XLB 期权链 State Street Materials Select Sector SPDR ETF
Cboe delayed options data · 截至 15:39 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 ±2.9% (51.06–54.06) · ATM IV 17.3% · P/C 未平仓量 0.09
| 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 | |
| 24.50 | 27.05 | 229.0% | 1.00 | 0.0007 | 0.000 | 27.5 | 0 | 2.13 | 9 | 260.9% | -0.00 | 0.0007 | -0.004 | |||
| 21.80 | 24.60 | 14 | 196.6% | 1.00 | 0.0010 | 0.000 | 30 | 0 | 0.0600 | 2 | 117.7% | -0.00 | 0.0010 | -0.004 | ||
| 18.95 | 22.10 | 158.3% | 0.99 | 0.0014 | 0.000 | 32.5 | 0 | 0.0300 | 1 | 549 | 94.2% | -0.01 | 0.0014 | -0.004 | ||
| 18.15 | 19.30 | 109.7% | 0.99 | 0.0018 | 0.000 | 34 | 0 | 0.0600 | 1 | 4 | 93.7% | -0.01 | 0.0018 | -0.005 | ||
| 17.35 | 17.80 | 1 | 0.99 | 0.0021 | 0.000 | 35 | 0 | 0.0600 | 484 | 88.1% | -0.01 | 0.0021 | -0.005 | |||
| 16.30 | 16.85 | 0.99 | 0.0025 | 0.000 | 36 | 0 | 0.0600 | 7 | 82.6% | -0.01 | 0.0025 | -0.005 | ||||
| 14.85 | 17.10 | 13 | 146.0% | 0.99 | 0.0032 | 0.000 | 37.5 | 0 | 0.0600 | 1,059 | 74.7% | -0.01 | 0.0032 | -0.006 | ||
| 13.35 | 15.60 | 15 | 133.1% | 0.99 | 0.0042 | 0.000 | 39 | 0 | 0.0600 | 88 | 67.0% | -0.01 | 0.0042 | -0.006 | ||
| 12.15 | 13.85 | 568 | 97.9% | 0.99 | 0.0051 | -0.001 | 40 | 0 | 0.0600 | 561 | 62.0% | -0.01 | 0.0051 | -0.007 | ||
| 11.20 | 11.80 | 1 | 0.98 | 0.0062 | -0.002 | 41 | 0 | 0.0800 | 21 | 59.5% | -0.02 | 0.0063 | -0.007 | |||
| 10.15 | 12.65 | 104.9% | 0.98 | 0.0077 | -0.003 | 42 | 0 | 0.0800 | 54.5% | -0.02 | 0.0078 | -0.008 | ||||
| 9.80 | 12.05 | 26 | 102.0% | 0.98 | 0.0087 | -0.004 | 42.5 | 0 | 0.1000 | 206 | 53.9% | -0.02 | 0.0087 | -0.009 | ||
| 9.20 | 10.95 | 81.3% | 0.98 | 0.0097 | -0.004 | 43 | 0 | 0.1000 | 51.3% | -0.02 | 0.0098 | -0.009 | ||||
| 8.20 | 10.30 | 16 | 82.7% | 0.97 | 0.0124 | -0.005 | 44 | 0 | 0.1300 | 63 | 48.5% | -0.03 | 0.0125 | -0.010 | ||
| 7.25 | 9.25 | 21 | 75.2% | 0.97 | 0.0161 | -0.007 | 45 | 0.0300 | 0.1500 | 256 | 46.2% | -0.03 | 0.0162 | -0.011 | ||
| 6.25 | 8.30 | 306 | 68.8% | 0.96 | 0.0213 | -0.009 | 46 | 0 | 0.1700 | 340 | 40.4% | -0.04 | 0.0214 | -0.012 | ||
| 5.40 | 7.05 | 59.4% | 0.95 | 0.0289 | -0.011 | 47 | 0 | 0.2000 | 36.4% | -0.05 | 0.0290 | -0.013 | ||||
| 4.75 | 6.85 | 141 | 58.5% | 0.94 | 0.0339 | -0.011 | 47.5 | 0.0400 | 0.2000 | 2,294 | 35.1% | -0.06 | 0.0342 | -0.014 | ||
| 4.40 | 6.70 | 62.9% | 0.93 | 0.0402 | -0.013 | 48 | 0 | 0.2500 | 32.7% | -0.07 | 0.0405 | -0.015 | ||||
| 3.90 | 5.60 | 49.1% | 0.92 | 0.0480 | -0.014 | 48.5 | 0 | 0.2900 | 31.0% | -0.09 | 0.0484 | -0.016 | ||||
| 3.65 | 4.35 | 654 | 36.5% | 0.90 | 0.0578 | -0.015 | 49 | 0.0800 | 0.1800 | 5,408 | 27.3% | -0.10 | 0.0583 | -0.017 | ||
| 3.00 | 3.50 | 21.7% | 0.88 | 0.0702 | -0.017 | 49.5 | 0.0800 | 0.3300 | 27.9% | -0.12 | 0.0709 | -0.018 | ||||
| 2.67 | 2.96 | 2,059 | 22.3% | 0.86 | 0.0860 | -0.018 | 50 | 0.1200 | 0.2000 | 1 | 3,117 | 22.8% | -0.14 | 0.0870 | -0.019 | |
| 2.06 | 2.59 | 31 | 19.6% | 0.82 | 0.1061 | -0.019 | 50.5 | 0.1600 | 0.2500 | 64 | 21.5% | -0.18 | 0.1074 | -0.021 | ||
| 1.63 | 2.18 | 786 | 19.2% | 0.78 | 0.1312 | -0.021 | 51 | 0.2200 | 0.3100 | 917 | 20.1% | -0.22 | 0.1331 | -0.022 | ||
| 1.47 | 1.56 | 18.6% | 0.72 | 0.1610 | -0.022 | 51.5 | 0.3100 | 0.4100 | 385 | 19.1% | -0.28 | 0.1637 | -0.023 | |||
| 1.10 | 1.20 | 2 | 9 | 18.0% | 0.64 | 0.1922 | -0.023 | 52 | 0.4300 | 0.5500 | 578 | 18.2% | -0.36 | 0.1960 | -0.024 | |
| 0.7700 | 0.8700 | 4 | 4,116 | 17.1% | 0.54 | 0.2154 | -0.024 | 52.5 | 0.6300 | 0.7300 | 1,425 | 17.6% | -0.46 | 0.2206 | -0.025 | |
| 0.5300 | 0.6300 | 7 | 138 | 17.0% | 0.44 | 0.2183 | -0.023 | 53 | 0.8800 | 0.9800 | 72 | 17.2% | -0.58 | 0.2248 | -0.024 | |
| 0.3400 | 0.4500 | 53 | 17.0% | 0.33 | 0.1984 | -0.022 | 53.5 | 1.20 | 1.29 | 28 | 17.1% | -0.68 | 0.2053 | -0.022 | ||
| 0.2200 | 0.3100 | 3 | 3,710 | 17.2% | 0.25 | 0.1671 | -0.020 | 54 | 1.47 | 1.86 | 163 | 18.6% | -0.76 | 0.1730 | -0.020 | |
| 0.1400 | 0.2100 | 29 | 17.5% | 0.19 | 0.1356 | -0.018 | 54.5 | 1.96 | 2.27 | 20.4% | -0.82 | 0.1399 | -0.018 | |||
| 0.0800 | 0.2100 | 2 | 91.8K | 19.2% | 0.15 | 0.1087 | -0.016 | 55 | 2.34 | 2.74 | 386 | 20.6% | -0.87 | 0.1131 | -0.016 | |
| 0.0500 | 0.1700 | 12 | 20.3% | 0.12 | 0.0873 | -0.015 | 55.5 | 2.44 | 3.20 | 1 | -0.90 | 0.0931 | -0.014 | |||
| 0.0200 | 0.1800 | 748 | 22.2% | 0.10 | 0.0705 | -0.013 | 56 | 2.35 | 3.70 | 24 | -0.92 | 0.0811 | -0.012 | |||
| 0 | 0.2600 | 25 | 26.2% | 0.08 | 0.0575 | -0.012 | 56.5 | 2.71 | 4.35 | -0.94 | 0.0706 | -0.011 | ||||
| 0 | 0.2200 | 50 | 27.4% | 0.07 | 0.0474 | -0.011 | 57 | 3.20 | 4.75 | 4 | -0.96 | 0.0595 | -0.011 | |||
| 0.0200 | 0.1800 | 11.1K | 29.0% | 0.06 | 0.0394 | -0.010 | 57.5 | 3.70 | 5.25 | -0.97 | 0.0504 | -0.011 | ||||
| 0 | 0.0800 | 2 | 26.0% | 0.05 | 0.0329 | -0.009 | 58 | 4.20 | 5.75 | 1 | -0.98 | 0.0412 | -0.012 | |||
| 0 | 0.1100 | 2,403 | 31.4% | 0.03 | 0.0238 | -0.008 | 59 | 5.20 | 6.75 | -0.99 | 0.0240 | -0.015 | ||||
| 0 | 0.2600 | 1,430 | 41.7% | 0.03 | 0.0176 | -0.006 | 60 | 5.50 | 7.70 | -0.99 | 0.0133 | -0.017 | ||||
| 0 | 0.0900 | 311 | 37.5% | 0.02 | 0.0133 | -0.005 | 61 | 7.20 | 8.70 | -1.00 | 0.0064 | -0.019 | ||||
| 0 | 0.0800 | 89.3K | 41.7% | 0.01 | 0.0091 | -0.004 | 62.5 | 8.10 | 11.35 | -1.00 | 0.0019 | -0.022 | ||||
| 0 | 0.0700 | 181 | 45.6% | 0.01 | 0.0064 | -0.004 | 64 | 9.80 | 12.60 | -1.00 | 0.0004 | -0.023 | ||||
| 0 | 0.0600 | 580 | 47.6% | 0.01 | 0.0052 | -0.003 | 65 | 10.50 | 12.75 | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 0.0400 | 17 | 58.4% | 0.00 | 0.0021 | -0.002 | 70 | 15.50 | 17.95 | -1.00 | 0.0000 | -0.026 | ||||
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。