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 ±8.7% (46.58–55.42) · ATM IV 20.7% · P/C 未平仓量 0.65
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 13.65 | 18.65 | 1 | 71.0% | 0.99 | 0.0026 | -0.002 | 35 | 0 | 4.90 | 155.0% | -0.01 | 0.0026 | -0.002 | |||
| 12.55 | 17.50 | 50.9% | 0.99 | 0.0032 | -0.003 | 36 | 0 | 4.90 | 1 | 147.2% | -0.01 | 0.0032 | -0.003 | |||
| 11.60 | 16.60 | 57.0% | 0.99 | 0.0039 | -0.003 | 37 | 0 | 4.90 | 139.6% | -0.01 | 0.0040 | -0.003 | ||||
| 10.55 | 15.50 | 41.9% | 0.99 | 0.0049 | -0.003 | 38 | 0 | 4.90 | 132.2% | -0.01 | 0.0050 | -0.003 | ||||
| 9.60 | 14.60 | 48.2% | 0.98 | 0.0062 | -0.004 | 39 | 0 | 4.90 | 124.9% | -0.02 | 0.0062 | -0.004 | ||||
| 8.60 | 13.55 | 41.5% | 0.98 | 0.0079 | -0.004 | 40 | 0 | 4.90 | 3 | 117.7% | -0.02 | 0.0080 | -0.004 | |||
| 7.65 | 12.60 | 41.8% | 0.97 | 0.0102 | -0.005 | 41 | 0 | 0.7800 | 56.1% | -0.03 | 0.0102 | -0.005 | ||||
| 6.70 | 11.70 | 42.3% | 0.97 | 0.0132 | -0.006 | 42 | 0 | 4.90 | 103.6% | -0.03 | 0.0133 | -0.006 | ||||
| 5.70 | 10.70 | 38.0% | 0.96 | 0.0173 | -0.006 | 43 | 0 | 4.90 | 1 | 96.6% | -0.04 | 0.0174 | -0.007 | |||
| 4.75 | 9.70 | 34.8% | 0.94 | 0.0228 | -0.008 | 44 | 0 | 0.3800 | 5 | 28 | 29.3% | -0.06 | 0.0230 | -0.008 | ||
| 3.75 | 8.65 | 20 | 29.5% | 0.93 | 0.0305 | -0.009 | 45 | 0 | 4.90 | 125 | 82.8% | -0.07 | 0.0307 | -0.009 | ||
| 2.91 | 7.85 | 11 | 31.5% | 0.90 | 0.0409 | -0.010 | 46 | 0.1000 | 5.00 | 5 | 18 | 51.7% | -0.10 | 0.0413 | -0.011 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.55 | 2 | 134 | 0.86 | 0.0549 | -0.012 | 47 | 0.1500 | 0.4000 | 90 | 1,432 | 24.9% | -0.14 | 0.0555 | -0.012 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.05 | 228 | 0.81 | 0.0729 | -0.014 | 48 | 0.1500 | 0.7400 | 5 | 112 | 24.6% | -0.19 | 0.0740 | -0.014 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 3.50 | 12 | 81 | 0.74 | 0.0942 | -0.016 | 49 | 0.1800 | 5.00 | 203 | 3,407 | 57.0% | -0.26 | 0.0960 | -0.016 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 49.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5400 | 2.05 | 162 | 2,165 | 10.2% | 0.64 | 0.1150 | -0.017 | 50 | 0.2000 | 0.9900 | 9 | 1,635 | 16.5% | -0.37 | 0.1177 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 50.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9000 | 2.00 | 225 | 4,060 | 23.1% | 0.52 | 0.1275 | -0.018 | 51 | 0.7500 | 5.20 | 11 | 261 | 18.3% | -0.49 | 0.1317 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 51.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3100 | 2.99 | 24 | 696 | 26.4% | 0.39 | 0.1250 | -0.017 | 52 | 0.5000 | 5.20 | 1 | 8 | 19.7% | -0.62 | 0.1308 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 52.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.7900 | 241 | 476 | 17.7% | 0.28 | 0.1086 | -0.015 | 53 | 0.1100 | 5.05 | 21.2% | -0.74 | 0.1159 | -0.016 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 53.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 1.10 | 150 | 221 | 24.9% | 0.20 | 0.0864 | -0.012 | 54 | 0.8600 | 5.80 | 20.2% | -0.83 | 0.0947 | -0.014 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 54.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 0.1800 | 134 | 2,749 | 18.6% | 0.13 | 0.0652 | -0.010 | 55 | 1.76 | 6.70 | 20.8% | -0.90 | 0.0732 | -0.011 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 55.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 2.26 | 2 | 45.0% | 0.09 | 0.0480 | -0.008 | 56 | 2.71 | 7.65 | 21.7% | -0.94 | 0.0528 | -0.009 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 56.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.9100 | 34.6% | 0.07 | 0.0351 | -0.006 | 57 | 3.60 | 8.60 | -0.97 | 0.0345 | -0.006 | |||||
| 0 | 2.19 | 52.6% | 0.05 | 0.0257 | -0.005 | 58 | 4.70 | 9.70 | 28.8% | -0.99 | 0.0200 | -0.004 | ||||
| 0 | 2.17 | 56.3% | 0.03 | 0.0189 | -0.004 | 59 | 5.60 | 10.60 | -0.99 | 0.0103 | -0.002 | |||||
| 0 | 2.16 | 59.8% | 0.02 | 0.0140 | -0.003 | 60 | 6.65 | 11.65 | 29.3% | -1.00 | 0.0048 | -0.001 | ||||
| 0 | 2.15 | 63.2% | 0.02 | 0.0105 | -0.003 | 61 | 7.70 | 12.65 | 35.0% | -1.00 | 0.0021 | -0.000 | ||||
| 0 | 2.14 | 66.5% | 0.01 | 0.0079 | -0.002 | 62 | 8.60 | 13.60 | -1.00 | 0.0008 | 0.000 | |||||
| 0 | 2.13 | 69.7% | 0.01 | 0.0061 | -0.002 | 63 | 9.65 | 14.65 | 36.2% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 2.13 | 72.9% | 0.01 | 0.0047 | -0.001 | 64 | 10.70 | 15.70 | 44.5% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 2.13 | 10 | 75.9% | 0.01 | 0.0036 | -0.001 | 65 | 11.65 | 16.65 | 40.5% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0700 | 38.1% | 0.00 | 0.0028 | -0.001 | 66 | 12.55 | 17.55 | -1.00 | 0.0000 | 0.000 | |||||
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。