XLP 期权链 State Street Consumer Staples Select Sector SPDR ETF
Cboe delayed options data · 截至 18:39 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 ±3.8% (82.17–88.64) · ATM IV 14.8% · P/C 未平仓量 1.15
| 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 | |
| 33.40 | 37.25 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0700 | 69.8% | -0.00 | 0.0006 | -0.003 | |||||
| 28.40 | 32.30 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0700 | 58.3% | -0.01 | 0.0010 | -0.003 | |||||
| 23.90 | 27.10 | 1.00 | 0.0008 | 0.000 | 60 | 0 | 0.0800 | 48.5% | -0.01 | 0.0016 | -0.003 | |||||
| 18.95 | 21.70 | 1.00 | 0.0014 | 0.000 | 65 | 0 | 0.0800 | 38.5% | -0.01 | 0.0029 | -0.004 | |||||
| 15.30 | 15.80 | 32.5% | 0.99 | 0.0031 | 0.000 | 70 | 0.0100 | 0.0900 | 30.0% | -0.02 | 0.0055 | -0.005 | ||||
| 10.30 | 10.80 | 21.6% | 0.98 | 0.0081 | 0.000 | 75 | 0.0200 | 0.1300 | 22.2% | -0.04 | 0.0127 | -0.006 | ||||
| 9.30 | 9.80 | 19.4% | 0.98 | 0.0106 | -0.001 | 76 | 0.0300 | 0.1400 | 20.7% | -0.04 | 0.0159 | -0.007 | ||||
| 8.35 | 8.80 | 19.8% | 0.97 | 0.0143 | -0.002 | 77 | 0.0600 | 0.1600 | 19.8% | -0.05 | 0.0200 | -0.008 | ||||
| 7.35 | 7.80 | 17.7% | 0.96 | 0.0198 | -0.004 | 78 | 0.0900 | 0.2000 | 18.8% | -0.07 | 0.0258 | -0.009 | ||||
| 6.35 | 6.75 | 13.1% | 0.95 | 0.0278 | -0.006 | 79 | 0.1700 | 0.2400 | 2 | 18.2% | -0.09 | 0.0336 | -0.011 | |||
| 5.40 | 5.70 | 11.0% | 0.92 | 0.0391 | -0.009 | 80 | 0.2500 | 0.3400 | 9 | 20 | 17.6% | -0.12 | 0.0437 | -0.013 | ||
| 4.95 | 5.30 | 1 | 14.6% | 0.90 | 0.0459 | -0.011 | 80.5 | 0.2900 | 0.4400 | 10 | 17.5% | -0.14 | 0.0496 | -0.014 | ||
| 4.50 | 4.95 | 16.0% | 0.88 | 0.0536 | -0.013 | 81 | 0.3100 | 0.4600 | 6 | 12 | 16.5% | -0.16 | 0.0560 | -0.015 | ||
| 4.05 | 4.50 | 15.7% | 0.85 | 0.0618 | -0.015 | 81.5 | 0.3800 | 0.5200 | 10 | 13 | 16.1% | -0.19 | 0.0628 | -0.016 | ||
| 3.70 | 3.95 | 15.2% | 0.83 | 0.0707 | -0.016 | 82 | 0.5300 | 0.6400 | 52 | 15 | 16.4% | -0.22 | 0.0699 | -0.018 | ||
| 3.25 | 3.50 | 14.5% | 0.79 | 0.0793 | -0.018 | 82.5 | 0.6300 | 0.7300 | 11 | 16.0% | -0.26 | 0.0770 | -0.019 | |||
| 2.87 | 3.15 | 14.8% | 0.75 | 0.0878 | -0.020 | 83 | 0.7500 | 0.8600 | 52 | 11 | 15.8% | -0.29 | 0.0840 | -0.020 | ||
| 2.52 | 2.79 | 14.9% | 0.71 | 0.0954 | -0.021 | 83.5 | 0.9000 | 1.05 | 67 | 15.8% | -0.34 | 0.0903 | -0.021 | |||
| 2.19 | 2.45 | 2 | 14.9% | 0.66 | 0.1016 | -0.022 | 84 | 1.08 | 1.18 | 33 | 33 | 15.5% | -0.38 | 0.0957 | -0.021 | |
| 1.88 | 2.10 | 14.7% | 0.61 | 0.1061 | -0.023 | 84.5 | 1.25 | 1.38 | 15.2% | -0.43 | 0.0999 | -0.022 | ||||
| 1.60 | 1.83 | 39 | 14.7% | 0.55 | 0.1086 | -0.023 | 85 | 1.47 | 1.60 | 6 | 43 | 15.0% | -0.48 | 0.1025 | -0.022 | |
| 1.34 | 1.58 | 36 | 14.7% | 0.50 | 0.1090 | -0.023 | 85.5 | 1.70 | 1.85 | 45 | 14.8% | -0.53 | 0.1034 | -0.022 | ||
| 1.11 | 1.34 | 34 | 7 | 14.6% | 0.45 | 0.1074 | -0.023 | 86 | 2.00 | 2.12 | 12 | 8 | 14.8% | -0.58 | 0.1027 | -0.021 |
| 0.9200 | 1.08 | 56 | 11 | 14.4% | 0.39 | 0.1039 | -0.022 | 86.5 | 2.31 | 2.43 | 14.8% | -0.64 | 0.1001 | -0.020 | ||
| 0.7500 | 0.9000 | 74 | 15 | 14.4% | 0.34 | 0.0988 | -0.020 | 87 | 2.59 | 2.81 | 14 | 3 | 14.7% | -0.68 | 0.0958 | -0.019 |
| 0.6000 | 0.8100 | 56 | 80 | 14.7% | 0.30 | 0.0922 | -0.019 | 87.5 | 3.00 | 3.15 | 14.9% | -0.73 | 0.0899 | -0.018 | ||
| 0.4800 | 0.6600 | 40 | 50 | 14.6% | 0.25 | 0.0845 | -0.017 | 88 | 3.35 | 3.70 | 5 | 15.8% | -0.77 | 0.0827 | -0.016 | |
| 0.3800 | 0.6100 | 6 | 15.1% | 0.22 | 0.0763 | -0.016 | 88.5 | 3.75 | 4.10 | 15.9% | -0.81 | 0.0747 | -0.014 | |||
| 0.3000 | 0.4800 | 14.9% | 0.18 | 0.0682 | -0.015 | 89 | 4.20 | 4.50 | 3 | 16.1% | -0.84 | 0.0666 | -0.013 | |||
| 0.2300 | 0.3600 | 4 | 14.6% | 0.16 | 0.0604 | -0.013 | 89.5 | 4.60 | 4.95 | 16.2% | -0.86 | 0.0587 | -0.011 | |||
| 0.1700 | 0.3100 | 5 | 14.8% | 0.13 | 0.0533 | -0.012 | 90 | 5.05 | 5.40 | 16.5% | -0.89 | 0.0514 | -0.010 | |||
| 0.1500 | 0.2700 | 15.3% | 0.12 | 0.0469 | -0.011 | 90.5 | 5.35 | 5.85 | 15.0% | -0.90 | 0.0448 | -0.008 | ||||
| 0.1300 | 0.2400 | 2 | 15.7% | 0.10 | 0.0412 | -0.010 | 91 | 6.00 | 6.30 | 17.1% | -0.92 | 0.0389 | -0.007 | |||
| 0.1000 | 0.2100 | 16.0% | 0.09 | 0.0362 | -0.009 | 91.5 | 6.30 | 6.80 | 15.5% | -0.93 | 0.0338 | -0.006 | ||||
| 0.0800 | 0.1900 | 3 | 16.4% | 0.07 | 0.0317 | -0.008 | 92 | 6.95 | 7.25 | 17.9% | -0.94 | 0.0293 | -0.005 | |||
| 0.0600 | 0.1700 | 16.6% | 0.07 | 0.0281 | -0.008 | 92.5 | 7.40 | 7.75 | 18.1% | -0.95 | 0.0255 | -0.004 | ||||
| 0.0500 | 0.1500 | 17.0% | 0.06 | 0.0249 | -0.007 | 93 | 7.90 | 8.25 | 19.0% | -0.96 | 0.0223 | -0.003 | ||||
| 0.0300 | 0.1300 | 17.8% | 0.05 | 0.0197 | -0.006 | 94 | 8.75 | 9.20 | 15.7% | -0.97 | 0.0174 | -0.002 | ||||
| 0.0200 | 0.1200 | 18.9% | 0.04 | 0.0161 | -0.006 | 95 | 9.70 | 10.20 | -0.97 | 0.0139 | -0.001 | |||||
| 0.0100 | 0.0900 | 24.6% | 0.02 | 0.0079 | -0.005 | 100 | 14.75 | 15.15 | 24.9% | -0.98 | 0.0066 | 0.000 | ||||
| 0 | 0.0800 | 29.9% | 0.02 | 0.0050 | -0.004 | 105 | 19.70 | 20.15 | -0.99 | 0.0041 | 0.000 | |||||
| 0 | 0.0800 | 35.5% | 0.01 | 0.0035 | -0.004 | 110 | 23.85 | 27.00 | 56.6% | -0.99 | 0.0029 | 0.000 | ||||
| 0 | 0.0700 | 40.1% | 0.01 | 0.0027 | -0.004 | 115 | 29.00 | 31.95 | 65.2% | -0.99 | 0.0022 | 0.000 | ||||
| 0 | 0.0700 | 44.9% | 0.01 | 0.0021 | -0.004 | 120 | 33.40 | 36.85 | 60.8% | -0.99 | 0.0017 | 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。