XLRE 期权链 State Street Real Estate Select Sector SPDR ETF
Cboe delayed options data · 截至 00:40 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 ±2.1% (43.26–45.16) · ATM IV 13.0% · P/C 未平仓量 0.39
| 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 | |
| 8.00 | 12.90 | 89.5% | 1.00 | 0.0001 | 0.000 | 34 | 0 | 0.0500 | 60.0% | -0.00 | 0.0001 | 0.000 | ||||
| 7.00 | 11.90 | 81.4% | 1.00 | 0.0002 | 0.000 | 35 | 0 | 0.0500 | 54.2% | -0.00 | 0.0002 | 0.000 | ||||
| 6.00 | 10.90 | 73.5% | 1.00 | 0.0005 | 0.000 | 36 | 0 | 0.0500 | 48.4% | -0.00 | 0.0005 | -0.000 | ||||
| 5.00 | 9.90 | 65.6% | 1.00 | 0.0010 | 0.000 | 37 | 0 | 0.0500 | 42.8% | -0.00 | 0.0010 | -0.000 | ||||
| 4.00 | 8.90 | 57.9% | 1.00 | 0.0022 | 0.000 | 38 | 0 | 0.0500 | 37.2% | -0.00 | 0.0022 | -0.000 | ||||
| 3.00 | 7.40 | 1.00 | 0.0050 | 0.000 | 39 | 0 | 0.0500 | 1 | 31.7% | -0.00 | 0.0050 | -0.001 | ||||
| 3.50 | 4.70 | 3 | 6 | 0.99 | 0.0119 | 0.000 | 40 | 0 | 0.0500 | 1 | 26.3% | -0.01 | 0.0120 | -0.001 | ||
| 2.00 | 4.50 | 18.9% | 0.98 | 0.0297 | -0.001 | 41 | 0 | 0.0500 | 20.8% | -0.02 | 0.0300 | -0.003 | ||||
| 0.1500 | 5.00 | 4 | 32.1% | 0.94 | 0.0765 | -0.004 | 42 | 0 | 0.1000 | 5 | 17.6% | -0.06 | 0.0773 | -0.005 | ||
| 0.8500 | 1.60 | 64 | 0.84 | 0.1896 | -0.009 | 43 | 0 | 0.2500 | 389 | 16.0% | -0.16 | 0.1923 | -0.010 | |||
| 0.2000 | 1.10 | 47 | 156 | 14.6% | 0.59 | 0.3515 | -0.014 | 44 | 0.2000 | 0.4000 | 70 | 116 | 11.4% | -0.41 | 0.3590 | -0.015 |
| 0.0500 | 0.1500 | 4 | 957 | 9.9% | 0.24 | 0.2954 | -0.011 | 45 | 0.6000 | 1.15 | 14 | 375 | 9.9% | -0.77 | 0.3067 | -0.011 |
| 0 | 0.1000 | 16 | 804 | 14.0% | 0.07 | 0.1142 | -0.005 | 46 | 0.3000 | 5.00 | 3 | 44.3% | -0.97 | 0.1505 | -0.007 | |
| 0 | 0.2000 | 5 | 278 | 23.2% | 0.02 | 0.0356 | -0.002 | 47 | 0.9000 | 5.00 | 1 | 27.3% | -1.00 | 0.0000 | -0.014 | |
| 0 | 0.5000 | 30 | 37.4% | 0.01 | 0.0116 | -0.001 | 48 | 1.50 | 5.10 | 1 | -1.00 | 0.0000 | -0.015 | |||
| 0 | 4.80 | 2 | 116.4% | 0.00 | 0.0042 | -0.000 | 49 | 3.60 | 6.00 | 4 | -1.00 | 0.0000 | -0.015 | |||
| 0 | 4.80 | 1 | 124.7% | 0.00 | 0.0017 | -0.000 | 50 | 3.60 | 8.50 | 1 | 50.9% | -1.00 | 0.0000 | -0.015 | ||
| 0 | 4.80 | 132.6% | 0.00 | 0.0007 | -0.000 | 51 | 4.60 | 8.00 | 1 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 4.80 | 140.1% | 0.00 | 0.0003 | 0.000 | 52 | 5.60 | 10.40 | 2 | 58.7% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 4.80 | 147.2% | 0.00 | 0.0002 | 0.000 | 53 | 6.50 | 11.40 | 60.0% | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 4.80 | 154.1% | 0.00 | 0.0001 | 0.000 | 54 | 7.50 | 12.40 | 64.6% | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 4.80 | 160.6% | 0.00 | 0.0000 | 0.000 | 55 | 8.80 | 13.50 | 83.2% | -1.00 | 0.0000 | -0.015 | ||||
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。