0028 | -0.099 | 480 | 123.50 | 126.60 | 45.3% | -0.74 | 0.0030 | -0.088 | ||
| 15.40 | 17.50 | 1 | 2 | 45.9% | 0.26 | 0.0026 | -0.096 | 490 | 131.70 | 135.30 | 45.4% | -0.77 | 0.0029 | -0.084 | ||
| 13.70 | 16.20 | 1 | 3 | 46.0% | 0.24 | 0.0025 | -0.093 | 500 | 140.40 | 143.70 | 45.4% | -0.79 | 0.0028 | -0.079 | ||
| 12.60 | 14.90 | 1 | 1 | 46.2% | 0.22 | 0.0024 | -0.089 | 510 | 149.20 | 152.50 | 45.6% | -0.80 | 0.0028 | -0.075 | ||
| 11.50 | 13.50 | 8 | 17 | 46.2% | 0.21 | 0.0023 | -0.086 | 520 | 158.10 | 161.50 | 45.8% | -0.82 | 0.0027 | -0.072 | ||
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。