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 ±4.1% (81.89–88.91) · ATM IV 14.8% · P/C 未平仓量 1.66
| 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 | |
| 38.40 | 41.55 | 6 | 2 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.4500 | 97.9% | -0.00 | 0.0004 | -0.002 | |||
| 33.40 | 37.30 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.6500 | 89.2% | -0.00 | 0.0006 | -0.002 | |||||
| 28.40 | 32.25 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.7500 | 77.5% | -0.01 | 0.0010 | -0.002 | |||||
| 24.15 | 26.40 | 1.00 | 0.0007 | 0.000 | 60 | 0 | 0.6600 | 62.7% | -0.01 | 0.0016 | -0.003 | |||||
| 19.15 | 20.95 | 1.00 | 0.0014 | 0.000 | 65 | 0 | 0.2700 | 8 | 42.6% | -0.01 | 0.0029 | -0.003 | ||||
| 13.70 | 16.30 | 0.99 | 0.0031 | 0.000 | 70 | 0 | 0.1000 | 1 | 27.7% | -0.02 | 0.0056 | -0.004 | ||||
| 13.60 | 15.00 | 0.99 | 0.0038 | 0.000 | 71 | 0 | 0.1100 | 26.3% | -0.02 | 0.0065 | -0.004 | |||||
| 12.60 | 14.45 | 0.99 | 0.0046 | 0.000 | 72 | 0.0100 | 0.1100 | 24.9% | -0.02 | 0.0076 | -0.005 | |||||
| 11.45 | 13.55 | 0.99 | 0.0057 | 0.000 | 73 | 0.0100 | 0.1200 | 1 | 23.4% | -0.03 | 0.0090 | -0.005 | ||||
| 10.25 | 12.55 | 0.99 | 0.0072 | 0.000 | 74 | 0.0300 | 0.1300 | 4 | 22.5% | -0.03 | 0.0109 | -0.005 | ||||
| 9.40 | 11.55 | 0.98 | 0.0092 | 0.000 | 75 | 0.0400 | 0.1400 | 425 | 21.1% | -0.04 | 0.0134 | -0.006 | ||||
| 8.95 | 9.80 | 0.98 | 0.0123 | 0.000 | 76 | 0.1000 | 0.1200 | 9 | 23 | 20.1% | -0.05 | 0.0167 | -0.007 | |||
| 8.00 | 8.85 | 0.97 | 0.0167 | 0.000 | 77 | 0.1300 | 0.1600 | 5 | 8 | 19.3% | -0.06 | 0.0211 | -0.007 | |||
| 6.95 | 8.00 | 3 | 0.95 | 0.0230 | -0.002 | 78 | 0.1300 | 0.2400 | 58 | 18.4% | -0.08 | 0.0268 | -0.009 | |||
| 6.45 | 6.75 | 15.2% | 0.93 | 0.0316 | -0.005 | 79 | 0.2000 | 0.3000 | 201 | 17.7% | -0.10 | 0.0343 | -0.010 | |||
| 5.55 | 5.75 | 11 | 14.9% | 0.90 | 0.0427 | -0.008 | 80 | 0.3200 | 0.3800 | 11 | 2,898 | 17.2% | -0.13 | 0.0437 | -0.012 | |
| 4.60 | 4.85 | 14.5% | 0.86 | 0.0558 | -0.011 | 81 | 0.4200 | 0.5400 | 14 | 204 | 16.6% | -0.18 | 0.0547 | -0.014 | ||
| 3.85 | 4.05 | 1 | 2 | 15.5% | 0.80 | 0.0697 | -0.015 | 82 | 0.6300 | 0.7300 | 85 | 2,589 | 16.3% | -0.23 | 0.0667 | -0.016 |
| 3.00 | 3.25 | 1 | 14.7% | 0.73 | 0.0824 | -0.018 | 83 | 0.8700 | 0.9900 | 45 | 365 | 15.9% | -0.30 | 0.0785 | -0.018 | |
| 2.15 | 2.58 | 20 | 13.9% | 0.64 | 0.0917 | -0.019 | 84 | 1.19 | 1.32 | 34 | 185 | 15.6% | -0.39 | 0.0883 | -0.019 | |
| 1.70 | 1.97 | 4 | 1,536 | 14.3% | 0.55 | 0.0958 | -0.020 | 85 | 1.61 | 1.73 | 9 | 3,191 | 15.2% | -0.48 | 0.0941 | -0.020 |
| 1.29 | 1.47 | 4 | 3,842 | 14.5% | 0.45 | 0.0947 | -0.020 | 86 | 2.11 | 2.26 | 12 | 83 | 15.0% | -0.57 | 0.0950 | -0.019 |
| 0.9200 | 1.05 | 118 | 118 | 14.4% | 0.36 | 0.0888 | -0.018 | 87 | 2.67 | 2.88 | 14 | 22 | 14.6% | -0.66 | 0.0905 | -0.018 |
| 0.6400 | 0.7500 | 118 | 88 | 14.5% | 0.28 | 0.0791 | -0.016 | 88 | 3.45 | 3.60 | 16 | 14.9% | -0.75 | 0.0809 | -0.015 | |
| 0.4200 | 0.5700 | 1 | 167 | 14.8% | 0.21 | 0.0670 | -0.014 | 89 | 4.25 | 4.70 | 4 | 16.8% | -0.82 | 0.0678 | -0.012 | |
| 0.2700 | 0.3700 | 13 | 120 | 14.6% | 0.16 | 0.0547 | -0.012 | 90 | 5.10 | 5.45 | 6 | 16.4% | -0.87 | 0.0541 | -0.009 | |
| 0.2000 | 0.2500 | 123 | 15.0% | 0.12 | 0.0438 | -0.010 | 91 | 5.95 | 6.60 | 2 | 18.5% | -0.91 | 0.0419 | -0.006 | ||
| 0.1300 | 0.2400 | 66 | 16.0% | 0.09 | 0.0346 | -0.009 | 92 | 6.80 | 7.70 | 10 | 20.1% | -0.93 | 0.0320 | -0.003 | ||
| 0.0900 | 0.1900 | 16 | 16.5% | 0.07 | 0.0276 | -0.007 | 93 | 7.75 | 8.80 | 22.4% | -0.95 | 0.0245 | -0.001 | |||
| 0.0600 | 0.1500 | 3 | 11 | 17.1% | 0.06 | 0.0221 | -0.006 | 94 | 8.65 | 9.75 | 22.9% | -0.96 | 0.0190 | 0.000 | ||
| 0.0400 | 0.1500 | 88 | 18.2% | 0.05 | 0.0180 | -0.006 | 95 | 9.75 | 10.85 | 18 | 26.6% | -0.97 | 0.0150 | 0.000 | ||
| 0.0300 | 0.1400 | 5 | 19.1% | 0.04 | 0.0151 | -0.005 | 96 | 9.90 | 12.25 | 23.1% | -0.98 | 0.0122 | 0.000 | |||
| 0.0200 | 0.1300 | 20.1% | 0.03 | 0.0129 | -0.005 | 97 | 11.10 | 13.50 | 30.1% | -0.98 | 0.0101 | 0.000 | ||||
| 0.0200 | 0.1300 | 21.3% | 0.03 | 0.0111 | -0.005 | 98 | 12.50 | 13.85 | 29.0% | -0.98 | 0.0086 | 0.000 | ||||
| 0.0200 | 0.1200 | 22.4% | 0.03 | 0.0098 | -0.004 | 99 | 13.20 | 15.15 | 30.6% | -0.98 | 0.0075 | 0.000 | ||||
| 0.0200 | 0.1200 | 23.6% | 0.03 | 0.0087 | -0.004 | 100 | 14.45 | 16.10 | 1 | 34.5% | -0.98 | 0.0066 | 0.000 | |||
| 0.0200 | 0.1200 | 24.8% | 0.02 | 0.0078 | -0.004 | 101 | 14.80 | 17.20 | 27.5% | -0.99 | 0.0060 | 0.000 | ||||
| 0.0100 | 0.1200 | 29.2% | 0.02 | 0.0055 | -0.004 | 105 | 19.05 | 21.10 | 2 | 36.3% | -0.99 | 0.0041 | 0.000 | |||
| 0 | 0.1000 | 33.4% | 0.01 | 0.0039 | -0.004 | 110 | 23.90 | 25.80 | -0.99 | 0.0029 | 0.000 | |||||
| 0 | 0.0800 | 37.1% | 0.01 | 0.0029 | -0.004 | 115 | 29.55 | 30.85 | 53.7% | -0.99 | 0.0022 | 0.000 | ||||
| 0 | 0.0600 | 40.2% | 0.01 | 0.0023 | -0.004 | 120 | 34.35 | 36.00 | 58.9% | -0.99 | 0.0017 | 0.000 | ||||
| 0 | 0.0600 | 44.4% | 0.01 | 0.0019 | -0.004 | 125 | 38.30 | 41.85 | 60.7% | -0.99 | 0.0014 | 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。