XLI 期权链 State Street Industrial Select Sector SPDR ETF
Cboe delayed options data · 截至 15:46 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 ±5.4% (158.28–176.44) · ATM IV 20.6% · P/C 未平仓量 0.96
| 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 | |
| 71.55 | 74.75 | 83.2% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.13 | 110.0% | -0.00 | 0.0001 | -0.002 | ||||
| 66.55 | 69.70 | 73.6% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 2.13 | 101.5% | -0.00 | 0.0002 | -0.002 | ||||
| 61.55 | 64.75 | 67.3% | 1.00 | 0.0003 | 0.000 | 105 | 0 | 2.13 | 93.5% | -0.00 | 0.0003 | -0.003 | ||||
| 55.95 | 59.70 | 1.00 | 0.0004 | 0.000 | 110 | 0 | 2.13 | 85.7% | -0.00 | 0.0004 | -0.004 | |||||
| 51.65 | 54.90 | 58.9% | 0.99 | 0.0006 | -0.000 | 115 | 0 | 2.13 | 78.3% | -0.01 | 0.0006 | -0.005 | ||||
| 46.35 | 49.85 | 41.3% | 0.99 | 0.0010 | -0.002 | 120 | 0 | 0.9500 | 59.9% | -0.01 | 0.0010 | -0.007 | ||||
| 41.70 | 44.75 | 43.5% | 0.99 | 0.0014 | -0.005 | 125 | 0 | 0.7500 | 51.4% | -0.01 | 0.0014 | -0.009 | ||||
| 36.75 | 39.50 | 28.1% | 0.98 | 0.0021 | -0.008 | 130 | 0 | 0.7500 | 45.7% | -0.02 | 0.0021 | -0.012 | ||||
| 32.05 | 34.60 | 35.2% | 0.97 | 0.0032 | -0.012 | 135 | 0 | 0.7500 | 40.1% | -0.03 | 0.0032 | -0.015 | ||||
| 27.00 | 29.75 | 30.9% | 0.96 | 0.0048 | -0.017 | 140 | 0 | 0.7500 | 34.5% | -0.04 | 0.0048 | -0.020 | ||||
| 22.30 | 24.90 | 29.7% | 0.94 | 0.0073 | -0.023 | 145 | 0 | 1.18 | 1 | 32.3% | -0.06 | 0.0074 | -0.026 | |||
| 17.65 | 20.15 | 27.6% | 0.90 | 0.0112 | -0.031 | 150 | 0.2000 | 2.70 | 34.6% | -0.10 | 0.0113 | -0.033 | ||||
| 15.30 | 17.40 | 23.9% | 0.88 | 0.0137 | -0.035 | 152.5 | 0.1900 | 2.88 | 8 | 31.8% | -0.12 | 0.0139 | -0.038 | |||
| 14.00 | 16.40 | 25.3% | 0.86 | 0.0155 | -0.038 | 154 | 0.6000 | 1.55 | 26.2% | -0.14 | 0.0158 | -0.040 | ||||
| 13.15 | 15.60 | 25.4% | 0.85 | 0.0168 | -0.040 | 155 | 0.7000 | 3.10 | 1 | 30.8% | -0.15 | 0.0171 | -0.042 | |||
| 12.20 | 14.70 | 24.6% | 0.83 | 0.0182 | -0.042 | 156 | 1.05 | 3.10 | 30.4% | -0.17 | 0.0185 | -0.044 | ||||
| 11.35 | 13.85 | 24.2% | 0.82 | 0.0197 | -0.044 | 157 | 0.8900 | 1.80 | 2 | 24.1% | -0.19 | 0.0200 | -0.046 | |||
| 10.90 | 13.40 | 23.9% | 0.81 | 0.0205 | -0.045 | 157.5 | 0.9500 | 3.35 | 1 | 28.5% | -0.19 | 0.0209 | -0.047 | |||
| 10.40 | 13.00 | 23.5% | 0.80 | 0.0213 | -0.046 | 158 | 1.19 | 3.45 | 71 | 28.8% | -0.20 | 0.0217 | -0.048 | |||
| 9.75 | 12.15 | 23.6% | 0.78 | 0.0229 | -0.048 | 159 | 1.20 | 3.55 | 1 | 27.5% | -0.22 | 0.0234 | -0.049 | |||
| 8.90 | 11.35 | 23.1% | 0.76 | 0.0246 | -0.049 | 160 | 1.53 | 2.22 | 5 | 23.1% | -0.24 | 0.0251 | -0.051 | |||
| 8.05 | 10.10 | 21.2% | 0.74 | 0.0263 | -0.051 | 161 | 1.71 | 2.46 | 1 | 22.7% | -0.27 | 0.0268 | -0.053 | |||
| 7.35 | 9.85 | 22.5% | 0.71 | 0.0280 | -0.052 | 162 | 0.9600 | 3.90 | 1 | 22.9% | -0.29 | 0.0286 | -0.054 | |||
| 7.00 | 9.40 | 1 | 22.1% | 0.70 | 0.0288 | -0.053 | 162.5 | 1.09 | 3.95 | 22.5% | -0.31 | 0.0296 | -0.055 | |||
| 6.60 | 9.05 | 21.9% | 0.69 | 0.0297 | -0.053 | 163 | 1.22 | 3.25 | 20.2% | -0.32 | 0.0304 | -0.055 | ||||
| 6.00 | 8.45 | 1 | 22.1% | 0.66 | 0.0313 | -0.055 | 164 | 2.05 | 4.15 | 1 | 22.7% | -0.35 | 0.0322 | -0.057 | ||
| 5.40 | 6.65 | 19.3% | 0.63 | 0.0328 | -0.055 | 165 | 2.35 | 3.65 | 1 | 20.3% | -0.38 | 0.0338 | -0.057 | |||
| 4.95 | 7.10 | 22.0% | 0.59 | 0.0342 | -0.056 | 166 | 2.70 | 4.10 | 20.2% | -0.42 | 0.0353 | -0.058 | ||||
| 4.45 | 6.20 | 21.3% | 0.56 | 0.0353 | -0.056 | 167 | 3.60 | 4.65 | 1 | 21.5% | -0.45 | 0.0366 | -0.058 | |||
| 3.85 | 6.40 | 1 | 21.6% | 0.54 | 0.0358 | -0.056 | 167.5 | 3.25 | 4.65 | 1 | 19.5% | -0.47 | 0.0372 | -0.058 | ||
| 3.55 | 6.15 | 1 | 21.5% | 0.52 | 0.0362 | -0.056 | 168 | 3.45 | 4.90 | 19.4% | -0.49 | 0.0376 | -0.058 | |||
| 3.00 | 5.10 | 2 | 20.0% | 0.49 | 0.0367 | -0.055 | 169 | 3.90 | 6.10 | 2 | 20.8% | -0.53 | 0.0384 | -0.058 | ||
| 2.65 | 4.55 | 5 | 20.0% | 0.45 | 0.0368 | -0.054 | 170 | 4.40 | 6.55 | 20.3% | -0.56 | 0.0387 | -0.057 | |||
| 2.06 | 4.20 | 1 | 19.7% | 0.41 | 0.0366 | -0.053 | 171 | 4.65 | 6.75 | 18.5% | -0.60 | 0.0388 | -0.056 | |||
| 1.85 | 3.75 | 8 | 19.9% | 0.38 | 0.0360 | -0.051 | 172 | 5.40 | 7.50 | 19.0% | -0.64 | 0.0384 | -0.054 | |||
| 1.39 | 3.55 | 19.1% | 0.36 | 0.0356 | -0.050 | 172.5 | 5.60 | 7.85 | 18.7% | -0.66 | 0.0381 | -0.053 | ||||
| 1.65 | 3.05 | 1 | 19.3% | 0.34 | 0.0350 | -0.049 | 173 | 6.10 | 8.00 | 18.6% | -0.68 | 0.0376 | -0.052 | |||
| 0.8300 | 2.48 | 17.3% | 0.31 | 0.0337 | -0.047 | 174 | 7.75 | 8.65 | 2 | 20.9% | -0.72 | 0.0365 | -0.050 | |||
| 1.25 | 2.48 | 31 | 19.8% | 0.28 | 0.0321 | -0.044 | 175 | 7.55 | 9.80 | 19.4% | -0.75 | 0.0352 | -0.048 | |||
| 1.17 | 1.76 | 1 | 10 | 18.9% | 0.25 | 0.0303 | -0.042 | 176 | 8.20 | 10.50 | 18.8% | -0.79 | 0.0336 | -0.045 | ||
| 0.0200 | 3.10 | 15 | 20.8% | 0.22 | 0.0283 | -0.039 | 177 | 9.10 | 11.45 | 19.5% | -0.82 | 0.0319 | -0.043 | |||
| 0 | 2.00 | 17.9% | 0.21 | 0.0273 | -0.038 | 177.5 | 9.50 | 11.90 | 1 | 19.6% | -0.83 | 0.0310 | -0.042 | |||
| 0.2300 | 1.67 | 18.1% | 0.19 | 0.0263 | -0.036 | 178 | 9.95 | 12.35 | 1 | 19.8% | -0.84 | 0.0301 | -0.041 | |||
| 0 | 2.84 | 22.4% | 0.17 | 0.0242 | -0.034 | 179 | 10.85 | 13.55 | 21.3% | -0.87 | 0.0282 | -0.038 | ||||
| 0.5500 | 1.30 | 1 | 3 | 20.2% | 0.15 | 0.0222 | -0.031 | 180 | 11.85 | 13.85 | 19.4% | -0.89 | 0.0264 | -0.036 | ||
| 0.4100 | 0.7100 | 3 | 4 | 18.3% | 0.13 | 0.0202 | -0.029 | 181 | 12.65 | 14.75 | 18.6% | -0.91 | 0.0240 | -0.034 | ||
| 0.3200 | 0.6400 | 22 | 1 | 18.4% | 0.12 | 0.0184 | -0.027 | 182 | 13.65 | 15.85 | 20.2% | -0.93 | 0.0226 | -0.033 | ||
| 0.2200 | 1.01 | 20.2% | 0.11 | 0.0175 | -0.026 | 182.5 | 14.10 | 16.30 | 20.0% | -0.94 | 0.0219 | -0.031 | ||||
| 0.0500 | 0.8400 | 3 | 20.8% | 0.08 | 0.0136 | -0.021 | 185 | 16.55 | 19.75 | 27.4% | -0.97 | 0.0151 | -0.023 | |||
| 0 | 0.7500 | 24.1% | 0.05 | 0.0081 | -0.014 | 190 | 21.55 | 24.75 | 32.3% | -1.00 | 0.0009 | -0.017 | ||||
| 0 | 0.7500 | 18 | 28.0% | 0.03 | 0.0049 | -0.009 | 195 | 26.55 | 29.75 | 36.9% | -1.00 | 0.0000 | -0.017 | |||
| 0 | 0.7500 | 31.7% | 0.02 | 0.0030 | -0.006 | 200 | 31.55 | 34.75 | 41.3% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 0.9500 | 36.9% | 0.01 | 0.0019 | -0.004 | 205 | 36.55 | 39.75 | 45.4% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 0.7500 | 38.6% | 0.01 | 0.0013 | -0.003 | 210 | 41.55 | 44.75 | 49.4% | -1.00 | 0.0000 | -0.017 | ||||
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。