XLP オプションチェーン State Street Consumer Staples Select Sector SPDR ETF
Cboe delayed options data · 基準日時： 18:39 UTC
各行は1つのストライク価格を表します。左半分はコール、右半分はプットです。ビッド／アスクは現在の買い手と売り手の提示値、出来高はこのセッションで取引された枚数、オープン・インタレストは未決済建玉です。ハイライトされた行は現在の株価に最も近いストライクです。
この限月が織り込む変動幅はおよそ ±6.9% (79.49–91.31) · ATM IV 15.9% · P/C オープンインタレスト 7.59
| コール | ストライク | プット | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 買値 | 質問する | 出来高 | 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 | 買値 | 質問する | 出来高 | OI | IV | Δ | Γ | Θ | |
| 39.60 | 41.75 | 64.2% | 1.00 | 0.0004 | 0.000 | 45 | 0 | 0.7000 | 1 | 68.1% | -0.00 | 0.0006 | -0.001 | |||
| 33.40 | 37.00 | 0.99 | 0.0010 | 0.000 | 50 | 0 | 1.26 | 62 | 65.9% | -0.01 | 0.0009 | -0.002 | ||||
| 29.35 | 32.15 | 44.8% | 0.99 | 0.0015 | 0.000 | 55 | 0 | 0.4800 | 41 | 46.0% | -0.01 | 0.0015 | -0.002 | |||
| 24.85 | 26.70 | 36 | 35.7% | 0.99 | 0.0024 | 0.000 | 60 | 0.0200 | 0.1100 | 59 | 30.9% | -0.01 | 0.0025 | -0.002 | ||
| 18.65 | 22.25 | 53 | 0.98 | 0.0043 | 0.000 | 65 | 0.0500 | 0.1500 | 23 | 26.4% | -0.02 | 0.0044 | -0.003 | |||
| 17.30 | 19.60 | 25 | 0.97 | 0.0055 | 0.000 | 67 | 0.0700 | 0.1700 | 3 | 24.7% | -0.03 | 0.0056 | -0.003 | |||
| 17.15 | 18.25 | 0.97 | 0.0063 | 0.000 | 68 | 0.0800 | 0.1900 | 1,511 | 23.9% | -0.03 | 0.0065 | -0.004 | ||||
| 16.20 | 17.25 | 0.96 | 0.0073 | 0.000 | 69 | 0.1000 | 0.2000 | 50 | 23.1% | -0.04 | 0.0074 | -0.004 | ||||
| 15.25 | 16.30 | 340 | 16.9% | 0.96 | 0.0084 | 0.000 | 70 | 0.1200 | 0.2200 | 176 | 22.4% | -0.04 | 0.0086 | -0.004 | ||
| 14.25 | 15.35 | 1 | 16.7% | 0.95 | 0.0097 | -0.000 | 71 | 0.1500 | 0.2500 | 56 | 21.8% | -0.05 | 0.0100 | -0.004 | ||
| 13.30 | 14.40 | 17.2% | 0.95 | 0.0113 | -0.001 | 72 | 0.1800 | 0.2700 | 77 | 21.0% | -0.06 | 0.0116 | -0.005 | |||
| 12.40 | 13.45 | 17.9% | 0.94 | 0.0132 | -0.002 | 73 | 0.2200 | 0.3200 | 294 | 20.5% | -0.07 | 0.0136 | -0.005 | |||
| 11.40 | 12.50 | 11 | 16.9% | 0.92 | 0.0154 | -0.003 | 74 | 0.2700 | 0.3800 | 754 | 20.0% | -0.08 | 0.0159 | -0.006 | ||
| 10.65 | 11.50 | 174 | 17.8% | 0.91 | 0.0180 | -0.004 | 75 | 0.3500 | 0.4400 | 2,110 | 19.6% | -0.09 | 0.0186 | -0.007 | ||
| 9.65 | 10.60 | 1 | 16.9% | 0.89 | 0.0209 | -0.004 | 76 | 0.4200 | 0.5300 | 6 | 170 | 19.1% | -0.11 | 0.0216 | -0.007 | |
| 8.75 | 9.75 | 5 | 7 | 17.0% | 0.87 | 0.0243 | -0.005 | 77 | 0.5300 | 0.5900 | 11 | 8,756 | 18.5% | -0.13 | 0.0251 | -0.008 |
| 7.90 | 8.60 | 32 | 15.4% | 0.85 | 0.0279 | -0.007 | 78 | 0.6500 | 0.7600 | 5 | 120.2K | 18.4% | -0.15 | 0.0290 | -0.009 | |
| 7.10 | 7.90 | 30 | 16.2% | 0.82 | 0.0319 | -0.008 | 79 | 0.7900 | 0.8700 | 307 | 17.8% | -0.18 | 0.0333 | -0.010 | ||
| 6.50 | 6.90 | 16 | 481 | 16.2% | 0.79 | 0.0360 | -0.009 | 80 | 0.9600 | 1.03 | 1 | 4,262 | 17.3% | -0.22 | 0.0378 | -0.011 |
| 5.75 | 6.10 | 46 | 16.0% | 0.75 | 0.0402 | -0.010 | 81 | 1.14 | 1.29 | 5 | 1,022 | 17.0% | -0.25 | 0.0424 | -0.012 | |
| 5.05 | 5.40 | 46 | 16.0% | 0.71 | 0.0443 | -0.011 | 82 | 1.44 | 1.56 | 5 | 631 | 16.9% | -0.30 | 0.0470 | -0.013 | |
| 4.50 | 4.70 | 123 | 16.2% | 0.67 | 0.0480 | -0.011 | 83 | 1.71 | 1.88 | 1 | 1,718 | 16.6% | -0.35 | 0.0514 | -0.013 | |
| 3.85 | 4.05 | 651 | 16.0% | 0.62 | 0.0512 | -0.012 | 84 | 2.07 | 2.18 | 1 | 792 | 16.1% | -0.40 | 0.0554 | -0.014 | |
| 3.25 | 3.45 | 39 | 2,444 | 15.7% | 0.57 | 0.0535 | -0.013 | 85 | 2.50 | 2.62 | 4,455 | 16.0% | -0.46 | 0.0586 | -0.014 | |
| 2.76 | 2.94 | 2,427 | 15.7% | 0.51 | 0.0548 | -0.013 | 86 | 3.00 | 3.25 | 2,772 | 16.3% | -0.52 | 0.0609 | -0.014 | ||
| 2.29 | 2.47 | 1 | 1,387 | 15.6% | 0.46 | 0.0551 | -0.013 | 87 | 3.50 | 3.80 | 163 | 16.0% | -0.58 | 0.0621 | -0.014 | |
| 1.88 | 2.06 | 1 | 2,464 | 15.5% | 0.41 | 0.0542 | -0.013 | 88 | 4.10 | 4.45 | 327 | 16.0% | -0.64 | 0.0619 | -0.014 | |
| 1.53 | 1.71 | 1,472 | 15.5% | 0.35 | 0.0523 | -0.012 | 89 | 4.80 | 5.10 | 101 | 15.9% | -0.70 | 0.0603 | -0.013 | ||
| 1.24 | 1.41 | 1 | 3,171 | 15.5% | 0.31 | 0.0495 | -0.011 | 90 | 5.55 | 5.95 | 88 | 16.3% | -0.75 | 0.0571 | -0.012 | |
| 1.00 | 1.11 | 540 | 15.3% | 0.26 | 0.0459 | -0.011 | 91 | 6.35 | 6.80 | 21 | 16.6% | -0.81 | 0.0522 | -0.011 | ||
| 0.8000 | 0.8900 | 1 | 131 | 15.3% | 0.22 | 0.0418 | -0.010 | 92 | 7.20 | 7.65 | 16.9% | -0.85 | 0.0461 | -0.009 | ||
| 0.6300 | 0.7300 | 1 | 318 | 15.4% | 0.19 | 0.0375 | -0.009 | 93 | 8.05 | 8.75 | 2 | 18.1% | -0.89 | 0.0392 | -0.007 | |
| 0.5000 | 0.6000 | 80 | 15.6% | 0.16 | 0.0333 | -0.008 | 94 | 8.80 | 9.80 | 2 | 18.4% | -0.92 | 0.0323 | -0.005 | ||
| 0.4000 | 0.5000 | 1 | 2,841 | 15.8% | 0.13 | 0.0293 | -0.007 | 95 | 9.75 | 10.80 | 40 | 19.4% | -0.94 | 0.0260 | -0.004 | |
| 0.3200 | 0.4200 | 76 | 16.0% | 0.11 | 0.0256 | -0.006 | 96 | 10.75 | 11.65 | 19.7% | -0.96 | 0.0205 | -0.002 | |||
| 0.2700 | 0.3600 | 298 | 16.4% | 0.10 | 0.0223 | -0.006 | 97 | 11.70 | 13.00 | 22.7% | -0.97 | 0.0160 | -0.001 | |||
| 0.1700 | 0.2300 | 2 | 133 | 17.6% | 0.06 | 0.0150 | -0.004 | 100 | 13.30 | 16.15 | -0.99 | 0.0076 | 0.000 | |||
| 0.0800 | 0.1800 | 2 | 23 | 20.2% | 0.04 | 0.0088 | -0.003 | 105 | 19.60 | 21.20 | 32.3% | -0.99 | 0.0030 | 0.000 | ||
| 0.0600 | 0.1700 | 44 | 23.4% | 0.03 | 0.0061 | -0.003 | 110 | 23.55 | 26.20 | -1.00 | 0.0017 | 0.000 | ||||
| 0.0500 | 0.1700 | 1 | 26.7% | 0.02 | 0.0046 | -0.003 | 115 | 29.15 | 31.00 | 36.2% | -1.00 | 0.0012 | 0.000 | |||
| 0.0300 | 0.1600 | 29.2% | 0.02 | 0.0036 | -0.003 | 120 | 33.70 | 36.05 | -1.00 | 0.0009 | 0.000 | |||||
| 0.0200 | 0.1500 | 31.7% | 0.02 | 0.0030 | -0.003 | 125 | 39.10 | 41.05 | 44.2% | -1.00 | 0.0007 | 0.000 | ||||
表示中のストライク：原資産価格の±50%以内。本質的価値＝コールはmax(0, 価格－ストライク)、プットはmax(0, ストライク－価格)；時間的価値＝オプション価格－本質的価値。 取引所フィードで算出されたギリシャ指標およびIV。
ボラティリティスマイル — Dec 18, 2026
ボラティリティページ →この限月のストライク別インプライドボラティリティ。アウト・オブ・ザ・マネーのプットは通常コールよりIVが高くなります — これがスキューです。
コールプット