XLF 期权链 State Street Financial Select Sector SPDR ETF
Cboe delayed options data · 截至 21:40 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 ±1.2% (57.78–59.16) · ATM IV 11.3% · P/C 未平仓量 1.45
| 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 | 18.55 | 1 | 1.00 | 0.0008 | 0.000 | 41 | 0 | 0.6300 | 182.9% | -0.00 | 0.0008 | -0.003 | ||||
| 15.10 | 17.60 | 1 | 1.00 | 0.0010 | 0.000 | 42 | 0 | 0.2900 | 147.5% | -0.00 | 0.0010 | -0.003 | ||||
| 14.10 | 16.60 | 1 | 1.00 | 0.0012 | 0.000 | 43 | 0 | 0.4900 | 154.0% | -0.00 | 0.0012 | -0.003 | ||||
| 13.30 | 15.60 | 2 | 1.00 | 0.0014 | 0.000 | 44 | 0 | 2.13 | 214.6% | -0.00 | 0.0014 | -0.003 | ||||
| 11.45 | 15.60 | 1.00 | 0.0017 | 0.000 | 45 | 0 | 2.13 | 202.5% | -0.00 | 0.0017 | -0.004 | |||||
| 10.45 | 14.50 | 1.00 | 0.0021 | 0.000 | 46 | 0 | 2.13 | 190.5% | -0.00 | 0.0021 | -0.004 | |||||
| 9.45 | 13.50 | 1.00 | 0.0026 | 0.000 | 47 | 0 | 2.13 | 178.6% | -0.00 | 0.0026 | -0.004 | |||||
| 8.45 | 12.55 | 0.99 | 0.0032 | 0.000 | 48 | 0 | 1.17 | 136.7% | -0.01 | 0.0032 | -0.004 | |||||
| 7.45 | 11.60 | 0.99 | 0.0040 | 0.000 | 49 | 0 | 0.8800 | 116.0% | -0.01 | 0.0040 | -0.005 | |||||
| 6.45 | 10.60 | 0.99 | 0.0052 | -0.001 | 50 | 0 | 2.13 | 143.6% | -0.01 | 0.0052 | -0.005 | |||||
| 6.50 | 10.10 | 78.6% | 0.99 | 0.0059 | -0.001 | 50.5 | 0 | 0.2300 | 72.5% | -0.01 | 0.0059 | -0.005 | ||||
| 6.80 | 9.60 | 104.7% | 0.99 | 0.0068 | -0.002 | 51 | 0 | 1.40 | 112.6% | -0.01 | 0.0068 | -0.005 | ||||
| 5.20 | 9.10 | 46.3% | 0.99 | 0.0078 | -0.002 | 51.5 | 0 | 0.8300 | 90.1% | -0.01 | 0.0078 | -0.006 | ||||
| 4.45 | 8.55 | 0.99 | 0.0092 | -0.003 | 52 | 0 | 2.14 | 120.7% | -0.01 | 0.0092 | -0.006 | |||||
| 4.50 | 8.10 | 62.1% | 0.99 | 0.0108 | -0.003 | 52.5 | 0 | 2.14 | 114.9% | -0.01 | 0.0108 | -0.006 | ||||
| 3.50 | 7.60 | 0.99 | 0.0128 | -0.004 | 53 | 0 | 0.9500 | 79.2% | -0.01 | 0.0128 | -0.006 | |||||
| 3.05 | 5.40 | 20 | 0.98 | 0.0154 | -0.004 | 53.5 | 0 | 2.14 | 103.1% | -0.02 | 0.0154 | -0.007 | ||||
| 3.45 | 4.75 | 0.98 | 0.0189 | -0.005 | 54 | 0 | 0.2400 | 45.8% | -0.02 | 0.0189 | -0.007 | |||||
| 2.79 | 5.20 | 0.98 | 0.0235 | -0.005 | 54.5 | 0 | 0.0200 | 10 | 26.3% | -0.02 | 0.0235 | -0.007 | ||||
| 2.65 | 5.00 | 42.9% | 0.97 | 0.0300 | -0.006 | 55 | 0 | 0.0200 | 23.4% | -0.02 | 0.0301 | -0.008 | ||||
| 1.99 | 5.00 | 48.1% | 0.97 | 0.0396 | -0.007 | 55.5 | 0 | 0.2300 | 12 | 216 | 33.4% | -0.03 | 0.0397 | -0.009 | ||
| 0.8300 | 4.65 | 28.5% | 0.96 | 0.0545 | -0.008 | 56 | 0 | 0.2400 | 2 | 51 | 29.7% | -0.04 | 0.0546 | -0.010 | ||
| 1.02 | 4.05 | 39.7% | 0.95 | 0.0794 | -0.010 | 56.5 | 0 | 0.2400 | 65 | 178 | 25.5% | -0.05 | 0.0796 | -0.011 | ||
| 1.14 | 3.65 | 1 | 7 | 48.3% | 0.92 | 0.1248 | -0.013 | 57 | 0 | 0.2700 | 30 | 94 | 22.0% | -0.08 | 0.1253 | -0.014 |
| 0.0100 | 2.79 | 22 | 3 | 23.1% | 0.86 | 0.2074 | -0.019 | 57.5 | 0 | 2.29 | 10 | 110 | 55.6% | -0.14 | 0.2084 | -0.019 |
| 0.0400 | 1.62 | 53 | 125 | 14.7% | 0.75 | 0.3282 | -0.026 | 58 | 0 | 0.5900 | 27 | 24 | 18.6% | -0.25 | 0.3304 | -0.026 |
| 0.0100 | 0.5300 | 56 | 281 | 6.4% | 0.56 | 0.4352 | -0.030 | 58.5 | 0.2900 | 0.5500 | 119 | 8 | 16.2% | -0.44 | 0.4390 | -0.031 |
| 0.1200 | 0.4100 | 2 | 20 | 14.0% | 0.35 | 0.4142 | -0.028 | 59 | 0.3200 | 0.6900 | 5 | 4 | 9.5% | -0.66 | 0.4174 | -0.028 |
| 0.0100 | 0.3000 | 4 | 8 | 15.3% | 0.18 | 0.2841 | -0.020 | 59.5 | 0.5200 | 2.08 | 100 | 26.2% | -0.83 | 0.2952 | -0.019 | |
| 0 | 2.17 | 4 | 55.3% | 0.09 | 0.1642 | -0.013 | 60 | 0.3600 | 3.60 | 38.7% | -0.92 | 0.2126 | -0.014 | |||
| 0 | 2.15 | 61.0% | 0.06 | 0.1009 | -0.010 | 60.5 | 0.2200 | 4.10 | 31.2% | -0.96 | 0.1307 | -0.014 | ||||
| 0 | 0.9500 | 43.7% | 0.04 | 0.0699 | -0.010 | 61 | 1.14 | 4.00 | 31.2% | -0.98 | 0.0873 | -0.015 | ||||
| 0 | 1.36 | 57.0% | 0.04 | 0.0519 | -0.009 | 61.5 | 1.85 | 5.10 | 54.2% | -0.98 | 0.0600 | -0.016 | ||||
| 0 | 2.13 | 77.0% | 0.03 | 0.0402 | -0.009 | 62 | 1.75 | 5.60 | 45.1% | -0.99 | 0.0435 | -0.016 | ||||
| 0 | 2.13 | 82.1% | 0.03 | 0.0321 | -0.008 | 62.5 | 2.05 | 6.10 | 43.3% | -0.99 | 0.0326 | -0.017 | ||||
| 0 | 0.8300 | 58.6% | 0.02 | 0.0262 | -0.008 | 63 | 2.50 | 6.60 | 45.4% | -0.99 | 0.0252 | -0.017 | ||||
| 0 | 1.15 | 70.6% | 0.02 | 0.0219 | -0.008 | 63.5 | 3.00 | 7.10 | 48.9% | -0.99 | 0.0199 | -0.017 | ||||
| 0 | 2.13 | 96.3% | 0.02 | 0.0186 | -0.008 | 64 | 3.50 | 7.60 | 52.3% | -0.99 | 0.0160 | -0.017 | ||||
| 0 | 1.03 | 75.7% | 0.02 | 0.0159 | -0.007 | 64.5 | 4.10 | 8.10 | 59.4% | -0.99 | 0.0130 | -0.018 | ||||
| 0 | 2.13 | 105.1% | 0.02 | 0.0138 | -0.007 | 65 | 4.60 | 8.60 | 62.8% | -1.00 | 0.0107 | -0.018 | ||||
| 0 | 2.13 | 113.6% | 0.01 | 0.0107 | -0.007 | 66 | 5.65 | 9.60 | 71.2% | -1.00 | 0.0074 | -0.019 | ||||
| 0 | 1.15 | 97.5% | 0.01 | 0.0086 | -0.006 | 67 | 8.00 | 10.60 | 115.9% | -1.00 | 0.0053 | -0.019 | ||||
| 0 | 0.9500 | 98.7% | 0.01 | 0.0070 | -0.006 | 68 | 7.70 | 11.60 | 85.9% | -1.00 | 0.0039 | -0.019 | ||||
| 0 | 2.13 | 136.9% | 0.01 | 0.0059 | -0.006 | 69 | 8.60 | 12.60 | 87.9% | -1.00 | 0.0028 | -0.020 | ||||
| 0 | 2.13 | 144.1% | 0.01 | 0.0050 | -0.006 | 70 | 9.55 | 13.60 | 91.3% | -1.00 | 0.0021 | -0.020 | ||||
| 0 | 2.13 | 151.1% | 0.01 | 0.0043 | -0.005 | 71 | 10.45 | 14.60 | 91.5% | -1.00 | 0.0016 | -0.020 | ||||
| 0 | 0.9500 | 123.8% | 0.01 | 0.0037 | -0.005 | 72 | 12.60 | 15.60 | 140.5% | -1.00 | 0.0013 | -0.020 | ||||
| 0 | 2.13 | 164.5% | 0.01 | 0.0033 | -0.005 | 73 | 12.55 | 16.60 | 107.5% | -1.00 | 0.0011 | -0.020 | ||||
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。