XLF 期权链 State Street Financial Select Sector SPDR ETF
Cboe delayed options data · 截至 09:39 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 ±2.9% (56.59–60.01) · ATM IV 17.9% · P/C 未平仓量 2.42
| 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 | |
| 26.45 | 30.55 | 1 | 1.00 | 0.0003 | 0.000 | 30 | 0 | 0.0500 | 359 | 134.6% | -0.00 | 0.0003 | -0.002 | |||
| 21.55 | 24.30 | 61 | 1.00 | 0.0006 | 0.000 | 35 | 0 | 0.5100 | 35.4K | 150.8% | -0.00 | 0.0006 | -0.002 | |||
| 20.95 | 24.35 | 86 | 1.00 | 0.0008 | 0.000 | 36 | 0 | 0.6300 | 63 | 150.1% | -0.00 | 0.0008 | -0.002 | |||
| 19.50 | 23.55 | 4 | 1.00 | 0.0009 | 0.000 | 37 | 0 | 0.1000 | 766 | 104.5% | -0.00 | 0.0009 | -0.003 | |||
| 18.50 | 22.65 | 179 | 1.00 | 0.0010 | 0.000 | 38 | 0 | 1.05 | 64 | 152.8% | -0.00 | 0.0010 | -0.003 | |||
| 17.50 | 21.65 | 113 | 1.00 | 0.0012 | 0.000 | 39 | 0 | 0.2200 | 45 | 105.8% | -0.00 | 0.0012 | -0.003 | |||
| 17.35 | 19.05 | 94 | 1.00 | 0.0014 | 0.000 | 40 | 0 | 1.50 | 5,296 | 151.7% | -0.00 | 0.0014 | -0.003 | |||
| 16.35 | 19.65 | 199 | 117.5% | 1.00 | 0.0016 | 0.000 | 41 | 0 | 0.4700 | 13.3K | 108.9% | -0.00 | 0.0016 | -0.003 | ||
| 14.50 | 18.65 | 82 | 0.99 | 0.0019 | 0.000 | 42 | 0 | 0.2200 | 20.4K | 89.0% | -0.01 | 0.0019 | -0.003 | |||
| 14.35 | 17.50 | 110 | 98.5% | 0.99 | 0.0022 | 0.000 | 43 | 0 | 0.0400 | 205.3K | 56.0% | -0.01 | 0.0022 | -0.004 | ||
| 13.35 | 15.70 | 21 | 0.99 | 0.0026 | 0.000 | 44 | 0 | 0.3000 | 34.0K | 83.0% | -0.01 | 0.0026 | -0.004 | |||
| 11.15 | 14.30 | 5,613 | 0.99 | 0.0032 | 0.000 | 45 | 0 | 0.0300 | 50.5K | 54.6% | -0.01 | 0.0032 | -0.004 | |||
| 11.25 | 14.70 | 10 | 83.9% | 0.99 | 0.0038 | 0.000 | 46 | 0 | 0.0300 | 77.2K | 50.5% | -0.01 | 0.0038 | -0.004 | ||
| 9.60 | 13.70 | 24 | 0.99 | 0.0046 | 0.000 | 47 | 0 | 0.0300 | 8 | 57.4K | 46.5% | -0.01 | 0.0047 | -0.005 | ||
| 9.05 | 12.70 | 1,404 | 65.2% | 0.99 | 0.0057 | 0.000 | 48 | 0 | 0.2900 | 225.4K | 61.3% | -0.01 | 0.0058 | -0.005 | ||
| 9.35 | 10.00 | 15.8K | 0.99 | 0.0072 | -0.000 | 49 | 0.0100 | 0.1000 | 90.7K | 46.8% | -0.01 | 0.0072 | -0.005 | |||
| 8.35 | 8.90 | 9 | 41.3K | 0.98 | 0.0091 | -0.001 | 50 | 0 | 0.0200 | 129 | 92.2K | 33.1% | -0.02 | 0.0091 | -0.006 | |
| 6.85 | 8.65 | 28.2K | 38.8% | 0.98 | 0.0117 | -0.002 | 51 | 0.0100 | 0.0400 | 1 | 88.6K | 33.4% | -0.02 | 0.0118 | -0.006 | |
| 6.40 | 6.80 | 3 | 71.6K | 0.98 | 0.0155 | -0.003 | 52 | 0.0100 | 0.0400 | 1 | 43.2K | 29.3% | -0.02 | 0.0157 | -0.006 | |
| 4.40 | 8.20 | 1 | 36.0% | 0.97 | 0.0181 | -0.004 | 52.5 | 0.0100 | 0.2400 | 37.0% | -0.03 | 0.0182 | -0.007 | |||
| 5.45 | 5.80 | 24.6K | 0.97 | 0.0212 | -0.004 | 53 | 0.0200 | 0.0500 | 5 | 29.8K | 26.8% | -0.03 | 0.0214 | -0.007 | ||
| 3.40 | 7.20 | 31.0% | 0.96 | 0.0252 | -0.005 | 53.5 | 0.0200 | 0.0500 | 46 | 24.7% | -0.04 | 0.0255 | -0.007 | |||
| 4.50 | 5.00 | 1 | 42.2K | 24.8% | 0.96 | 0.0304 | -0.005 | 54 | 0.0300 | 0.0600 | 36 | 51.5K | 23.7% | -0.04 | 0.0308 | -0.008 |
| 3.10 | 4.70 | 4 | 14 | 0.95 | 0.0374 | -0.006 | 54.5 | 0.0300 | 0.0600 | 22 | 21.5% | -0.05 | 0.0378 | -0.008 | ||
| 3.40 | 4.15 | 67 | 107.7K | 21.9% | 0.94 | 0.0470 | -0.007 | 55 | 0.0500 | 0.0700 | 1,309 | 20.1K | 20.5% | -0.06 | 0.0476 | -0.009 |
| 2.75 | 4.30 | 29.8% | 0.93 | 0.0604 | -0.009 | 55.5 | 0.0100 | 0.0900 | 52 | 672 | 17.5% | -0.07 | 0.0612 | -0.010 | ||
| 2.49 | 3.00 | 22 | 30.2K | 15.2% | 0.90 | 0.0792 | -0.010 | 56 | 0.0800 | 0.1500 | 2,154 | 95.0K | 18.8% | -0.10 | 0.0802 | -0.012 |
| 0.5600 | 3.45 | 3 | 0.87 | 0.1047 | -0.013 | 56.5 | 0.0600 | 0.1600 | 489 | 1,883 | 17.0% | -0.13 | 0.1063 | -0.014 | ||
| 1.63 | 2.04 | 107 | 44.0K | 14.3% | 0.82 | 0.1371 | -0.015 | 57 | 0.1300 | 0.2300 | 6,293 | 69.2K | 15.7% | -0.18 | 0.1395 | -0.017 |
| 0.9900 | 2.13 | 39 | 17.6% | 0.75 | 0.1740 | -0.018 | 57.5 | 0.1000 | 0.5300 | 116 | 997 | 16.3% | -0.25 | 0.1769 | -0.019 | |
| 1.07 | 1.25 | 5,294 | 59.2K | 16.1% | 0.66 | 0.2078 | -0.021 | 58 | 0.3900 | 0.5000 | 3,707 | 101.2K | 15.7% | -0.34 | 0.2118 | -0.022 |
| 0.7000 | 1.03 | 78 | 357 | 16.1% | 0.55 | 0.2283 | -0.023 | 58.5 | 0.5900 | 1.10 | 6,157 | 5,960 | 19.7% | -0.46 | 0.2334 | -0.023 |
| 0.4500 | 0.6000 | 1,720 | 29.4K | 13.9% | 0.44 | 0.2318 | -0.022 | 59 | 0.7500 | 0.9900 | 41 | 555 | 14.7% | -0.57 | 0.2382 | -0.023 |
| 0.0100 | 0.7500 | 80 | 3,050 | 14.8% | 0.32 | 0.2156 | -0.020 | 59.5 | 0.9700 | 1.64 | 27 | 27 | 17.4% | -0.69 | 0.2231 | -0.020 |
| 0.1500 | 0.2100 | 4,935 | 35.2K | 13.1% | 0.22 | 0.1809 | -0.016 | 60 | 0.0100 | 3.00 | 478 | 13.1% | -0.79 | 0.1878 | -0.016 | |
| 0 | 0.3400 | 1 | 28 | 15.6% | 0.15 | 0.1388 | -0.013 | 60.5 | 0.1700 | 4.10 | 19.9% | -0.87 | 0.1448 | -0.012 | ||
| 0 | 0.2900 | 17 | 20.7K | 17.3% | 0.10 | 0.1015 | -0.010 | 61 | 0.7500 | 4.55 | 21 | 23.2% | -0.92 | 0.1247 | -0.009 | |
| 0 | 1.47 | 26 | 37.0% | 0.07 | 0.0742 | -0.008 | 61.5 | 0.9300 | 4.25 | -0.96 | 0.1009 | -0.009 | ||||
| 0 | 0.1800 | 65 | 3,673 | 19.5% | 0.05 | 0.0548 | -0.007 | 62 | 2.27 | 5.00 | 28.3% | -0.98 | 0.0671 | -0.011 | ||
| 0 | 1.08 | 39 | 679 | 40.6% | 0.03 | 0.0326 | -0.005 | 63 | 4.15 | 4.55 | 2 | 2 | -1.00 | 0.0163 | -0.017 | |
| 0 | 0.6900 | 185 | 39.3% | 0.02 | 0.0220 | -0.004 | 64 | 3.55 | 7.55 | 34.5% | -1.00 | 0.0062 | -0.019 | |||
| 0 | 0.0200 | 627 | 10.3K | 21.9% | 0.02 | 0.0161 | -0.004 | 65 | 4.55 | 8.55 | 8 | 38.8% | -1.00 | 0.0026 | -0.020 | |
| 0 | 0.9500 | 36 | 2,385 | 53.3% | 0.02 | 0.0125 | -0.004 | 66 | 5.55 | 9.25 | 30.9% | -1.00 | 0.0009 | -0.020 | ||
| 0 | 0.8700 | 232 | 46.3% | 0.01 | 0.0099 | -0.004 | 67 | 6.40 | 10.25 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 1.00 | 1,790 | 63.1% | 0.01 | 0.0081 | -0.003 | 68 | 7.50 | 11.60 | 50.8% | -1.00 | 0.0000 | -0.021 | |||
| 0 | 1.12 | 300 | 69.6% | 0.01 | 0.0067 | -0.003 | 69 | 8.55 | 12.60 | 56.0% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 2.13 | 4,098 | 90.9% | 0.01 | 0.0056 | -0.003 | 70 | 9.50 | 13.60 | 58.2% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.0100 | 221 | 43.9% | 0.01 | 0.0027 | -0.002 | 75 | 14.55 | 18.60 | 76.8% | -1.00 | 0.0000 | -0.023 | |||
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。