XLI 期权链 State Street Industrial Select Sector SPDR ETF
Cboe delayed options data · 截至 21:40 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 ±4.0% (167.45–181.40) · ATM IV 17.6% · P/C 未平仓量 0.10
| 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 | |
| 78.25 | 80.25 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.2000 | 91.4% | -0.00 | 0.0001 | -0.001 | |||||
| 72.55 | 75.50 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.2000 | 84.3% | -0.00 | 0.0001 | -0.001 | |||||
| 67.60 | 70.80 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.2000 | 77.5% | -0.00 | 0.0001 | -0.002 | |||||
| 63.25 | 65.20 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.2100 | 71.5% | -0.00 | 0.0002 | -0.002 | |||||
| 57.60 | 60.90 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.2100 | 5 | 65.3% | -0.00 | 0.0002 | -0.002 | ||||
| 53.30 | 55.95 | 57.9% | 1.00 | 0.0002 | 0.000 | 120 | 0.0100 | 0.2100 | 10 | 6 | 59.6% | -0.00 | 0.0003 | -0.003 | ||
| 49.20 | 50.15 | 56.1% | 1.00 | 0.0002 | 0.000 | 125 | 0.0100 | 0.2200 | 8 | 5 | 54.1% | -0.00 | 0.0004 | -0.003 | ||
| 44.15 | 45.25 | 51.3% | 1.00 | 0.0004 | 0.000 | 130 | 0.0100 | 0.2400 | 4 | 10 | 49.0% | -0.00 | 0.0007 | -0.004 | ||
| 39.15 | 40.25 | 44.9% | 1.00 | 0.0007 | 0.000 | 135 | 0.0100 | 0.0800 | 4 | 6 | 37.9% | -0.01 | 0.0010 | -0.006 | ||
| 34.20 | 35.30 | 41.4% | 0.99 | 0.0011 | 0.000 | 140 | 0.0100 | 0.2700 | 8 | 7 | 38.7% | -0.01 | 0.0016 | -0.007 | ||
| 29.25 | 30.30 | 36.4% | 0.99 | 0.0020 | 0.000 | 145 | 0.0100 | 0.2900 | 4 | 18 | 33.7% | -0.02 | 0.0027 | -0.010 | ||
| 24.25 | 25.35 | 31.3% | 0.98 | 0.0036 | 0.000 | 150 | 0.0100 | 0.1700 | 4 | 16 | 26.1% | -0.03 | 0.0045 | -0.014 | ||
| 19.30 | 20.30 | 25.4% | 0.97 | 0.0068 | -0.007 | 155 | 0.0600 | 0.2600 | 10 | 18 | 23.3% | -0.05 | 0.0080 | -0.020 | ||
| 15.40 | 16.50 | 2 | 23.7% | 0.94 | 0.0115 | -0.017 | 159 | 0.1700 | 0.5200 | 2 | 22.5% | -0.08 | 0.0126 | -0.027 | ||
| 14.40 | 15.50 | 22.5% | 0.93 | 0.0132 | -0.019 | 160 | 0.1100 | 0.5300 | 2 | 8 | 20.8% | -0.09 | 0.0142 | -0.029 | ||
| 13.45 | 14.40 | 20.8% | 0.92 | 0.0150 | -0.022 | 161 | 0.2600 | 0.6300 | 21.4% | -0.10 | 0.0159 | -0.031 | ||||
| 12.50 | 13.60 | 21.4% | 0.91 | 0.0170 | -0.026 | 162 | 0.2000 | 0.5900 | 20 | 19.5% | -0.11 | 0.0178 | -0.034 | |||
| 12.05 | 13.15 | 21.3% | 0.90 | 0.0181 | -0.027 | 162.5 | 0.2300 | 0.7400 | 20.0% | -0.12 | 0.0189 | -0.035 | ||||
| 11.60 | 12.55 | 20.3% | 0.89 | 0.0193 | -0.029 | 163 | 0.4300 | 0.7800 | 20.6% | -0.13 | 0.0200 | -0.036 | ||||
| 10.65 | 11.75 | 20.4% | 0.88 | 0.0219 | -0.032 | 164 | 0.5500 | 0.8900 | 20.3% | -0.14 | 0.0224 | -0.039 | ||||
| 9.75 | 10.85 | 20.0% | 0.86 | 0.0246 | -0.036 | 165 | 0.4500 | 0.9900 | 5 | 3 | 18.9% | -0.16 | 0.0250 | -0.041 | ||
| 8.90 | 9.95 | 19.7% | 0.84 | 0.0277 | -0.039 | 166 | 0.6700 | 1.16 | 3 | 19.1% | -0.19 | 0.0278 | -0.044 | |||
| 8.05 | 9.10 | 19.3% | 0.81 | 0.0308 | -0.043 | 167 | 0.8900 | 1.34 | 4 | 19.0% | -0.21 | 0.0307 | -0.046 | |||
| 7.25 | 8.25 | 19.0% | 0.78 | 0.0342 | -0.046 | 168 | 1.07 | 1.55 | 50 | 18.7% | -0.24 | 0.0338 | -0.049 | |||
| 6.50 | 7.20 | 20 | 18.0% | 0.75 | 0.0374 | -0.050 | 169 | 1.19 | 1.67 | 69 | 17.8% | -0.27 | 0.0368 | -0.051 | ||
| 5.75 | 6.45 | 17.8% | 0.71 | 0.0407 | -0.053 | 170 | 1.50 | 1.90 | 1 | 34 | 17.6% | -0.31 | 0.0398 | -0.053 | ||
| 5.10 | 5.85 | 18.1% | 0.67 | 0.0436 | -0.055 | 171 | 1.80 | 2.38 | 4 | 17.9% | -0.35 | 0.0426 | -0.055 | |||
| 4.45 | 5.25 | 18.1% | 0.63 | 0.0461 | -0.057 | 172 | 2.22 | 2.73 | 6 | 17.9% | -0.39 | 0.0449 | -0.057 | |||
| 4.15 | 4.90 | 2 | 1 | 17.9% | 0.61 | 0.0472 | -0.058 | 172.5 | 2.29 | 2.92 | 17.5% | -0.41 | 0.0460 | -0.057 | ||
| 3.85 | 4.55 | 17.8% | 0.58 | 0.0481 | -0.058 | 173 | 2.59 | 3.05 | 7 | 17.4% | -0.43 | 0.0468 | -0.057 | |||
| 3.45 | 3.80 | 1 | 17.5% | 0.54 | 0.0493 | -0.059 | 174 | 3.10 | 3.60 | 3 | 17.7% | -0.48 | 0.0480 | -0.057 | ||
| 2.94 | 3.50 | 1 | 18.0% | 0.49 | 0.0496 | -0.058 | 175 | 3.35 | 3.95 | 14 | 16.6% | -0.53 | 0.0484 | -0.056 | ||
| 2.35 | 2.82 | 17.0% | 0.44 | 0.0491 | -0.057 | 176 | 3.75 | 4.70 | 8 | 16.6% | -0.58 | 0.0480 | -0.055 | |||
| 1.95 | 2.54 | 15 | 3 | 17.3% | 0.39 | 0.0477 | -0.055 | 177 | 4.45 | 5.30 | 1 | 16.7% | -0.63 | 0.0468 | -0.053 | |
| 1.77 | 2.31 | 3 | 17.1% | 0.37 | 0.0467 | -0.054 | 177.5 | 4.80 | 5.65 | 16.9% | -0.65 | 0.0459 | -0.051 | |||
| 1.60 | 2.23 | 6 | 4 | 17.4% | 0.34 | 0.0456 | -0.053 | 178 | 5.05 | 6.00 | 1 | 16.6% | -0.67 | 0.0448 | -0.050 | |
| 1.29 | 1.83 | 16 | 17.1% | 0.30 | 0.0428 | -0.050 | 179 | 5.95 | 6.55 | 2 | 16.7% | -0.71 | 0.0422 | -0.046 | ||
| 1.02 | 1.44 | 7 | 16.7% | 0.26 | 0.0398 | -0.046 | 180 | 6.30 | 7.20 | 1 | 3 | 15.1% | -0.75 | 0.0392 | -0.043 | |
| 0.8400 | 1.33 | 5 | 13 | 17.2% | 0.23 | 0.0364 | -0.043 | 181 | 7.45 | 7.85 | 21 | 1 | 15.8% | -0.79 | 0.0359 | -0.039 |
| 0.5900 | 1.03 | 5 | 16.7% | 0.19 | 0.0330 | -0.039 | 182 | 8.05 | 9.10 | 2 | 1 | 16.5% | -0.82 | 0.0325 | -0.035 | |
| 0.5200 | 0.9900 | 1 | 2 | 16.9% | 0.18 | 0.0313 | -0.038 | 182.5 | 8.70 | 9.50 | 17.4% | -0.83 | 0.0308 | -0.033 | ||
| 0.4300 | 0.9400 | 12 | 17.0% | 0.17 | 0.0297 | -0.036 | 183 | 8.80 | 9.95 | 1 | 16.0% | -0.84 | 0.0292 | -0.031 | ||
| 0.3100 | 0.8000 | 2 | 17.0% | 0.14 | 0.0264 | -0.033 | 184 | 9.95 | 10.85 | 17.5% | -0.87 | 0.0259 | -0.027 | |||
| 0.2200 | 0.7300 | 5 | 17.4% | 0.12 | 0.0234 | -0.030 | 185 | 10.85 | 11.70 | 3 | 17.3% | -0.89 | 0.0229 | -0.023 | ||
| 0.1400 | 0.4700 | 2,001 | 16.5% | 0.10 | 0.0207 | -0.027 | 186 | 11.65 | 12.65 | 16.9% | -0.90 | 0.0201 | -0.020 | |||
| 0.0900 | 0.5600 | 1 | 17.7% | 0.09 | 0.0181 | -0.024 | 187 | 12.40 | 13.60 | 15.4% | -0.92 | 0.0175 | -0.017 | |||
| 0.0700 | 0.5200 | 17.8% | 0.08 | 0.0170 | -0.023 | 187.5 | 12.85 | 14.05 | 14.7% | -0.93 | 0.0164 | -0.015 | ||||
| 0.0500 | 0.3800 | 1 | 17.1% | 0.08 | 0.0159 | -0.021 | 188 | 13.35 | 14.55 | 15.1% | -0.93 | 0.0152 | -0.013 | |||
| 0.0100 | 0.4300 | 2 | 18.1% | 0.06 | 0.0139 | -0.019 | 189 | 14.30 | 15.50 | 14.2% | -0.94 | 0.0132 | -0.011 | |||
| 0.0100 | 0.4000 | 21 | 18.8% | 0.06 | 0.0120 | -0.017 | 190 | 15.30 | 16.45 | 2 | 13.4% | -0.95 | 0.0114 | -0.008 | ||
| 0.0100 | 0.2900 | 1 | 18.5% | 0.05 | 0.0106 | -0.015 | 191 | 16.30 | 17.40 | 14 | -0.96 | 0.0099 | -0.006 | |||
| 0.0100 | 0.2700 | 1 | 19.1% | 0.04 | 0.0092 | -0.014 | 192 | 17.25 | 18.40 | -0.96 | 0.0086 | -0.004 | ||||
| 0.0100 | 0.2600 | 19.4% | 0.04 | 0.0086 | -0.013 | 192.5 | 17.75 | 18.85 | -0.97 | 0.0079 | -0.003 | |||||
| 0.0100 | 0.2500 | 2 | 19.7% | 0.03 | 0.0080 | -0.012 | 193 | 18.25 | 19.40 | -0.97 | 0.0074 | -0.002 | ||||
| 0.0100 | 0.2400 | 1 | 20.4% | 0.03 | 0.0069 | -0.011 | 194 | 19.25 | 20.40 | -0.97 | 0.0064 | 0.000 | ||||
| 0.0100 | 0.2300 | 7 | 21.0% | 0.03 | 0.0060 | -0.010 | 195 | 20.25 | 21.35 | -0.98 | 0.0055 | 0.000 | ||||
| 0.0100 | 0.2200 | 1 | 21.7% | 0.02 | 0.0052 | -0.009 | 196 | 21.25 | 22.30 | -0.98 | 0.0047 | 0.000 | ||||
| 0.0100 | 0.2500 | 3 | 22.9% | 0.02 | 0.0046 | -0.008 | 197 | 22.20 | 23.30 | -0.98 | 0.0041 | 0.000 | ||||
| 0.0100 | 0.2500 | 1,090 | 23.3% | 0.02 | 0.0043 | -0.007 | 197.5 | 22.70 | 23.80 | -0.98 | 0.0038 | 0.000 | ||||
| 0.0100 | 0.2400 | 23.5% | 0.02 | 0.0040 | -0.007 | 198 | 23.20 | 24.30 | -0.99 | 0.0035 | 0.000 | |||||
| 0.0100 | 0.2300 | 24.1% | 0.01 | 0.0035 | -0.006 | 199 | 24.20 | 25.35 | -0.99 | 0.0031 | 0.000 | |||||
| 0.0100 | 0.2300 | 24.9% | 0.01 | 0.0031 | -0.005 | 200 | 25.30 | 26.25 | -0.99 | 0.0026 | 0.000 | |||||
| 0 | 0.2000 | 27.8% | 0.01 | 0.0016 | -0.003 | 205 | 30.15 | 32.75 | 39.7% | -0.99 | 0.0013 | 0.000 | ||||
| 0 | 0.2100 | 31.4% | 0.00 | 0.0008 | -0.002 | 210 | 35.05 | 37.70 | 43.0% | -1.00 | 0.0006 | 0.000 | ||||
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。