XLB オプションチェーン State Street Materials Select Sector SPDR ETF
Cboe delayed options data · 基準日時: 09:46 UTC
各行は1つのストライク価格を表します。左半分はコール、右半分はプットです。ビッド/アスクは現在の買い手と売り手の提示値、出来高はこのセッションで取引された枚数、オープン・インタレストは未決済建玉です。ハイライトされた行は現在の株価に最も近いストライクです。
この限月が織り込む変動幅はおよそ ±9.3% (46.20–55.70) · ATM IV 23.2% · P/C オープンインタレスト 0.55
| コール | ストライク | プット | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 買値 | 質問する | 出来高 | 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 | 買値 | 質問する | 出来高 | OI | IV | Δ | Γ | Θ | |
| 21.15 | 26.15 | 34 | 48.3% | 0.99 | 0.0015 | 0.000 | 27.5 | 0 | 0.9400 | 13 | 81.2% | -0.01 | 0.0017 | -0.002 | ||
| 18.90 | 23.85 | 38 | 65.9% | 0.99 | 0.0022 | 0.000 | 30 | 0 | 0.7400 | 2 | 34 | 66.8% | -0.01 | 0.0025 | -0.002 | |
| 18.40 | 23.35 | 63.9% | 0.99 | 0.0023 | 0.000 | 30.5 | 0 | 5.00 | 122.2% | -0.01 | 0.0027 | -0.002 | ||||
| 17.90 | 22.85 | 61.9% | 0.99 | 0.0025 | 0.000 | 31 | 0 | 5.00 | 119.4% | -0.01 | 0.0029 | -0.002 | ||||
| 17.30 | 22.25 | 24 | 53.3% | 0.99 | 0.0027 | 0.000 | 31.5 | 0 | 5.00 | 1 | 116.7% | -0.01 | 0.0031 | -0.002 | ||
| 16.85 | 21.80 | 4 | 55.2% | 0.99 | 0.0030 | 0.000 | 32 | 0 | 5.00 | 1 | 114.0% | -0.02 | 0.0033 | -0.003 | ||
| 16.25 | 21.20 | 7 | 44.5% | 0.99 | 0.0032 | 0.000 | 32.5 | 0 | 0.7000 | 28 | 61.6% | -0.02 | 0.0036 | -0.003 | ||
| 15.70 | 20.70 | 40 | 37.7% | 0.98 | 0.0035 | 0.000 | 33 | 0 | 5.00 | 3 | 108.7% | -0.02 | 0.0039 | -0.003 | ||
| 15.25 | 20.20 | 20 | 40.7% | 0.98 | 0.0038 | 0.000 | 33.5 | 0 | 5.00 | 1 | 106.1% | -0.02 | 0.0042 | -0.003 | ||
| 14.90 | 19.85 | 20 | 50.9% | 0.98 | 0.0042 | 0.000 | 34 | 0 | 5.00 | 2 | 103.5% | -0.02 | 0.0046 | -0.003 | ||
| 14.45 | 19.40 | 51.6% | 0.98 | 0.0045 | 0.000 | 34.5 | 0 | 5.00 | 5 | 101.0% | -0.02 | 0.0050 | -0.003 | |||
| 13.90 | 18.90 | 26 | 48.7% | 0.98 | 0.0049 | 0.000 | 35 | 0 | 2.40 | 394 | 75.2% | -0.02 | 0.0054 | -0.003 | ||
| 13.40 | 18.35 | 45.8% | 0.98 | 0.0054 | -0.000 | 35.5 | 0 | 5.00 | 4 | 96.1% | -0.03 | 0.0058 | -0.003 | |||
| 12.75 | 17.70 | 1 | 31.2% | 0.98 | 0.0059 | -0.000 | 36 | 0 | 5.00 | 1 | 93.6% | -0.03 | 0.0064 | -0.003 | ||
| 12.40 | 17.35 | 42.5% | 0.97 | 0.0064 | -0.001 | 36.5 | 0 | 5.00 | 3 | 91.2% | -0.03 | 0.0069 | -0.004 | |||
| 11.85 | 16.85 | 39.6% | 0.97 | 0.0070 | -0.001 | 37 | 0 | 5.00 | 4 | 88.8% | -0.03 | 0.0076 | -0.004 | |||
| 11.35 | 16.30 | 40 | 36.6% | 0.97 | 0.0077 | -0.001 | 37.5 | 0.0200 | 0.1500 | 19 | 34.0% | -0.03 | 0.0083 | -0.004 | ||
| 10.65 | 15.65 | 0.97 | 0.0085 | -0.001 | 38 | 0 | 5.00 | 3 | 84.1% | -0.04 | 0.0090 | -0.004 | ||||
| 10.40 | 15.35 | 36.1% | 0.96 | 0.0093 | -0.002 | 38.5 | 0 | 5.00 | 9 | 81.8% | -0.04 | 0.0099 | -0.004 | |||
| 9.95 | 14.90 | 8 | 36.7% | 0.96 | 0.0102 | -0.002 | 39 | 0 | 5.00 | 1 | 79.5% | -0.04 | 0.0108 | -0.004 | ||
| 9.45 | 14.40 | 9 | 35.2% | 0.96 | 0.0113 | -0.002 | 39.5 | 0 | 2.45 | 1 | 57.8% | -0.05 | 0.0119 | -0.004 | ||
| 9.15 | 14.10 | 191 | 39.9% | 0.95 | 0.0124 | -0.003 | 40 | 0 | 0.3500 | 10 | 30 | 32.1% | -0.05 | 0.0130 | -0.005 | |
| 8.50 | 13.45 | 1 | 33.9% | 0.95 | 0.0137 | -0.003 | 40.5 | 0 | 5.00 | 13 | 72.7% | -0.06 | 0.0143 | -0.005 | ||
| 7.95 | 12.95 | 30 | 31.6% | 0.94 | 0.0151 | -0.003 | 41 | 0 | 5.00 | 16 | 70.5% | -0.06 | 0.0158 | -0.005 | ||
| 7.50 | 12.45 | 48 | 30.9% | 0.94 | 0.0167 | -0.004 | 41.5 | 0 | 2.50 | 3,179 | 50.6% | -0.07 | 0.0174 | -0.005 | ||
| 7.00 | 11.95 | 35 | 29.4% | 0.93 | 0.0185 | -0.004 | 42 | 0 | 2.51 | 1,501 | 48.9% | -0.07 | 0.0192 | -0.006 | ||
| 6.60 | 11.55 | 284 | 30.6% | 0.93 | 0.0205 | -0.004 | 42.5 | 0 | 5.00 | 851 | 63.9% | -0.08 | 0.0211 | -0.006 | ||
| 7.80 | 9.30 | 60 | 28.5% | 0.92 | 0.0226 | -0.005 | 43 | 0 | 5.00 | 43 | 61.7% | -0.09 | 0.0233 | -0.006 | ||
| 7.40 | 8.80 | 26 | 28.2% | 0.91 | 0.0251 | -0.005 | 43.5 | 0 | 5.00 | 23 | 59.5% | -0.10 | 0.0258 | -0.006 | ||
| 6.90 | 8.30 | 75 | 26.6% | 0.90 | 0.0278 | -0.005 | 44 | 0 | 4.35 | 4 | 53.8% | -0.11 | 0.0285 | -0.007 | ||
| 6.50 | 7.80 | 242 | 26.2% | 0.89 | 0.0308 | -0.006 | 44.5 | 0 | 0.8300 | 911 | 26.1% | -0.12 | 0.0314 | -0.007 | ||
| 4.30 | 9.15 | 204 | 26.1% | 0.87 | 0.0340 | -0.006 | 45 | 0 | 5.00 | 11.1K | 53.0% | -0.13 | 0.0347 | -0.008 | ||
| 3.80 | 8.70 | 163 | 24.9% | 0.86 | 0.0376 | -0.007 | 45.5 | 0 | 2.95 | 8 | 69 | 37.4% | -0.15 | 0.0383 | -0.008 | |
| 3.35 | 8.25 | 65 | 24.1% | 0.84 | 0.0415 | -0.007 | 46 | 0.0900 | 2.94 | 16 | 424 | 36.0% | -0.17 | 0.0422 | -0.008 | |
| 3.05 | 7.95 | 6,114 | 25.6% | 0.82 | 0.0456 | -0.008 | 46.5 | 0 | 2.88 | 6,318 | 33.2% | -0.18 | 0.0464 | -0.009 | ||
| 2.51 | 7.45 | 34 | 23.5% | 0.80 | 0.0500 | -0.008 | 47 | 0 | 1.15 | 340 | 19.6% | -0.21 | 0.0508 | -0.009 | ||
| 2.74 | 7.00 | 356 | 22.1% | 0.78 | 0.0547 | -0.009 | 47.5 | 0 | 3.10 | 184 | 30.3% | -0.23 | 0.0555 | -0.009 | ||
| 2.35 | 7.30 | 113 | 30.0% | 0.75 | 0.0594 | -0.009 | 48 | 0.6000 | 0.9500 | 397 | 20.5% | -0.26 | 0.0603 | -0.010 | ||
| 1.26 | 6.20 | 136 | 21.3% | 0.73 | 0.0642 | -0.009 | 48.5 | 0 | 5.00 | 155 | 37.6% | -0.29 | 0.0651 | -0.010 | ||
| 1.01 | 5.95 | 1,249 | 22.2% | 0.69 | 0.0688 | -0.010 | 49 | 0.1100 | 2.05 | 128 | 20.4% | -0.32 | 0.0698 | -0.010 | ||
| 2.00 | 4.80 | 54 | 20.4% | 0.66 | 0.0732 | -0.010 | 49.5 | 0 | 5.00 | 19 | 33.0% | -0.35 | 0.0742 | -0.011 | ||
| 1.18 | 2.78 | 6,237 | 12.6% | 0.62 | 0.0770 | -0.010 | 50 | 0 | 2.15 | 7,233 | 15.2% | -0.39 | 0.0780 | -0.011 | ||
| 1.90 | 2.72 | 190 | 19.2% | 0.58 | 0.0801 | -0.011 | 50.5 | 0 | 5.00 | 474 | 28.2% | -0.43 | 0.0812 | -0.011 | ||
| 0 | 4.50 | 1 | 208 | 20.2% | 0.54 | 0.0823 | -0.011 | 51 | 0.0500 | 4.95 | 51 | 375 | 26.2% | -0.47 | 0.0834 | -0.011 |
| 0 | 5.00 | 128 | 21.4% | 0.50 | 0.0834 | -0.011 | 51.5 | 0.0600 | 5.00 | 462 | 23.8% | -0.51 | 0.0845 | -0.011 | ||
| 0 | 5.00 | 79 | 245 | 27.9% | 0.46 | 0.0835 | -0.011 | 52 | 0.2600 | 5.00 | 146 | 19.2% | -0.55 | 0.0846 | -0.011 | |
| 0 | 5.00 | 1,161 | 30.0% | 0.42 | 0.0825 | -0.010 | 52.5 | 2.17 | 3.20 | 2,890 | 18.4% | -0.59 | 0.0835 | -0.010 | ||
| 0.2000 | 0.6500 | 27 | 4,672 | 17.5% | 0.25 | 0.0653 | -0.009 | 55 | 1.61 | 6.55 | 112 | 13.1% | -0.77 | 0.0686 | -0.008 | |
| 0 | 5.00 | 870 | 46.9% | 0.14 | 0.0432 | -0.006 | 57.5 | 4.10 | 9.10 | 19.1% | -0.90 | 0.0548 | -0.007 | |||
| 0 | 0.3000 | 1 | 43.1K | 22.0% | 0.08 | 0.0267 | -0.004 | 60 | 6.50 | 11.45 | 1 | -0.98 | 0.0403 | -0.005 | ||
| 0 | 2.82 | 950 | 47.2% | 0.04 | 0.0163 | -0.003 | 62.5 | 9.00 | 14.00 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.4700 | 510 | 31.7% | 0.03 | 0.0100 | -0.002 | 65 | 11.45 | 16.45 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1900 | 496 | 29.6% | 0.02 | 0.0063 | -0.001 | 67.5 | 14.00 | 19.00 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.2000 | 349 | 33.1% | 0.01 | 0.0040 | -0.001 | 70 | 16.50 | 21.45 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 5.00 | 79 | 84.6% | 0.00 | 0.0017 | -0.001 | 75 | 21.50 | 26.50 | -1.00 | 0.0000 | -0.008 | ||||
表示中のストライク:原資産価格の±50%以内。本質的価値=コールはmax(0, 価格-ストライク)、プットはmax(0, ストライク-価格);時間的価値=オプション価格-本質的価値。 取引所フィードで算出されたギリシャ指標およびIV。
ボラティリティスマイル — Jan 15, 2027
ボラティリティページ →この限月のストライク別インプライドボラティリティ。アウト・オブ・ザ・マネーのプットは通常コールよりIVが高くなります — これがスキューです。
コールプット