XLE 期权链 State Street Energy Select Sector SPDR ETF
Cboe delayed options data · 截至 21:55 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 ±12.2% (56.79–72.59) · ATM IV 25.3% · P/C 未平仓量 2.55
| 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 | |
| 31.20 | 33.45 | 2 | 61.3% | 1.00 | 0.0003 | 0.000 | 32.5 | 0 | 0.2700 | 19.5K | 57.5% | -0.00 | 0.0004 | -0.000 | ||
| 29.05 | 31.15 | 246 | 65.4% | 1.00 | 0.0005 | 0.000 | 35 | 0 | 0.3100 | 65.1K | 53.1% | -0.00 | 0.0007 | -0.001 | ||
| 27.25 | 29.50 | 282 | 51.9% | 1.00 | 0.0007 | 0.000 | 36.5 | 0 | 0.2400 | 80.3K | 47.8% | -0.00 | 0.0009 | -0.001 | ||
| 26.75 | 29.80 | 77 | 64.6% | 1.00 | 0.0008 | 0.000 | 37 | 0 | 0.0400 | 2,075 | 36.9% | -0.00 | 0.0010 | -0.001 | ||
| 26.25 | 29.30 | 98 | 63.1% | 1.00 | 0.0008 | 0.000 | 37.5 | 0 | 0.2600 | 30.3K | 46.4% | -0.01 | 0.0011 | -0.001 | ||
| 25.75 | 28.05 | 207 | 48.9% | 1.00 | 0.0009 | 0.000 | 38 | 0 | 0.1000 | 738 | 39.5% | -0.01 | 0.0012 | -0.001 | ||
| 25.50 | 28.10 | 9 | 60.9% | 1.00 | 0.0010 | 0.000 | 38.5 | 0 | 0.2300 | 1,245 | 43.6% | -0.01 | 0.0013 | -0.001 | ||
| 24.40 | 27.70 | 76 | 52.3% | 0.99 | 0.0011 | 0.000 | 39 | 0 | 0.0600 | 3,309 | 35.4% | -0.01 | 0.0014 | -0.001 | ||
| 23.90 | 27.30 | 45 | 52.6% | 0.99 | 0.0012 | 0.000 | 39.5 | 0 | 0.2500 | 322 | 42.2% | -0.01 | 0.0015 | -0.001 | ||
| 23.60 | 26.20 | 3,771 | 43.5% | 0.99 | 0.0014 | 0.000 | 40 | 0.0100 | 0.2700 | 39.8K | 42.1% | -0.01 | 0.0017 | -0.001 | ||
| 23.30 | 26.35 | 171 | 55.9% | 0.99 | 0.0015 | 0.000 | 40.5 | 0 | 0.2700 | 1,994 | 40.9% | -0.01 | 0.0018 | -0.001 | ||
| 21.70 | 25.70 | 1,245 | 0.99 | 0.0016 | 0.000 | 41 | 0 | 0.4500 | 2,078 | 43.8% | -0.01 | 0.0020 | -0.001 | |||
| 22.30 | 24.80 | 314 | 45.8% | 0.99 | 0.0018 | 0.000 | 41.5 | 0 | 0.2700 | 779 | 39.1% | -0.01 | 0.0022 | -0.001 | ||
| 21.45 | 24.85 | 1,050 | 47.5% | 0.99 | 0.0020 | 0.000 | 42 | 0 | 0.2700 | 8,555 | 38.1% | -0.01 | 0.0024 | -0.001 | ||
| 20.75 | 24.50 | 1,774 | 45.6% | 0.99 | 0.0022 | 0.000 | 42.5 | 0 | 0.2600 | 27.4K | 37.0% | -0.01 | 0.0026 | -0.002 | ||
| 20.85 | 23.30 | 7,684 | 42.9% | 0.99 | 0.0024 | 0.000 | 43 | 0 | 0.4900 | 13.2K | 40.5% | -0.01 | 0.0028 | -0.002 | ||
| 20.00 | 22.80 | 297 | 34.5% | 0.99 | 0.0026 | 0.000 | 43.5 | 0 | 0.1200 | 2,293 | 31.2% | -0.02 | 0.0031 | -0.002 | ||
| 19.70 | 22.55 | 1 | 1,473 | 41.9% | 0.99 | 0.0029 | 0.000 | 44 | 0 | 0.1200 | 2,016 | 30.4% | -0.02 | 0.0034 | -0.002 | |
| 19.05 | 22.40 | 53 | 43.3% | 0.99 | 0.0032 | 0.000 | 44.5 | 0 | 0.3200 | 6,917 | 34.7% | -0.02 | 0.0037 | -0.002 | ||
| 18.45 | 21.10 | 120 | 22.1K | 0.98 | 0.0035 | 0.000 | 45 | 0.0300 | 0.2000 | 72.4K | 32.0% | -0.02 | 0.0040 | -0.002 | ||
| 18.25 | 20.85 | 650 | 36.2% | 0.98 | 0.0039 | 0.000 | 45.5 | 0 | 0.1500 | 4,876 | 29.1% | -0.02 | 0.0044 | -0.002 | ||
| 17.55 | 20.35 | 395 | 31.2% | 0.98 | 0.0043 | 0.000 | 46 | 0 | 0.1600 | 2,473 | 28.5% | -0.02 | 0.0048 | -0.002 | ||
| 17.05 | 19.85 | 235 | 30.0% | 0.98 | 0.0047 | 0.000 | 46.5 | 0.0500 | 0.1600 | 2 | 1,052 | 29.0% | -0.03 | 0.0053 | -0.003 | |
| 17.10 | 18.95 | 1,339 | 31.9% | 0.98 | 0.0052 | 0.000 | 47 | 0.0500 | 0.1900 | 867 | 28.9% | -0.03 | 0.0058 | -0.003 | ||
| 17.15 | 17.85 | 12 | 3,777 | 29.9% | 0.97 | 0.0057 | 0.000 | 47.5 | 0 | 0.2000 | 13.4K | 27.2% | -0.03 | 0.0064 | -0.003 | |
| 16.15 | 18.00 | 5,856 | 31.4% | 0.97 | 0.0063 | 0.000 | 48 | 0.1000 | 0.2200 | 1,364 | 28.7% | -0.04 | 0.0070 | -0.003 | ||
| 15.65 | 17.50 | 609 | 30.3% | 0.97 | 0.0069 | 0.000 | 48.5 | 0.1100 | 0.2400 | 7,395 | 28.4% | -0.04 | 0.0076 | -0.003 | ||
| 14.95 | 15.50 | 48 | 21.4K | 30.8% | 0.95 | 0.0092 | -0.001 | 50 | 0.0800 | 0.3100 | 56.8K | 26.5% | -0.05 | 0.0099 | -0.004 | |
| 12.65 | 13.05 | 22 | 13.4K | 27.9% | 0.92 | 0.0142 | -0.003 | 52.5 | 0.1900 | 0.5000 | 1 | 37.8K | 25.5% | -0.08 | 0.0149 | -0.006 |
| 10.45 | 11.00 | 34 | 43.7K | 27.8% | 0.88 | 0.0206 | -0.005 | 55 | 0.6500 | 0.9400 | 3 | 39.2K | 27.1% | -0.13 | 0.0213 | -0.008 |
| 8.45 | 8.75 | 14 | 5,186 | 26.0% | 0.81 | 0.0275 | -0.008 | 57.5 | 1.11 | 1.42 | 1 | 4,898 | 26.5% | -0.20 | 0.0281 | -0.010 |
| 6.65 | 7.00 | 330 | 28.6K | 26.0% | 0.73 | 0.0339 | -0.011 | 60 | 1.79 | 1.96 | 32 | 6,044 | 25.5% | -0.28 | 0.0344 | -0.012 |
| 5.10 | 5.45 | 5 | 4,274 | 25.8% | 0.63 | 0.0386 | -0.013 | 62.5 | 2.71 | 2.96 | 145 | 1,850 | 25.6% | -0.38 | 0.0390 | -0.014 |
| 3.85 | 3.95 | 569 | 21.3K | 25.3% | 0.53 | 0.0408 | -0.014 | 65 | 3.90 | 4.10 | 182 | 2,852 | 25.3% | -0.48 | 0.0414 | -0.014 |
| 2.81 | 3.00 | 348 | 8,327 | 25.6% | 0.43 | 0.0403 | -0.014 | 67.5 | 5.25 | 5.90 | 17 | 346 | 26.1% | -0.58 | 0.0414 | -0.014 |
| 1.94 | 2.19 | 1,230 | 20.7K | 25.4% | 0.34 | 0.0374 | -0.013 | 70 | 6.90 | 7.45 | 10 | 132 | 25.5% | -0.67 | 0.0396 | -0.013 |
| 0.8400 | 1.19 | 1,056 | 8,578 | 25.6% | 0.21 | 0.0281 | -0.011 | 75 | 10.75 | 11.35 | 24.3% | -0.83 | 0.0319 | -0.010 | ||
| 0.5500 | 0.6100 | 233 | 11.6K | 27.3% | 0.12 | 0.0189 | -0.008 | 80 | 15.30 | 15.95 | 12 | 21.8% | -0.92 | 0.0204 | -0.005 | |
| 0.2900 | 0.3700 | 85 | 3,067 | 28.7% | 0.07 | 0.0123 | -0.005 | 85 | 19.55 | 20.95 | -0.97 | 0.0104 | 0.000 | |||
| 0.1400 | 0.2500 | 39 | 11.0K | 30.0% | 0.04 | 0.0081 | -0.004 | 90 | 23.60 | 26.85 | 4 | 12 | -0.99 | 0.0046 | 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。