W 期权链 Wayfair Inc.
Cboe delayed options data · 截至 15:46 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 ±38.1% (68.69–153.24) · ATM IV 63.6% · P/C 未平仓量 5.27
| 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 | |
| 52.80 | 55.60 | 1 | 65.1% | 0.93 | 0.0023 | -0.013 | 60 | 2.02 | 2.68 | 2 | 69.6% | -0.07 | 0.0023 | -0.018 | ||
| 49.45 | 51.55 | 67.5% | 0.91 | 0.0028 | -0.017 | 65 | 2.81 | 3.60 | 3 | 68.8% | -0.09 | 0.0029 | -0.022 | |||
| 45.55 | 47.65 | 66.7% | 0.88 | 0.0034 | -0.021 | 70 | 3.75 | 4.65 | 4 | 67.9% | -0.12 | 0.0034 | -0.026 | |||
| 41.90 | 43.95 | 66.1% | 0.86 | 0.0039 | -0.025 | 75 | 4.90 | 5.95 | 2 | 67.3% | -0.14 | 0.0040 | -0.030 | |||
| 37.75 | 40.45 | 64.0% | 0.83 | 0.0045 | -0.029 | 80 | 6.20 | 7.45 | 66.7% | -0.17 | 0.0046 | -0.033 | ||||
| 34.65 | 37.20 | 1 | 64.1% | 0.80 | 0.0050 | -0.033 | 85 | 7.80 | 9.15 | 16 | 66.3% | -0.20 | 0.0051 | -0.037 | ||
| 31.60 | 33.90 | 63.4% | 0.76 | 0.0055 | -0.036 | 90 | 9.55 | 11.10 | 65.9% | -0.24 | 0.0056 | -0.040 | ||||
| 30.10 | 32.50 | 63.3% | 0.75 | 0.0057 | -0.038 | 92.5 | 10.55 | 12.15 | 65.8% | -0.26 | 0.0059 | -0.041 | ||||
| 28.70 | 31.05 | 63.1% | 0.73 | 0.0060 | -0.039 | 95 | 11.55 | 13.25 | 65.6% | -0.27 | 0.0061 | -0.042 | ||||
| 27.30 | 29.65 | 62.8% | 0.71 | 0.0062 | -0.041 | 97.5 | 12.75 | 14.40 | 65.7% | -0.29 | 0.0063 | -0.043 | ||||
| 26.00 | 28.20 | 62.4% | 0.69 | 0.0064 | -0.042 | 100 | 13.85 | 15.65 | 2 | 25 | 65.6% | -0.31 | 0.0066 | -0.044 | ||
| 23.50 | 25.85 | 1 | 62.3% | 0.66 | 0.0067 | -0.044 | 105 | 16.25 | 18.20 | 1 | 1 | 65.3% | -0.35 | 0.0069 | -0.046 | |
| 21.30 | 23.40 | 62.0% | 0.62 | 0.0070 | -0.045 | 110 | 18.90 | 20.95 | 65.2% | -0.38 | 0.0072 | -0.048 | ||||
| 19.10 | 21.40 | 1 | 61.7% | 0.59 | 0.0072 | -0.047 | 115 | 21.65 | 23.70 | 64.7% | -0.42 | 0.0075 | -0.049 | |||
| 17.20 | 19.35 | 61.4% | 0.55 | 0.0073 | -0.047 | 120 | 24.65 | 26.85 | 64.6% | -0.46 | 0.0077 | -0.049 | ||||
| 15.40 | 17.50 | 2 | 61.0% | 0.52 | 0.0074 | -0.048 | 125 | 27.80 | 29.95 | 1 | 1 | 64.3% | -0.49 | 0.0078 | -0.049 | |
| 13.75 | 15.90 | 60.8% | 0.49 | 0.0074 | -0.048 | 130 | 31.15 | 33.35 | 1 | 64.2% | -0.53 | 0.0079 | -0.049 | |||
| 12.35 | 14.50 | 60.8% | 0.45 | 0.0074 | -0.047 | 135 | 34.60 | 36.80 | 63.9% | -0.56 | 0.0079 | -0.048 | ||||
| 10.95 | 13.15 | 5 | 60.5% | 0.42 | 0.0074 | -0.047 | 140 | 38.15 | 40.45 | 63.8% | -0.59 | 0.0079 | -0.047 | |||
| 9.95 | 11.85 | 60.5% | 0.39 | 0.0073 | -0.046 | 145 | 41.95 | 44.25 | 63.8% | -0.62 | 0.0078 | -0.046 | ||||
| 8.90 | 10.85 | 60.5% | 0.37 | 0.0071 | -0.045 | 150 | 45.75 | 48.20 | 63.7% | -0.65 | 0.0078 | -0.045 | ||||
| 7.95 | 9.75 | 60.3% | 0.34 | 0.0069 | -0.044 | 155 | 49.75 | 52.20 | 63.7% | -0.68 | 0.0076 | -0.044 | ||||
| 7.10 | 8.80 | 60.1% | 0.32 | 0.0067 | -0.042 | 160 | 53.90 | 56.30 | 63.8% | -0.71 | 0.0075 | -0.042 | ||||
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。