XLE 期权链 State Street Energy Select Sector SPDR ETF
Cboe delayed options data · 截至 21:47 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 ±7.0% (63.17–72.69) · ATM IV 29.5% · P/C 未平仓量 0.70
| 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 | |
| 30.60 | 35.55 | 96.4% | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.0500 | 47 | 90.0% | -0.00 | 0.0001 | -0.000 | |||
| 29.70 | 34.65 | 20 | 108.9% | 1.00 | 0.0001 | 0.000 | 36 | 0 | 2.13 | 11 | 165.2% | -0.00 | 0.0001 | -0.000 | ||
| 28.95 | 33.90 | 125.7% | 1.00 | 0.0001 | 0.000 | 37 | 0 | 2.48 | 14 | 166.1% | -0.00 | 0.0001 | -0.000 | |||
| 27.85 | 32.80 | 113.7% | 1.00 | 0.0001 | 0.000 | 38 | 0 | 0.3200 | 154 | 102.9% | -0.00 | 0.0001 | -0.000 | |||
| 26.65 | 31.60 | 88.3% | 1.00 | 0.0002 | 0.000 | 39 | 0 | 1.02 | 16 | 123.5% | -0.00 | 0.0002 | -0.000 | |||
| 25.65 | 30.60 | 9 | 84.0% | 1.00 | 0.0002 | 0.000 | 40 | 0 | 0.2000 | 1 | 254 | 88.0% | -0.00 | 0.0002 | -0.000 | |
| 24.70 | 29.65 | 2 | 86.6% | 1.00 | 0.0002 | 0.000 | 41 | 0 | 0.4900 | 26 | 98.2% | -0.00 | 0.0002 | -0.000 | ||
| 23.65 | 28.60 | 75.7% | 1.00 | 0.0003 | 0.000 | 42 | 0 | 0.0600 | 89 | 68.6% | -0.00 | 0.0003 | -0.001 | |||
| 22.60 | 27.55 | 57.9% | 1.00 | 0.0004 | 0.000 | 43 | 0 | 5.00 | 1 | 20 | 166.2% | -0.00 | 0.0004 | -0.001 | ||
| 21.65 | 26.60 | 14 | 67.8% | 1.00 | 0.0004 | 0.000 | 44 | 0 | 1.30 | 116 | 106.8% | -0.00 | 0.0004 | -0.001 | ||
| 20.55 | 25.55 | 14 | 1.00 | 0.0006 | 0.000 | 45 | 0 | 0.3300 | 349 | 76.7% | -0.00 | 0.0006 | -0.001 | |||
| 19.60 | 24.55 | 120 | 1.00 | 0.0007 | 0.000 | 46 | 0 | 0.0600 | 2,154 | 56.8% | -0.00 | 0.0007 | -0.001 | |||
| 18.65 | 23.60 | 67 | 56.5% | 1.00 | 0.0009 | 0.000 | 47 | 0 | 1.35 | 679 | 94.6% | -0.00 | 0.0009 | -0.001 | ||
| 17.65 | 22.60 | 62 | 52.9% | 1.00 | 0.0011 | 0.000 | 48 | 0 | 1.17 | 631 | 87.1% | -0.00 | 0.0011 | -0.001 | ||
| 16.85 | 21.80 | 51 | 108 | 67.5% | 1.00 | 0.0014 | 0.000 | 49 | 0 | 1.10 | 614 | 81.7% | -0.00 | 0.0014 | -0.002 | |
| 15.65 | 20.60 | 212 | 45.8% | 0.99 | 0.0017 | 0.000 | 50 | 0 | 0.5800 | 12.9K | 66.9% | -0.01 | 0.0017 | -0.002 | ||
| 14.65 | 19.60 | 304 | 42.3% | 0.99 | 0.0022 | 0.000 | 51 | 0 | 0.5100 | 10 | 828 | 61.7% | -0.01 | 0.0022 | -0.002 | |
| 13.75 | 18.70 | 13 | 50.4% | 0.99 | 0.0028 | -0.001 | 52 | 0 | 0.3400 | 1 | 123 | 53.7% | -0.01 | 0.0028 | -0.003 | |
| 12.65 | 17.60 | 5 | 35.4% | 0.99 | 0.0036 | -0.001 | 53 | 0 | 0.1000 | 3 | 472 | 41.0% | -0.01 | 0.0036 | -0.003 | |
| 11.65 | 16.60 | 14 | 31.9% | 0.99 | 0.0046 | -0.002 | 54 | 0 | 0.5200 | 2 | 2,398 | 51.8% | -0.01 | 0.0046 | -0.004 | |
| 10.50 | 15.50 | 2 | 1,034 | 0.98 | 0.0060 | -0.003 | 55 | 0 | 0.1100 | 25 | 15.6K | 37.2% | -0.02 | 0.0060 | -0.004 | |
| 9.75 | 14.70 | 37 | 37.5% | 0.98 | 0.0078 | -0.004 | 56 | 0.0300 | 0.1500 | 2 | 1,325 | 36.5% | -0.02 | 0.0078 | -0.005 | |
| 8.65 | 13.60 | 19 | 0.97 | 0.0102 | -0.005 | 57 | 0 | 0.7000 | 90 | 22.4K | 45.7% | -0.03 | 0.0102 | -0.007 | ||
| 7.75 | 12.70 | 9 | 738 | 31.3% | 0.96 | 0.0132 | -0.007 | 58 | 0 | 0.8200 | 96 | 878 | 44.4% | -0.04 | 0.0134 | -0.008 |
| 6.80 | 11.75 | 50 | 43 | 30.9% | 0.95 | 0.0172 | -0.009 | 59 | 0.1200 | 0.6000 | 157 | 27.3K | 37.0% | -0.05 | 0.0173 | -0.010 |
| 6.55 | 11.45 | 43 | 6,596 | 47.5% | 0.93 | 0.0222 | -0.011 | 60 | 0.1800 | 0.2000 | 388 | 18.6K | 29.9% | -0.07 | 0.0224 | -0.013 |
| 3.90 | 8.55 | 11 | 166 | 0.91 | 0.0282 | -0.014 | 61 | 0.1700 | 0.3500 | 198 | 1,923 | 30.4% | -0.09 | 0.0285 | -0.015 | |
| 4.50 | 9.50 | 30.2% | 0.89 | 0.0316 | -0.016 | 61.5 | 0 | 0.5300 | 703 | 27.7% | -0.11 | 0.0320 | -0.017 | |||
| 3.50 | 6.70 | 2 | 911 | 0.88 | 0.0353 | -0.017 | 62 | 0.2800 | 0.4600 | 1,081 | 8,007 | 28.7% | -0.12 | 0.0357 | -0.018 | |
| 3.60 | 8.55 | 28.4% | 0.86 | 0.0392 | -0.019 | 62.5 | 0 | 3.90 | 23 | 52.8% | -0.14 | 0.0397 | -0.020 | |||
| 2.70 | 6.95 | 10 | 1,323 | 0.84 | 0.0433 | -0.021 | 63 | 0.4400 | 0.7400 | 1,548 | 3,751 | 27.7% | -0.16 | 0.0438 | -0.021 | |
| 2.70 | 7.65 | 26.7% | 0.82 | 0.0475 | -0.022 | 63.5 | 0.3800 | 4.05 | 15 | 51.8% | -0.18 | 0.0481 | -0.023 | |||
| 2.05 | 6.80 | 9 | 1,911 | 19.6% | 0.79 | 0.0517 | -0.024 | 64 | 0.5200 | 0.8000 | 582 | 5,071 | 27.4% | -0.21 | 0.0524 | -0.025 |
| 2.10 | 7.05 | 29.4% | 0.77 | 0.0560 | -0.026 | 64.5 | 0 | 0.8500 | 82 | 21.0% | -0.24 | 0.0567 | -0.026 | |||
| 0.5600 | 4.60 | 114 | 30.0K | 0.74 | 0.0600 | -0.027 | 65 | 0.8500 | 0.9500 | 1,422 | 6,100 | 26.9% | -0.27 | 0.0609 | -0.028 | |
| 1.00 | 5.95 | 23.5% | 0.71 | 0.0639 | -0.029 | 65.5 | 0 | 5.00 | 43 | 45.9% | -0.30 | 0.0649 | -0.029 | |||
| 1.80 | 3.80 | 234 | 8,532 | 18.3% | 0.67 | 0.0673 | -0.030 | 66 | 0.9000 | 1.50 | 725 | 2,638 | 26.5% | -0.33 | 0.0685 | -0.030 |
| 0 | 3.25 | 9 | 0.64 | 0.0704 | -0.031 | 66.5 | 0 | 5.00 | 82 | 40.4% | -0.37 | 0.0716 | -0.032 | |||
| 2.42 | 2.89 | 36 | 9,714 | 25.4% | 0.60 | 0.0728 | -0.032 | 67 | 1.40 | 5.00 | 304 | 1,356 | 47.0% | -0.40 | 0.0742 | -0.032 |
| 0.2400 | 4.40 | 118 | 25.9% | 0.57 | 0.0745 | -0.032 | 67.5 | 0.0500 | 4.60 | 48 | 32.9% | -0.44 | 0.0761 | -0.033 | ||
| 1.94 | 2.33 | 503 | 14.2K | 25.5% | 0.53 | 0.0756 | -0.033 | 68 | 1.80 | 3.45 | 677 | 608 | 33.5% | -0.48 | 0.0773 | -0.033 |
| 0.0100 | 4.30 | 21 | 31.1% | 0.49 | 0.0759 | -0.033 | 68.5 | 0.0100 | 4.60 | 153 | 26.8% | -0.52 | 0.0778 | -0.033 | ||
| 1.00 | 2.80 | 391 | 4,983 | 29.6% | 0.45 | 0.0754 | -0.032 | 69 | 0.1500 | 5.10 | 230 | 26.7% | -0.56 | 0.0775 | -0.033 | |
| 0 | 3.85 | 38 | 31.2% | 0.42 | 0.0743 | -0.032 | 69.5 | 1.20 | 6.15 | 36.2% | -0.59 | 0.0766 | -0.033 | |||
| 1.08 | 1.39 | 269 | 78.9K | 24.8% | 0.38 | 0.0725 | -0.031 | 70 | 0.3600 | 4.65 | 80 | 14.9% | -0.63 | 0.0750 | -0.032 | |
| 0 | 3.45 | 256 | 33.5% | 0.35 | 0.0702 | -0.030 | 70.5 | 0.4500 | 5.40 | 17.1% | -0.66 | 0.0728 | -0.031 | |||
| 0.5800 | 1.69 | 1,003 | 2,948 | 25.5% | 0.31 | 0.0673 | -0.029 | 71 | 1.55 | 6.50 | 7 | 210 | 28.1% | -0.70 | 0.0702 | -0.030 |
| 0.3900 | 1.00 | 622 | 1,384 | 25.0% | 0.25 | 0.0606 | -0.026 | 72 | 2.25 | 7.20 | 27.4% | -0.76 | 0.0638 | -0.027 | ||
| 0 | 2.90 | 83 | 38.0% | 0.23 | 0.0569 | -0.025 | 72.5 | 2.65 | 7.60 | 27.5% | -0.79 | 0.0602 | -0.026 | |||
| 0.5200 | 0.7100 | 59 | 935 | 27.1% | 0.20 | 0.0530 | -0.023 | 73 | 3.00 | 7.95 | 8 | 26.5% | -0.82 | 0.0565 | -0.024 | |
| 0.2100 | 0.4800 | 212 | 1,591 | 26.3% | 0.16 | 0.0452 | -0.020 | 74 | 3.85 | 8.80 | 26.3% | -0.86 | 0.0491 | -0.021 | ||
| 0.1100 | 0.6600 | 267 | 22.1K | 28.4% | 0.12 | 0.0378 | -0.017 | 75 | 4.85 | 9.80 | 7 | 29.1% | -0.90 | 0.0420 | -0.018 | |
| 0.0100 | 0.3200 | 8 | 857 | 24.9% | 0.10 | 0.0311 | -0.014 | 76 | 5.80 | 10.75 | 30.4% | -0.93 | 0.0354 | -0.015 | ||
| 0.0200 | 0.2000 | 26 | 296 | 24.9% | 0.08 | 0.0254 | -0.012 | 77 | 6.60 | 11.55 | -0.96 | 0.0304 | -0.013 | |||
| 0 | 2.29 | 8 | 291 | 51.5% | 0.06 | 0.0207 | -0.010 | 78 | 7.75 | 12.70 | 33.7% | -0.97 | 0.0257 | -0.011 | ||
| 0 | 2.25 | 1 | 6 | 54.0% | 0.05 | 0.0170 | -0.009 | 79 | 8.70 | 13.65 | 33.8% | -0.99 | 0.0174 | -0.009 | ||
| 0 | 1.74 | 24 | 2,115 | 49.3% | 0.04 | 0.0140 | -0.008 | 80 | 9.60 | 14.55 | -0.99 | 0.0116 | -0.008 | |||
| 0 | 1.82 | 5 | 55.3% | 0.03 | 0.0118 | -0.007 | 81 | 10.60 | 15.55 | -1.00 | 0.0059 | -0.008 | ||||
| 0 | 0.4800 | 47 | 761 | 46.5% | 0.02 | 0.0065 | -0.005 | 85 | 14.65 | 19.60 | 42.4% | -1.00 | 0.0000 | -0.008 | ||
| 0 | 0.0300 | 1 | 2,933 | 37.0% | 0.01 | 0.0037 | -0.004 | 90 | 19.65 | 24.60 | 51.0% | -1.00 | 0.0000 | -0.008 | ||
| 0 | 0.0300 | 473 | 43.3% | 0.01 | 0.0023 | -0.003 | 95 | 24.65 | 29.60 | 59.0% | -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。