XLI 期权链 State Street Industrial Select Sector SPDR ETF
Cboe delayed options data · 截至 12:43 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 ±4.2% (160.86–174.98) · ATM IV 21.9% · P/C 未平仓量 1.19
| 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 | |
| 70.40 | 75.40 | 1.00 | 0.0002 | -0.005 | 95 | 0 | 2.13 | 149.7% | -0.00 | 0.0002 | -0.005 | |||||
| 65.35 | 70.35 | 1.00 | 0.0003 | -0.006 | 100 | 0 | 2.13 | 138.2% | -0.00 | 0.0003 | -0.006 | |||||
| 60.40 | 65.40 | 1.00 | 0.0004 | -0.007 | 105 | 0 | 4.90 | 156.1% | -0.00 | 0.0004 | -0.007 | |||||
| 55.45 | 60.45 | 0.99 | 0.0005 | -0.009 | 110 | 0 | 4.90 | 143.8% | -0.00 | 0.0005 | -0.009 | |||||
| 50.40 | 55.40 | 0.99 | 0.0007 | -0.011 | 115 | 0 | 4.90 | 132.0% | -0.01 | 0.0007 | -0.011 | |||||
| 45.65 | 50.60 | 65.4% | 0.99 | 0.0010 | -0.013 | 120 | 0 | 4.90 | 120.5% | -0.01 | 0.0010 | -0.013 | ||||
| 40.50 | 45.50 | 0.99 | 0.0014 | -0.016 | 125 | 0 | 4.90 | 5 | 109.4% | -0.01 | 0.0014 | -0.016 | ||||
| 35.90 | 40.85 | 61.2% | 0.98 | 0.0020 | -0.020 | 130 | 0 | 4.90 | 66 | 98.6% | -0.02 | 0.0020 | -0.020 | |||
| 30.85 | 35.80 | 51.6% | 0.98 | 0.0029 | -0.024 | 135 | 0 | 2.54 | 64 | 72.2% | -0.02 | 0.0030 | -0.025 | |||
| 25.60 | 30.60 | 33.2% | 0.96 | 0.0044 | -0.030 | 140 | 0 | 0.4100 | 56 | 41.8% | -0.04 | 0.0044 | -0.031 | |||
| 20.70 | 25.70 | 32.4% | 0.95 | 0.0068 | -0.038 | 145 | 0 | 0.4800 | 46 | 55 | 36.1% | -0.05 | 0.0068 | -0.038 | ||
| 15.85 | 20.75 | 28.6% | 0.92 | 0.0106 | -0.048 | 150 | 0 | 4.90 | 132 | 56.9% | -0.08 | 0.0106 | -0.048 | |||
| 13.55 | 18.45 | 29.1% | 0.90 | 0.0133 | -0.054 | 152.5 | 0 | 2.84 | 267 | 41.9% | -0.10 | 0.0134 | -0.054 | |||
| 12.05 | 16.95 | 26.8% | 0.88 | 0.0153 | -0.057 | 154 | 0 | 2.92 | 7 | 39.5% | -0.12 | 0.0154 | -0.058 | |||
| 11.15 | 16.05 | 26.8% | 0.87 | 0.0168 | -0.060 | 155 | 0 | 4.90 | 18 | 46.5% | -0.13 | 0.0170 | -0.060 | |||
| 10.30 | 15.15 | 26.8% | 0.86 | 0.0185 | -0.062 | 156 | 0 | 4.90 | 5 | 44.3% | -0.14 | 0.0186 | -0.063 | |||
| 9.30 | 14.20 | 25.4% | 0.85 | 0.0203 | -0.065 | 157 | 0 | 4.90 | 5 | 42.2% | -0.15 | 0.0205 | -0.066 | |||
| 8.90 | 13.80 | 5 | 25.8% | 0.84 | 0.0213 | -0.066 | 157.5 | 0 | 4.90 | 117 | 41.1% | -0.16 | 0.0215 | -0.067 | ||
| 8.55 | 13.45 | 7 | 26.5% | 0.83 | 0.0223 | -0.068 | 158 | 0 | 4.90 | 4 | 111 | 40.0% | -0.17 | 0.0225 | -0.068 | |
| 7.70 | 12.60 | 26.1% | 0.81 | 0.0245 | -0.070 | 159 | 0 | 4.90 | 350 | 352 | 37.8% | -0.19 | 0.0247 | -0.071 | ||
| 6.75 | 11.65 | 24.7% | 0.79 | 0.0269 | -0.073 | 160 | 0.2000 | 4.95 | 144 | 199 | 36.5% | -0.21 | 0.0271 | -0.074 | ||
| 5.95 | 10.85 | 6 | 24.4% | 0.77 | 0.0294 | -0.075 | 161 | 0 | 4.90 | 36 | 47 | 33.4% | -0.23 | 0.0297 | -0.076 | |
| 5.20 | 10.05 | 24.2% | 0.74 | 0.0320 | -0.078 | 162 | 0 | 4.90 | 25 | 96 | 31.1% | -0.26 | 0.0323 | -0.079 | ||
| 4.70 | 9.60 | 10 | 23.3% | 0.73 | 0.0334 | -0.079 | 162.5 | 0.4000 | 4.95 | 121 | 137 | 31.5% | -0.28 | 0.0337 | -0.080 | |
| 4.40 | 9.35 | 40 | 24.1% | 0.71 | 0.0347 | -0.080 | 163 | 0 | 4.90 | 7 | 123 | 28.7% | -0.29 | 0.0351 | -0.081 | |
| 3.55 | 8.45 | 53 | 60 | 22.5% | 0.68 | 0.0374 | -0.082 | 164 | 0 | 4.40 | 14 | 45 | 23.9% | -0.32 | 0.0379 | -0.083 |
| 2.80 | 7.75 | 12 | 21.8% | 0.64 | 0.0401 | -0.083 | 165 | 1.64 | 5.00 | 84 | 27.7% | -0.36 | 0.0406 | -0.084 | ||
| 2.31 | 7.25 | 35 | 22.7% | 0.60 | 0.0424 | -0.084 | 166 | 0.0500 | 4.95 | 58 | 70 | 21.5% | -0.40 | 0.0431 | -0.085 | |
| 1.71 | 6.65 | 22 | 22.4% | 0.56 | 0.0444 | -0.084 | 167 | 0.7100 | 5.65 | 38 | 46 | 22.9% | -0.44 | 0.0452 | -0.085 | |
| 1.41 | 6.35 | 75 | 22.0% | 0.54 | 0.0452 | -0.083 | 167.5 | 0.8100 | 5.75 | 11 | 29 | 22.0% | -0.47 | 0.0460 | -0.085 | |
| 1.06 | 6.00 | 5 | 21.6% | 0.52 | 0.0458 | -0.083 | 168 | 1.06 | 6.00 | 84 | 122 | 22.2% | -0.49 | 0.0467 | -0.084 | |
| 0.4100 | 5.35 | 389 | 20.4% | 0.47 | 0.0465 | -0.081 | 169 | 1.25 | 6.20 | 27 | 20.1% | -0.54 | 0.0474 | -0.083 | ||
| 0 | 4.80 | 18 | 228 | 20.1% | 0.42 | 0.0463 | -0.079 | 170 | 2.06 | 7.00 | 20 | 70 | 21.5% | -0.58 | 0.0474 | -0.081 |
| 0 | 4.45 | 1 | 42 | 21.4% | 0.38 | 0.0453 | -0.076 | 171 | 2.66 | 7.60 | 7 | 21.3% | -0.63 | 0.0464 | -0.078 | |
| 0 | 4.05 | 1 | 27 | 22.4% | 0.33 | 0.0435 | -0.072 | 172 | 3.30 | 8.20 | 2 | 21.0% | -0.68 | 0.0447 | -0.074 | |
| 0 | 3.90 | 5 | 29 | 22.9% | 0.31 | 0.0423 | -0.070 | 172.5 | 3.60 | 8.50 | 3 | 20.6% | -0.70 | 0.0436 | -0.072 | |
| 0 | 3.70 | 39 | 23.3% | 0.29 | 0.0411 | -0.068 | 173 | 3.80 | 8.70 | 2 | 19.4% | -0.72 | 0.0424 | -0.070 | ||
| 0 | 3.40 | 2 | 22 | 24.2% | 0.26 | 0.0382 | -0.064 | 174 | 4.75 | 9.65 | 20.9% | -0.76 | 0.0396 | -0.066 | ||
| 0.2500 | 1.15 | 42 | 90 | 17.9% | 0.22 | 0.0351 | -0.060 | 175 | 5.45 | 10.35 | 2 | 2 | 20.1% | -0.79 | 0.0365 | -0.062 |
| 0.2800 | 2.90 | 49 | 27.1% | 0.19 | 0.0319 | -0.056 | 176 | 6.35 | 11.20 | 5 | 20.5% | -0.82 | 0.0334 | -0.058 | ||
| 0.3000 | 2.75 | 5 | 10 | 28.4% | 0.17 | 0.0288 | -0.051 | 177 | 7.30 | 12.15 | 4 | 21.5% | -0.85 | 0.0303 | -0.054 | |
| 0.3000 | 2.69 | 44 | 29.0% | 0.16 | 0.0273 | -0.050 | 177.5 | 7.60 | 12.50 | 1 | 20.2% | -0.86 | 0.0288 | -0.052 | ||
| 0 | 2.64 | 1 | 12 | 28.3% | 0.15 | 0.0259 | -0.048 | 178 | 8.05 | 12.95 | 1 | 20.3% | -0.87 | 0.0274 | -0.051 | |
| 0 | 2.55 | 25 | 29.6% | 0.13 | 0.0232 | -0.044 | 179 | 8.95 | 13.85 | 20.1% | -0.89 | 0.0246 | -0.047 | |||
| 0 | 2.47 | 72 | 30.8% | 0.11 | 0.0207 | -0.041 | 180 | 10.00 | 14.90 | 22.2% | -0.91 | 0.0220 | -0.044 | |||
| 0 | 2.41 | 1 | 5 | 32.0% | 0.10 | 0.0185 | -0.038 | 181 | 11.00 | 15.90 | 5 | 23.5% | -0.92 | 0.0197 | -0.041 | |
| 0 | 2.37 | 7 | 33.3% | 0.09 | 0.0165 | -0.035 | 182 | 11.95 | 16.85 | 1 | 23.8% | -0.93 | 0.0175 | -0.037 | ||
| 0 | 2.35 | 11 | 34.0% | 0.08 | 0.0156 | -0.034 | 182.5 | 12.35 | 17.25 | 22.1% | -0.94 | 0.0165 | -0.036 | |||
| 0 | 2.33 | 42 | 34.6% | 0.08 | 0.0147 | -0.032 | 183 | 12.80 | 17.70 | 20.8% | -0.94 | 0.0155 | -0.035 | |||
| 0 | 2.30 | 1 | 35.9% | 0.07 | 0.0132 | -0.030 | 184 | 14.40 | 19.30 | 32.9% | -0.95 | 0.0137 | -0.032 | |||
| 0 | 2.27 | 3 | 37.1% | 0.06 | 0.0118 | -0.028 | 185 | 14.80 | 19.70 | 22.9% | -0.96 | 0.0122 | -0.029 | |||
| 0 | 2.23 | 349 | 40.3% | 0.05 | 0.0090 | -0.023 | 187.5 | 17.45 | 22.35 | 30.2% | -0.97 | 0.0088 | -0.023 | |||
| 0 | 2.21 | 209 | 43.5% | 0.04 | 0.0070 | -0.019 | 190 | 19.90 | 24.90 | 32.9% | -0.98 | 0.0063 | -0.018 | |||
| 0 | 2.18 | 12 | 49.5% | 0.02 | 0.0043 | -0.014 | 195 | 24.95 | 29.90 | 38.9% | -0.99 | 0.0032 | -0.009 | |||
| 0 | 2.16 | 16 | 55.2% | 0.01 | 0.0028 | -0.011 | 200 | 29.90 | 34.90 | 43.2% | -1.00 | 0.0016 | -0.005 | |||
| 0 | 2.15 | 60.7% | 0.01 | 0.0019 | -0.008 | 205 | 34.95 | 39.90 | 48.8% | -1.00 | 0.0008 | -0.002 | ||||
| 0 | 2.15 | 66.0% | 0.01 | 0.0013 | -0.006 | 210 | 39.95 | 44.90 | 53.4% | -1.00 | 0.0004 | -0.001 | ||||
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。