XLE 期权链 State Street Energy Select Sector SPDR ETF
Cboe delayed options data · 截至 15:46 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 ±6.3% (63.15–71.61) · ATM IV 26.8% · P/C 未平仓量 0.76
| 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 | |
| 31.70 | 34.15 | 137.2% | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.1000 | 47 | 98.1% | -0.00 | 0.0001 | -0.000 | |||
| 30.70 | 33.10 | 20 | 130.0% | 1.00 | 0.0002 | 0.000 | 36 | 0 | 0.1000 | 11 | 94.3% | -0.00 | 0.0002 | -0.000 | ||
| 29.70 | 31.95 | 119.4% | 1.00 | 0.0002 | 0.000 | 37 | 0 | 0.1100 | 14 | 91.7% | -0.00 | 0.0002 | -0.001 | |||
| 28.80 | 30.95 | 118.1% | 1.00 | 0.0002 | 0.000 | 38 | 0 | 0.0800 | 154 | 84.5% | -0.00 | 0.0002 | -0.001 | |||
| 27.75 | 30.15 | 118.0% | 1.00 | 0.0003 | 0.000 | 39 | 0 | 0.0900 | 16 | 82.2% | -0.00 | 0.0003 | -0.001 | |||
| 26.80 | 29.15 | 9 | 114.6% | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.0600 | 253 | 74.9% | -0.00 | 0.0003 | -0.001 | ||
| 25.80 | 27.95 | 2 | 103.8% | 1.00 | 0.0004 | 0.000 | 41 | 0 | 0.1100 | 26 | 77.5% | -0.00 | 0.0004 | -0.001 | ||
| 24.90 | 27.10 | 106.5% | 1.00 | 0.0005 | 0.000 | 42 | 0 | 0.0800 | 89 | 71.0% | -0.00 | 0.0005 | -0.001 | |||
| 23.85 | 25.95 | 96.4% | 1.00 | 0.0006 | 0.000 | 43 | 0 | 0.0700 | 20 | 66.7% | -0.00 | 0.0006 | -0.001 | |||
| 22.85 | 25.15 | 14 | 97.3% | 1.00 | 0.0007 | 0.000 | 44 | 0 | 0.1200 | 116 | 68.4% | -0.00 | 0.0007 | -0.001 | ||
| 21.75 | 24.00 | 14 | 86.3% | 1.00 | 0.0008 | 0.000 | 45 | 0 | 0.0900 | 349 | 62.7% | -0.00 | 0.0008 | -0.001 | ||
| 20.60 | 23.15 | 120 | 82.2% | 1.00 | 0.0010 | 0.000 | 46 | 0 | 0.0400 | 2,154 | 53.9% | -0.00 | 0.0010 | -0.001 | ||
| 19.85 | 22.35 | 67 | 88.7% | 1.00 | 0.0012 | 0.000 | 47 | 0 | 0.0900 | 679 | 56.7% | -0.00 | 0.0012 | -0.002 | ||
| 18.90 | 21.20 | 62 | 82.3% | 1.00 | 0.0014 | 0.000 | 48 | 0 | 0.1400 | 631 | 57.3% | -0.00 | 0.0014 | -0.002 | ||
| 18.20 | 19.05 | 26 | 102 | 50.2% | 0.99 | 0.0018 | 0.000 | 49 | 0 | 0.1200 | 614 | 53.0% | -0.01 | 0.0018 | -0.002 | |
| 16.90 | 18.05 | 144 | 212 | 0.99 | 0.0022 | -0.000 | 50 | 0 | 0.0500 | 210 | 12.9K | 44.5% | -0.01 | 0.0022 | -0.002 | |
| 15.90 | 17.05 | 2 | 304 | 0.99 | 0.0027 | -0.001 | 51 | 0 | 0.1300 | 828 | 47.8% | -0.01 | 0.0027 | -0.003 | ||
| 14.80 | 16.55 | 13 | 46.3% | 0.99 | 0.0034 | -0.001 | 52 | 0 | 0.1400 | 123 | 45.5% | -0.01 | 0.0034 | -0.003 | ||
| 13.85 | 15.95 | 5 | 56.4% | 0.99 | 0.0042 | -0.002 | 53 | 0 | 0.0800 | 469 | 39.2% | -0.01 | 0.0043 | -0.004 | ||
| 12.95 | 15.20 | 14 | 59.2% | 0.98 | 0.0054 | -0.003 | 54 | 0 | 0.1100 | 2,398 | 38.3% | -0.02 | 0.0054 | -0.004 | ||
| 11.90 | 13.85 | 1,033 | 48.1% | 0.98 | 0.0069 | -0.004 | 55 | 0.0300 | 0.0900 | 15.6K | 36.1% | -0.02 | 0.0069 | -0.005 | ||
| 11.20 | 11.90 | 37 | 0.97 | 0.0088 | -0.005 | 56 | 0.0300 | 0.1600 | 1,323 | 36.2% | -0.03 | 0.0089 | -0.006 | |||
| 10.25 | 10.80 | 2 | 19 | 0.97 | 0.0114 | -0.006 | 57 | 0.0400 | 0.1200 | 7 | 22.3K | 32.3% | -0.03 | 0.0115 | -0.007 | |
| 9.20 | 9.90 | 745 | 0.96 | 0.0148 | -0.008 | 58 | 0.0700 | 0.1600 | 12 | 910 | 31.6% | -0.04 | 0.0150 | -0.009 | ||
| 8.45 | 9.00 | 26 | 49 | 27.9% | 0.94 | 0.0192 | -0.010 | 59 | 0.1400 | 0.1600 | 3 | 27.4K | 30.4% | -0.06 | 0.0194 | -0.011 |
| 7.35 | 7.95 | 151 | 6,578 | 19.1% | 0.92 | 0.0248 | -0.013 | 60 | 0.2100 | 0.2200 | 62 | 18.7K | 29.9% | -0.08 | 0.0250 | -0.014 |
| 6.50 | 7.10 | 3 | 171 | 25.0% | 0.90 | 0.0315 | -0.016 | 61 | 0.2800 | 0.3200 | 11 | 2,024 | 29.2% | -0.11 | 0.0318 | -0.017 |
| 5.95 | 7.10 | 29.8% | 0.88 | 0.0353 | -0.017 | 61.5 | 0.3400 | 0.3700 | 4 | 669 | 28.9% | -0.12 | 0.0357 | -0.018 | ||
| 5.85 | 6.15 | 5 | 909 | 27.4% | 0.86 | 0.0393 | -0.019 | 62 | 0.4000 | 0.4400 | 75 | 8,667 | 28.7% | -0.14 | 0.0397 | -0.020 |
| 5.10 | 6.10 | 27.8% | 0.84 | 0.0434 | -0.021 | 62.5 | 0.4700 | 0.5200 | 66 | 21 | 28.5% | -0.16 | 0.0439 | -0.022 | ||
| 5.05 | 5.30 | 1,321 | 27.4% | 0.82 | 0.0476 | -0.023 | 63 | 0.5600 | 0.6000 | 78 | 4,262 | 28.2% | -0.18 | 0.0482 | -0.024 | |
| 4.45 | 5.60 | 31.6% | 0.79 | 0.0519 | -0.025 | 63.5 | 0.6500 | 0.7000 | 51 | 15 | 28.0% | -0.21 | 0.0525 | -0.025 | ||
| 4.20 | 4.50 | 5 | 1,908 | 26.5% | 0.77 | 0.0560 | -0.026 | 64 | 0.7600 | 0.8100 | 204 | 5,251 | 27.7% | -0.24 | 0.0568 | -0.027 |
| 3.80 | 5.10 | 33.5% | 0.74 | 0.0600 | -0.028 | 64.5 | 0.8900 | 0.9400 | 2,197 | 64 | 27.6% | -0.27 | 0.0609 | -0.029 | ||
| 3.55 | 3.75 | 128 | 29.9K | 26.7% | 0.71 | 0.0637 | -0.029 | 65 | 1.04 | 1.08 | 518 | 6,361 | 27.5% | -0.30 | 0.0647 | -0.030 |
| 3.10 | 4.10 | 30.6% | 0.67 | 0.0671 | -0.031 | 65.5 | 1.19 | 1.26 | 150 | 32 | 27.4% | -0.33 | 0.0682 | -0.032 | ||
| 2.94 | 3.10 | 19 | 8,589 | 26.9% | 0.64 | 0.0700 | -0.032 | 66 | 1.37 | 1.45 | 686 | 2,984 | 27.3% | -0.37 | 0.0712 | -0.033 |
| 2.44 | 3.50 | 13 | 6 | 30.1% | 0.60 | 0.0723 | -0.033 | 66.5 | 1.57 | 1.65 | 69 | 74 | 27.2% | -0.40 | 0.0737 | -0.033 |
| 2.37 | 2.51 | 131 | 9,706 | 26.8% | 0.57 | 0.0740 | -0.033 | 67 | 1.79 | 1.88 | 217 | 1,568 | 27.2% | -0.44 | 0.0755 | -0.034 |
| 2.11 | 2.21 | 10 | 116 | 26.5% | 0.53 | 0.0750 | -0.034 | 67.5 | 2.03 | 2.12 | 20 | 24 | 27.1% | -0.48 | 0.0767 | -0.034 |
| 1.89 | 1.97 | 233 | 14.4K | 26.6% | 0.49 | 0.0753 | -0.034 | 68 | 2.26 | 2.41 | 22 | 1,068 | 27.1% | -0.52 | 0.0772 | -0.034 |
| 1.67 | 1.75 | 28 | 10 | 26.5% | 0.45 | 0.0750 | -0.033 | 68.5 | 2.53 | 2.90 | 3 | 152 | 28.3% | -0.56 | 0.0770 | -0.034 |
| 1.46 | 1.52 | 136 | 5,106 | 26.3% | 0.42 | 0.0739 | -0.033 | 69 | 2.83 | 3.30 | 230 | 29.0% | -0.59 | 0.0761 | -0.034 | |
| 1.28 | 1.35 | 7,677 | 25 | 26.4% | 0.38 | 0.0722 | -0.032 | 69.5 | 3.15 | 3.65 | 29.2% | -0.63 | 0.0747 | -0.033 | ||
| 1.12 | 1.17 | 464 | 67.9K | 26.3% | 0.35 | 0.0700 | -0.031 | 70 | 3.45 | 3.85 | 80 | 28.1% | -0.67 | 0.0726 | -0.032 | |
| 0.9700 | 1.03 | 7,568 | 208 | 26.4% | 0.31 | 0.0672 | -0.030 | 70.5 | 3.85 | 4.30 | 13 | 29.2% | -0.70 | 0.0701 | -0.031 | |
| 0.8300 | 0.9000 | 166 | 3,855 | 26.4% | 0.28 | 0.0641 | -0.028 | 71 | 4.20 | 4.45 | 5 | 203 | 27.5% | -0.73 | 0.0671 | -0.029 |
| 0.6200 | 0.6800 | 114 | 1,903 | 26.6% | 0.23 | 0.0569 | -0.025 | 72 | 5.00 | 5.35 | 28.8% | -0.79 | 0.0602 | -0.026 | ||
| 0.5400 | 0.7300 | 42 | 68 | 28.0% | 0.20 | 0.0530 | -0.024 | 72.5 | 4.55 | 6.15 | 24.2% | -0.82 | 0.0565 | -0.025 | ||
| 0.4700 | 0.4900 | 22 | 929 | 26.7% | 0.18 | 0.0491 | -0.022 | 73 | 5.70 | 6.50 | 4 | 8 | 30.8% | -0.84 | 0.0528 | -0.023 |
| 0.3400 | 0.3600 | 204 | 1,743 | 26.8% | 0.14 | 0.0413 | -0.019 | 74 | 6.70 | 7.15 | 30.4% | -0.89 | 0.0454 | -0.020 | ||
| 0.2400 | 0.2700 | 54 | 22.0K | 27.1% | 0.11 | 0.0341 | -0.016 | 75 | 7.35 | 8.05 | 7 | 26.9% | -0.92 | 0.0382 | -0.017 | |
| 0.1800 | 0.2000 | 78 | 861 | 27.5% | 0.08 | 0.0278 | -0.013 | 76 | 7.80 | 9.15 | -0.95 | 0.0331 | -0.014 | |||
| 0.1200 | 0.3200 | 3 | 295 | 30.8% | 0.07 | 0.0227 | -0.011 | 77 | 8.65 | 11.00 | 36.0% | -0.97 | 0.0266 | -0.012 | ||
| 0.0200 | 0.2000 | 1 | 296 | 28.6% | 0.05 | 0.0186 | -0.009 | 78 | 9.45 | 11.75 | -0.98 | 0.0205 | -0.011 | |||
| 0.0200 | 0.2600 | 5 | 32.1% | 0.04 | 0.0154 | -0.008 | 79 | 10.30 | 12.65 | -0.99 | 0.0134 | -0.009 | ||||
| 0.0300 | 0.0800 | 2 | 2,136 | 28.9% | 0.04 | 0.0129 | -0.007 | 80 | 11.45 | 13.70 | -0.99 | 0.0085 | -0.009 | |||
| 0 | 0.2100 | 5 | 34.2% | 0.03 | 0.0110 | -0.007 | 81 | 12.00 | 14.85 | -1.00 | 0.0054 | -0.008 | ||||
| 0 | 0.1600 | 802 | 39.6% | 0.02 | 0.0065 | -0.005 | 85 | 16.00 | 19.25 | 42.4% | -1.00 | 0.0006 | -0.008 | |||
| 0 | 0.0200 | 2,932 | 36.8% | 0.01 | 0.0039 | -0.004 | 90 | 21.00 | 24.30 | 54.2% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0300 | 473 | 44.7% | 0.01 | 0.0026 | -0.003 | 95 | 26.00 | 29.55 | 70.9% | -1.00 | 0.0000 | -0.008 | |||
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。