XLE 期权链 State Street Energy Select Sector SPDR ETF
Cboe delayed options data · 截至 00:39 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 ±9.5% (58.94–71.26) · ATM IV 25.4% · P/C 未平仓量 0.46
| 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 | |
| 28.25 | 32.05 | 1 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.2500 | 46 | 67.3% | -0.00 | 0.0004 | -0.001 | |||
| 27.20 | 30.85 | 1.00 | 0.0001 | 0.000 | 36 | 0 | 0.6500 | 11 | 76.4% | -0.00 | 0.0005 | -0.001 | ||||
| 26.15 | 30.25 | 1.00 | 0.0002 | 0.000 | 37 | 0 | 0.7200 | 14 | 74.9% | -0.00 | 0.0006 | -0.001 | ||||
| 25.15 | 28.55 | 5 | 1.00 | 0.0003 | 0.000 | 38 | 0 | 0.5400 | 3 | 67.9% | -0.00 | 0.0007 | -0.001 | |||
| 24.15 | 28.00 | 35 | 1.00 | 0.0004 | 0.000 | 39 | 0 | 0.3100 | 16 | 58.9% | -0.00 | 0.0009 | -0.001 | |||
| 23.20 | 27.25 | 33 | 42.5% | 1.00 | 0.0006 | 0.000 | 40 | 0 | 0.0900 | 254 | 46.8% | -0.00 | 0.0010 | -0.001 | ||
| 22.25 | 25.90 | 122 | 151 | 1.00 | 0.0008 | 0.000 | 41 | 0 | 0.2200 | 26 | 50.9% | -0.01 | 0.0012 | -0.001 | ||
| 21.20 | 25.25 | 1.00 | 0.0010 | 0.000 | 42 | 0 | 0.0800 | 89 | 41.9% | -0.01 | 0.0015 | -0.001 | ||||
| 20.20 | 23.85 | 1.00 | 0.0014 | 0.000 | 43 | 0 | 0.0800 | 5 | 39.9% | -0.01 | 0.0018 | -0.001 | ||||
| 19.90 | 23.25 | 40 | 87 | 56.7% | 0.99 | 0.0018 | 0.000 | 44 | 0 | 0.1100 | 116 | 39.7% | -0.01 | 0.0021 | -0.002 | |
| 18.90 | 21.45 | 39 | 0.99 | 0.0023 | 0.000 | 45 | 0.0100 | 0.2400 | 5 | 354 | 42.8% | -0.01 | 0.0025 | -0.002 | ||
| 17.90 | 20.50 | 152 | 0.99 | 0.0029 | -0.000 | 46 | 0.0300 | 0.0500 | 2,157 | 34.1% | -0.01 | 0.0031 | -0.002 | |||
| 16.25 | 20.25 | 64 | 31.0% | 0.99 | 0.0037 | -0.001 | 47 | 0 | 0.1200 | 681 | 34.2% | -0.01 | 0.0037 | -0.002 | ||
| 15.20 | 19.15 | 49 | 0.98 | 0.0046 | -0.001 | 48 | 0 | 0.1300 | 631 | 32.7% | -0.02 | 0.0045 | -0.003 | |||
| 14.95 | 17.55 | 40 | 120 | 26.0% | 0.98 | 0.0056 | -0.002 | 49 | 0.0400 | 0.1900 | 1 | 613 | 33.8% | -0.02 | 0.0054 | -0.003 |
| 13.80 | 15.60 | 13 | 190 | 0.97 | 0.0068 | -0.002 | 50 | 0.0200 | 0.3000 | 1 | 1,890 | 33.8% | -0.03 | 0.0066 | -0.004 | |
| 14.10 | 14.65 | 124 | 275 | 30.9% | 0.97 | 0.0081 | -0.003 | 51 | 0 | 0.1400 | 795 | 27.4% | -0.03 | 0.0080 | -0.004 | |
| 10.10 | 10.90 | 7 | 857 | 25.5% | 0.92 | 0.0176 | -0.006 | 55 | 0.2700 | 0.3400 | 38 | 16.5K | 27.3% | -0.08 | 0.0178 | -0.007 |
| 6.20 | 6.50 | 64 | 5,970 | 25.7% | 0.78 | 0.0378 | -0.014 | 60 | 1.02 | 1.20 | 180 | 7,624 | 26.5% | -0.22 | 0.0388 | -0.015 |
| 3.15 | 3.30 | 938 | 34.9K | 25.3% | 0.54 | 0.0513 | -0.019 | 65 | 2.82 | 3.05 | 257 | 4,385 | 25.6% | -0.47 | 0.0535 | -0.020 |
| 1.30 | 1.47 | 780 | 20.6K | 25.4% | 0.31 | 0.0449 | -0.017 | 70 | 6.05 | 6.45 | 58 | 26.8% | -0.72 | 0.0481 | -0.018 | |
| 0.5600 | 0.6600 | 292 | 11.9K | 27.1% | 0.15 | 0.0289 | -0.012 | 75 | 10.15 | 10.65 | 1 | 2 | 26.7% | -0.88 | 0.0301 | -0.012 |
| 0.2400 | 0.3000 | 139 | 1,747 | 28.7% | 0.08 | 0.0163 | -0.008 | 80 | 13.35 | 15.40 | -0.96 | 0.0146 | -0.005 | |||
| 0.0400 | 0.2100 | 1 | 819 | 30.3% | 0.04 | 0.0092 | -0.005 | 85 | 18.10 | 22.05 | 28.6% | -0.98 | 0.0064 | -0.001 | ||
| 0.0200 | 0.0900 | 2 | 1,103 | 31.4% | 0.02 | 0.0054 | -0.003 | 90 | 23.00 | 26.95 | -0.99 | 0.0028 | 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。