XLF 期权链 State Street Financial 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 ±1.1% (57.94–59.18) · ATM IV 11.1% · P/C 未平仓量 1.23
| 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 | |
| 16.10 | 18.90 | 1 | 1.00 | 0.0006 | 0.000 | 41 | 0 | 0.0800 | 139.8% | -0.00 | 0.0006 | -0.002 | ||||
| 15.30 | 17.85 | 2 | 3 | 1.00 | 0.0007 | 0.000 | 42 | 0 | 0.0800 | 131.4% | -0.00 | 0.0007 | -0.002 | |||
| 13.45 | 17.15 | 5 | 2 | 1.00 | 0.0009 | 0.000 | 43 | 0 | 0.2800 | 150.8% | -0.00 | 0.0009 | -0.002 | |||
| 13.55 | 15.50 | 4 | 3 | 1.00 | 0.0011 | 0.000 | 44 | 0 | 0.2800 | 141.3% | -0.00 | 0.0011 | -0.003 | |||
| 11.90 | 15.20 | 1 | 2 | 1.00 | 0.0013 | 0.000 | 45 | 0 | 0.2200 | 126.2% | -0.00 | 0.0013 | -0.003 | |||
| 11.10 | 13.85 | 1 | 1.00 | 0.0016 | 0.000 | 46 | 0 | 0.0800 | 99.3% | -0.00 | 0.0016 | -0.003 | ||||
| 9.45 | 13.55 | 1.00 | 0.0020 | 0.000 | 47 | 0 | 2.13 | 195.6% | -0.00 | 0.0020 | -0.003 | |||||
| 8.45 | 12.60 | 1.00 | 0.0025 | 0.000 | 48 | 0 | 2.13 | 182.7% | -0.00 | 0.0025 | -0.003 | |||||
| 8.30 | 11.45 | 1 | 109.1% | 1.00 | 0.0031 | 0.000 | 49 | 0 | 0.8800 | 127.0% | -0.00 | 0.0031 | -0.004 | |||
| 7.00 | 10.60 | 91.1% | 0.99 | 0.0041 | 0.000 | 50 | 0 | 1.08 | 123.9% | -0.01 | 0.0041 | -0.004 | ||||
| 6.60 | 10.10 | 92.0% | 0.99 | 0.0047 | -0.000 | 50.5 | 0 | 0.8800 | 111.0% | -0.01 | 0.0047 | -0.004 | ||||
| 5.45 | 9.60 | 0.99 | 0.0054 | -0.001 | 51 | 0 | 1.15 | 115.2% | -0.01 | 0.0054 | -0.004 | |||||
| 5.00 | 9.10 | 0.99 | 0.0063 | -0.001 | 51.5 | 0 | 2.13 | 138.2% | -0.01 | 0.0063 | -0.005 | |||||
| 5.20 | 8.60 | 82.2% | 0.99 | 0.0074 | -0.002 | 52 | 0 | 1.15 | 104.0% | -0.01 | 0.0074 | -0.005 | ||||
| 4.00 | 8.10 | 0.99 | 0.0087 | -0.002 | 52.5 | 0 | 0.9300 | 91.4% | -0.01 | 0.0087 | -0.005 | |||||
| 3.95 | 7.60 | 61.4% | 0.99 | 0.0105 | -0.003 | 53 | 0 | 2.13 | 1 | 119.1% | -0.01 | 0.0105 | -0.005 | |||
| 3.30 | 7.10 | 48.3% | 0.99 | 0.0127 | -0.003 | 53.5 | 0 | 0.9500 | 81.2% | -0.01 | 0.0127 | -0.006 | ||||
| 4.25 | 6.55 | 91.7% | 0.99 | 0.0156 | -0.004 | 54 | 0 | 2.14 | 106.4% | -0.01 | 0.0156 | -0.006 | ||||
| 1.95 | 6.10 | 0.98 | 0.0196 | -0.004 | 54.5 | 0 | 1.15 | 75.6% | -0.02 | 0.0196 | -0.006 | |||||
| 1.46 | 5.60 | 0.98 | 0.0251 | -0.005 | 55 | 0 | 0.4200 | 52 | 48.5% | -0.02 | 0.0251 | -0.007 | ||||
| 1.99 | 4.70 | 43.9% | 0.98 | 0.0331 | -0.006 | 55.5 | 0 | 2.13 | 1,058 | 86.3% | -0.02 | 0.0331 | -0.007 | |||
| 2.05 | 4.45 | 59.8% | 0.97 | 0.0454 | -0.006 | 56 | 0 | 0.9500 | 3 | 9 | 53.0% | -0.03 | 0.0455 | -0.008 | ||
| 1.20 | 3.55 | 1 | 35.4% | 0.96 | 0.0662 | -0.007 | 56.5 | 0 | 0.2300 | 93 | 356 | 27.5% | -0.04 | 0.0663 | -0.009 | |
| 1.33 | 2.69 | 6 | 36.5% | 0.94 | 0.1066 | -0.010 | 57 | 0 | 0.0500 | 121 | 48 | 15.3% | -0.06 | 0.1069 | -0.010 | |
| 0 | 3.15 | 105 | 92 | 33.1% | 0.90 | 0.1963 | -0.015 | 57.5 | 0 | 0.0600 | 17 | 129 | 11.9% | -0.10 | 0.1970 | -0.015 |
| 0.4400 | 0.7800 | 173 | 112 | 0.78 | 0.3587 | -0.024 | 58 | 0.0400 | 0.1800 | 256 | 36 | 12.3% | -0.22 | 0.3604 | -0.024 | |
| 0.1000 | 0.6300 | 250 | 840 | 10.7% | 0.57 | 0.5193 | -0.031 | 58.5 | 0.0100 | 0.5000 | 2 | 57 | 11.6% | -0.43 | 0.5221 | -0.031 |
| 0.0100 | 0.2000 | 127 | 332 | 8.9% | 0.32 | 0.4758 | -0.027 | 59 | 0.4300 | 0.8200 | 16 | 2 | 15.1% | -0.69 | 0.4775 | -0.027 |
| 0 | 0.0900 | 24 | 10.8% | 0.14 | 0.2812 | -0.017 | 59.5 | 0 | 2.28 | 16 | 1 | 22.1% | -0.87 | 0.3348 | -0.017 | |
| 0 | 0.0900 | 26 | 1 | 14.9% | 0.07 | 0.1434 | -0.010 | 60 | 1.20 | 2.49 | 36.7% | -0.96 | 0.1817 | -0.016 | ||
| 0 | 0.2300 | 16 | 24.2% | 0.04 | 0.0859 | -0.009 | 60.5 | 1.84 | 2.09 | 22.9% | -0.98 | 0.0907 | -0.017 | |||
| 0 | 0.9500 | 2 | 47.9% | 0.03 | 0.0584 | -0.008 | 61 | 2.17 | 2.55 | -0.99 | 0.0551 | -0.018 | ||||
| 0 | 2.13 | 78.7% | 0.03 | 0.0425 | -0.007 | 61.5 | 1.85 | 4.10 | 31.8% | -0.99 | 0.0359 | -0.019 | ||||
| 0 | 1.52 | 71.4% | 0.02 | 0.0323 | -0.007 | 62 | 1.75 | 5.60 | 49.2% | -0.99 | 0.0247 | -0.019 | ||||
| 0 | 2.13 | 90.0% | 0.02 | 0.0255 | -0.006 | 62.5 | 2.05 | 6.10 | 47.3% | -1.00 | 0.0176 | -0.020 | ||||
| 0 | 0.9300 | 67.0% | 0.02 | 0.0206 | -0.006 | 63 | 2.53 | 6.60 | 50.6% | -1.00 | 0.0128 | -0.020 | ||||
| 0 | 2.13 | 100.5% | 0.01 | 0.0170 | -0.006 | 63.5 | 3.35 | 7.10 | 65.3% | -1.00 | 0.0096 | -0.020 | ||||
| 0 | 2.13 | 105.5% | 0.01 | 0.0142 | -0.006 | 64 | 3.55 | 7.60 | 59.1% | -1.00 | 0.0073 | -0.020 | ||||
| 0 | 1.15 | 86.3% | 0.01 | 0.0121 | -0.005 | 64.5 | 4.00 | 8.10 | 60.8% | -1.00 | 0.0058 | -0.021 | ||||
| 0 | 2.13 | 115.2% | 0.01 | 0.0104 | -0.005 | 65 | 4.55 | 8.60 | 66.5% | -1.00 | 0.0047 | -0.021 | ||||
| 0 | 2.13 | 124.4% | 0.01 | 0.0080 | -0.005 | 66 | 6.00 | 9.60 | 90.3% | -1.00 | 0.0032 | -0.021 | ||||
| 0 | 0.9500 | 100.6% | 0.01 | 0.0063 | -0.005 | 67 | 6.50 | 10.60 | 78.1% | -1.00 | 0.0022 | -0.021 | ||||
| 0 | 2.13 | 141.8% | 0.01 | 0.0051 | -0.004 | 68 | 9.15 | 11.60 | 139.0% | -1.00 | 0.0015 | -0.022 | ||||
| 0 | 0.9500 | 115.3% | 0.01 | 0.0042 | -0.004 | 69 | 8.55 | 12.60 | 93.5% | -1.00 | 0.0010 | -0.022 | ||||
| 0 | 2.13 | 157.9% | 0.00 | 0.0035 | -0.004 | 70 | 10.10 | 13.60 | 123.0% | -1.00 | 0.0007 | -0.022 | ||||
| 0 | 2.13 | 165.6% | 0.00 | 0.0030 | -0.004 | 71 | 10.55 | 14.00 | -1.00 | 0.0006 | -0.022 | |||||
| 0 | 2.13 | 173.0% | 0.00 | 0.0026 | -0.004 | 72 | 12.10 | 15.60 | 136.5% | -1.00 | 0.0004 | -0.022 | ||||
| 0 | 0.7500 | 133.8% | 0.00 | 0.0023 | -0.004 | 73 | 13.10 | 16.60 | 143.0% | -1.00 | 0.0004 | -0.022 | ||||
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。