XLP 옵션 체인 State Street Consumer Staples Select Sector SPDR ETF
Cboe delayed options data · 기준일 Oct 19, 22:06 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 ±5.5% (82.42–92.03) · ATM IV 23.1% · P/C 미결제약정 3.22
| 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 | |
| 40.05 | 45.00 | 88.8% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 5.00 | 202.7% | -0.00 | 0.0001 | -0.001 | ||||
| 35.15 | 40.10 | 89.7% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 5.00 | 176.8% | -0.00 | 0.0002 | -0.001 | ||||
| 30.15 | 35.10 | 73.6% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 5.00 | 153.3% | -0.00 | 0.0004 | -0.001 | ||||
| 25.10 | 30.05 | 48.8% | 1.00 | 0.0007 | 0.000 | 60 | 0 | 5.00 | 131.7% | -0.00 | 0.0007 | -0.002 | ||||
| 20.15 | 25.10 | 1 | 45.0% | 0.99 | 0.0014 | 0.000 | 65 | 0 | 5.00 | 10 | 111.5% | -0.01 | 0.0014 | -0.002 | ||
| 16.25 | 21.20 | 43.7% | 0.99 | 0.0025 | -0.001 | 69 | 0 | 5.00 | 12 | 96.0% | -0.01 | 0.0025 | -0.003 | |||
| 15.15 | 20.10 | 31.9% | 0.99 | 0.0029 | -0.001 | 70 | 0 | 5.00 | 4 | 17 | 92.2% | -0.01 | 0.0030 | -0.003 | ||
| 14.20 | 19.15 | 35.3% | 0.99 | 0.0035 | -0.001 | 71 | 0 | 4.90 | 1 | 88.5% | -0.01 | 0.0035 | -0.003 | |||
| 13.15 | 18.10 | 26.5% | 0.99 | 0.0041 | -0.002 | 72 | 0 | 5.00 | 6 | 84.7% | -0.01 | 0.0041 | -0.004 | |||
| 12.20 | 17.15 | 30.6% | 0.99 | 0.0049 | -0.002 | 73 | 0 | 0.1000 | 55 | 29.9% | -0.01 | 0.0049 | -0.004 | |||
| 11.20 | 16.15 | 28.3% | 0.98 | 0.0059 | -0.003 | 74 | 0 | 5.00 | 42 | 77.3% | -0.02 | 0.0059 | -0.004 | |||
| 10.20 | 15.15 | 1 | 26.0% | 0.98 | 0.0071 | -0.003 | 75 | 0 | 0.4600 | 9 | 686 | 60.8% | -0.02 | 0.0072 | -0.005 | |
| 9.20 | 14.15 | 1 | 23.8% | 0.98 | 0.0087 | -0.004 | 76 | 0 | 0.6600 | 793 | 35.1% | -0.02 | 0.0088 | -0.005 | ||
| 8.35 | 13.30 | 90 | 28.7% | 0.97 | 0.0108 | -0.005 | 77 | 0 | 4.90 | 4 | 233 | 66.2% | -0.03 | 0.0109 | -0.006 | |
| 7.05 | 12.05 | 0.96 | 0.0136 | -0.006 | 78 | 0 | 1.99 | 7 | 4,423 | 42.5% | -0.04 | 0.0138 | -0.007 | |||
| 6.20 | 11.20 | 4 | 18.9% | 0.95 | 0.0173 | -0.007 | 79 | 0.0500 | 5.00 | 7 | 1,055 | 59.7% | -0.05 | 0.0175 | -0.008 | |
| 5.30 | 10.20 | 74 | 19.0% | 0.94 | 0.0224 | -0.008 | 80 | 0.0500 | 2.08 | 56 | 6,444 | 34.7% | -0.06 | 0.0227 | -0.009 | |
| 4.35 | 9.20 | 82 | 17.6% | 0.92 | 0.0292 | -0.010 | 81 | 0.0300 | 0.6700 | 8,902 | 1,214 | 21.3% | -0.08 | 0.0296 | -0.011 | |
| 3.05 | 7.95 | 4 | 281 | 0.90 | 0.0381 | -0.013 | 82 | 0.1500 | 0.3000 | 3,919 | 5,413 | 17.9% | -0.11 | 0.0387 | -0.013 | |
| 2.81 | 7.75 | 14.3% | 0.88 | 0.0433 | -0.014 | 82.5 | 0 | 0.4000 | 1,111 | 16.2% | -0.12 | 0.0441 | -0.015 | |||
| 2.30 | 7.15 | 11 | 663 | 0.86 | 0.0491 | -0.015 | 83 | 0.2000 | 0.6500 | 773 | 8,681 | 18.4% | -0.14 | 0.0500 | -0.016 | |
| 2.06 | 7.00 | 16.8% | 0.83 | 0.0552 | -0.017 | 83.5 | 0 | 5.00 | 36 | 31.1% | -0.17 | 0.0563 | -0.018 | |||
| 2.06 | 7.00 | 1 | 986 | 22.1% | 0.81 | 0.0616 | -0.018 | 84 | 0.1000 | 5.00 | 2,743 | 5,688 | 40.7% | -0.20 | 0.0629 | -0.019 |
| 1.36 | 6.25 | 17.7% | 0.78 | 0.0680 | -0.020 | 84.5 | 0 | 5.00 | 133 | 37.6% | -0.23 | 0.0696 | -0.021 | |||
| 1.76 | 6.70 | 17 | 2,559 | 26.4% | 0.74 | 0.0743 | -0.021 | 85 | 0.4900 | 0.7500 | 6,457 | 5,062 | 15.7% | -0.26 | 0.0761 | -0.022 |
| 0.9100 | 5.85 | 20.8% | 0.70 | 0.0801 | -0.023 | 85.5 | 0 | 5.00 | 1,034 | 33.4% | -0.30 | 0.0822 | -0.024 | |||
| 0.9600 | 5.90 | 98 | 638 | 24.5% | 0.66 | 0.0852 | -0.024 | 86 | 0.4000 | 5.00 | 46 | 5,882 | 33.8% | -0.35 | 0.0876 | -0.025 |
| 0.0600 | 5.00 | 18.4% | 0.62 | 0.0892 | -0.025 | 86.5 | 0 | 5.00 | 1,121 | 29.0% | -0.39 | 0.0920 | -0.026 | |||
| 0.4600 | 5.40 | 25 | 896 | 25.1% | 0.57 | 0.0921 | -0.026 | 87 | 1.24 | 2.50 | 153 | 331 | 21.1% | -0.44 | 0.0954 | -0.027 |
| 0.0500 | 4.95 | 23 | 23.4% | 0.53 | 0.0937 | -0.026 | 87.5 | 0 | 5.00 | 1 | 24.3% | -0.48 | 0.0974 | -0.027 | ||
| 0.2700 | 2.00 | 195 | 2,661 | 12.4% | 0.48 | 0.0940 | -0.026 | 88 | 0 | 2.70 | 2,584 | 125 | 10.3% | -0.53 | 0.0981 | -0.027 |
| 0.0500 | 4.95 | 4 | 27.9% | 0.43 | 0.0929 | -0.026 | 88.5 | 0.4100 | 5.35 | 23.2% | -0.58 | 0.0976 | -0.027 | |||
| 0.2100 | 1.40 | 102 | 2,657 | 13.1% | 0.39 | 0.0905 | -0.025 | 89 | 0.3100 | 5.25 | 5 | 19.3% | -0.63 | 0.0957 | -0.026 | |
| 0 | 5.00 | 40 | 31.4% | 0.35 | 0.0870 | -0.024 | 89.5 | 0.4100 | 5.35 | 16.9% | -0.68 | 0.0926 | -0.026 | |||
| 0.5000 | 1.50 | 99 | 721 | 18.6% | 0.30 | 0.0825 | -0.023 | 90 | 0.9600 | 5.90 | 337 | 121 | 19.1% | -0.72 | 0.0886 | -0.024 |
| 0.1000 | 5.00 | 36.1% | 0.27 | 0.0772 | -0.022 | 90.5 | 2.11 | 7.05 | 27.8% | -0.76 | 0.0839 | -0.023 | ||||
| 0 | 5.00 | 25 | 676 | 36.9% | 0.23 | 0.0714 | -0.020 | 91 | 1.76 | 6.70 | 19.9% | -0.80 | 0.0785 | -0.022 | ||
| 0 | 5.00 | 3 | 38.6% | 0.20 | 0.0652 | -0.018 | 91.5 | 2.06 | 7.00 | 18.7% | -0.83 | 0.0731 | -0.020 | |||
| 0.0400 | 0.5600 | 1 | 630 | 15.3% | 0.17 | 0.0590 | -0.017 | 92 | 2.71 | 7.65 | 22.1% | -0.86 | 0.0672 | -0.019 | ||
| 0 | 5.00 | 41.9% | 0.15 | 0.0529 | -0.015 | 92.5 | 2.91 | 7.80 | 18.5% | -0.89 | 0.0616 | -0.017 | ||||
| 0 | 5.00 | 6 | 57 | 43.5% | 0.13 | 0.0471 | -0.014 | 93 | 2.96 | 7.90 | -0.92 | 0.0552 | -0.016 | |||
| 0 | 2.59 | 500 | 43 | 29.0% | 0.09 | 0.0369 | -0.011 | 94 | 4.25 | 9.15 | 18.0% | -0.96 | 0.0477 | -0.013 | ||
| 0 | 5.00 | 10 | 627 | 49.5% | 0.07 | 0.0287 | -0.009 | 95 | 5.20 | 10.10 | -0.98 | 0.0304 | -0.011 | |||
| 0 | 5.00 | 4 | 52.4% | 0.05 | 0.0226 | -0.008 | 96 | 6.20 | 11.20 | 21.8% | -0.99 | 0.0165 | -0.009 | |||
| 0 | 0.1500 | 2 | 19.1% | 0.04 | 0.0181 | -0.007 | 97 | 7.30 | 12.25 | 26.2% | -1.00 | 0.0058 | -0.009 | |||
| 0 | 5.00 | 3 | 57.8% | 0.04 | 0.0150 | -0.006 | 98 | 8.25 | 13.20 | 26.4% | -1.00 | 0.0008 | -0.009 | |||
| 0 | 5.00 | 1 | 60.3% | 0.03 | 0.0126 | -0.006 | 99 | 9.20 | 14.20 | 27.1% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 5.00 | 7 | 62.8% | 0.03 | 0.0108 | -0.006 | 100 | 10.50 | 15.45 | 36.7% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 5.00 | 1 | 74.5% | 0.02 | 0.0059 | -0.005 | 105 | 15.15 | 20.15 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 5.00 | 84.9% | 0.01 | 0.0038 | -0.004 | 110 | 20.20 | 25.20 | 44.1% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 5.00 | 94.4% | 0.01 | 0.0026 | -0.004 | 115 | 25.20 | 30.20 | 50.9% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 5.00 | 103.1% | 0.01 | 0.0020 | -0.004 | 120 | 30.15 | 35.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 5.00 | 111.3% | 0.01 | 0.0015 | -0.003 | 125 | 35.20 | 40.20 | 63.4% | -1.00 | 0.0000 | -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.