XLF 期权链 State Street Financial Select Sector SPDR ETF
Cboe delayed options data · 截至 15:05 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 ±3.8% (53.80–58.02) · ATM IV 16.0% · P/C 未平仓量 1.38
| 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 | |
| 24.70 | 26.20 | 51 | 1.00 | 0.0008 | 0.000 | 30 | 0 | 0.0500 | 1 | 93 | 87.9% | -0.00 | 0.0008 | -0.002 | ||
| 19.75 | 22.35 | 43 | 69.2% | 0.99 | 0.0015 | -0.000 | 35 | 0 | 0.1300 | 99 | 77.1% | -0.01 | 0.0015 | -0.003 | ||
| 17.75 | 20.35 | 43 | 59.3% | 0.99 | 0.0020 | -0.001 | 37 | 0 | 0.1400 | 73 | 69.8% | -0.01 | 0.0020 | -0.003 | ||
| 16.75 | 19.50 | 92 | 68.8% | 0.99 | 0.0023 | -0.001 | 38 | 0 | 0.1400 | 231 | 65.8% | -0.01 | 0.0023 | -0.003 | ||
| 15.75 | 18.50 | 62 | 64.3% | 0.99 | 0.0026 | -0.001 | 39 | 0.0100 | 0.0400 | 4 | 221 | 53.6% | -0.01 | 0.0026 | -0.003 | |
| 14.80 | 17.35 | 38 | 52.2% | 0.99 | 0.0031 | -0.001 | 40 | 0.0100 | 0.0300 | 4 | 169 | 48.9% | -0.01 | 0.0031 | -0.003 | |
| 13.80 | 15.60 | 5 | 0.99 | 0.0036 | -0.002 | 41 | 0.0100 | 0.0300 | 2 | 767 | 45.7% | -0.01 | 0.0036 | -0.003 | ||
| 12.80 | 15.50 | 4 | 54.0% | 0.99 | 0.0043 | -0.002 | 42 | 0 | 0.1500 | 60 | 51.5% | -0.01 | 0.0043 | -0.004 | ||
| 11.80 | 13.75 | 30 | 0.99 | 0.0051 | -0.002 | 43 | 0 | 0.1500 | 291 | 47.9% | -0.01 | 0.0051 | -0.004 | |||
| 10.80 | 13.25 | 5 | 0.98 | 0.0062 | -0.003 | 44 | 0.0200 | 0.0400 | 6 | 126 | 38.5% | -0.02 | 0.0062 | -0.004 | ||
| 9.90 | 11.30 | 52 | 0.98 | 0.0076 | -0.003 | 45 | 0.0300 | 0.0500 | 455 | 36.8% | -0.02 | 0.0076 | -0.004 | |||
| 8.90 | 10.30 | 27 | 0.98 | 0.0095 | -0.004 | 46 | 0.0400 | 0.0600 | 6 | 7,719 | 34.9% | -0.02 | 0.0095 | -0.005 | ||
| 8.30 | 9.30 | 120 | 0.97 | 0.0120 | -0.004 | 47 | 0.0500 | 0.0700 | 944 | 32.6% | -0.03 | 0.0120 | -0.005 | |||
| 7.80 | 8.40 | 127 | 25.4% | 0.97 | 0.0154 | -0.005 | 48 | 0.0600 | 0.0800 | 1 | 7,619 | 30.1% | -0.03 | 0.0155 | -0.006 | |
| 6.00 | 7.30 | 117 | 0.96 | 0.0203 | -0.006 | 49 | 0.0700 | 0.1000 | 10.9K | 27.8% | -0.04 | 0.0205 | -0.006 | |||
| 6.05 | 6.35 | 30.9K | 26.2% | 0.94 | 0.0274 | -0.007 | 50 | 0.1000 | 0.1100 | 48.8K | 25.5% | -0.06 | 0.0277 | -0.007 | ||
| 4.55 | 5.25 | 401 | 0.92 | 0.0378 | -0.008 | 51 | 0.1300 | 0.1400 | 5,434 | 24.7K | 23.4% | -0.08 | 0.0382 | -0.009 | ||
| 3.55 | 4.80 | 0.91 | 0.0445 | -0.009 | 51.5 | 0.1400 | 0.1700 | 1 | 79 | 22.3% | -0.09 | 0.0450 | -0.010 | |||
| 3.95 | 4.35 | 7,568 | 16.2% | 0.89 | 0.0526 | -0.010 | 52 | 0.1800 | 0.1900 | 204 | 54.8K | 21.4% | -0.11 | 0.0534 | -0.010 | |
| 2.85 | 3.95 | 0.87 | 0.0623 | -0.011 | 52.5 | 0.2100 | 0.2400 | 203 | 87 | 20.6% | -0.13 | 0.0634 | -0.011 | |||
| 3.30 | 3.40 | 5 | 2,119 | 19.4% | 0.85 | 0.0738 | -0.012 | 53 | 0.2600 | 0.2800 | 26 | 115.3K | 19.7% | -0.16 | 0.0750 | -0.012 |
| 1.94 | 2.98 | 6 | 0.81 | 0.0871 | -0.013 | 53.5 | 0.3100 | 0.3500 | 5 | 376 | 18.9% | -0.19 | 0.0887 | -0.013 | ||
| 2.45 | 2.55 | 102 | 6,577 | 18.1% | 0.77 | 0.1018 | -0.014 | 54 | 0.3900 | 0.4100 | 131 | 180.3K | 18.0% | -0.23 | 0.1039 | -0.014 |
| 2.05 | 2.19 | 7 | 17.8% | 0.72 | 0.1169 | -0.015 | 54.5 | 0.4900 | 0.5300 | 10 | 152 | 17.5% | -0.28 | 0.1196 | -0.015 | |
| 1.70 | 1.75 | 268 | 29.2K | 16.8% | 0.66 | 0.1313 | -0.016 | 55 | 0.6200 | 0.6300 | 117 | 67.3K | 16.8% | -0.34 | 0.1347 | -0.017 |
| 1.33 | 1.42 | 45 | 16.1% | 0.60 | 0.1438 | -0.017 | 55.5 | 0.7800 | 0.8300 | 3 | 1 | 16.4% | -0.41 | 0.1483 | -0.017 | |
| 1.08 | 1.10 | 806 | 113.6K | 15.9% | 0.53 | 0.1530 | -0.017 | 56 | 0.9900 | 1.04 | 10 | 55.5K | 16.1% | -0.49 | 0.1588 | -0.017 |
| 0.8100 | 0.8600 | 11 | 852 | 15.5% | 0.45 | 0.1558 | -0.016 | 56.5 | 1.20 | 1.29 | 1 | 15.4% | -0.57 | 0.1634 | -0.017 | |
| 0.6100 | 0.6400 | 10.2K | 21.9K | 15.3% | 0.37 | 0.1507 | -0.015 | 57 | 1.52 | 1.84 | 11.5K | 17.5% | -0.65 | 0.1601 | -0.016 | |
| 0.4400 | 0.4900 | 29 | 275 | 15.3% | 0.30 | 0.1394 | -0.014 | 57.5 | 1.84 | 2.79 | 22.5% | -0.73 | 0.1504 | -0.015 | ||
| 0.3000 | 0.3400 | 68 | 37.7K | 14.9% | 0.23 | 0.1238 | -0.012 | 58 | 2.17 | 2.63 | 1,564 | 17.7% | -0.80 | 0.1366 | -0.013 | |
| 0.2100 | 0.2400 | 1 | 31 | 14.8% | 0.18 | 0.1057 | -0.010 | 58.5 | 2.63 | 3.85 | 26.4% | -0.86 | 0.1210 | -0.011 | ||
| 0.1400 | 0.1700 | 240 | 11.1K | 14.9% | 0.13 | 0.0868 | -0.008 | 59 | 3.00 | 4.30 | 18 | 27.1% | -0.91 | 0.1060 | -0.010 | |
| 0 | 0.1100 | 15 | 8 | 12.8% | 0.10 | 0.0691 | -0.007 | 59.5 | 3.50 | 4.75 | 28.8% | -0.96 | 0.0839 | -0.008 | ||
| 0.0500 | 0.0900 | 158 | 60.9K | 15.0% | 0.07 | 0.0540 | -0.005 | 60 | 3.50 | 4.60 | 7 | -0.98 | 0.0493 | -0.007 | ||
| 0.0400 | 0.0600 | 15.3% | 0.05 | 0.0422 | -0.004 | 60.5 | 3.35 | 6.70 | 30.9% | -1.00 | 0.0198 | -0.006 | ||||
| 0 | 0.0500 | 5,351 | 14.8% | 0.04 | 0.0336 | -0.004 | 61 | 4.20 | 7.00 | 34.5% | -1.00 | 0.0059 | -0.006 | |||
| 0 | 0.1700 | 20.0% | 0.03 | 0.0275 | -0.003 | 61.5 | 4.40 | 6.90 | 23.6% | -1.00 | 0.0005 | -0.006 | ||||
| 0 | 0.0300 | 3,174 | 15.8% | 0.03 | 0.0232 | -0.003 | 62 | 5.35 | 7.90 | 38.9% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1600 | 2,123 | 23.7% | 0.02 | 0.0175 | -0.003 | 63 | 5.90 | 9.20 | 40.8% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0200 | 2,491 | 19.1% | 0.02 | 0.0140 | -0.003 | 64 | 6.90 | 10.10 | 42.9% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1300 | 26 | 8,013 | 27.6% | 0.02 | 0.0114 | -0.003 | 65 | 8.05 | 10.60 | 40.9% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.1500 | 732 | 30.6% | 0.02 | 0.0096 | -0.003 | 66 | 8.90 | 11.40 | 36.1% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1500 | 1,643 | 32.9% | 0.01 | 0.0082 | -0.002 | 67 | 10.00 | 12.40 | 41.5% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1400 | 34.7% | 0.01 | 0.0070 | -0.002 | 68 | 10.90 | 13.60 | 46.5% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1400 | 77 | 36.9% | 0.01 | 0.0061 | -0.002 | 69 | 11.90 | 14.65 | 50.2% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0200 | 81.5K | 30.0% | 0.01 | 0.0054 | -0.002 | 70 | 12.95 | 15.60 | 52.7% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1400 | 41.0% | 0.01 | 0.0048 | -0.002 | 71 | 13.90 | 17.20 | 65.3% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1400 | 43.0% | 0.01 | 0.0043 | -0.002 | 72 | 14.90 | 18.20 | 68.0% | -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。