XLP 옵션 체인 State Street Consumer Staples Select Sector SPDR ETF
Cboe delayed options data · 기준일 00:47 UTC
각 행은 하나의 행사가를 나타냅니다. 왼쪽 절반은 콜, 오른쪽 절반은 풋입니다. 매수호가/매도호가는 현재 매수자와 매도자가 제시하는 가격이며, 거래량은 이번 세션에서 거래된 계약 수, 미결제약정은 잔존 계약 수입니다. 강조 표시된 행이 현재 주가에 가장 가깝습니다.
이 만기는 약 ±3.5% (84.38–90.51) · ATM IV 41.1% · P/C 미결제약정 0.71
| 콜 | 행사가 | 풋 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 매수호가 | 질문하기 | 거래량 | 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 | 매수호가 | 질문하기 | 거래량 | OI | IV | Δ | Γ | Θ | |
| 35.50 | 40.45 | 343.0% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 5.00 | 497.8% | 0.00 | 0.0000 | -0.000 | ||||
| 29.80 | 34.80 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.13 | 336.3% | 0.00 | 0.0000 | -0.000 | |||||
| 25.75 | 30.70 | 268.4% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 2.13 | 285.2% | -0.00 | 0.0000 | -0.000 | ||||
| 19.90 | 24.90 | 114.3% | 1.00 | 0.0001 | 0.000 | 65 | 0 | 5.00 | 313.0% | -0.00 | 0.0001 | -0.000 | ||||
| 14.95 | 19.90 | 97.2% | 1.00 | 0.0001 | 0.000 | 70 | 0 | 5.00 | 23 | 258.6% | -0.00 | 0.0001 | -0.000 | |||
| 10.95 | 15.90 | 74.8% | 1.00 | 0.0003 | 0.000 | 74 | 0 | 5.00 | 15 | 216.4% | -0.00 | 0.0003 | -0.000 | |||
| 9.85 | 14.85 | 1.00 | 0.0003 | 0.000 | 75 | 0 | 0.0200 | 85 | 58.7% | -0.00 | 0.0003 | -0.000 | ||||
| 8.90 | 13.90 | 54.7% | 1.00 | 0.0004 | 0.000 | 76 | 0 | 0.0200 | 43 | 54.1% | -0.00 | 0.0004 | -0.000 | |||
| 7.95 | 12.90 | 58.5% | 1.00 | 0.0005 | 0.000 | 77 | 0 | 0.0200 | 61 | 49.5% | -0.00 | 0.0005 | -0.000 | |||
| 7.00 | 11.95 | 1 | 2 | 61.8% | 1.00 | 0.0008 | 0.000 | 78 | 0 | 0.0200 | 86 | 45.0% | -0.00 | 0.0008 | -0.001 | |
| 6.00 | 10.95 | 2 | 9 | 56.0% | 1.00 | 0.0013 | 0.000 | 79 | 0 | 0.0200 | 50 | 40.5% | -0.00 | 0.0013 | -0.001 | |
| 5.40 | 10.25 | 2 | 1.00 | 0.0017 | 0.000 | 79.5 | 0 | 0.0200 | 586 | 38.3% | -0.00 | 0.0017 | -0.001 | |||
| 4.85 | 9.75 | 147 | 1.00 | 0.0023 | -0.000 | 80 | 0 | 0.0200 | 3 | 328 | 36.0% | -0.00 | 0.0023 | -0.001 | ||
| 4.45 | 9.35 | 1 | 13 | 32.8% | 1.00 | 0.0033 | -0.001 | 80.5 | 0 | 0.0200 | 235 | 33.8% | -0.00 | 0.0033 | -0.002 | |
| 3.95 | 8.85 | 6 | 14 | 30.4% | 1.00 | 0.0047 | -0.002 | 81 | 0 | 0.0100 | 233 | 29.0% | -0.00 | 0.0047 | -0.002 | |
| 3.45 | 8.30 | 1 | 34 | 0.99 | 0.0069 | -0.003 | 81.5 | 0 | 0.0200 | 3 | 281 | 29.3% | -0.01 | 0.0069 | -0.003 | |
| 3.05 | 7.95 | 1 | 123 | 40.7% | 0.99 | 0.0101 | -0.004 | 82 | 0 | 5.00 | 8 | 301 | 131.7% | -0.01 | 0.0101 | -0.005 |
| 2.46 | 7.40 | 1 | 112 | 30.2% | 0.99 | 0.0149 | -0.006 | 82.5 | 0 | 0.1000 | 66 | 94 | 32.1% | -0.01 | 0.0149 | -0.007 |
| 3.05 | 7.95 | 2 | 138 | 77.7% | 0.98 | 0.0219 | -0.010 | 83 | 0 | 5.00 | 23 | 328 | 120.9% | -0.02 | 0.0220 | -0.010 |
| 1.61 | 6.55 | 10 | 77 | 36.5% | 0.97 | 0.0320 | -0.014 | 83.5 | 0 | 5.00 | 7 | 57 | 115.0% | -0.03 | 0.0321 | -0.015 |
| 1.11 | 6.05 | 4 | 109 | 33.0% | 0.95 | 0.0463 | -0.020 | 84 | 0 | 0.1100 | 8 | 79 | 24.2% | -0.05 | 0.0466 | -0.021 |
| 0.8500 | 5.50 | 133 | 33.9% | 0.93 | 0.0660 | -0.029 | 84.5 | 0 | 5.00 | 45 | 48 | 103.5% | -0.07 | 0.0664 | -0.029 | |
| 0.6800 | 5.55 | 270 | 45.7% | 0.90 | 0.0922 | -0.039 | 85 | 0 | 0.1500 | 2 | 137 | 19.8% | -0.10 | 0.0929 | -0.040 | |
| 0 | 5.00 | 12 | 128 | 35.6% | 0.85 | 0.1249 | -0.052 | 85.5 | 0.1200 | 5.00 | 221 | 918 | 94.7% | -0.15 | 0.1261 | -0.053 |
| 0.5100 | 5.45 | 4 | 174 | 61.1% | 0.78 | 0.1619 | -0.067 | 86 | 0 | 0.4000 | 20 | 880 | 18.8% | -0.22 | 0.1638 | -0.068 |
| 0 | 5.00 | 6 | 2,947 | 54.2% | 0.70 | 0.1975 | -0.080 | 86.5 | 0.0400 | 1.50 | 28 | 141 | 31.9% | -0.30 | 0.2002 | -0.081 |
| 0.0500 | 4.95 | 67 | 201 | 63.0% | 0.59 | 0.2232 | -0.089 | 87 | 0 | 0.5800 | 791 | 97 | 12.5% | -0.41 | 0.2266 | -0.091 |
| 0.0500 | 1.08 | 346 | 820 | 16.8% | 0.48 | 0.2313 | -0.091 | 87.5 | 0 | 5.00 | 30 | 10 | 65.5% | -0.53 | 0.2350 | -0.093 |
| 0.0700 | 0.4500 | 1,039 | 404 | 13.8% | 0.37 | 0.2190 | -0.085 | 88 | 0 | 1.18 | 1 | 208 | -0.64 | 0.2226 | -0.087 | |
| 0 | 0.6300 | 139 | 299 | 20.1% | 0.27 | 0.1902 | -0.073 | 88.5 | 0 | 5.00 | 50.0% | -0.74 | 0.1931 | -0.074 | ||
| 0 | 0.5300 | 125 | 421 | 22.6% | 0.18 | 0.1527 | -0.058 | 89 | 0 | 5.00 | 40.8% | -0.83 | 0.1551 | -0.059 | ||
| 0 | 5.00 | 99 | 237 | 91.9% | 0.12 | 0.1146 | -0.042 | 89.5 | 0.0600 | 5.00 | 31.9% | -0.89 | 0.1169 | -0.043 | ||
| 0 | 0.4400 | 69 | 368 | 87.2% | 0.08 | 0.0810 | -0.029 | 90 | 0.2600 | 5.20 | 22.2% | -0.94 | 0.0847 | -0.029 | ||
| 0 | 0.1300 | 2 | 119 | 22.6% | 0.05 | 0.0544 | -0.019 | 90.5 | 0.7600 | 5.70 | 25.2% | -0.97 | 0.0575 | -0.019 | ||
| 0 | 5.00 | 56 | 69 | 107.2% | 0.03 | 0.0352 | -0.012 | 91 | 0.9100 | 5.85 | -0.99 | 0.0328 | -0.013 | |||
| 0 | 5.00 | 37 | 112.0% | 0.02 | 0.0225 | -0.007 | 91.5 | 1.75 | 6.65 | 28.1% | -0.99 | 0.0152 | -0.010 | |||
| 0 | 0.0200 | 64 | 22.3% | 0.01 | 0.0149 | -0.005 | 92 | 2.31 | 7.25 | 37.2% | -1.00 | 0.0064 | -0.010 | |||
| 0 | 0.0200 | 4 | 34 | 24.3% | 0.01 | 0.0106 | -0.004 | 92.5 | 2.71 | 7.65 | 30.4% | -1.00 | 0.0030 | -0.009 | ||
| 0 | 0.0200 | 11 | 26.2% | 0.01 | 0.0083 | -0.003 | 93 | 3.10 | 7.95 | -1.00 | 0.0017 | -0.009 | ||||
| 0 | 0.0200 | 13 | 30.1% | 0.01 | 0.0060 | -0.003 | 94 | 4.10 | 8.95 | -1.00 | 0.0011 | -0.009 | ||||
| 0 | 5.00 | 14 | 142.5% | 0.00 | 0.0047 | -0.003 | 95 | 5.20 | 10.10 | -1.00 | 0.0009 | -0.009 | ||||
| 0 | 5.00 | 179.9% | 0.00 | 0.0021 | -0.003 | 100 | 10.15 | 15.10 | -1.00 | 0.0004 | -0.009 | |||||
| 0 | 5.00 | 212.6% | 0.00 | 0.0012 | -0.003 | 105 | 15.15 | 20.10 | -1.00 | 0.0002 | -0.009 | |||||
| 0 | 2.12 | 183.5% | 0.00 | 0.0008 | -0.003 | 110 | 20.15 | 25.15 | -1.00 | 0.0001 | -0.009 | |||||
| 0 | 2.13 | 207.3% | 0.00 | 0.0006 | -0.002 | 115 | 25.25 | 30.20 | 127.0% | -1.00 | 0.0001 | -0.009 | ||||
| 0 | 5.00 | 293.4% | 0.00 | 0.0004 | -0.002 | 120 | 30.15 | 35.10 | -1.00 | 0.0001 | -0.009 | |||||
표시되는 행사가: 기초자산 가격의 ±50% 범위 이내. 내재가치 = max(0, 가격 − 행사가) (콜 기준), max(0, 행사가 − 가격) (풋 기준); 외재가치 = 옵션 가격 − 내재가치. 거래소 피드에서 산출된 그릭스 및 IV.