XLF 옵션 체인 State Street Financial Select Sector SPDR ETF
Cboe delayed options data · 기준일 00:47 UTC
각 행은 하나의 행사가를 나타냅니다. 왼쪽 절반은 콜, 오른쪽 절반은 풋입니다. 매수호가/매도호가는 현재 매수자와 매도자가 제시하는 가격이며, 거래량은 이번 세션에서 거래된 계약 수, 미결제약정은 잔존 계약 수입니다. 강조 표시된 행이 현재 주가에 가장 가깝습니다.
이 만기는 약 ±3.9% (52.94–57.24) · ATM IV 16.3% · P/C 미결제약정 1.34
| 콜 | 행사가 | 풋 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 매수호가 | 질문하기 | 거래량 | 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 | 매수호가 | 질문하기 | 거래량 | OI | IV | Δ | Γ | Θ | |
| 22.70 | 27.30 | 51 | 1.00 | 0.0006 | 0.000 | 30 | 0 | 1.16 | 93 | 144.0% | -0.00 | 0.0006 | -0.001 | |||
| 17.70 | 22.30 | 43 | 1.00 | 0.0014 | 0.000 | 35 | 0 | 1.35 | 99 | 117.8% | -0.00 | 0.0014 | -0.002 | |||
| 15.75 | 20.30 | 43 | 0.99 | 0.0019 | -0.000 | 37 | 0 | 0.2000 | 73 | 70.9% | -0.01 | 0.0019 | -0.002 | |||
| 14.75 | 19.35 | 92 | 0.99 | 0.0022 | -0.000 | 38 | 0 | 0.1400 | 231 | 63.0% | -0.01 | 0.0022 | -0.002 | |||
| 13.75 | 18.35 | 62 | 0.99 | 0.0026 | -0.001 | 39 | 0.0100 | 0.1600 | 6 | 217 | 61.1% | -0.01 | 0.0026 | -0.003 | ||
| 12.75 | 17.35 | 38 | 0.99 | 0.0031 | -0.001 | 40 | 0 | 0.2100 | 169 | 59.8% | -0.01 | 0.0031 | -0.003 | |||
| 11.75 | 16.35 | 26 | 4 | 0.99 | 0.0037 | -0.001 | 41 | 0.0100 | 0.1500 | 3 | 766 | 52.9% | -0.01 | 0.0038 | -0.003 | |
| 10.80 | 15.35 | 4 | 0.99 | 0.0045 | -0.002 | 42 | 0 | 0.3000 | 60 | 55.2% | -0.01 | 0.0045 | -0.003 | |||
| 9.80 | 14.35 | 30 | 0.99 | 0.0055 | -0.002 | 43 | 0 | 0.3800 | 291 | 53.8% | -0.01 | 0.0055 | -0.003 | |||
| 8.80 | 13.40 | 5 | 0.98 | 0.0068 | -0.002 | 44 | 0.0100 | 0.2800 | 126 | 47.0% | -0.02 | 0.0068 | -0.004 | |||
| 7.80 | 12.40 | 52 | 0.98 | 0.0085 | -0.003 | 45 | 0 | 0.6800 | 455 | 52.9% | -0.02 | 0.0086 | -0.004 | |||
| 6.80 | 11.40 | 27 | 0.98 | 0.0108 | -0.003 | 46 | 0 | 0.0700 | 14 | 7,719 | 30.5% | -0.02 | 0.0109 | -0.004 | ||
| 5.80 | 10.40 | 1 | 121 | 0.97 | 0.0140 | -0.004 | 47 | 0 | 0.2200 | 944 | 33.6% | -0.03 | 0.0141 | -0.005 | ||
| 4.85 | 9.45 | 127 | 0.96 | 0.0185 | -0.005 | 48 | 0 | 0.0700 | 8 | 7,619 | 24.3% | -0.04 | 0.0186 | -0.006 | ||
| 3.85 | 8.45 | 117 | 0.95 | 0.0250 | -0.006 | 49 | 0 | 0.3000 | 32 | 10.9K | 28.4% | -0.05 | 0.0253 | -0.006 | ||
| 3.60 | 6.25 | 30.9K | 0.93 | 0.0347 | -0.007 | 50 | 0.0500 | 0.1300 | 7,599 | 42.9K | 21.9% | -0.07 | 0.0352 | -0.008 | ||
| 2.35 | 6.90 | 36 | 389 | 28.0% | 0.90 | 0.0491 | -0.009 | 51 | 0.0700 | 0.3400 | 73 | 24.7K | 20.3% | -0.10 | 0.0498 | -0.009 |
| 1.57 | 6.45 | 22.1% | 0.88 | 0.0585 | -0.010 | 51.5 | 0 | 0.4500 | 80 | 21.4% | -0.12 | 0.0595 | -0.010 | |||
| 3.15 | 5.00 | 32 | 7,598 | 32.3% | 0.86 | 0.0696 | -0.011 | 52 | 0.2000 | 0.5000 | 20.5K | 54.9K | 22.5% | -0.14 | 0.0709 | -0.011 |
| 1.32 | 5.00 | 21.2% | 0.83 | 0.0825 | -0.012 | 52.5 | 0 | 0.4900 | 151 | 17.7% | -0.18 | 0.0841 | -0.013 | |||
| 1.52 | 3.05 | 16 | 2,112 | 12.1% | 0.79 | 0.0967 | -0.013 | 53 | 0.3400 | 0.5100 | 16.7K | 131.3K | 19.4% | -0.22 | 0.0990 | -0.014 |
| 0.8900 | 5.00 | 6 | 30.2% | 0.74 | 0.1119 | -0.014 | 53.5 | 0.1700 | 0.5100 | 428 | 15.2% | -0.26 | 0.1147 | -0.015 | ||
| 1.70 | 2.00 | 137 | 6,612 | 17.1% | 0.69 | 0.1270 | -0.015 | 54 | 0.5400 | 0.7300 | 199 | 180.2K | 18.0% | -0.32 | 0.1308 | -0.016 |
| 0.8200 | 2.16 | 16.4% | 0.62 | 0.1405 | -0.016 | 54.5 | 0 | 1.56 | 177 | 17.2% | -0.39 | 0.1454 | -0.017 | |||
| 1.15 | 1.23 | 773 | 29.3K | 16.1% | 0.55 | 0.1508 | -0.016 | 55 | 0.9100 | 1.01 | 630 | 66.2K | 16.5% | -0.46 | 0.1572 | -0.017 |
| 0 | 1.69 | 46 | 14.6% | 0.48 | 0.1556 | -0.016 | 55.5 | 0.7500 | 1.48 | 1 | 14.9% | -0.54 | 0.1640 | -0.017 | ||
| 0.6300 | 0.7400 | 701 | 113.4K | 15.3% | 0.40 | 0.1536 | -0.015 | 56 | 1.14 | 1.72 | 128 | 55.5K | 15.1% | -0.62 | 0.1640 | -0.016 |
| 0.2000 | 1.03 | 924 | 16.5% | 0.32 | 0.1444 | -0.014 | 56.5 | 1.58 | 2.16 | 16.9% | -0.71 | 0.1571 | -0.015 | |||
| 0.3000 | 0.4000 | 15.8K | 32.2K | 14.8% | 0.26 | 0.1297 | -0.012 | 57 | 0 | 3.95 | 9 | 11.5K | 10.5% | -0.78 | 0.1446 | -0.013 |
| 0.1800 | 0.4900 | 351 | 14.5% | 0.20 | 0.1120 | -0.011 | 57.5 | 0.2000 | 5.00 | 16.2% | -0.84 | 0.1292 | -0.012 | |||
| 0.1100 | 0.2000 | 759 | 37.4K | 14.3% | 0.15 | 0.0935 | -0.009 | 58 | 0.9600 | 4.90 | 6 | 1,564 | 21.2% | -0.90 | 0.1115 | -0.010 |
| 0 | 0.3400 | 31 | 16.5% | 0.11 | 0.0758 | -0.007 | 58.5 | 1.70 | 5.00 | -0.95 | 0.1000 | -0.009 | ||||
| 0 | 0.1200 | 89 | 11.0K | 13.6% | 0.08 | 0.0600 | -0.006 | 59 | 1.60 | 6.45 | 18 | 19.5% | -0.98 | 0.0605 | -0.007 | |
| 0 | 0.4000 | 8 | 20.8% | 0.06 | 0.0466 | -0.005 | 59.5 | 1.96 | 6.80 | -1.00 | 0.0174 | -0.006 | ||||
| 0.0200 | 0.2400 | 12.0K | 69.5K | 20.0% | 0.04 | 0.0361 | -0.004 | 60 | 2.46 | 7.40 | 7 | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.3200 | 22.7% | 0.03 | 0.0278 | -0.003 | 60.5 | 2.96 | 7.50 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.4500 | 5,351 | 26.4% | 0.03 | 0.0218 | -0.003 | 61 | 3.50 | 8.25 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.3000 | 25.2% | 0.02 | 0.0174 | -0.002 | 61.5 | 4.00 | 8.80 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.4300 | 10 | 3,174 | 29.1% | 0.02 | 0.0143 | -0.002 | 62 | 4.50 | 9.20 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1500 | 2,123 | 25.5% | 0.01 | 0.0102 | -0.002 | 63 | 5.50 | 9.75 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0500 | 2,491 | 23.4% | 0.01 | 0.0078 | -0.001 | 64 | 6.50 | 10.75 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0800 | 35 | 8,048 | 27.3% | 0.01 | 0.0061 | -0.001 | 65 | 7.50 | 11.75 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1500 | 732 | 32.6% | 0.01 | 0.0049 | -0.001 | 66 | 8.50 | 12.75 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.3300 | 1,643 | 40.4% | 0.01 | 0.0040 | -0.001 | 67 | 9.50 | 13.75 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.4700 | 46.1% | 0.01 | 0.0033 | -0.001 | 68 | 10.50 | 14.75 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.4100 | 77 | 47.2% | 0.00 | 0.0028 | -0.001 | 69 | 11.50 | 15.75 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0200 | 81.5K | 31.4% | 0.00 | 0.0024 | -0.001 | 70 | 12.50 | 16.75 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.8800 | 61.5% | 0.00 | 0.0021 | -0.001 | 71 | 13.50 | 17.75 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.3300 | 51.8% | 0.00 | 0.0018 | -0.001 | 72 | 14.50 | 18.75 | -1.00 | 0.0000 | -0.006 | |||||
표시되는 행사가: 기초자산 가격의 ±50% 범위 이내. 내재가치 = max(0, 가격 − 행사가) (콜 기준), max(0, 행사가 − 가격) (풋 기준); 외재가치 = 옵션 가격 − 내재가치. 거래소 피드에서 산출된 그릭스 및 IV.