VST 期权链 Vistra Corp.
Cboe delayed options data · 截至 18:46 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 ±15.4% (126.94–173.29) · ATM IV 48.1% · P/C 未平仓量 0.75
| 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 | |
| 69.45 | 72.10 | 46 | 69.9% | 1.00 | 0.0003 | 0.000 | 80 | 0 | 0.2500 | 196 | 70.1% | -0.00 | 0.0003 | -0.003 | ||
| 64.50 | 67.55 | 6 | 74.0% | 0.99 | 0.0004 | 0.000 | 85 | 0.0300 | 0.4000 | 574 | 69.1% | -0.01 | 0.0004 | -0.005 | ||
| 59.55 | 62.60 | 5 | 67.9% | 0.99 | 0.0007 | 0.000 | 90 | 0 | 0.5000 | 55 | 64.4% | -0.01 | 0.0007 | -0.007 | ||
| 54.65 | 57.80 | 14 | 64.8% | 0.98 | 0.0011 | -0.003 | 95 | 0 | 0.5800 | 51 | 59.9% | -0.01 | 0.0011 | -0.010 | ||
| 49.80 | 52.95 | 52 | 61.1% | 0.98 | 0.0017 | -0.008 | 100 | 0.0600 | 0.7000 | 401 | 56.7% | -0.02 | 0.0017 | -0.015 | ||
| 45.10 | 47.60 | 61 | 53.7% | 0.96 | 0.0024 | -0.015 | 105 | 0.2700 | 0.5300 | 467 | 51.4% | -0.04 | 0.0024 | -0.021 | ||
| 40.35 | 42.90 | 58 | 51.9% | 0.95 | 0.0034 | -0.023 | 110 | 0.5100 | 0.8900 | 2 | 2,408 | 51.3% | -0.05 | 0.0034 | -0.028 | |
| 35.90 | 37.75 | 29 | 48.2% | 0.92 | 0.0046 | -0.032 | 115 | 0.8800 | 1.19 | 3 | 1,031 | 49.8% | -0.08 | 0.0047 | -0.037 | |
| 31.50 | 33.80 | 255 | 50.2% | 0.89 | 0.0061 | -0.043 | 120 | 1.50 | 1.78 | 1,896 | 49.7% | -0.11 | 0.0061 | -0.047 | ||
| 27.30 | 29.60 | 71 | 49.4% | 0.85 | 0.0076 | -0.054 | 125 | 2.30 | 2.60 | 1 | 4,553 | 49.4% | -0.15 | 0.0077 | -0.058 | |
| 23.45 | 25.75 | 2 | 189 | 49.4% | 0.81 | 0.0093 | -0.065 | 130 | 3.30 | 3.65 | 18 | 4,892 | 48.8% | -0.20 | 0.0094 | -0.069 |
| 20.00 | 22.25 | 10 | 840 | 49.8% | 0.75 | 0.0108 | -0.076 | 135 | 4.65 | 5.00 | 7 | 10.1K | 48.4% | -0.25 | 0.0109 | -0.079 |
| 17.40 | 18.00 | 5 | 711 | 48.7% | 0.69 | 0.0121 | -0.085 | 140 | 6.35 | 6.75 | 29 | 3,061 | 48.4% | -0.31 | 0.0122 | -0.087 |
| 14.45 | 15.15 | 2 | 552 | 48.6% | 0.62 | 0.0130 | -0.091 | 145 | 8.40 | 8.85 | 30 | 667 | 48.3% | -0.38 | 0.0132 | -0.093 |
| 12.05 | 12.35 | 329 | 1,178 | 48.4% | 0.56 | 0.0136 | -0.095 | 150 | 10.85 | 11.10 | 32 | 1,588 | 47.9% | -0.45 | 0.0138 | -0.097 |
| 9.80 | 10.10 | 29 | 872 | 48.2% | 0.49 | 0.0137 | -0.096 | 155 | 13.55 | 14.05 | 16 | 1,747 | 48.0% | -0.52 | 0.0140 | -0.098 |
| 7.75 | 8.30 | 138 | 4,210 | 48.0% | 0.42 | 0.0135 | -0.095 | 160 | 16.60 | 17.20 | 1 | 967 | 48.0% | -0.58 | 0.0138 | -0.096 |
| 6.30 | 6.60 | 67 | 7,851 | 48.0% | 0.36 | 0.0128 | -0.091 | 165 | 20.00 | 20.60 | 2 | 706 | 47.9% | -0.65 | 0.0132 | -0.092 |
| 4.85 | 5.30 | 44 | 6,228 | 47.8% | 0.31 | 0.0120 | -0.086 | 170 | 23.70 | 25.15 | 250 | 50.0% | -0.70 | 0.0124 | -0.087 | |
| 3.90 | 4.25 | 9 | 667 | 48.2% | 0.26 | 0.0110 | -0.080 | 175 | 27.15 | 29.30 | 102 | 49.5% | -0.75 | 0.0115 | -0.080 | |
| 3.00 | 3.40 | 23 | 5,020 | 48.3% | 0.22 | 0.0099 | -0.073 | 180 | 31.25 | 33.25 | 40 | 48.9% | -0.80 | 0.0104 | -0.073 | |
| 2.49 | 2.67 | 4 | 2,769 | 48.9% | 0.18 | 0.0088 | -0.065 | 185 | 35.20 | 37.90 | 40 | 48.9% | -0.84 | 0.0094 | -0.065 | |
| 1.91 | 2.21 | 1 | 528 | 49.3% | 0.15 | 0.0077 | -0.058 | 190 | 39.90 | 42.35 | 14 | 49.8% | -0.87 | 0.0084 | -0.058 | |
| 1.44 | 1.79 | 282 | 49.5% | 0.12 | 0.0067 | -0.051 | 195 | 44.35 | 47.65 | 4 | 52.5% | -0.90 | 0.0074 | -0.051 | ||
| 1.22 | 1.48 | 116 | 2,159 | 50.5% | 0.10 | 0.0058 | -0.045 | 200 | 49.15 | 51.70 | 22 | 50.3% | -0.92 | 0.0066 | -0.044 | |
| 0.9200 | 1.19 | 287 | 50.7% | 0.08 | 0.0050 | -0.039 | 205 | 53.90 | 57.20 | 1 | 55.0% | -0.94 | 0.0058 | -0.038 | ||
| 0.7400 | 1.01 | 1 | 5,722 | 51.5% | 0.07 | 0.0043 | -0.034 | 210 | 58.80 | 61.45 | 20 | 52.1% | -0.96 | 0.0050 | -0.034 | |
| 0.5800 | 0.8700 | 536 | 52.3% | 0.06 | 0.0036 | -0.029 | 215 | 63.65 | 66.95 | 58.0% | -0.97 | 0.0044 | -0.029 | |||
| 0.4600 | 0.7400 | 1 | 570 | 52.9% | 0.05 | 0.0031 | -0.025 | 220 | 68.70 | 71.90 | 1 | 60.8% | -0.98 | 0.0038 | -0.018 | |
| 0.1300 | 0.7300 | 117 | 52.3% | 0.04 | 0.0026 | -0.022 | 225 | 73.60 | 76.90 | 62.8% | -0.99 | 0.0026 | -0.015 | |||
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。