XLP 期权链 State Street Consumer Staples Select Sector SPDR ETF

到期日 Cboe delayed options data · 截至 15:46 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 ±3.9% (84.28–91.11) · ATM IV 16.4% · P/C 未平仓量 4.76

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
41.30	44.85			118.1%	1.00	0.0002	0.000	45	0	1.95			159.9%	-0.00	0.0002	-0.001
37.25	39.85			126.7%	1.00	0.0003	0.000	50	0	0.9500			118.0%	-0.00	0.0003	-0.001
31.30	34.85			83.1%	1.00	0.0005	0.000	55	0	1.15			105.1%	-0.00	0.0005	-0.002
26.30	29.90			69.8%	1.00	0.0008	0.000	60	0	1.15			88.7%	-0.00	0.0008	-0.002
22.35	24.90		1	76.5%	0.99	0.0016	0.000	65	0	0.0900	10	10	46.5%	-0.01	0.0016	-0.003
18.40	20.95			65.3%	0.99	0.0027	-0.001	69	0	1.00		12	59.7%	-0.01	0.0027	-0.004
17.35	19.95			61.7%	0.99	0.0031	-0.002	70	0	0.5300		18	49.2%	-0.01	0.0032	-0.004
15.35	18.95			43.0%	0.99	0.0036	-0.002	71	0	0.8200		1	51.5%	-0.01	0.0037	-0.004
15.45	17.95			56.8%	0.99	0.0043	-0.002	72	0.0100	0.2000	1	6	37.0%	-0.01	0.0043	-0.004
14.95	16.45			53.8%	0.98	0.0050	-0.003	73	0	0.0800	3	55	29.9%	-0.02	0.0051	-0.005
13.75	15.35			47.5%	0.98	0.0060	-0.003	74	0.0200	0.2600		42	34.5%	-0.02	0.0060	-0.005
12.75	14.10		1	41.7%	0.98	0.0071	-0.004	75	0.0200	0.1900	1	695	30.6%	-0.02	0.0072	-0.005
11.55	13.40		1	40.1%	0.98	0.0086	-0.004	76	0	0.6500		793	36.2%	-0.02	0.0087	-0.006
10.75	12.45		90	40.0%	0.97	0.0105	-0.005	77	0.0400	0.1800		231	26.6%	-0.03	0.0106	-0.006
9.60	11.30			34.1%	0.96	0.0129	-0.006	78	0.0500	0.2000	1	4,425	25.1%	-0.04	0.0131	-0.007
8.85	9.85		4	29.1%	0.96	0.0162	-0.007	79	0.0500	0.1900		1,061	22.7%	-0.04	0.0164	-0.008
7.90	8.60		74	24.1%	0.95	0.0206	-0.008	80	0.0800	0.1200	5	6,450	19.8%	-0.05	0.0208	-0.009
7.00	7.50	1	82	21.6%	0.93	0.0265	-0.010	81	0.0700	0.1600	2	10.1K	18.2%	-0.07	0.0269	-0.011
6.10	6.55	2	282	20.7%	0.91	0.0345	-0.012	82	0.1600	0.2400	12	8,295	18.4%	-0.09	0.0350	-0.013
5.30	6.75			22.9%	0.89	0.0393	-0.013	82.5	0.1800	0.2600		1,111	17.7%	-0.11	0.0400	-0.014
5.25	5.45		668	18.6%	0.88	0.0447	-0.014	83	0.2700	0.3100	284	9,434	17.8%	-0.13	0.0456	-0.015
4.40	5.60			19.6%	0.85	0.0507	-0.016	83.5	0.3200	0.3800	4	36	17.6%	-0.15	0.0517	-0.017
4.35	4.60	1	985	17.8%	0.83	0.0570	-0.017	84	0.3900	0.4400	109	7,724	17.2%	-0.17	0.0582	-0.018
3.60	4.80			19.4%	0.80	0.0636	-0.019	84.5	0.4000	0.5600	4	101	16.8%	-0.20	0.0650	-0.020
3.50	3.85	8	2,566	17.5%	0.77	0.0702	-0.021	85	0.5700	0.6200	226	10.5K	16.8%	-0.24	0.0719	-0.021
3.10	3.55			17.6%	0.73	0.0764	-0.022	85.5	0.6800	0.7600	510	1,008	16.7%	-0.27	0.0784	-0.023
2.86	2.98	2	728	16.9%	0.69	0.0821	-0.024	86	0.8200	0.8900	6	5,888	16.4%	-0.31	0.0845	-0.025
2.39	2.71			16.4%	0.65	0.0870	-0.025	86.5	0.8500	1.17		1,121	16.2%	-0.36	0.0898	-0.026
2.17	2.41		893	16.9%	0.61	0.0909	-0.026	87	1.17	1.27	154	393	16.4%	-0.40	0.0940	-0.027
1.87	2.11		23	16.7%	0.56	0.0935	-0.026	87.5	1.31	1.53		1	16.2%	-0.45	0.0971	-0.028
1.66	1.77	32	2,837	16.5%	0.51	0.0948	-0.027	88	1.52	1.78	5	2,642	16.0%	-0.50	0.0989	-0.028
1.34	1.60		4	16.4%	0.47	0.0947	-0.027	88.5	1.82	2.03			16.0%	-0.55	0.0993	-0.028
1.21	1.32	17	2,660	16.5%	0.42	0.0932	-0.026	89	2.12	2.32		5	16.0%	-0.60	0.0984	-0.027
1.00	1.15	1	38	16.5%	0.38	0.0904	-0.025	89.5	2.41	2.62			15.8%	-0.64	0.0961	-0.027
0.8800	0.9200	224	724	16.4%	0.33	0.0864	-0.024	90	2.79	2.98	6	368	16.1%	-0.69	0.0926	-0.026
0.6600	0.8300	22		16.3%	0.29	0.0814	-0.023	90.5	3.05	3.35			15.4%	-0.73	0.0881	-0.025
0.5900	0.6900	14	697	16.6%	0.26	0.0758	-0.022	91	3.30	3.75			14.4%	-0.77	0.0828	-0.023
0.4100	0.9200		2	18.3%	0.22	0.0697	-0.020	91.5	3.40	5.05			18.6%	-0.81	0.0771	-0.022
0.3800	0.5100	12	631	16.8%	0.19	0.0635	-0.019	92	4.15	4.75			15.7%	-0.84	0.0712	-0.021
0.2600	0.8400			19.5%	0.17	0.0574	-0.017	92.5	4.20	6.10			20.3%	-0.87	0.0658	-0.019
0.2500	0.4100		63	17.4%	0.15	0.0516	-0.016	93	4.80	5.85			14.6%	-0.89	0.0595	-0.018
0.1200	0.5000		543	19.3%	0.11	0.0414	-0.014	94	5.70	7.20			20.3%	-0.93	0.0509	-0.016
0.0700	0.8200		627	23.8%	0.09	0.0334	-0.012	95	6.65	8.10			20.5%	-0.96	0.0403	-0.015
0.0300	1.15		4	28.5%	0.07	0.0273	-0.011	96	7.60	9.30			24.5%	-0.97	0.0314	-0.013
0.0100	1.15		2	30.5%	0.06	0.0227	-0.010	97	8.20	11.25			32.1%	-0.98	0.0240	-0.012
0	0.5900		3	27.0%	0.05	0.0192	-0.010	98	9.45	12.25			36.5%	-0.99	0.0171	-0.012
0	1.63		1	38.7%	0.05	0.0166	-0.009	99	10.00	13.30			35.0%	-0.99	0.0127	-0.012
0	1.15		7	36.6%	0.04	0.0144	-0.009	100	10.35	14.25				-0.99	0.0098	-0.011
0	0.7500		1	41.4%	0.03	0.0082	-0.008	105	15.75	19.30			43.3%	-1.00	0.0029	-0.010
0	1.00			52.7%	0.02	0.0053	-0.007	110	20.40	24.30			44.3%	-1.00	0.0008	-0.010
0	1.12			61.9%	0.02	0.0037	-0.006	115	25.35	29.30			48.9%	-1.00	0.0000	-0.010
0	0.9500			66.7%	0.01	0.0028	-0.006	120	30.35	34.30			55.2%	-1.00	0.0000	-0.010
0	0.8700			72.0%	0.01	0.0021	-0.005	125	35.35	39.30			61.2%	-1.00	0.0000	-0.010

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。

波动率微笑 — Nov 20, 2026

波动率页面 →

本到期日各行权价的隐含波动率。价外put通常定价高于call——即偏斜现象。

看涨期权看跌期权

XLP 期权链 State Street Consumer Staples Select Sector SPDR ETF

波动率微笑 — Nov 20, 2026

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