XLF 期权链 State Street Financial Select Sector SPDR ETF
Cboe delayed options data · 截至 18:06 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 ±2.3% (53.91–56.45) · ATM IV 16.2% · P/C 未平仓量 1.58
| 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 | |
| 24.10 | 26.45 | 161.4% | 1.00 | 0.0001 | 0.000 | 30 | 0 | 2.13 | 286.5% | -0.00 | 0.0001 | -0.000 | ||||
| 19.15 | 21.45 | 128.9% | 1.00 | 0.0002 | 0.000 | 35 | 0 | 2.13 | 227.4% | -0.00 | 0.0002 | -0.000 | ||||
| 14.15 | 16.45 | 93.5% | 1.00 | 0.0007 | 0.000 | 40 | 0 | 0.9500 | 11 | 138.6% | -0.00 | 0.0007 | -0.001 | |||
| 9.60 | 11.30 | 79.4% | 1.00 | 0.0026 | -0.001 | 45 | 0 | 1.15 | 161 | 103.7% | -0.00 | 0.0026 | -0.002 | |||
| 8.60 | 10.30 | 2 | 72.5% | 0.99 | 0.0037 | -0.001 | 46 | 0 | 1.15 | 25 | 95.6% | -0.01 | 0.0037 | -0.002 | ||
| 7.60 | 9.30 | 65.6% | 0.99 | 0.0054 | -0.002 | 47 | 0 | 1.00 | 334 | 83.7% | -0.01 | 0.0054 | -0.003 | |||
| 6.60 | 8.30 | 1 | 58.8% | 0.99 | 0.0081 | -0.003 | 48 | 0 | 1.15 | 419 | 79.4% | -0.01 | 0.0082 | -0.004 | ||
| 5.70 | 7.15 | 50.2% | 0.98 | 0.0126 | -0.004 | 49 | 0 | 1.15 | 4,048 | 71.3% | -0.02 | 0.0126 | -0.005 | |||
| 4.95 | 5.90 | 13 | 43.6% | 0.98 | 0.0198 | -0.006 | 50 | 0.0200 | 0.0400 | 69 | 4,467 | 30.1% | -0.02 | 0.0200 | -0.006 | |
| 4.05 | 4.95 | 2 | 41.0% | 0.96 | 0.0323 | -0.008 | 51 | 0.0300 | 0.0400 | 130 | 1,138 | 25.7% | -0.04 | 0.0326 | -0.009 | |
| 3.45 | 4.50 | 8 | 36.2% | 0.95 | 0.0421 | -0.009 | 51.5 | 0 | 1.15 | 2,281 | 50.8% | -0.05 | 0.0425 | -0.010 | ||
| 3.15 | 4.00 | 179 | 37.0% | 0.94 | 0.0555 | -0.011 | 52 | 0.0500 | 0.0700 | 230 | 2,737 | 22.9% | -0.06 | 0.0562 | -0.012 | |
| 2.45 | 3.20 | 121 | 20.9% | 0.92 | 0.0743 | -0.014 | 52.5 | 0.0700 | 0.0900 | 206 | 2,627 | 21.5% | -0.09 | 0.0752 | -0.014 | |
| 2.21 | 2.42 | 68 | 303 | 17.2% | 0.88 | 0.0999 | -0.017 | 53 | 0.1100 | 0.1200 | 1,124 | 669 | 20.4% | -0.12 | 0.1014 | -0.017 |
| 1.81 | 1.99 | 305 | 399 | 18.5% | 0.84 | 0.1334 | -0.020 | 53.5 | 0.1500 | 0.1600 | 360 | 1,839 | 18.8% | -0.16 | 0.1356 | -0.020 |
| 1.44 | 1.55 | 58 | 866 | 18.3% | 0.77 | 0.1738 | -0.024 | 54 | 0.2200 | 0.2500 | 240 | 2,118 | 18.0% | -0.23 | 0.1768 | -0.024 |
| 1.05 | 1.14 | 306 | 906 | 17.0% | 0.68 | 0.2158 | -0.027 | 54.5 | 0.3400 | 0.3500 | 808 | 690 | 17.0% | -0.32 | 0.2197 | -0.027 |
| 0.7000 | 0.8000 | 126 | 2,153 | 16.0% | 0.57 | 0.2489 | -0.028 | 55 | 0.5000 | 0.5400 | 741 | 12.6K | 16.5% | -0.44 | 0.2539 | -0.029 |
| 0.4900 | 0.5100 | 1,390 | 826 | 15.9% | 0.44 | 0.2584 | -0.028 | 55.5 | 0.7400 | 0.7800 | 36 | 513 | 16.1% | -0.57 | 0.2642 | -0.028 |
| 0.2800 | 0.3200 | 253 | 6,278 | 15.5% | 0.32 | 0.2360 | -0.025 | 56 | 1.03 | 1.12 | 248 | 396 | 15.9% | -0.70 | 0.2429 | -0.025 |
| 0.1700 | 0.1800 | 169 | 709 | 15.5% | 0.21 | 0.1918 | -0.020 | 56.5 | 0.8900 | 1.96 | 76 | 14.8% | -0.80 | 0.2004 | -0.021 | |
| 0.0900 | 0.1200 | 82 | 1,251 | 16.0% | 0.14 | 0.1421 | -0.015 | 57 | 1.82 | 1.98 | 246 | 136 | 17.0% | -0.88 | 0.1522 | -0.016 |
| 0.0500 | 0.0600 | 180 | 123 | 16.1% | 0.08 | 0.0979 | -0.011 | 57.5 | 1.89 | 2.57 | 24 | -0.94 | 0.1103 | -0.011 | ||
| 0.0200 | 0.0500 | 101 | 3,929 | 16.9% | 0.05 | 0.0640 | -0.007 | 58 | 1.89 | 3.85 | 10 | 21.1% | -0.98 | 0.0646 | -0.008 | |
| 0.0200 | 0.0300 | 18 | 3,211 | 18.1% | 0.03 | 0.0405 | -0.005 | 58.5 | 2.45 | 3.95 | -0.99 | 0.0226 | -0.006 | |||
| 0.0100 | 0.0800 | 1 | 377 | 22.6% | 0.02 | 0.0261 | -0.003 | 59 | 3.15 | 4.35 | -1.00 | 0.0040 | -0.006 | |||
| 0 | 0.0100 | 129 | 17.8% | 0.01 | 0.0173 | -0.002 | 59.5 | 3.65 | 5.50 | 40.6% | -1.00 | 0.0006 | -0.006 | |||
| 0 | 0.1800 | 176 | 31.3% | 0.01 | 0.0122 | -0.002 | 60 | 4.15 | 6.00 | 43.5% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0100 | 246 | 21.3% | 0.01 | 0.0090 | -0.001 | 60.5 | 4.65 | 6.50 | 46.4% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.9500 | 1,000 | 56.6% | 0.01 | 0.0070 | -0.001 | 61 | 5.15 | 7.00 | 49.3% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.7500 | 2 | 55.2% | 0.00 | 0.0055 | -0.001 | 61.5 | 5.45 | 7.00 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1600 | 4 | 39.6% | 0.00 | 0.0045 | -0.001 | 62 | 5.95 | 7.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.7500 | 1 | 60.7% | 0.00 | 0.0037 | -0.001 | 62.5 | 6.45 | 8.15 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.7500 | 61 | 63.4% | 0.00 | 0.0031 | -0.001 | 63 | 6.95 | 8.85 | 47.9% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.7500 | 55 | 68.6% | 0.00 | 0.0022 | -0.001 | 64 | 7.90 | 10.00 | 56.7% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0200 | 324 | 38.5% | 0.00 | 0.0016 | -0.001 | 65 | 8.90 | 11.00 | 61.2% | -1.00 | 0.0000 | -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。