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 ±7.5% (47.17–54.83) · ATM IV 23.4% · P/C 未平仓量 0.80
| 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 | |
| 8.70 | 13.70 | 44.8% | 0.97 | 0.0091 | -0.005 | 40 | 0 | 4.90 | 107.8% | -0.03 | 0.0092 | -0.005 | ||||
| 7.75 | 12.70 | 42.2% | 0.97 | 0.0115 | -0.005 | 41 | 0 | 4.90 | 101.3% | -0.03 | 0.0116 | -0.005 | ||||
| 6.70 | 11.65 | 35.4% | 0.96 | 0.0147 | -0.006 | 42 | 0 | 4.90 | 94.9% | -0.04 | 0.0148 | -0.006 | ||||
| 5.80 | 10.80 | 37.5% | 0.95 | 0.0189 | -0.007 | 43 | 0 | 4.90 | 88.6% | -0.05 | 0.0190 | -0.007 | ||||
| 4.80 | 9.75 | 32.4% | 0.93 | 0.0244 | -0.008 | 44 | 0 | 4.90 | 82.2% | -0.07 | 0.0247 | -0.008 | ||||
| 4.30 | 9.25 | 30.4% | 0.93 | 0.0279 | -0.008 | 44.5 | 0 | 4.90 | 79.1% | -0.08 | 0.0282 | -0.008 | ||||
| 3.65 | 8.55 | 18.8% | 0.91 | 0.0319 | -0.009 | 45 | 0 | 4.90 | 1 | 76.0% | -0.09 | 0.0322 | -0.009 | |||
| 3.30 | 8.20 | 25.6% | 0.90 | 0.0364 | -0.010 | 45.5 | 0 | 4.90 | 2 | 72.8% | -0.10 | 0.0368 | -0.010 | |||
| 2.86 | 7.80 | 26.3% | 0.89 | 0.0417 | -0.010 | 46 | 0 | 1.09 | 55 | 33.9% | -0.11 | 0.0422 | -0.010 | |||
| 2.46 | 7.40 | 27.0% | 0.87 | 0.0477 | -0.011 | 46.5 | 0 | 4.90 | 66.5% | -0.13 | 0.0483 | -0.011 | ||||
| 3.30 | 4.85 | 0.85 | 0.0545 | -0.012 | 47 | 0 | 4.90 | 6 | 63.3% | -0.15 | 0.0552 | -0.012 | ||||
| 1.56 | 6.50 | 24.9% | 0.83 | 0.0620 | -0.013 | 47.5 | 0 | 4.90 | 2 | 4 | 60.1% | -0.18 | 0.0630 | -0.013 | ||
| 0.0500 | 4.10 | 0.80 | 0.0704 | -0.013 | 48 | 0 | 1.16 | 25.3% | -0.20 | 0.0716 | -0.013 | |||||
| 1.50 | 3.70 | 7.2% | 0.77 | 0.0793 | -0.014 | 48.5 | 0 | 2.55 | 34.9% | -0.24 | 0.0808 | -0.014 | ||||
| 0.3500 | 4.95 | 21.8% | 0.73 | 0.0886 | -0.015 | 49 | 0 | 4.90 | 50.3% | -0.28 | 0.0905 | -0.015 | ||||
| 0.2000 | 4.55 | 87 | 32.2% | 0.68 | 0.0976 | -0.015 | 49.5 | 0 | 4.90 | 1 | 1 | 25.7% | -0.32 | 0.1000 | -0.016 | |
| 0.0100 | 4.20 | 1 | 20.1% | 0.64 | 0.1058 | -0.016 | 50 | 0 | 4.25 | 3 | 19.9% | -0.37 | 0.1087 | -0.016 | ||
| 0 | 3.85 | 20.8% | 0.58 | 0.1123 | -0.016 | 50.5 | 0 | 4.90 | 1 | 1 | 39.9% | -0.43 | 0.1159 | -0.017 | ||
| 0 | 3.60 | 25.4% | 0.53 | 0.1164 | -0.016 | 51 | 0 | 4.05 | 21.3% | -0.48 | 0.1208 | -0.017 | ||||
| 0 | 2.04 | 14.5% | 0.47 | 0.1175 | -0.016 | 51.5 | 0.0500 | 5.00 | 17.3% | -0.55 | 0.1227 | -0.017 | ||||
| 0 | 2.84 | 3 | 23.5% | 0.41 | 0.1155 | -0.016 | 52 | 0.0600 | 5.00 | 19.0% | -0.61 | 0.1214 | -0.016 | |||
| 0 | 2.90 | 31.9% | 0.35 | 0.1105 | -0.015 | 52.5 | 1.06 | 6.00 | 39.5% | -0.66 | 0.1173 | -0.016 | ||||
| 0 | 1.68 | 22.3% | 0.30 | 0.1033 | -0.014 | 53 | 0.9400 | 5.70 | 29.9% | -0.72 | 0.1110 | -0.015 | ||||
| 0 | 0.5000 | 14.7% | 0.26 | 0.0947 | -0.013 | 53.5 | 0.6100 | 5.55 | 22.0% | -0.77 | 0.1031 | -0.014 | ||||
| 0 | 2.57 | 34.8% | 0.22 | 0.0854 | -0.012 | 54 | 0.8100 | 5.75 | 17.7% | -0.81 | 0.0944 | -0.013 | ||||
| 0 | 2.50 | 24.9% | 0.19 | 0.0761 | -0.011 | 54.5 | 1.36 | 6.30 | 20.8% | -0.85 | 0.0856 | -0.013 | ||||
| 0 | 2.44 | 38.3% | 0.16 | 0.0671 | -0.010 | 55 | 1.76 | 6.70 | 19.6% | -0.88 | 0.0764 | -0.012 | ||||
| 0 | 2.35 | 41.7% | 0.11 | 0.0514 | -0.008 | 56 | 2.76 | 7.70 | 22.8% | -0.93 | 0.0585 | -0.010 | ||||
| 0 | 2.28 | 45.0% | 0.08 | 0.0389 | -0.007 | 57 | 3.60 | 8.50 | -0.96 | 0.0411 | -0.007 | |||||
| 0 | 2.24 | 48.4% | 0.06 | 0.0294 | -0.006 | 58 | 4.65 | 9.60 | -0.98 | 0.0255 | -0.005 | |||||
| 0 | 2.20 | 51.5% | 0.04 | 0.0223 | -0.004 | 59 | 5.70 | 10.70 | 29.8% | -0.99 | 0.0141 | -0.003 | ||||
| 0 | 2.18 | 54.7% | 0.03 | 0.0170 | -0.004 | 60 | 6.65 | 11.65 | -1.00 | 0.0071 | -0.001 | |||||
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。