XBI 期权链 State Street SPDR S&P Biotech ETF

到期日 Cboe delayed options data · 截至 18:45 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 ±12.4% (129.38–166.13) · ATM IV 31.8% · P/C 未平仓量 1.10

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
71.50	74.30		1,927	56.9%	0.99	0.0003	0.000	75	0	0.3300		8,036	63.9%	-0.00	0.0002	-0.002
66.60	69.40		347	55.9%	0.99	0.0004	0.000	80	0	0.4000		4,263	60.0%	-0.00	0.0004	-0.003
61.60	64.70		96	55.4%	0.99	0.0005	0.000	85	0	0.7500		3,386	60.4%	-0.01	0.0005	-0.003
59.65	62.40		130	46.2%	0.99	0.0006	0.000	87	0	0.6800		949	57.3%	-0.01	0.0006	-0.004
58.65	61.50		9	47.8%	0.99	0.0006	0.000	88	0.0100	0.2000		1,620	47.2%	-0.01	0.0006	-0.004
57.70	60.35		67	42.7%	0.99	0.0007	0.000	89	0	0.2400		237	47.1%	-0.01	0.0007	-0.004
56.70	59.70		280	50.3%	0.99	0.0007	0.000	90	0	0.2500		3,466	46.5%	-0.01	0.0007	-0.004
55.75	58.50		12	45.9%	0.99	0.0008	0.000	91	0	0.2600		447	45.8%	-0.01	0.0008	-0.004
54.70	57.50		63	43.1%	0.98	0.0008	0.000	92	0	0.2700		95	45.1%	-0.01	0.0008	-0.005
53.75	56.55		274	44.2%	0.98	0.0009	-0.000	93	0	0.2700		60	44.2%	-0.01	0.0009	-0.005
52.75	55.45		15	40.0%	0.98	0.0010	-0.001	94	0	0.2900		76	43.7%	-0.01	0.0010	-0.005
51.80	54.45		54	40.0%	0.98	0.0010	-0.001	95	0	0.3000		633	43.0%	-0.01	0.0010	-0.005
50.80	53.45		97	38.5%	0.98	0.0011	-0.001	96	0	0.3100		82	42.3%	-0.01	0.0011	-0.006
50.00	52.50		28	42.7%	0.98	0.0012	-0.002	97	0.0100	0.3300		10	42.0%	-0.01	0.0012	-0.006
49.00	51.65		23	43.8%	0.98	0.0013	-0.002	98	0.0700	0.3400		35	42.3%	-0.02	0.0013	-0.006
48.00	50.50		92	40.2%	0.98	0.0014	-0.003	99	0.0400	0.3600		5	41.2%	-0.02	0.0014	-0.007
47.00	49.60	34	432	40.6%	0.98	0.0015	-0.003	100	0.0600	0.3800		2,016	41.0%	-0.02	0.0015	-0.007
46.00	48.60		103	39.3%	0.97	0.0017	-0.004	101	0.0800	0.4100		19	40.8%	-0.02	0.0017	-0.008
45.00	47.45	19	16	35.2%	0.97	0.0018	-0.004	102	0.1000	0.4400		29	40.5%	-0.02	0.0018	-0.008
44.00	46.60		14	36.8%	0.97	0.0019	-0.005	103	0.1200	0.4700		28	40.2%	-0.02	0.0019	-0.009
43.05	45.70		6	37.8%	0.97	0.0021	-0.005	104	0.1400	0.5100		121	40.0%	-0.03	0.0021	-0.009
42.05	44.70		109	36.6%	0.97	0.0023	-0.006	105	0.1600	0.5400	5	381	39.6%	-0.03	0.0023	-0.010
41.10	43.70		13	36.1%	0.96	0.0024	-0.007	106	0.1800	0.5900		428	39.3%	-0.03	0.0024	-0.011
40.15	42.80		12	36.7%	0.96	0.0026	-0.008	107	0.2100	0.6300		23	39.1%	-0.03	0.0026	-0.011
39.15	41.80		21	35.6%	0.96	0.0028	-0.009	108	0.2500	0.6800	10	129	38.9%	-0.04	0.0028	-0.012
38.20	40.90		106	36.0%	0.96	0.0031	-0.009	109	0.2800	0.7400		46	38.7%	-0.04	0.0031	-0.013
38.10	39.95		135	41.8%	0.95	0.0033	-0.010	110	0.3100	0.5700		328	36.6%	-0.04	0.0033	-0.014
36.50	38.95		6	36.7%	0.95	0.0036	-0.011	111	0.3600	0.7200		25	37.2%	-0.05	0.0036	-0.015
35.50	38.05		16	36.3%	0.94	0.0038	-0.012	112	0.4400	0.6800	15	117	36.5%	-0.05	0.0038	-0.015
34.50	37.05		17	35.2%	0.94	0.0041	-0.013	113	0.4800	0.7500		131	36.3%	-0.05	0.0041	-0.016
33.50	36.30		15	35.8%	0.94	0.0044	-0.014	114	0.4100	1.07		40	36.9%	-0.06	0.0044	-0.017
32.65	35.15	22	766	34.7%	0.93	0.0047	-0.015	115	0.4700	1.15	5	203	36.7%	-0.06	0.0047	-0.018
31.65	34.45		48	35.4%	0.93	0.0050	-0.017	116	0.6500	1.25		671	37.2%	-0.07	0.0051	-0.019
30.75	33.40		39	34.5%	0.92	0.0054	-0.018	117	0.6500	1.33		325	36.6%	-0.08	0.0054	-0.021
30.15	32.50		59	35.8%	0.91	0.0057	-0.019	118	0.7400	1.46		12	36.6%	-0.08	0.0058	-0.022
29.00	31.60		4	34.5%	0.91	0.0061	-0.020	119	0.8600	1.57		83	36.5%	-0.09	0.0062	-0.023
29.00	30.65		952	37.8%	0.90	0.0065	-0.022	120	0.9300	1.69		2,336	36.2%	-0.09	0.0065	-0.024
27.15	29.85		59	34.0%	0.89	0.0069	-0.023	121	0.9200	1.39		95	34.0%	-0.10	0.0069	-0.026
26.30	29.05		136	34.3%	0.89	0.0073	-0.024	122	1.08	1.96		141	35.7%	-0.11	0.0074	-0.027
25.50	28.05		75	33.9%	0.88	0.0077	-0.026	123	1.09	2.08		424	35.1%	-0.12	0.0078	-0.028
24.55	27.20		119	33.5%	0.87	0.0082	-0.027	124	1.24	2.25		1,690	35.1%	-0.13	0.0082	-0.030
23.70	26.30		280	33.2%	0.86	0.0086	-0.029	125	1.46	2.42	750	3,196	35.2%	-0.14	0.0086	-0.031
23.00	25.55		157	33.8%	0.85	0.0090	-0.030	126	1.58	2.60		49	35.0%	-0.15	0.0091	-0.032
22.15	24.60	32	127	33.2%	0.84	0.0095	-0.032	127	1.74	2.60		34	34.3%	-0.16	0.0096	-0.034
21.60	23.75		55	33.7%	0.83	0.0099	-0.033	128	2.00	3.00		1,043	35.0%	-0.17	0.0100	-0.035
21.20	23.00	8	6	34.8%	0.82	0.0104	-0.034	129	2.24	2.79		91	33.9%	-0.18	0.0105	-0.036
20.05	22.25	1	1,261	33.8%	0.81	0.0109	-0.036	130	2.26	3.40		1,111	34.4%	-0.19	0.0110	-0.038
18.80	21.40		49	32.3%	0.80	0.0113	-0.037	131	2.47	3.75		26	34.5%	-0.20	0.0114	-0.039
18.05	20.60		206	32.2%	0.78	0.0118	-0.038	132	2.74	4.00		49	34.5%	-0.21	0.0119	-0.040
17.30	19.95		88	32.3%	0.77	0.0122	-0.039	133	2.98	3.65		26	33.0%	-0.23	0.0124	-0.041
16.55	19.30		27	32.4%	0.76	0.0127	-0.041	134	3.30	4.55		243	34.5%	-0.24	0.0128	-0.042
16.05	18.35		233	32.3%	0.74	0.0131	-0.042	135	3.60	4.15		1,245	32.9%	-0.25	0.0133	-0.044
16.30	17.60		42	34.1%	0.73	0.0135	-0.043	136	3.90	4.40		5	32.8%	-0.27	0.0137	-0.045
14.45	16.85		31	31.5%	0.72	0.0140	-0.044	137	4.10	5.55		43	34.2%	-0.28	0.0142	-0.046
13.75	16.20		62	31.4%	0.70	0.0144	-0.045	138	4.45	5.05	10	302	32.5%	-0.30	0.0146	-0.047
13.15	15.55		109	31.5%	0.69	0.0148	-0.046	139	4.60	6.25		436	33.8%	-0.31	0.0150	-0.047
13.50	14.80		998	33.1%	0.67	0.0151	-0.047	140	5.20	5.70		3,338	32.4%	-0.33	0.0153	-0.048
11.85	14.35		31	31.4%	0.66	0.0155	-0.048	141	5.55	6.05	90	137	32.2%	-0.34	0.0157	-0.049
11.30	13.65		97	31.3%	0.64	0.0158	-0.048	142	5.90	6.35	90	132	31.9%	-0.36	0.0160	-0.050
10.65	13.00		53	31.0%	0.62	0.0161	-0.049	143	6.30	6.85		38	32.0%	-0.37	0.0164	-0.050
10.15	12.40		136	30.9%	0.61	0.0163	-0.049	144	6.50	8.35		91	33.5%	-0.39	0.0166	-0.051
9.75	11.90	11	236	31.3%	0.59	0.0166	-0.050	145	6.95	7.50	1	153	31.1%	-0.41	0.0169	-0.051
9.00	11.35		86	30.8%	0.57	0.0168	-0.050	146	7.30	9.25		16	33.2%	-0.43	0.0171	-0.051
9.15	10.80	1	927	31.9%	0.56	0.0170	-0.051	147	7.75	9.90		117	33.4%	-0.44	0.0173	-0.052
7.90	10.30		203	30.5%	0.54	0.0171	-0.051	148	8.25	10.30		31	33.1%	-0.46	0.0175	-0.052
8.85	9.65		256	32.6%	0.52	0.0172	-0.051	149	8.75	9.65		99	31.0%	-0.48	0.0176	-0.052
8.10	8.90	4	3,753	31.6%	0.51	0.0173	-0.051	150	9.25	10.00	50	5,301	30.6%	-0.50	0.0177	-0.052
6.45	6.90	4	2,579	32.2%	0.42	0.0171	-0.050	155	12.05	14.05		4,351	32.1%	-0.58	0.0176	-0.051
3.80	5.15		3,228	30.1%	0.34	0.0162	-0.046	160	15.30	17.60		988	32.2%	-0.66	0.0168	-0.047
3.20	3.75	2	4,885	31.1%	0.27	0.0147	-0.042	165	18.95	21.30		238	32.1%	-0.74	0.0154	-0.043
2.22	2.78	1	6,099	31.1%	0.21	0.0128	-0.036	170	23.05	25.35		175	32.3%	-0.80	0.0137	-0.037
1.69	2.04	64	49	30.9%	0.17	0.0112	-0.031	174	26.35	28.80		20	32.2%	-0.85	0.0123	-0.032
1.61	1.96	65	4,762	31.1%	0.16	0.0108	-0.030	175	27.30	29.65		49	32.3%	-0.86	0.0119	-0.031
1.49	1.77	2	55	30.9%	0.15	0.0104	-0.029	176	28.20	30.55			32.5%	-0.87	0.0115	-0.030
1.29	1.67	2	18	30.7%	0.14	0.0100	-0.028	177	28.95	31.45		1	32.1%	-0.88	0.0111	-0.029
1.15	1.61		7	30.8%	0.13	0.0096	-0.027	178	29.85	32.10			31.2%	-0.89	0.0108	-0.028
1.09	1.45		17	30.7%	0.12	0.0092	-0.025	179	30.80	33.10			31.6%	-0.90	0.0104	-0.026
0.8900	1.41	15	2,982	30.4%	0.12	0.0088	-0.025	180	31.80	34.20		504	32.7%	-0.91	0.0101	-0.025
0.6400	1.54		9	30.6%	0.11	0.0084	-0.024	181	32.70	35.15			32.8%	-0.91	0.0098	-0.024
0.5800	1.26		217	29.9%	0.10	0.0080	-0.022	182	34.10	36.10			34.8%	-0.92	0.0094	-0.023
0.5300	1.18		7	29.9%	0.10	0.0077	-0.021	183	34.60	37.00		16	33.1%	-0.93	0.0092	-0.022
0.4900	1.18		1	30.3%	0.09	0.0073	-0.020	184	35.45	37.95		1	32.8%	-0.94	0.0089	-0.021
0.6800	1.00	10	2,100	31.0%	0.09	0.0070	-0.019	185	36.45	38.90		1	33.1%	-0.94	0.0086	-0.020
0.4400	0.7800	1	4,570	31.4%	0.06	0.0054	-0.015	190	41.40	43.80			35.2%	-0.97	0.0070	-0.018
0.3300	0.4800	71	2,063	31.4%	0.05	0.0042	-0.012	195	46.20	48.75		1,515	36.4%	-0.99	0.0040	-0.007
0.0900	0.3200		2,798	30.0%	0.03	0.0032	-0.009	200	50.15	54.20				-1.00	0.0002	-0.007
0.0300	0.2400		4,146	30.2%	0.02	0.0025	-0.007	205	56.10	58.75			40.7%	-1.00	0.0000	-0.007
0	0.1700		319	30.2%	0.02	0.0019	-0.006	210	61.05	63.75			42.7%	-1.00	0.0000	-0.007
0	0.1500		170	31.4%	0.01	0.0015	-0.005	215	66.05	68.75			45.0%	-1.00	0.0000	-0.007
0	0.7500		1,472	41.5%	0.01	0.0012	-0.004	220	71.00	73.75			46.7%	-1.00	0.0000	-0.007

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。

波动率微笑 — Jan 15, 2027

波动率页面 →

本到期日各行权价的隐含波动率。价外put通常定价高于call——即偏斜现象。

看涨期权看跌期权

XBI 期权链 State Street SPDR S&P Biotech ETF

波动率微笑 — Jan 15, 2027

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