XLF 期权链 State Street Financial Select Sector SPDR ETF
Cboe delayed options data · 截至 00:47 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 ±1.2% (54.45–55.73) · ATM IV 13.6% · P/C 未平仓量 1.49
| 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 | |
| 22.60 | 27.20 | 1.00 | 0.0000 | 0.000 | 30 | 0 | 0.1000 | 261.2% | -0.00 | 0.0000 | -0.000 | |||||
| 17.60 | 22.20 | 1 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.6700 | 279.9% | -0.00 | 0.0001 | -0.000 | ||||
| 12.60 | 17.20 | 1.00 | 0.0002 | 0.000 | 40 | 0 | 0.1500 | 1 | 157.1% | -0.00 | 0.0002 | -0.000 | ||||
| 7.60 | 12.20 | 1.00 | 0.0010 | 0.000 | 45 | 0 | 0.5600 | 1 | 14 | 140.1% | -0.00 | 0.0010 | -0.001 | |||
| 6.60 | 11.20 | 1 | 1.00 | 0.0015 | -0.000 | 46 | 0 | 0.0200 | 11 | 71.7% | -0.00 | 0.0015 | -0.001 | |||
| 5.60 | 10.20 | 2 | 1.00 | 0.0027 | -0.001 | 47 | 0 | 0.0200 | 55 | 64.0% | -0.00 | 0.0027 | -0.002 | |||
| 4.60 | 9.20 | 1 | 1.00 | 0.0046 | -0.002 | 48 | 0 | 0.0200 | 55 | 56.4% | -0.00 | 0.0046 | -0.003 | |||
| 3.65 | 8.60 | 1 | 61.3% | 0.99 | 0.0073 | -0.004 | 49 | 0 | 0.0200 | 22 | 1,886 | 48.9% | -0.01 | 0.0073 | -0.004 | |
| 2.70 | 7.55 | 4 | 52.2% | 0.99 | 0.0116 | -0.005 | 50 | 0 | 0.0200 | 1 | 1,702 | 41.4% | -0.01 | 0.0116 | -0.005 | |
| 1.75 | 6.60 | 15 | 50.8% | 0.99 | 0.0190 | -0.006 | 51 | 0 | 0.2200 | 53 | 2,102 | 52.9% | -0.01 | 0.0190 | -0.007 | |
| 1.30 | 6.10 | 13 | 48.6% | 0.98 | 0.0249 | -0.007 | 51.5 | 0 | 0.2200 | 2 | 2,272 | 47.7% | -0.02 | 0.0249 | -0.007 | |
| 0.6400 | 5.00 | 43 | 0.98 | 0.0336 | -0.008 | 52 | 0 | 0.0500 | 73 | 1,229 | 30.7% | -0.02 | 0.0337 | -0.008 | ||
| 0.4300 | 5.00 | 23 | 39.2% | 0.97 | 0.0480 | -0.009 | 52.5 | 0 | 0.2200 | 82 | 1,671 | 37.2% | -0.03 | 0.0483 | -0.010 | |
| 0.3800 | 4.50 | 25 | 371 | 42.5% | 0.95 | 0.0758 | -0.013 | 53 | 0.0100 | 0.0500 | 1,052 | 20.3K | 23.0% | -0.05 | 0.0764 | -0.013 |
| 0 | 3.65 | 10 | 497 | 28.5% | 0.92 | 0.1306 | -0.020 | 53.5 | 0 | 0.0500 | 226 | 5,239 | 17.7% | -0.08 | 0.1319 | -0.020 |
| 0.8400 | 1.59 | 56 | 439 | 21.7% | 0.84 | 0.2191 | -0.032 | 54 | 0 | 0.1000 | 534 | 2,454 | 15.7% | -0.16 | 0.2219 | -0.033 |
| 0.1900 | 1.68 | 5 | 350 | 30.8% | 0.72 | 0.3273 | -0.045 | 54.5 | 0.0400 | 0.3600 | 525 | 2,911 | 17.2% | -0.29 | 0.3327 | -0.046 |
| 0.2700 | 0.4600 | 514 | 3,404 | 13.9% | 0.54 | 0.4134 | -0.051 | 55 | 0.1400 | 0.4000 | 1,171 | 1,383 | 13.3% | -0.47 | 0.4216 | -0.052 |
| 0 | 0.4400 | 1,347 | 4,097 | 15.6% | 0.33 | 0.3884 | -0.044 | 55.5 | 0 | 2.69 | 503 | 967 | 37.5% | -0.68 | 0.3966 | -0.045 |
| 0.0700 | 0.2500 | 278 | 8,664 | 21.0% | 0.16 | 0.2693 | -0.027 | 56 | 0 | 3.25 | 30 | 2,398 | 42.9% | -0.85 | 0.2757 | -0.028 |
| 0.0100 | 0.1500 | 1,412 | 4,136 | 21.3% | 0.06 | 0.1320 | -0.011 | 56.5 | 0.3700 | 3.40 | 23 | 152 | 41.0% | -0.96 | 0.1385 | -0.011 |
| 0 | 0.0200 | 372 | 1,863 | 16.9% | 0.02 | 0.0609 | -0.005 | 57 | 1.48 | 2.05 | 21 | 70 | -0.99 | 0.0424 | -0.007 | |
| 0 | 0.0100 | 22 | 1,154 | 18.5% | 0.02 | 0.0368 | -0.004 | 57.5 | 0.6800 | 5.00 | 1 | 17 | 54.2% | -1.00 | 0.0187 | -0.007 |
| 0 | 0.0100 | 8 | 1,482 | 21.7% | 0.01 | 0.0250 | -0.004 | 58 | 1.18 | 5.00 | 32 | 45 | 35.8% | -1.00 | 0.0106 | -0.007 |
| 0 | 0.2100 | 1 | 2,142 | 42.7% | 0.01 | 0.0178 | -0.003 | 58.5 | 1.14 | 5.95 | 1 | 43.6% | -1.00 | 0.0063 | -0.007 | |
| 0 | 1.41 | 260 | 88.5% | 0.01 | 0.0133 | -0.003 | 59 | 1.60 | 6.45 | 2 | 2 | 45.6% | -1.00 | 0.0038 | -0.007 | |
| 0 | 1.00 | 1,185 | 82.2% | 0.01 | 0.0102 | -0.002 | 59.5 | 2.10 | 6.95 | 1 | 49.8% | -1.00 | 0.0023 | -0.006 | ||
| 0 | 0.0300 | 344 | 38.9% | 0.01 | 0.0080 | -0.002 | 60 | 2.50 | 7.45 | 44.8% | -1.00 | 0.0016 | -0.006 | |||
| 0 | 0.0200 | 172 | 39.8% | 0.00 | 0.0064 | -0.002 | 60.5 | 3.00 | 7.95 | 48.3% | -1.00 | 0.0011 | -0.006 | |||
| 0 | 0.0200 | 415 | 42.8% | 0.00 | 0.0052 | -0.002 | 61 | 3.50 | 8.35 | -1.00 | 0.0008 | -0.006 | ||||
| 0 | 0.0200 | 9 | 45.7% | 0.00 | 0.0043 | -0.002 | 61.5 | 4.00 | 8.80 | -1.00 | 0.0006 | -0.006 | ||||
| 0 | 0.0200 | 187 | 48.6% | 0.00 | 0.0036 | -0.001 | 62 | 4.50 | 9.30 | -1.00 | 0.0004 | -0.006 | ||||
| 0 | 0.0200 | 111 | 51.5% | 0.00 | 0.0031 | -0.001 | 62.5 | 5.00 | 9.80 | -1.00 | 0.0002 | -0.006 | ||||
| 0 | 0.0200 | 6 | 54.3% | 0.00 | 0.0026 | -0.001 | 63 | 5.50 | 10.25 | -1.00 | 0.0002 | -0.006 | ||||
| 0 | 0.0200 | 1 | 57.0% | 0.00 | 0.0022 | -0.001 | 63.5 | 6.00 | 10.80 | -1.00 | 0.0001 | -0.006 | ||||
| 0 | 0.0200 | 2 | 59.8% | 0.00 | 0.0020 | -0.001 | 64 | 6.50 | 11.30 | -1.00 | 0.0001 | -0.006 | ||||
| 0 | 1.06 | 16 | 137.1% | 0.00 | 0.0015 | -0.001 | 65 | 7.50 | 11.75 | -1.00 | 0.0001 | -0.006 | ||||
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。