XLF オプションチェーン State Street Financial Select Sector SPDR ETF
Cboe delayed options data · 基準日時： 13:06 UTC
各行は1つのストライク価格を表します。左半分はコール、右半分はプットです。ビッド／アスクは現在の買い手と売り手の提示値、出来高はこのセッションで取引された枚数、オープン・インタレストは未決済建玉です。ハイライトされた行は現在の株価に最も近いストライクです。
この限月が織り込む変動幅はおよそ ±6.0% (51.87–58.55) · ATM IV 25.7% · P/C オープンインタレスト 1.38
| コール | ストライク | プット | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 買値 | 質問する | 出来高 | 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 | 買値 | 質問する | 出来高 | OI | IV | Δ | Γ | Θ | |
| 22.85 | 27.80 | 51 | 86.6% | 0.98 | 0.0027 | -0.010 | 30 | 0 | 2.13 | 93 | 171.1% | -0.02 | 0.0027 | -0.013 | ||
| 17.85 | 22.85 | 43 | 67.7% | 0.97 | 0.0047 | -0.013 | 35 | 0 | 2.13 | 99 | 135.9% | -0.03 | 0.0048 | -0.015 | ||
| 15.85 | 20.80 | 43 | 0.96 | 0.0060 | -0.014 | 37 | 0 | 2.13 | 73 | 123.1% | -0.04 | 0.0060 | -0.017 | |||
| 14.90 | 19.85 | 92 | 59.5% | 0.96 | 0.0068 | -0.015 | 38 | 0 | 2.13 | 231 | 117.0% | -0.04 | 0.0068 | -0.017 | ||
| 13.90 | 18.85 | 62 | 55.0% | 0.95 | 0.0078 | -0.016 | 39 | 0 | 2.13 | 6 | 221 | 110.9% | -0.05 | 0.0078 | -0.018 | |
| 12.90 | 17.85 | 38 | 50.6% | 0.95 | 0.0089 | -0.017 | 40 | 0 | 2.14 | 169 | 105.1% | -0.05 | 0.0089 | -0.019 | ||
| 12.20 | 16.45 | 26 | 5 | 0.94 | 0.0101 | -0.018 | 41 | 0 | 2.14 | 3 | 767 | 99.3% | -0.06 | 0.0102 | -0.020 | |
| 11.25 | 15.50 | 4 | 42.2% | 0.94 | 0.0116 | -0.019 | 42 | 0 | 2.14 | 60 | 93.5% | -0.06 | 0.0117 | -0.021 | ||
| 10.25 | 14.50 | 30 | 38.1% | 0.93 | 0.0134 | -0.020 | 43 | 0 | 2.15 | 291 | 88.0% | -0.07 | 0.0135 | -0.022 | ||
| 9.25 | 13.50 | 5 | 34.0% | 0.92 | 0.0155 | -0.021 | 44 | 0 | 2.15 | 126 | 82.4% | -0.08 | 0.0156 | -0.023 | ||
| 8.25 | 12.50 | 52 | 30.0% | 0.91 | 0.0180 | -0.023 | 45 | 0 | 2.16 | 455 | 77.0% | -0.09 | 0.0180 | -0.024 | ||
| 7.25 | 11.50 | 27 | 25.9% | 0.89 | 0.0208 | -0.024 | 46 | 0 | 2.17 | 14 | 7,719 | 71.6% | -0.11 | 0.0210 | -0.025 | |
| 6.30 | 10.55 | 1 | 120 | 30.1% | 0.88 | 0.0243 | -0.025 | 47 | 0 | 2.18 | 944 | 66.2% | -0.12 | 0.0244 | -0.026 | |
| 5.30 | 9.55 | 127 | 26.5% | 0.86 | 0.0284 | -0.026 | 48 | 0 | 2.19 | 8 | 7,619 | 60.9% | -0.14 | 0.0286 | -0.028 | |
| 4.30 | 8.55 | 117 | 22.9% | 0.84 | 0.0333 | -0.028 | 49 | 0 | 2.21 | 32 | 10.9K | 55.6% | -0.16 | 0.0336 | -0.029 | |
| 3.40 | 7.55 | 30.9K | 22.7% | 0.81 | 0.0392 | -0.029 | 50 | 0 | 2.24 | 7,599 | 48.8K | 50.4% | -0.19 | 0.0395 | -0.030 | |
| 2.46 | 6.60 | 36 | 401 | 21.3% | 0.78 | 0.0461 | -0.030 | 51 | 0 | 2.28 | 73 | 24.7K | 45.2% | -0.22 | 0.0465 | -0.031 |
| 1.99 | 6.15 | 20.7% | 0.76 | 0.0500 | -0.030 | 51.5 | 0.0400 | 2.31 | 80 | 79 | 43.0% | -0.24 | 0.0505 | -0.031 | ||
| 1.53 | 5.70 | 32 | 7,568 | 20.0% | 0.74 | 0.0541 | -0.031 | 52 | 0.0500 | 2.35 | 20.5K | 54.8K | 40.6% | -0.27 | 0.0546 | -0.032 |
| 1.08 | 5.25 | 19.1% | 0.71 | 0.0583 | -0.031 | 52.5 | 0.0400 | 2.40 | 151 | 87 | 38.0% | -0.29 | 0.0589 | -0.032 | ||
| 0.6500 | 4.80 | 16 | 2,119 | 18.2% | 0.69 | 0.0625 | -0.032 | 53 | 0.0900 | 2.46 | 16.7K | 115.3K | 35.9% | -0.32 | 0.0633 | -0.032 |
| 0.3000 | 4.40 | 6 | 6 | 18.3% | 0.66 | 0.0666 | -0.032 | 53.5 | 0.1200 | 2.55 | 428 | 376 | 33.8% | -0.35 | 0.0675 | -0.033 |
| 0.1000 | 4.00 | 137 | 6,577 | 19.2% | 0.62 | 0.0704 | -0.032 | 54 | 0.1200 | 3.05 | 199 | 180.3K | 34.6% | -0.38 | 0.0714 | -0.033 |
| 0.1700 | 3.70 | 22.5% | 0.59 | 0.0736 | -0.033 | 54.5 | 0.1400 | 2.79 | 177 | 152 | 29.2% | -0.42 | 0.0748 | -0.033 | ||
| 0.2000 | 3.35 | 773 | 29.2K | 24.3% | 0.55 | 0.0760 | -0.033 | 55 | 0.1500 | 2.98 | 630 | 67.3K | 27.1% | -0.46 | 0.0773 | -0.033 |
| 0.0500 | 3.10 | 46 | 45 | 25.1% | 0.51 | 0.0774 | -0.033 | 55.5 | 0.2800 | 3.20 | 1 | 1 | 25.9% | -0.49 | 0.0789 | -0.033 |
| 0.0700 | 2.84 | 701 | 113.6K | 26.7% | 0.47 | 0.0777 | -0.032 | 56 | 0.0100 | 3.50 | 128 | 55.5K | 21.8% | -0.53 | 0.0793 | -0.033 |
| 0.0100 | 2.65 | 924 | 852 | 28.0% | 0.43 | 0.0769 | -0.032 | 56.5 | 0.2400 | 3.80 | 21.1% | -0.57 | 0.0787 | -0.033 | ||
| 0.0100 | 2.51 | 15.8K | 21.9K | 29.8% | 0.40 | 0.0751 | -0.032 | 57 | 0.1600 | 4.10 | 9 | 11.5K | 16.9% | -0.61 | 0.0770 | -0.032 |
| 0.0600 | 2.40 | 351 | 275 | 32.1% | 0.36 | 0.0724 | -0.031 | 57.5 | 0.3600 | 4.55 | 15.4% | -0.64 | 0.0745 | -0.032 | ||
| 0.0200 | 2.32 | 759 | 37.7K | 33.8% | 0.33 | 0.0692 | -0.030 | 58 | 0.8000 | 5.00 | 6 | 1,564 | 15.8% | -0.68 | 0.0713 | -0.031 |
| 0.0100 | 2.26 | 31 | 31 | 35.6% | 0.30 | 0.0655 | -0.030 | 58.5 | 1.27 | 5.40 | 14.8% | -0.71 | 0.0677 | -0.030 | ||
| 0 | 2.23 | 89 | 11.1K | 37.7% | 0.28 | 0.0617 | -0.029 | 59 | 1.75 | 5.95 | 18 | 17.3% | -0.73 | 0.0639 | -0.030 | |
| 0 | 2.20 | 8 | 8 | 39.7% | 0.26 | 0.0579 | -0.028 | 59.5 | 2.24 | 6.40 | -0.76 | 0.0601 | -0.029 | |||
| 0 | 2.18 | 12.0K | 60.9K | 41.8% | 0.24 | 0.0541 | -0.028 | 60 | 2.69 | 6.95 | 7 | -0.78 | 0.0563 | -0.028 | ||
| 0 | 2.17 | 43.8% | 0.22 | 0.0506 | -0.027 | 60.5 | 3.15 | 7.45 | -0.80 | 0.0528 | -0.028 | |||||
| 0 | 2.16 | 5,351 | 45.8% | 0.20 | 0.0472 | -0.026 | 61 | 3.70 | 7.95 | 21.1% | -0.81 | 0.0494 | -0.027 | |||
| 0 | 2.15 | 47.8% | 0.19 | 0.0441 | -0.026 | 61.5 | 4.20 | 8.45 | 22.4% | -0.83 | 0.0462 | -0.026 | ||||
| 0 | 2.15 | 10 | 3,174 | 49.8% | 0.17 | 0.0412 | -0.025 | 62 | 4.70 | 8.95 | 23.8% | -0.84 | 0.0432 | -0.026 | ||
| 0 | 2.14 | 2,123 | 53.5% | 0.15 | 0.0361 | -0.024 | 63 | 5.70 | 9.95 | 26.3% | -0.86 | 0.0381 | -0.024 | |||
| 0 | 2.14 | 2,491 | 57.2% | 0.13 | 0.0318 | -0.023 | 64 | 6.70 | 10.95 | 28.8% | -0.88 | 0.0337 | -0.023 | |||
| 0 | 2.14 | 35 | 8,013 | 60.7% | 0.12 | 0.0281 | -0.022 | 65 | 7.70 | 11.95 | 31.2% | -0.90 | 0.0299 | -0.022 | ||
| 0 | 2.13 | 732 | 64.0% | 0.11 | 0.0250 | -0.021 | 66 | 8.70 | 12.95 | 33.6% | -0.91 | 0.0268 | -0.021 | |||
| 0 | 2.13 | 1,643 | 67.3% | 0.10 | 0.0224 | -0.020 | 67 | 9.70 | 13.95 | 35.8% | -0.92 | 0.0241 | -0.021 | |||
| 0 | 2.13 | 70.5% | 0.09 | 0.0201 | -0.020 | 68 | 10.70 | 14.95 | 38.0% | -0.93 | 0.0218 | -0.020 | ||||
| 0 | 2.13 | 77 | 73.6% | 0.08 | 0.0183 | -0.019 | 69 | 11.70 | 15.95 | 40.2% | -0.93 | 0.0199 | -0.019 | |||
| 0 | 2.13 | 81.5K | 76.6% | 0.08 | 0.0167 | -0.019 | 70 | 12.70 | 16.95 | 42.3% | -0.94 | 0.0182 | -0.019 | |||
| 0 | 2.13 | 79.5% | 0.07 | 0.0153 | -0.018 | 71 | 13.40 | 18.30 | 48.5% | -0.94 | 0.0167 | -0.018 | ||||
| 0 | 2.13 | 82.3% | 0.07 | 0.0141 | -0.018 | 72 | 14.40 | 19.30 | 50.6% | -0.95 | 0.0155 | -0.018 | ||||
表示中のストライク：原資産価格の±50%以内。本質的価値＝コールはmax(0, 価格－ストライク)、プットはmax(0, ストライク－価格)；時間的価値＝オプション価格－本質的価値。 取引所フィードで算出されたギリシャ指標およびIV。
ボラティリティスマイル — Nov 20, 2026
ボラティリティページ →この限月のストライク別インプライドボラティリティ。アウト・オブ・ザ・マネーのプットは通常コールよりIVが高くなります — これがスキューです。
コールプット