XLU オプションチェーン State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · 基準日時: 09:39 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 ±2.8% (41.48–43.85) · ATM IV 16.4% · P/C オープンインタレスト 0.77
| 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 | |
| 16.45 | 18.45 | 17 | 1.00 | 0.0007 | 0.000 | 25 | 0 | 0.4300 | 5 | 154.9% | -0.00 | 0.0007 | -0.001 | |||
| 14.10 | 16.30 | 97.6% | 1.00 | 0.0013 | 0.000 | 27.5 | 0 | 2.20 | 2 | 202.0% | -0.00 | 0.0013 | -0.002 | |||
| 12.00 | 13.00 | 20 | 1.00 | 0.0021 | -0.001 | 30 | 0 | 1.84 | 28 | 161.6% | -0.00 | 0.0022 | -0.002 | |||
| 9.10 | 11.15 | 32 | 0.99 | 0.0038 | -0.001 | 32.5 | 0 | 0.4400 | 72 | 89.1% | -0.01 | 0.0038 | -0.002 | |||
| 8.05 | 9.05 | 16 | 0.99 | 0.0054 | -0.002 | 34 | 0 | 0.2400 | 1 | 67.4% | -0.01 | 0.0054 | -0.003 | |||
| 7.15 | 8.05 | 528 | 0.99 | 0.0070 | -0.002 | 35 | 0 | 0.0200 | 1,949 | 40.4% | -0.01 | 0.0070 | -0.003 | |||
| 6.35 | 7.55 | 15 | 0.99 | 0.0081 | -0.002 | 35.5 | 0 | 0.4400 | 8 | 65.5% | -0.01 | 0.0081 | -0.003 | |||
| 6.25 | 7.65 | 19 | 65.2% | 0.99 | 0.0093 | -0.002 | 36 | 0 | 4.45 | 22 | 148.7% | -0.01 | 0.0094 | -0.003 | ||
| 5.15 | 7.15 | 60 | 0.99 | 0.0109 | -0.002 | 36.5 | 0 | 0.4400 | 1,687 | 57.9% | -0.01 | 0.0109 | -0.003 | |||
| 5.10 | 5.95 | 102 | 0.99 | 0.0128 | -0.002 | 37 | 0 | 0.0400 | 603 | 33.3% | -0.01 | 0.0128 | -0.003 | |||
| 4.65 | 5.50 | 32 | 0.98 | 0.0152 | -0.002 | 37.5 | 0 | 0.2200 | 1 | 3,153 | 42.1% | -0.02 | 0.0153 | -0.003 | ||
| 4.05 | 5.05 | 1 | 0.98 | 0.0185 | -0.003 | 38 | 0 | 0.0400 | 5,586 | 27.9% | -0.02 | 0.0186 | -0.003 | |||
| 3.75 | 4.65 | 42 | 24.0% | 0.98 | 0.0231 | -0.003 | 38.5 | 0 | 0.2400 | 566 | 25.2% | -0.02 | 0.0232 | -0.003 | ||
| 3.00 | 4.20 | 93 | 0.97 | 0.0300 | -0.003 | 39 | 0 | 0.2300 | 10.4K | 32.2% | -0.03 | 0.0302 | -0.004 | |||
| 2.59 | 3.55 | 1 | 0.97 | 0.0412 | -0.004 | 39.5 | 0 | 0.0600 | 1 | 4,033 | 21.3% | -0.03 | 0.0415 | -0.004 | ||
| 2.60 | 3.05 | 1 | 257 | 26.6% | 0.95 | 0.0600 | -0.005 | 40 | 0 | 0.0600 | 1 | 9,227 | 19.0% | -0.05 | 0.0606 | -0.005 |
| 1.90 | 2.56 | 2 | 44 | 16.6% | 0.92 | 0.0904 | -0.007 | 40.5 | 0 | 0.1100 | 4 | 330 | 17.8% | -0.08 | 0.0915 | -0.007 |
| 1.48 | 2.09 | 5 | 148 | 17.0% | 0.87 | 0.1351 | -0.009 | 41 | 0.0500 | 0.1100 | 905 | 7,016 | 16.1% | -0.13 | 0.1369 | -0.010 |
| 0.7900 | 1.86 | 3 | 226 | 15.1% | 0.80 | 0.1912 | -0.013 | 41.5 | 0.1000 | 0.2700 | 58 | 2,387 | 17.1% | -0.20 | 0.1941 | -0.013 |
| 0.7300 | 1.25 | 28 | 717 | 16.4% | 0.69 | 0.2474 | -0.015 | 42 | 0.1000 | 0.3000 | 133 | 14.9K | 15.3% | -0.31 | 0.2517 | -0.016 |
| 0.4400 | 0.9600 | 52 | 5,411 | 16.8% | 0.56 | 0.2835 | -0.017 | 42.5 | 0.3200 | 0.6500 | 59 | 11.6K | 16.1% | -0.44 | 0.2894 | -0.018 |
| 0.2700 | 0.4900 | 34 | 1,117 | 14.5% | 0.42 | 0.2820 | -0.017 | 43 | 0.4700 | 1.00 | 473 | 11.6K | 15.6% | -0.59 | 0.2893 | -0.017 |
| 0.0700 | 0.4900 | 199 | 2,280 | 16.6% | 0.29 | 0.2446 | -0.015 | 43.5 | 0.7500 | 1.41 | 55 | 7,873 | 16.0% | -0.72 | 0.2522 | -0.015 |
| 0.0500 | 0.3800 | 165 | 3,958 | 18.7% | 0.19 | 0.1895 | -0.012 | 44 | 1.18 | 1.70 | 7 | 2,952 | 14.5% | -0.83 | 0.1987 | -0.012 |
| 0.0600 | 0.2000 | 15 | 3,556 | 18.9% | 0.12 | 0.1342 | -0.009 | 44.5 | 1.62 | 2.23 | 10.5K | 17.0% | -0.91 | 0.1495 | -0.010 | |
| 0.0200 | 0.0800 | 182 | 55.1K | 17.2% | 0.07 | 0.0884 | -0.006 | 45 | 2.09 | 2.65 | 7,502 | -0.96 | 0.1125 | -0.008 | ||
| 0 | 0.0800 | 42 | 18.9% | 0.04 | 0.0556 | -0.004 | 45.5 | 2.56 | 3.55 | 30.3% | -0.99 | 0.0424 | -0.004 | |||
| 0.0100 | 0.0200 | 115 | 28.3K | 18.0% | 0.02 | 0.0353 | -0.003 | 46 | 3.15 | 3.70 | 2 | 1,246 | 25.8% | -1.00 | 0.0035 | -0.004 |
| 0 | 0.0700 | 23.3% | 0.02 | 0.0240 | -0.002 | 46.5 | 3.55 | 4.55 | 36.5% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0100 | 5 | 5,113 | 19.2% | 0.01 | 0.0180 | -0.002 | 47 | 4.10 | 4.75 | 31.1% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0100 | 7 | 10.2K | 21.1% | 0.01 | 0.0145 | -0.002 | 47.5 | 4.45 | 5.50 | 37.8% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0400 | 26 | 27.5% | 0.01 | 0.0122 | -0.002 | 48 | 5.05 | 6.05 | 45.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 31.5% | 0.01 | 0.0105 | -0.002 | 48.5 | 5.60 | 6.55 | 49.8% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0100 | 10 | 9,296 | 26.4% | 0.01 | 0.0092 | -0.002 | 49 | 5.65 | 7.10 | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.2600 | 46.9% | 0.01 | 0.0081 | -0.002 | 49.5 | 6.45 | 7.75 | 56.8% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0600 | 12 | 7,929 | 37.6% | 0.01 | 0.0072 | -0.002 | 50 | 7.05 | 7.70 | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.2600 | 3,276 | 54.0% | 0.01 | 0.0058 | -0.001 | 51 | 7.65 | 9.05 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0600 | 45.3% | 0.01 | 0.0048 | -0.001 | 52 | 9.05 | 10.05 | 66.3% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.2200 | 8 | 4,250 | 37.7% | 0.01 | 0.0044 | -0.001 | 52.5 | 9.15 | 10.75 | 59.8% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0100 | 39.3% | 0.01 | 0.0040 | -0.001 | 53 | 10.10 | 11.05 | 72.9% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.2600 | 67.0% | 0.00 | 0.0034 | -0.001 | 54 | 11.05 | 12.05 | 75.6% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.1500 | 5,711 | 64.3% | 0.00 | 0.0030 | -0.001 | 55 | 11.95 | 13.10 | 77.8% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.2600 | 2,265 | 80.7% | 0.00 | 0.0021 | -0.001 | 57.5 | 14.55 | 15.75 | 98.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 1.00 | 35 | 119.4% | 0.00 | 0.0016 | -0.001 | 60 | 17.05 | 18.25 | 108.6% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 2.33 | 80 | 163.4% | 0.00 | 0.0012 | -0.001 | 62.5 | 19.50 | 20.75 | 116.3% | -1.00 | 0.0000 | -0.004 | |||
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 — Sep 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