XBI 期权链 State Street SPDR S&P Biotech ETF
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 ±4.5% (146.53–160.28) · ATM IV 33.6% · P/C 未平仓量 8.02
| 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 | |
| 66.55 | 68.85 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 1.15 | 199.7% | -0.00 | 0.0001 | -0.004 | |||||
| 61.55 | 63.95 | 1.00 | 0.0002 | 0.000 | 90 | 0 | 0.6400 | 164.9% | -0.00 | 0.0002 | -0.005 | |||||
| 56.55 | 58.95 | 1.00 | 0.0002 | 0.000 | 95 | 0 | 0.5600 | 146.9% | -0.00 | 0.0002 | -0.006 | |||||
| 51.50 | 53.95 | 1.00 | 0.0003 | -0.000 | 100 | 0 | 0.5600 | 133.1% | -0.00 | 0.0003 | -0.007 | |||||
| 46.50 | 48.95 | 1.00 | 0.0004 | -0.002 | 105 | 0 | 0.3700 | 112.1% | -0.00 | 0.0004 | -0.008 | |||||
| 41.50 | 43.90 | 1.00 | 0.0006 | -0.004 | 110 | 0 | 0.4500 | 103.2% | -0.00 | 0.0006 | -0.009 | |||||
| 36.55 | 38.95 | 0.99 | 0.0009 | -0.007 | 115 | 0 | 0.1700 | 78.7% | -0.01 | 0.0009 | -0.012 | |||||
| 31.55 | 33.95 | 0.99 | 0.0014 | -0.011 | 120 | 0 | 0.2000 | 3 | 70.0% | -0.01 | 0.0014 | -0.015 | ||||
| 26.55 | 29.05 | 0.99 | 0.0022 | -0.016 | 125 | 0 | 0.2300 | 23 | 61.1% | -0.01 | 0.0022 | -0.019 | ||||
| 21.55 | 24.00 | 8 | 0.98 | 0.0038 | -0.024 | 130 | 0 | 0.1200 | 22 | 15.4K | 46.2% | -0.02 | 0.0038 | -0.027 | ||
| 20.55 | 23.00 | 0.98 | 0.0042 | -0.026 | 131 | 0 | 0.3500 | 52.6% | -0.02 | 0.0042 | -0.029 | |||||
| 19.60 | 22.00 | 0.97 | 0.0048 | -0.028 | 132 | 0.0100 | 0.4100 | 52.2% | -0.02 | 0.0048 | -0.031 | |||||
| 18.55 | 21.00 | 0.97 | 0.0054 | -0.031 | 133 | 0.0100 | 0.1700 | 43.2% | -0.03 | 0.0054 | -0.034 | |||||
| 17.65 | 20.35 | 0.97 | 0.0062 | -0.034 | 134 | 0.0100 | 0.1900 | 42.0% | -0.03 | 0.0062 | -0.036 | |||||
| 16.65 | 19.10 | 4 | 0.96 | 0.0070 | -0.037 | 135 | 0.0700 | 0.2200 | 24 | 203 | 42.6% | -0.04 | 0.0070 | -0.040 | ||
| 15.70 | 18.25 | 0.96 | 0.0080 | -0.041 | 136 | 0.0100 | 0.4000 | 4 | 43.4% | -0.04 | 0.0080 | -0.043 | ||||
| 14.70 | 17.50 | 0.95 | 0.0092 | -0.046 | 137 | 0.0500 | 0.2500 | 2 | 10 | 38.8% | -0.05 | 0.0092 | -0.048 | |||
| 13.75 | 16.30 | 2 | 0.94 | 0.0106 | -0.051 | 138 | 0.1800 | 0.2900 | 3 | 25 | 40.2% | -0.05 | 0.0106 | -0.053 | ||
| 12.80 | 15.20 | 0.94 | 0.0122 | -0.057 | 139 | 0.1700 | 0.3700 | 23 | 39.2% | -0.06 | 0.0122 | -0.059 | ||||
| 12.05 | 14.25 | 39 | 0.93 | 0.0140 | -0.064 | 140 | 0.3000 | 0.4200 | 42 | 19.8K | 39.5% | -0.07 | 0.0141 | -0.066 | ||
| 10.95 | 13.40 | 0.91 | 0.0161 | -0.072 | 141 | 0.2900 | 0.5800 | 3 | 18 | 39.0% | -0.09 | 0.0162 | -0.074 | |||
| 10.80 | 12.30 | 24.7% | 0.90 | 0.0185 | -0.081 | 142 | 0.2700 | 0.8000 | 128 | 597 | 38.8% | -0.10 | 0.0186 | -0.083 | ||
| 9.25 | 11.60 | 42 | 0.88 | 0.0211 | -0.091 | 143 | 0.4400 | 0.8900 | 33 | 902 | 38.7% | -0.12 | 0.0212 | -0.092 | ||
| 8.30 | 10.85 | 79 | 22.0% | 0.86 | 0.0239 | -0.102 | 144 | 0.5900 | 1.00 | 1 | 109 | 38.3% | -0.14 | 0.0240 | -0.103 | |
| 7.40 | 9.85 | 12 | 21.9% | 0.83 | 0.0268 | -0.113 | 145 | 0.8100 | 1.06 | 1,009 | 379 | 37.6% | -0.17 | 0.0269 | -0.114 | |
| 6.60 | 8.95 | 82 | 23.6% | 0.80 | 0.0298 | -0.124 | 146 | 0.9600 | 1.20 | 96 | 1,266 | 36.8% | -0.20 | 0.0299 | -0.126 | |
| 6.15 | 8.35 | 51 | 29.3% | 0.77 | 0.0327 | -0.135 | 147 | 1.05 | 1.72 | 11 | 43 | 37.7% | -0.23 | 0.0328 | -0.137 | |
| 6.40 | 7.30 | 5 | 46 | 34.1% | 0.74 | 0.0355 | -0.145 | 148 | 1.43 | 1.67 | 2,127 | 177 | 36.4% | -0.26 | 0.0357 | -0.147 |
| 5.85 | 6.55 | 5 | 98 | 33.9% | 0.70 | 0.0382 | -0.155 | 149 | 1.61 | 2.26 | 12 | 386 | 37.3% | -0.30 | 0.0383 | -0.156 |
| 4.45 | 6.35 | 37 | 2 | 29.6% | 0.68 | 0.0394 | -0.159 | 149.5 | 1.79 | 2.19 | 1 | 33 | 36.0% | -0.32 | 0.0395 | -0.160 |
| 4.95 | 5.75 | 3 | 149 | 32.2% | 0.66 | 0.0405 | -0.163 | 150 | 1.94 | 2.27 | 1,118 | 6,548 | 35.4% | -0.34 | 0.0407 | -0.164 |
| 4.45 | 5.05 | 26 | 60 | 33.1% | 0.62 | 0.0425 | -0.169 | 151 | 2.29 | 2.66 | 24 | 102 | 35.3% | -0.38 | 0.0427 | -0.170 |
| 3.65 | 4.50 | 3 | 7 | 32.1% | 0.58 | 0.0440 | -0.173 | 152 | 2.69 | 3.05 | 4 | 1,323 | 35.0% | -0.42 | 0.0442 | -0.174 |
| 3.55 | 4.25 | 2 | 76 | 32.9% | 0.56 | 0.0446 | -0.174 | 152.5 | 2.87 | 3.65 | 11 | 36.6% | -0.44 | 0.0448 | -0.175 | |
| 3.25 | 4.00 | 11 | 22 | 33.0% | 0.53 | 0.0450 | -0.174 | 153 | 3.00 | 3.50 | 85 | 34.1% | -0.47 | 0.0452 | -0.175 | |
| 3.15 | 3.45 | 39 | 10 | 34.6% | 0.49 | 0.0454 | -0.174 | 154 | 3.70 | 4.10 | 3 | 61 | 35.4% | -0.51 | 0.0456 | -0.175 |
| 2.44 | 2.95 | 97 | 1,668 | 33.0% | 0.44 | 0.0452 | -0.171 | 155 | 4.25 | 4.55 | 10 | 80 | 34.9% | -0.56 | 0.0454 | -0.172 |
| 2.03 | 2.52 | 69 | 93 | 32.8% | 0.40 | 0.0444 | -0.167 | 156 | 4.75 | 5.10 | 2 | 40 | 34.1% | -0.60 | 0.0446 | -0.167 |
| 1.43 | 2.18 | 1 | 115 | 31.5% | 0.36 | 0.0430 | -0.160 | 157 | 5.35 | 6.45 | 8 | 7 | 37.6% | -0.65 | 0.0432 | -0.160 |
| 1.40 | 2.04 | 3 | 102 | 32.3% | 0.33 | 0.0421 | -0.156 | 157.5 | 5.65 | 6.70 | 6 | 37.0% | -0.67 | 0.0423 | -0.156 | |
| 1.34 | 1.89 | 283 | 32.8% | 0.31 | 0.0411 | -0.151 | 158 | 5.95 | 6.40 | 2 | 27 | 33.2% | -0.69 | 0.0413 | -0.152 | |
| 1.23 | 1.61 | 377 | 594 | 33.7% | 0.28 | 0.0387 | -0.142 | 159 | 6.50 | 7.95 | 4 | 37.0% | -0.73 | 0.0389 | -0.142 | |
| 1.05 | 1.31 | 255 | 397 | 33.6% | 0.24 | 0.0360 | -0.131 | 160 | 7.35 | 9.65 | 81 | 43.1% | -0.76 | 0.0361 | -0.131 | |
| 0.7800 | 1.11 | 3 | 468 | 33.2% | 0.21 | 0.0330 | -0.121 | 161 | 8.05 | 10.45 | 2 | 13 | 43.2% | -0.80 | 0.0332 | -0.120 |
| 0.6100 | 0.9100 | 15 | 145 | 33.1% | 0.18 | 0.0300 | -0.110 | 162 | 8.75 | 11.25 | 7 | 43.0% | -0.82 | 0.0302 | -0.110 | |
| 0.5600 | 0.8100 | 10 | 74 | 33.1% | 0.17 | 0.0285 | -0.105 | 162.5 | 9.25 | 11.75 | 44.3% | -0.84 | 0.0287 | -0.105 | ||
| 0.4100 | 0.7400 | 10 | 100 | 32.4% | 0.15 | 0.0270 | -0.100 | 163 | 9.75 | 12.15 | 11 | 45.0% | -0.85 | 0.0272 | -0.100 | |
| 0.3200 | 0.6000 | 10 | 33 | 32.4% | 0.13 | 0.0241 | -0.090 | 164 | 10.75 | 12.35 | 4 | 10 | 41.9% | -0.87 | 0.0244 | -0.090 |
| 0.1800 | 0.4900 | 138 | 31.7% | 0.11 | 0.0215 | -0.082 | 165 | 11.75 | 13.15 | 5 | 4 | 42.8% | -0.89 | 0.0217 | -0.082 | |
| 0 | 0.4200 | 6 | 30.2% | 0.10 | 0.0190 | -0.074 | 166 | 12.65 | 14.10 | 1 | 43.8% | -0.91 | 0.0194 | -0.074 | ||
| 0 | 0.4700 | 60 | 32.8% | 0.09 | 0.0169 | -0.068 | 167 | 13.35 | 15.70 | 9 | 48.6% | -0.92 | 0.0172 | -0.068 | ||
| 0.0400 | 0.3100 | 10 | 31.7% | 0.08 | 0.0159 | -0.065 | 167.5 | 13.80 | 16.20 | 49.3% | -0.92 | 0.0162 | -0.065 | |||
| 0 | 0.4400 | 75 | 34.1% | 0.07 | 0.0150 | -0.062 | 168 | 14.30 | 16.70 | 50.4% | -0.93 | 0.0153 | -0.062 | |||
| 0 | 0.2300 | 345 | 31.6% | 0.07 | 0.0134 | -0.057 | 169 | 15.20 | 17.45 | 49.5% | -0.94 | 0.0137 | -0.057 | |||
| 0.0500 | 0.2900 | 20 | 162 | 35.7% | 0.06 | 0.0120 | -0.053 | 170 | 16.25 | 18.55 | 52.9% | -0.94 | 0.0123 | -0.053 | ||
| 0 | 0.2100 | 6 | 34.2% | 0.05 | 0.0108 | -0.050 | 171 | 17.20 | 19.60 | 55.0% | -0.95 | 0.0111 | -0.050 | |||
| 0 | 0.4100 | 6 | 40.3% | 0.05 | 0.0097 | -0.047 | 172 | 18.20 | 20.60 | 57.1% | -0.96 | 0.0100 | -0.047 | |||
| 0 | 0.2000 | 8 | 36.2% | 0.05 | 0.0093 | -0.046 | 172.5 | 18.70 | 21.00 | 57.1% | -0.96 | 0.0096 | -0.045 | |||
| 0 | 0.1900 | 7 | 36.6% | 0.04 | 0.0088 | -0.045 | 173 | 19.20 | 21.50 | 58.1% | -0.96 | 0.0091 | -0.044 | |||
| 0 | 0.1900 | 72 | 38.1% | 0.04 | 0.0081 | -0.043 | 174 | 20.20 | 22.55 | 60.6% | -0.96 | 0.0084 | -0.042 | |||
| 0 | 0.1500 | 65 | 38.1% | 0.04 | 0.0074 | -0.041 | 175 | 21.20 | 23.55 | 62.5% | -0.97 | 0.0077 | -0.040 | |||
| 0 | 0.5700 | 35 | 56.1% | 0.03 | 0.0050 | -0.035 | 180 | 26.10 | 28.50 | 70.2% | -0.98 | 0.0053 | -0.033 | |||
| 0 | 0.5600 | 18 | 63.5% | 0.02 | 0.0036 | -0.030 | 185 | 31.15 | 33.55 | 80.1% | -0.98 | 0.0039 | -0.028 | |||
| 0 | 0.1200 | 91 | 55.9% | 0.02 | 0.0027 | -0.027 | 190 | 36.20 | 38.55 | 89.1% | -0.99 | 0.0029 | -0.024 | |||
| 0 | 0.9500 | 2 | 85.4% | 0.01 | 0.0021 | -0.024 | 195 | 41.10 | 43.55 | 95.7% | -0.99 | 0.0022 | -0.020 | |||
| 0 | 0.1600 | 69.8% | 0.01 | 0.0017 | -0.021 | 200 | 46.20 | 48.50 | 104.0% | -0.99 | 0.0017 | -0.017 | ||||
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。