XLB 期权链 State Street Materials Select Sector SPDR ETF
Cboe delayed options data · 截至 03:39 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 ±7.9% (48.91–57.28) · ATM IV 18.0% · P/C 未平仓量 0.78
| 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 | |
| 21.65 | 25.30 | 1 | 59.7% | 0.99 | 0.0022 | 0.000 | 30 | 0 | 0.3900 | 3 | 60.4% | -0.01 | 0.0023 | -0.002 | ||
| 17.15 | 20.40 | 54.5% | 0.98 | 0.0045 | 0.000 | 35 | 0 | 0.5600 | 4 | 49.8% | -0.02 | 0.0046 | -0.003 | |||
| 16.15 | 17.85 | 0.97 | 0.0052 | 0.000 | 36 | 0 | 0.6000 | 2 | 47.8% | -0.03 | 0.0053 | -0.003 | ||||
| 15.20 | 17.10 | 0.97 | 0.0061 | 0.000 | 37 | 0 | 0.6400 | 2 | 45.7% | -0.03 | 0.0062 | -0.003 | ||||
| 14.20 | 15.95 | 0.97 | 0.0071 | 0.000 | 38 | 0 | 0.6700 | 1 | 43.5% | -0.03 | 0.0072 | -0.004 | ||||
| 13.30 | 15.20 | 0.96 | 0.0083 | 0.000 | 39 | 0 | 0.7100 | 5 | 41.3% | -0.04 | 0.0084 | -0.004 | ||||
| 12.40 | 13.95 | 14 | 0.96 | 0.0098 | 0.000 | 40 | 0 | 0.7600 | 53 | 39.4% | -0.05 | 0.0099 | -0.004 | |||
| 11.35 | 13.05 | 1 | 0.95 | 0.0115 | 0.000 | 41 | 0 | 0.8200 | 8 | 37.5% | -0.05 | 0.0117 | -0.004 | |||
| 10.40 | 12.00 | 0.94 | 0.0136 | -0.001 | 42 | 0 | 0.6900 | 6 | 33.3% | -0.06 | 0.0139 | -0.005 | ||||
| 9.50 | 11.10 | 6 | 0.93 | 0.0162 | -0.002 | 43 | 0 | 0.9000 | 11 | 33.1% | -0.07 | 0.0165 | -0.005 | |||
| 8.50 | 10.15 | 10 | 0.92 | 0.0192 | -0.002 | 44 | 0 | 0.4800 | 48 | 25.8% | -0.09 | 0.0197 | -0.006 | |||
| 8.20 | 9.20 | 3 | 22.6% | 0.90 | 0.0229 | -0.003 | 45 | 0.1700 | 0.4400 | 3,312 | 24.9% | -0.10 | 0.0235 | -0.006 | ||
| 7.70 | 8.15 | 2,267 | 24.8% | 0.88 | 0.0273 | -0.004 | 46 | 0.3700 | 0.5700 | 2 | 41 | 25.6% | -0.12 | 0.0281 | -0.007 | |
| 6.50 | 7.20 | 1 | 20.7% | 0.86 | 0.0325 | -0.005 | 47 | 0.3800 | 0.5800 | 293 | 23.2% | -0.15 | 0.0335 | -0.007 | ||
| 5.75 | 6.60 | 26 | 23.0% | 0.83 | 0.0386 | -0.006 | 48 | 0.5600 | 0.6900 | 2,044 | 22.6% | -0.18 | 0.0399 | -0.008 | ||
| 5.05 | 5.40 | 31 | 20.7% | 0.79 | 0.0456 | -0.006 | 49 | 0.7000 | 0.8300 | 5 | 99 | 21.6% | -0.21 | 0.0473 | -0.008 | |
| 4.30 | 4.55 | 17 | 2,035 | 19.9% | 0.75 | 0.0531 | -0.007 | 50 | 0.8200 | 1.02 | 5 | 10.1K | 20.3% | -0.26 | 0.0556 | -0.009 |
| 3.45 | 3.95 | 54 | 19.5% | 0.70 | 0.0608 | -0.008 | 51 | 1.06 | 1.28 | 40 | 450 | 19.6% | -0.32 | 0.0642 | -0.009 | |
| 2.82 | 3.20 | 133 | 18.8% | 0.63 | 0.0679 | -0.009 | 52 | 1.46 | 1.60 | 1 | 876 | 19.4% | -0.38 | 0.0725 | -0.010 | |
| 2.14 | 2.50 | 7 | 583 | 17.6% | 0.57 | 0.0732 | -0.009 | 53 | 1.77 | 1.97 | 67 | 18.4% | -0.46 | 0.0794 | -0.010 | |
| 1.78 | 1.99 | 168 | 18.1% | 0.49 | 0.0758 | -0.009 | 54 | 2.30 | 2.48 | 79 | 18.3% | -0.54 | 0.0836 | -0.010 | ||
| 1.43 | 1.59 | 729 | 18.4% | 0.42 | 0.0750 | -0.009 | 55 | 2.90 | 3.10 | 4 | 18.3% | -0.62 | 0.0843 | -0.010 | ||
| 0.9700 | 1.22 | 95 | 17.7% | 0.35 | 0.0711 | -0.009 | 56 | 3.45 | 3.80 | 2 | 209 | 17.6% | -0.70 | 0.0809 | -0.009 | |
| 0.7100 | 0.9500 | 28 | 17.7% | 0.28 | 0.0649 | -0.008 | 57 | 3.70 | 4.65 | 14.5% | -0.77 | 0.0738 | -0.008 | |||
| 0.6100 | 0.6700 | 8 | 11.0K | 18.0% | 0.23 | 0.0576 | -0.007 | 58 | 5.10 | 5.45 | 4 | 1 | 18.3% | -0.83 | 0.0641 | -0.006 |
| 0.3200 | 0.5700 | 35 | 17.7% | 0.19 | 0.0500 | -0.006 | 59 | 6.00 | 6.95 | 23.3% | -0.88 | 0.0531 | -0.005 | |||
| 0.4100 | 0.4500 | 99 | 4,623 | 19.5% | 0.15 | 0.0426 | -0.006 | 60 | 6.90 | 7.30 | 19.1% | -0.91 | 0.0424 | -0.003 | ||
| 0 | 0.9600 | 14 | 22.1% | 0.12 | 0.0362 | -0.005 | 61 | 7.80 | 9.50 | 29.9% | -0.94 | 0.0327 | -0.002 | |||
| 0 | 0.9600 | 1 | 23.9% | 0.10 | 0.0305 | -0.004 | 62 | 7.85 | 10.45 | 23.9% | -0.96 | 0.0246 | -0.001 | |||
| 0 | 0.7500 | 2 | 23.9% | 0.08 | 0.0256 | -0.004 | 63 | 8.85 | 11.60 | 27.3% | -0.97 | 0.0181 | 0.000 | |||
| 0 | 0.8200 | 10 | 26.1% | 0.07 | 0.0215 | -0.004 | 64 | 9.80 | 13.10 | 3 | 33.1% | -0.98 | 0.0131 | 0.000 | ||
| 0 | 0.2800 | 47 | 21.6% | 0.06 | 0.0181 | -0.003 | 65 | 10.80 | 14.15 | 35.3% | -0.99 | 0.0094 | 0.000 | |||
| 0 | 0.6300 | 591 | 27.4% | 0.05 | 0.0152 | -0.003 | 66 | 11.80 | 15.15 | 37.0% | -0.99 | 0.0067 | 0.000 | |||
| 0 | 0.5400 | 7 | 27.8% | 0.04 | 0.0129 | -0.002 | 67 | 12.80 | 15.40 | 30.8% | -0.99 | 0.0047 | 0.000 | |||
| 0.0800 | 0.2000 | 264 | 27.9% | 0.02 | 0.0079 | -0.002 | 70 | 15.80 | 19.15 | 43.7% | -1.00 | 0.0016 | 0.000 | |||
| 0 | 0.2200 | 2 | 32.1% | 0.01 | 0.0037 | -0.001 | 75 | 20.75 | 24.10 | 50.1% | -1.00 | 0.0002 | 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。