XLP 옵션 체인 State Street Consumer Staples Select Sector SPDR ETF
Cboe delayed options data · 기준일 03:45 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 ±5.0% (82.83–91.58) · ATM IV 12.3% · P/C 미결제약정 2.53
| 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 | |
| 40.20 | 45.15 | 58.7% | 1.00 | 0.0005 | 0.000 | 45 | 0 | 5.00 | 11 | 122.5% | -0.01 | 0.0007 | -0.002 | |||
| 35.20 | 40.15 | 23 | 0.99 | 0.0007 | 0.000 | 50 | 0 | 0.0600 | 20 | 46.0% | -0.01 | 0.0010 | -0.003 | |||
| 32.10 | 33.60 | 83 | 50.4% | 0.99 | 0.0012 | 0.000 | 55 | 0 | 5.00 | 386 | 92.7% | -0.01 | 0.0016 | -0.003 | ||
| 25.30 | 30.25 | 3 | 90 | 32.6% | 0.99 | 0.0019 | 0.000 | 60 | 0 | 0.1500 | 6,323 | 36.2% | -0.02 | 0.0025 | -0.003 | |
| 20.35 | 25.35 | 164 | 30.2% | 0.98 | 0.0032 | 0.000 | 65 | 0 | 5.00 | 2,911 | 67.3% | -0.02 | 0.0040 | -0.004 | ||
| 15.40 | 20.35 | 87 | 22.7% | 0.97 | 0.0060 | -0.001 | 70 | 0 | 5.00 | 3 | 3,081 | 55.7% | -0.04 | 0.0071 | -0.005 | |
| 14.45 | 19.40 | 28 | 23.9% | 0.97 | 0.0068 | -0.002 | 71 | 0 | 5.00 | 257 | 53.4% | -0.04 | 0.0081 | -0.005 | ||
| 13.55 | 18.50 | 72 | 25.6% | 0.97 | 0.0078 | -0.002 | 72 | 0 | 5.00 | 110 | 51.1% | -0.05 | 0.0092 | -0.005 | ||
| 12.45 | 17.40 | 1 | 21 | 20.5% | 0.96 | 0.0091 | -0.003 | 73 | 0 | 0.6500 | 2 | 1,151 | 25.6% | -0.05 | 0.0106 | -0.006 |
| 11.55 | 16.50 | 17 | 22.4% | 0.95 | 0.0106 | -0.003 | 74 | 0 | 3.60 | 576 | 41.0% | -0.06 | 0.0122 | -0.006 | ||
| 10.55 | 15.50 | 220 | 20.7% | 0.95 | 0.0124 | -0.004 | 75 | 0 | 0.9500 | 4 | 1,108 | 24.9% | -0.07 | 0.0140 | -0.007 | |
| 9.45 | 14.45 | 18 | 16.8% | 0.94 | 0.0146 | -0.004 | 76 | 0.0500 | 5.00 | 10 | 300 | 33.9% | -0.08 | 0.0163 | -0.007 | |
| 8.60 | 13.55 | 147 | 18.8% | 0.93 | 0.0172 | -0.005 | 77 | 0 | 2.00 | 5 | 71 | 27.5% | -0.09 | 0.0190 | -0.008 | |
| 7.60 | 12.55 | 127 | 17.2% | 0.91 | 0.0204 | -0.006 | 78 | 0.1400 | 2.00 | 3,892 | 26.3% | -0.11 | 0.0222 | -0.009 | ||
| 6.70 | 11.70 | 71 | 17.7% | 0.89 | 0.0240 | -0.007 | 79 | 0 | 5.00 | 6 | 309 | 35.4% | -0.13 | 0.0258 | -0.009 | |
| 5.65 | 10.55 | 1,746 | 14.5% | 0.87 | 0.0283 | -0.009 | 80 | 0 | 2.49 | 612 | 4,324 | 24.0% | -0.15 | 0.0300 | -0.010 | |
| 5.00 | 9.90 | 146 | 17.3% | 0.84 | 0.0330 | -0.010 | 81 | 0 | 1.08 | 8 | 687 | 15.8% | -0.18 | 0.0345 | -0.011 | |
| 4.10 | 9.00 | 877 | 16.5% | 0.81 | 0.0380 | -0.011 | 82 | 0.1000 | 1.38 | 13 | 11.9K | 15.1% | -0.21 | 0.0392 | -0.012 | |
| 3.55 | 8.45 | 4 | 1,217 | 18.5% | 0.77 | 0.0431 | -0.012 | 83 | 0.0500 | 4.95 | 318 | 560 | 26.6% | -0.25 | 0.0440 | -0.013 |
| 2.86 | 7.80 | 13 | 1,811 | 18.5% | 0.73 | 0.0481 | -0.013 | 84 | 0 | 5.00 | 22 | 2,781 | 23.8% | -0.30 | 0.0486 | -0.014 |
| 2.11 | 7.05 | 5 | 3,317 | 17.9% | 0.68 | 0.0524 | -0.014 | 85 | 0 | 4.00 | 2,286 | 18.5% | -0.35 | 0.0526 | -0.015 | |
| 1.11 | 6.00 | 312 | 15.2% | 0.62 | 0.0558 | -0.015 | 86 | 0 | 5.00 | 89 | 296 | 18.7% | -0.40 | 0.0557 | -0.015 | |
| 0 | 3.75 | 70 | 893 | 8.4% | 0.57 | 0.0580 | -0.016 | 87 | 0.0500 | 4.95 | 42 | 1,068 | 16.2% | -0.46 | 0.0577 | -0.016 |
| 0.1200 | 4.95 | 5 | 2,263 | 15.6% | 0.51 | 0.0589 | -0.016 | 88 | 2.36 | 7.30 | 756 | 27.0% | -0.52 | 0.0583 | -0.016 | |
| 0 | 3.30 | 40 | 655 | 12.9% | 0.45 | 0.0585 | -0.016 | 89 | 2.01 | 6.85 | 77 | 20.8% | -0.57 | 0.0577 | -0.015 | |
| 1.42 | 1.90 | 53 | 5,506 | 15.3% | 0.40 | 0.0568 | -0.015 | 90 | 2.01 | 6.95 | 34 | 17.9% | -0.63 | 0.0559 | -0.015 | |
| 0.1000 | 4.95 | 8 | 62 | 22.8% | 0.34 | 0.0540 | -0.015 | 91 | 1.56 | 6.50 | 9.9% | -0.68 | 0.0529 | -0.014 | ||
| 0.0500 | 4.95 | 111 | 1,311 | 24.7% | 0.29 | 0.0503 | -0.014 | 92 | 1.86 | 6.80 | -0.73 | 0.0491 | -0.013 | |||
| 0 | 1.15 | 23 | 348 | 13.2% | 0.25 | 0.0460 | -0.013 | 93 | 4.00 | 8.90 | 16.7% | -0.77 | 0.0447 | -0.011 | ||
| 0 | 5.00 | 47 | 118 | 28.2% | 0.21 | 0.0414 | -0.011 | 94 | 4.65 | 9.55 | 1 | 15.2% | -0.81 | 0.0400 | -0.010 | |
| 0.0100 | 1.80 | 31 | 1,410 | 18.9% | 0.18 | 0.0368 | -0.010 | 95 | 5.60 | 10.50 | 2 | 16.2% | -0.84 | 0.0353 | -0.009 | |
| 0 | 5.00 | 21 | 251 | 38.1% | 0.08 | 0.0190 | -0.006 | 100 | 10.35 | 15.30 | 19.9% | -0.94 | 0.0226 | -0.005 | ||
| 0 | 5.00 | 185 | 45.1% | 0.05 | 0.0108 | -0.005 | 105 | 15.10 | 20.10 | 1 | -0.99 | 0.0161 | -0.009 | |||
| 0 | 5.00 | 4 | 51.4% | 0.03 | 0.0072 | -0.004 | 110 | 20.20 | 25.20 | 28.1% | -1.00 | 0.0005 | -0.014 | |||
| 0 | 0.2500 | 70 | 28.1% | 0.03 | 0.0052 | -0.004 | 115 | 25.25 | 30.20 | 33.7% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1000 | 3 | 107 | 27.9% | 0.02 | 0.0040 | -0.004 | 120 | 30.25 | 35.20 | 38.2% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 4.95 | 2 | 65 | 67.6% | 0.02 | 0.0032 | -0.004 | 125 | 35.15 | 40.10 | -1.00 | 0.0000 | -0.014 | |||
| 0.0100 | 4.95 | 4 | 527 | 72.2% | 0.02 | 0.0026 | -0.003 | 130 | 40.70 | 45.65 | 55.7% | -1.00 | 0.0000 | -0.014 | ||
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.