XLB 期权链 State Street Materials Select Sector SPDR ETF
Cboe delayed options data · 截至 22:05 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 ±5.3% (48.31–53.71) · ATM IV 22.2% · 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 | |
| 19.05 | 23.35 | 85.4% | 1.00 | 0.0008 | 0.000 | 30 | 0 | 2.13 | 155.2% | -0.00 | 0.0008 | -0.001 | ||||
| 14.05 | 18.35 | 1 | 59.2% | 0.99 | 0.0021 | 0.000 | 35 | 0 | 2.13 | 119.5% | -0.01 | 0.0021 | -0.002 | |||
| 13.00 | 17.30 | 0.99 | 0.0026 | -0.000 | 36 | 0 | 2.13 | 1 | 112.9% | -0.01 | 0.0026 | -0.002 | ||||
| 12.10 | 16.40 | 57.6% | 0.99 | 0.0032 | -0.001 | 37 | 0 | 2.14 | 106.6% | -0.01 | 0.0032 | -0.003 | ||||
| 11.10 | 15.30 | 45.0% | 0.99 | 0.0041 | -0.001 | 38 | 0 | 2.14 | 100.3% | -0.01 | 0.0041 | -0.003 | ||||
| 10.00 | 14.40 | 40.5% | 0.99 | 0.0052 | -0.002 | 39 | 0 | 2.15 | 94.2% | -0.01 | 0.0052 | -0.003 | ||||
| 9.80 | 12.40 | 0.98 | 0.0067 | -0.002 | 40 | 0 | 0.9900 | 3 | 68.6% | -0.02 | 0.0067 | -0.004 | ||||
| 8.35 | 12.35 | 48.0% | 0.98 | 0.0087 | -0.003 | 41 | 0 | 2.17 | 82.2% | -0.02 | 0.0087 | -0.004 | ||||
| 7.40 | 11.35 | 45.0% | 0.97 | 0.0114 | -0.004 | 42 | 0 | 2.18 | 76.3% | -0.03 | 0.0115 | -0.005 | ||||
| 6.40 | 9.95 | 0.96 | 0.0152 | -0.005 | 43 | 0 | 2.20 | 1 | 70.6% | -0.04 | 0.0153 | -0.006 | ||||
| 5.45 | 9.40 | 38.4% | 0.95 | 0.0203 | -0.006 | 44 | 0 | 0.2600 | 2 | 28 | 33.6% | -0.05 | 0.0205 | -0.007 | ||
| 4.50 | 8.40 | 20 | 34.8% | 0.94 | 0.0276 | -0.007 | 45 | 0 | 2.26 | 125 | 59.4% | -0.06 | 0.0278 | -0.008 | ||
| 3.60 | 7.45 | 11 | 32.8% | 0.91 | 0.0377 | -0.009 | 46 | 0.1000 | 0.2500 | 2 | 18 | 27.6% | -0.09 | 0.0381 | -0.010 | |
| 3.90 | 5.90 | 3 | 26.1% | 0.90 | 0.0441 | -0.010 | 46.5 | 0 | 2.33 | 51.1% | -0.10 | 0.0446 | -0.011 | |||
| 2.76 | 6.50 | 134 | 30.9% | 0.88 | 0.0516 | -0.011 | 47 | 0.1400 | 0.4000 | 1,432 | 26.6% | -0.12 | 0.0522 | -0.012 | ||
| 1.92 | 6.05 | 24.4% | 0.86 | 0.0603 | -0.012 | 47.5 | 0 | 2.21 | 43.7% | -0.14 | 0.0610 | -0.013 | ||||
| 1.47 | 5.60 | 228 | 23.3% | 0.83 | 0.0701 | -0.013 | 48 | 0.1500 | 0.3500 | 25 | 112 | 21.4% | -0.17 | 0.0711 | -0.014 | |
| 1.04 | 5.30 | 24.1% | 0.80 | 0.0811 | -0.015 | 48.5 | 0 | 2.53 | 40.5% | -0.20 | 0.0823 | -0.015 | ||||
| 0.6300 | 3.55 | 81 | 0.76 | 0.0928 | -0.016 | 49 | 0.4000 | 0.5000 | 747 | 3,407 | 21.3% | -0.24 | 0.0945 | -0.016 | ||
| 0.3100 | 3.60 | 13.8% | 0.72 | 0.1049 | -0.017 | 49.5 | 0 | 2.74 | 35.6% | -0.29 | 0.1069 | -0.017 | ||||
| 1.06 | 2.00 | 1 | 2,165 | 12.8% | 0.67 | 0.1163 | -0.018 | 50 | 0.2000 | 2.86 | 1 | 1,635 | 34.8% | -0.34 | 0.1189 | -0.018 |
| 0.1000 | 3.85 | 26.5% | 0.61 | 0.1260 | -0.018 | 50.5 | 0.0100 | 2.13 | 78 | 23.2% | -0.40 | 0.1292 | -0.019 | |||
| 0.6500 | 2.00 | 5 | 4,060 | 20.0% | 0.54 | 0.1326 | -0.018 | 51 | 0.7500 | 2.00 | 82 | 261 | 24.4% | -0.47 | 0.1366 | -0.019 |
| 0.0100 | 2.75 | 56 | 25.0% | 0.48 | 0.1350 | -0.018 | 51.5 | 0 | 3.35 | 25.1% | -0.54 | 0.1399 | -0.019 | |||
| 0.3100 | 1.45 | 68 | 696 | 20.2% | 0.41 | 0.1328 | -0.018 | 52 | 0.5000 | 3.15 | 8 | 22.8% | -0.61 | 0.1386 | -0.018 | |
| 0 | 2.57 | 10 | 30.3% | 0.35 | 0.1262 | -0.017 | 52.5 | 0.2400 | 4.10 | 23.2% | -0.67 | 0.1330 | -0.017 | |||
| 0.2300 | 0.7600 | 355 | 476 | 19.1% | 0.29 | 0.1162 | -0.015 | 53 | 0.2800 | 4.45 | 20.3% | -0.73 | 0.1238 | -0.016 | ||
| 0 | 0.9400 | 56 | 21.1% | 0.24 | 0.1043 | -0.014 | 53.5 | 0.5700 | 4.85 | 19.5% | -0.79 | 0.1127 | -0.015 | |||
| 0 | 0.3000 | 25 | 221 | 15.5% | 0.19 | 0.0915 | -0.013 | 54 | 0.9800 | 5.25 | 19.2% | -0.83 | 0.1006 | -0.014 | ||
| 0 | 2.00 | 36.4% | 0.16 | 0.0790 | -0.011 | 54.5 | 2.08 | 5.70 | 28.1% | -0.87 | 0.0887 | -0.012 | ||||
| 0.0800 | 0.1900 | 24 | 2,749 | 18.6% | 0.13 | 0.0674 | -0.010 | 55 | 1.94 | 6.15 | 20.8% | -0.91 | 0.0776 | -0.011 | ||
| 0 | 1.39 | 35.0% | 0.10 | 0.0571 | -0.009 | 55.5 | 2.41 | 6.60 | 20.6% | -0.93 | 0.0657 | -0.010 | ||||
| 0 | 2.26 | 2 | 46.1% | 0.08 | 0.0480 | -0.008 | 56 | 3.40 | 6.75 | 25.5% | -0.96 | 0.0599 | -0.009 | |||
| 0 | 2.23 | 48.1% | 0.07 | 0.0403 | -0.007 | 56.5 | 3.25 | 7.70 | 20.9% | -0.97 | 0.0494 | -0.007 | ||||
| 0 | 2.21 | 50.1% | 0.06 | 0.0337 | -0.006 | 57 | 3.80 | 8.10 | -0.99 | 0.0334 | -0.007 | |||||
| 0 | 2.18 | 54.0% | 0.04 | 0.0237 | -0.004 | 58 | 4.80 | 9.10 | -1.00 | 0.0079 | -0.006 | |||||
| 0 | 2.16 | 57.9% | 0.03 | 0.0167 | -0.003 | 59 | 5.80 | 10.10 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 2.15 | 61.6% | 0.02 | 0.0118 | -0.003 | 60 | 6.80 | 11.10 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 2.14 | 65.2% | 0.01 | 0.0085 | -0.002 | 61 | 7.80 | 12.10 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 2.14 | 68.8% | 0.01 | 0.0061 | -0.002 | 62 | 8.80 | 13.10 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 2.13 | 72.1% | 0.01 | 0.0045 | -0.001 | 63 | 9.80 | 14.10 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 2.13 | 75.4% | 0.01 | 0.0033 | -0.001 | 64 | 10.80 | 15.10 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 2.13 | 10 | 78.6% | 0.00 | 0.0025 | -0.001 | 65 | 11.80 | 16.10 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 2.13 | 81.8% | 0.00 | 0.0018 | -0.001 | 66 | 12.85 | 17.10 | 44.4% | -1.00 | 0.0000 | -0.006 | ||||
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。