VRTX 期权链 Vertex Pharmaceuticals Incorporated
Cboe delayed options data · 截至 18:39 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 ±19.6% (441.26–655.76) · ATM IV 33.1% · P/C 未平仓量 0.52
| 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 | |
| 273.40 | 281.80 | 54.3% | 0.97 | 0.0003 | 0.000 | 280 | 0 | 6.50 | 6 | 56.9% | -0.03 | 0.0003 | -0.035 | |||
| 263.90 | 271.30 | 50.9% | 0.97 | 0.0003 | 0.000 | 290 | 0 | 7.90 | 3 | 56.7% | -0.03 | 0.0003 | -0.037 | |||
| 254.70 | 262.20 | 1 | 50.8% | 0.97 | 0.0004 | 0.000 | 300 | 0 | 8.00 | 14 | 54.3% | -0.03 | 0.0004 | -0.039 | ||
| 244.90 | 253.00 | 49.4% | 0.96 | 0.0004 | 0.000 | 310 | 0 | 7.00 | 3 | 50.4% | -0.04 | 0.0004 | -0.042 | |||
| 235.50 | 243.20 | 47.6% | 0.96 | 0.0004 | 0.000 | 320 | 0.1500 | 4.30 | 24 | 43.9% | -0.04 | 0.0005 | -0.044 | |||
| 226.20 | 234.00 | 46.7% | 0.95 | 0.0005 | 0.000 | 330 | 0.3500 | 8.40 | 19 | 48.1% | -0.05 | 0.0005 | -0.047 | |||
| 216.90 | 224.20 | 45.1% | 0.95 | 0.0006 | -0.001 | 340 | 0.8000 | 8.80 | 24 | 46.9% | -0.05 | 0.0006 | -0.050 | |||
| 207.50 | 215.20 | 44.2% | 0.94 | 0.0006 | -0.006 | 350 | 0.8500 | 8.20 | 28 | 44.0% | -0.06 | 0.0006 | -0.053 | |||
| 198.30 | 206.00 | 43.2% | 0.94 | 0.0007 | -0.011 | 360 | 0.7000 | 9.30 | 11 | 42.9% | -0.07 | 0.0007 | -0.056 | |||
| 189.10 | 197.00 | 2 | 42.3% | 0.93 | 0.0008 | -0.017 | 370 | 1.00 | 9.70 | 38 | 41.4% | -0.07 | 0.0008 | -0.060 | ||
| 180.50 | 188.00 | 2 | 41.8% | 0.92 | 0.0009 | -0.022 | 380 | 3.30 | 9.10 | 7 | 40.8% | -0.08 | 0.0009 | -0.064 | ||
| 171.00 | 179.00 | 40.4% | 0.91 | 0.0010 | -0.028 | 390 | 4.10 | 10.00 | 19 | 40.0% | -0.09 | 0.0010 | -0.067 | |||
| 162.60 | 170.00 | 4 | 39.8% | 0.90 | 0.0011 | -0.034 | 400 | 3.40 | 11.60 | 23 | 38.5% | -0.10 | 0.0011 | -0.071 | ||
| 153.90 | 161.60 | 1 | 39.3% | 0.89 | 0.0012 | -0.041 | 410 | 8.30 | 13.60 | 54 | 41.1% | -0.11 | 0.0012 | -0.076 | ||
| 145.40 | 153.00 | 38.6% | 0.88 | 0.0013 | -0.047 | 420 | 9.80 | 14.10 | 5 | 39.9% | -0.13 | 0.0013 | -0.080 | |||
| 136.30 | 143.80 | 5 | 37.0% | 0.86 | 0.0014 | -0.053 | 430 | 11.10 | 15.20 | 20 | 38.9% | -0.14 | 0.0015 | -0.084 | ||
| 128.00 | 135.50 | 12 | 36.4% | 0.85 | 0.0016 | -0.060 | 440 | 12.60 | 17.40 | 39 | 38.5% | -0.16 | 0.0016 | -0.089 | ||
| 120.40 | 128.40 | 5 | 36.5% | 0.83 | 0.0017 | -0.066 | 450 | 14.30 | 19.40 | 29 | 37.9% | -0.17 | 0.0018 | -0.094 | ||
| 112.10 | 119.20 | 7 | 35.1% | 0.81 | 0.0018 | -0.073 | 460 | 15.70 | 21.20 | 13 | 36.9% | -0.19 | 0.0019 | -0.098 | ||
| 105.20 | 111.90 | 10 | 35.1% | 0.79 | 0.0020 | -0.079 | 470 | 17.40 | 22.70 | 9 | 35.9% | -0.21 | 0.0021 | -0.103 | ||
| 97.60 | 104.20 | 11 | 34.4% | 0.77 | 0.0021 | -0.085 | 480 | 18.80 | 22.10 | 15 | 33.7% | -0.24 | 0.0022 | -0.107 | ||
| 91.80 | 96.60 | 10 | 34.3% | 0.75 | 0.0023 | -0.091 | 490 | 22.60 | 28.10 | 1 | 35.0% | -0.26 | 0.0024 | -0.111 | ||
| 83.10 | 91.80 | 9 | 34.0% | 0.72 | 0.0024 | -0.097 | 500 | 26.40 | 28.90 | 2 | 34.0% | -0.29 | 0.0025 | -0.115 | ||
| 77.20 | 84.20 | 6 | 33.5% | 0.70 | 0.0026 | -0.102 | 510 | 28.60 | 34.50 | 6 | 34.1% | -0.31 | 0.0027 | -0.119 | ||
| 71.00 | 79.40 | 55 | 33.7% | 0.67 | 0.0027 | -0.106 | 520 | 32.10 | 36.20 | 2 | 33.0% | -0.34 | 0.0028 | -0.122 | ||
| 65.40 | 72.30 | 151 | 33.1% | 0.64 | 0.0028 | -0.111 | 530 | 35.30 | 42.40 | 5 | 33.2% | -0.37 | 0.0030 | -0.125 | ||
| 59.60 | 68.40 | 165 | 33.3% | 0.61 | 0.0029 | -0.114 | 540 | 40.10 | 47.50 | 6 | 33.3% | -0.40 | 0.0031 | -0.127 | ||
| 55.00 | 61.40 | 8 | 32.7% | 0.58 | 0.0030 | -0.117 | 550 | 45.80 | 52.30 | 33.5% | -0.43 | 0.0032 | -0.128 | |||
| 51.70 | 58.70 | 23 | 33.7% | 0.55 | 0.0030 | -0.119 | 560 | 50.10 | 57.00 | 4 | 33.0% | -0.47 | 0.0032 | -0.129 | ||
| 46.20 | 54.00 | 6 | 33.2% | 0.53 | 0.0030 | -0.121 | 570 | 54.60 | 62.80 | 2 | 32.6% | -0.50 | 0.0033 | -0.129 | ||
| 42.80 | 49.80 | 30 | 33.4% | 0.50 | 0.0030 | -0.121 | 580 | 61.00 | 68.00 | 3 | 32.5% | -0.53 | 0.0033 | -0.129 | ||
| 39.40 | 44.10 | 14 | 32.9% | 0.47 | 0.0030 | -0.122 | 590 | 68.40 | 73.90 | 32.8% | -0.56 | 0.0033 | -0.128 | |||
| 36.30 | 40.50 | 17 | 33.0% | 0.44 | 0.0030 | -0.121 | 600 | 73.70 | 78.30 | 1 | 31.7% | -0.59 | 0.0033 | -0.126 | ||
| 31.90 | 38.00 | 3 | 32.9% | 0.41 | 0.0030 | -0.120 | 610 | 79.60 | 87.00 | 32.0% | -0.62 | 0.0033 | -0.124 | |||
| 28.80 | 35.00 | 10 | 32.9% | 0.39 | 0.0029 | -0.119 | 620 | 87.60 | 94.00 | 32.3% | -0.65 | 0.0033 | -0.122 | |||
| 24.30 | 32.00 | 1 | 32.3% | 0.36 | 0.0028 | -0.117 | 630 | 93.90 | 101.00 | 31.8% | -0.68 | 0.0033 | -0.119 | |||
| 24.50 | 29.00 | 9 | 33.1% | 0.34 | 0.0028 | -0.115 | 640 | 102.50 | 109.00 | 32.3% | -0.70 | 0.0032 | -0.116 | |||
| 18.80 | 25.00 | 80 | 32.9% | 0.29 | 0.0026 | -0.110 | 660 | 118.30 | 124.00 | 31.9% | -0.76 | 0.0031 | -0.108 | |||
| 17.10 | 20.90 | 105 | 33.7% | 0.26 | 0.0024 | -0.103 | 680 | 133.90 | 141.00 | 31.4% | -0.80 | 0.0029 | -0.099 | |||
| 13.30 | 17.00 | 3 | 41 | 33.2% | 0.22 | 0.0022 | -0.097 | 700 | 151.70 | 158.90 | 31.6% | -0.84 | 0.0028 | -0.091 | ||
| 9.80 | 15.00 | 3 | 46 | 33.2% | 0.19 | 0.0020 | -0.090 | 720 | 170.10 | 175.70 | 30.0% | -0.88 | 0.0026 | -0.082 | ||
| 8.70 | 13.00 | 6 | 34.0% | 0.17 | 0.0018 | -0.083 | 740 | 188.80 | 194.80 | -0.91 | 0.0024 | -0.070 | ||||
| 6.80 | 12.00 | 1 | 4 | 34.6% | 0.15 | 0.0016 | -0.077 | 760 | 208.10 | 216.70 | 32.7% | -0.94 | 0.0024 | -0.053 | ||
| 2.90 | 10.00 | 33.0% | 0.13 | 0.0015 | -0.070 | 780 | 228.60 | 236.60 | 35.5% | -0.97 | 0.0020 | -0.057 | ||||
| 1.65 | 8.10 | 32.5% | 0.11 | 0.0013 | -0.065 | 800 | 248.00 | 256.60 | 36.1% | -0.98 | 0.0013 | -0.079 | ||||
| 0.7500 | 8.40 | 33.7% | 0.10 | 0.0012 | -0.059 | 820 | 268.00 | 276.60 | 38.0% | -0.99 | 0.0004 | -0.116 | ||||
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。