XLB 期权链 State Street Materials Select Sector SPDR ETF
Cboe delayed options data · 截至 12:43 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 ±5.9% (47.99–54.01) · ATM IV 20.0% · P/C 未平仓量 0.92
| 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 | |
| 18.45 | 23.45 | 122.8% | 1.00 | 0.0010 | -0.003 | 30 | 0 | 2.13 | 233.0% | -0.00 | 0.0010 | -0.003 | ||||
| 13.45 | 18.40 | 75.2% | 0.99 | 0.0022 | -0.004 | 35 | 0 | 2.13 | 179.0% | -0.01 | 0.0022 | -0.004 | ||||
| 8.55 | 13.55 | 73.8% | 0.99 | 0.0060 | -0.006 | 40 | 0 | 0.3100 | 3 | 76.9% | -0.01 | 0.0061 | -0.006 | |||
| 7.50 | 12.45 | 57.0% | 0.98 | 0.0077 | -0.007 | 41 | 0 | 4.90 | 173.9% | -0.02 | 0.0078 | -0.007 | ||||
| 6.50 | 11.50 | 55.1% | 0.98 | 0.0100 | -0.008 | 42 | 0 | 4.90 | 1 | 162.8% | -0.02 | 0.0100 | -0.008 | |||
| 5.50 | 10.45 | 45.6% | 0.97 | 0.0132 | -0.009 | 43 | 0 | 4.90 | 151.8% | -0.03 | 0.0133 | -0.009 | ||||
| 4.65 | 9.60 | 54.4% | 0.97 | 0.0178 | -0.010 | 44 | 0 | 4.90 | 4 | 140.9% | -0.03 | 0.0179 | -0.010 | |||
| 3.60 | 8.45 | 40.2% | 0.96 | 0.0246 | -0.012 | 45 | 0 | 0.4800 | 3 | 50.6% | -0.04 | 0.0248 | -0.012 | |||
| 2.61 | 7.55 | 38.4% | 0.94 | 0.0349 | -0.014 | 46 | 0 | 4.90 | 2 | 119.0% | -0.06 | 0.0352 | -0.014 | |||
| 2.16 | 7.10 | 38.1% | 0.93 | 0.0420 | -0.015 | 46.5 | 0 | 4.90 | 10 | 113.5% | -0.07 | 0.0424 | -0.015 | |||
| 1.81 | 6.75 | 1 | 41.8% | 0.91 | 0.0510 | -0.017 | 47 | 0 | 4.90 | 72 | 108.0% | -0.09 | 0.0515 | -0.017 | ||
| 1.01 | 5.95 | 107 | 21.6% | 0.90 | 0.0623 | -0.018 | 47.5 | 0 | 4.90 | 52 | 102.4% | -0.10 | 0.0629 | -0.018 | ||
| 0.4600 | 5.40 | 0.87 | 0.0766 | -0.020 | 48 | 0.1000 | 2.05 | 3 | 1,129 | 27.4% | -0.13 | 0.0774 | -0.020 | |||
| 0 | 4.85 | 5 | 0.84 | 0.0945 | -0.021 | 48.5 | 0 | 4.90 | 23 | 91.1% | -0.16 | 0.0956 | -0.022 | |||
| 0 | 3.80 | 55 | 0.80 | 0.1164 | -0.024 | 49 | 0 | 4.90 | 60 | 85.3% | -0.20 | 0.1179 | -0.024 | |||
| 0.4600 | 4.00 | 3 | 41 | 32.7% | 0.75 | 0.1420 | -0.025 | 49.5 | 0 | 4.90 | 1 | 73 | 45.1% | -0.25 | 0.1439 | -0.026 |
| 0 | 3.60 | 3 | 13 | 33.8% | 0.68 | 0.1688 | -0.027 | 50 | 0 | 4.90 | 529 | 73.4% | -0.32 | 0.1714 | -0.028 | |
| 0 | 3.25 | 3 | 42 | 25.5% | 0.59 | 0.1914 | -0.028 | 50.5 | 0 | 4.90 | 1 | 6 | 67.2% | -0.41 | 0.1946 | -0.029 |
| 0.0500 | 1.06 | 30 | 898 | 14.6% | 0.50 | 0.2017 | -0.029 | 51 | 0 | 4.90 | 137 | 161 | 25.3% | -0.51 | 0.2055 | -0.029 |
| 0.0500 | 2.72 | 24 | 38 | 32.4% | 0.40 | 0.1949 | -0.028 | 51.5 | 0 | 4.90 | 1 | 34.2% | -0.61 | 0.1992 | -0.028 | |
| 0 | 0.5200 | 123 | 882 | 16.4% | 0.31 | 0.1744 | -0.026 | 52 | 0 | 4.90 | 4 | 46.4% | -0.70 | 0.1792 | -0.026 | |
| 0 | 0.5000 | 85 | 87 | 19.8% | 0.24 | 0.1480 | -0.023 | 52.5 | 0 | 4.90 | 38.0% | -0.77 | 0.1529 | -0.024 | ||
| 0 | 2.35 | 101 | 116 | 50.3% | 0.19 | 0.1219 | -0.021 | 53 | 0 | 4.90 | 1 | 27.3% | -0.83 | 0.1266 | -0.022 | |
| 0 | 2.22 | 30 | 31 | 28.7% | 0.14 | 0.0990 | -0.018 | 53.5 | 0.4600 | 5.40 | 5 | 30.1% | -0.87 | 0.1030 | -0.019 | |
| 0 | 2.24 | 1 | 57.1% | 0.11 | 0.0801 | -0.016 | 54 | 0.7600 | 5.70 | 24.4% | -0.90 | 0.0833 | -0.017 | |||
| 0 | 2.21 | 1 | 60.5% | 0.09 | 0.0649 | -0.014 | 54.5 | 1.26 | 6.20 | 27.1% | -0.92 | 0.0671 | -0.015 | |||
| 0 | 2.18 | 13 | 63.8% | 0.07 | 0.0528 | -0.013 | 55 | 1.81 | 6.75 | 32.6% | -0.94 | 0.0540 | -0.013 | |||
| 0 | 0.3200 | 2 | 2 | 33.7% | 0.06 | 0.0432 | -0.011 | 55.5 | 2.16 | 7.10 | -0.95 | 0.0434 | -0.011 | |||
| 0 | 2.15 | 70.4% | 0.05 | 0.0356 | -0.010 | 56 | 2.66 | 7.60 | -0.96 | 0.0350 | -0.010 | |||||
| 0 | 2.15 | 73.8% | 0.04 | 0.0295 | -0.009 | 56.5 | 3.05 | 7.95 | -0.97 | 0.0281 | -0.008 | |||||
| 0 | 2.14 | 76.9% | 0.03 | 0.0246 | -0.008 | 57 | 3.65 | 8.60 | -0.98 | 0.0227 | -0.007 | |||||
| 0 | 2.13 | 80.0% | 0.03 | 0.0206 | -0.007 | 57.5 | 4.25 | 9.20 | 41.2% | -0.98 | 0.0183 | -0.006 | ||||
| 0 | 2.13 | 83.1% | 0.02 | 0.0174 | -0.006 | 58 | 4.75 | 9.70 | 43.4% | -0.99 | 0.0147 | -0.005 | ||||
| 0 | 2.13 | 89.1% | 0.02 | 0.0126 | -0.005 | 59 | 5.60 | 10.60 | -0.99 | 0.0096 | -0.004 | |||||
| 0 | 1.69 | 87.1% | 0.01 | 0.0093 | -0.004 | 60 | 6.65 | 11.65 | 40.2% | -0.99 | 0.0063 | -0.003 | ||||
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。