XLU 期权链 State Street Utilities Select Sector SPDR ETF
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 ±4.2% (39.82–43.34) · ATM IV 17.6% · P/C 未平仓量 0.27
| 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 | |
| 15.20 | 18.65 | 106.7% | 1.00 | 0.0007 | 0.000 | 25 | 0 | 0.0700 | 78.2% | -0.00 | 0.0007 | -0.001 | ||||
| 11.25 | 12.40 | 63.0% | 1.00 | 0.0027 | 0.000 | 30 | 0 | 0.0700 | 53.0% | -0.01 | 0.0027 | -0.001 | ||||
| 10.25 | 11.40 | 57.3% | 0.99 | 0.0035 | -0.000 | 31 | 0 | 0.0700 | 4 | 48.3% | -0.01 | 0.0036 | -0.001 | |||
| 9.30 | 11.00 | 73.1% | 0.99 | 0.0048 | -0.000 | 32 | 0 | 0.0700 | 43.8% | -0.01 | 0.0048 | -0.002 | ||||
| 8.30 | 9.45 | 50.6% | 0.99 | 0.0065 | -0.001 | 33 | 0 | 0.0700 | 23 | 39.4% | -0.01 | 0.0066 | -0.002 | |||
| 7.40 | 8.45 | 48.4% | 0.99 | 0.0091 | -0.001 | 34 | 0 | 0.0400 | 67 | 32.2% | -0.01 | 0.0092 | -0.002 | |||
| 6.50 | 7.45 | 138 | 45.5% | 0.98 | 0.0132 | -0.002 | 35 | 0.0100 | 0.0300 | 318 | 28.2% | -0.02 | 0.0133 | -0.003 | ||
| 5.55 | 6.35 | 108 | 38.5% | 0.97 | 0.0196 | -0.003 | 36 | 0 | 0.0700 | 662 | 26.6% | -0.03 | 0.0198 | -0.003 | ||
| 4.60 | 5.35 | 110 | 34.0% | 0.96 | 0.0303 | -0.004 | 37 | 0.0300 | 0.0800 | 3 | 2,360 | 24.3% | -0.04 | 0.0306 | -0.004 | |
| 4.10 | 4.60 | 4 | 24.9% | 0.95 | 0.0382 | -0.004 | 37.5 | 0 | 0.1100 | 22.1% | -0.05 | 0.0388 | -0.005 | |||
| 3.60 | 4.05 | 252 | 20.8% | 0.93 | 0.0488 | -0.005 | 38 | 0.0700 | 0.0900 | 2,135 | 6,136 | 21.6% | -0.07 | 0.0495 | -0.005 | |
| 3.15 | 3.95 | 7 | 28.1% | 0.91 | 0.0626 | -0.006 | 38.5 | 0.0600 | 0.1100 | 19.6% | -0.09 | 0.0636 | -0.006 | |||
| 2.62 | 2.93 | 7 | 4,270 | 11.7% | 0.88 | 0.0800 | -0.007 | 39 | 0.1300 | 0.1500 | 42 | 11.4K | 19.7% | -0.12 | 0.0815 | -0.008 |
| 2.24 | 3.10 | 25.4% | 0.84 | 0.1011 | -0.009 | 39.5 | 0.2000 | 0.2100 | 7 | 19.3% | -0.16 | 0.1032 | -0.009 | |||
| 1.90 | 2.07 | 55 | 30.2K | 16.9% | 0.79 | 0.1247 | -0.010 | 40 | 0.2800 | 0.3100 | 115 | 18.4K | 18.9% | -0.21 | 0.1277 | -0.010 |
| 1.50 | 2.16 | 1 | 22.2% | 0.73 | 0.1486 | -0.011 | 40.5 | 0.3900 | 0.4300 | 42 | 18.5% | -0.28 | 0.1527 | -0.012 | ||
| 1.17 | 1.33 | 44 | 47.4K | 16.5% | 0.65 | 0.1693 | -0.013 | 41 | 0.5300 | 0.6100 | 321 | 3,726 | 18.3% | -0.36 | 0.1750 | -0.013 |
| 0.9600 | 1.01 | 2 | 17.1% | 0.56 | 0.1832 | -0.013 | 41.5 | 0.7400 | 0.8100 | 13 | 18.1% | -0.45 | 0.1908 | -0.014 | ||
| 0.7300 | 0.7500 | 349 | 34.4K | 17.1% | 0.47 | 0.1870 | -0.013 | 42 | 1.00 | 1.09 | 386 | 6,422 | 18.3% | -0.55 | 0.1971 | -0.014 |
| 0.4800 | 0.5500 | 2 | 16.6% | 0.38 | 0.1802 | -0.012 | 42.5 | 1.18 | 1.43 | 17.3% | -0.65 | 0.1927 | -0.013 | |||
| 0.3400 | 0.4000 | 584 | 52.7K | 16.9% | 0.29 | 0.1634 | -0.011 | 43 | 1.55 | 1.79 | 6 | 342 | 17.7% | -0.74 | 0.1784 | -0.012 |
| 0.2500 | 0.2700 | 26 | 17.1% | 0.22 | 0.1404 | -0.010 | 43.5 | 1.52 | 2.22 | -0.82 | 0.1580 | -0.011 | ||||
| 0.1600 | 0.1900 | 193 | 11.2K | 17.2% | 0.16 | 0.1152 | -0.008 | 44 | 2.06 | 2.69 | 57 | -0.88 | 0.1348 | -0.009 | ||
| 0.1000 | 0.2300 | 1 | 19.2% | 0.12 | 0.0917 | -0.007 | 44.5 | 2.35 | 3.15 | -0.93 | 0.1149 | -0.008 | ||||
| 0.0900 | 0.1100 | 3 | 1,479 | 18.7% | 0.09 | 0.0720 | -0.006 | 45 | 3.35 | 3.65 | 44 | 23.0% | -0.96 | 0.0849 | -0.007 | |
| 0.0600 | 0.0800 | 19.1% | 0.07 | 0.0571 | -0.005 | 45.5 | 3.25 | 4.15 | -0.98 | 0.0530 | -0.006 | |||||
| 0.0400 | 0.0600 | 4 | 4,010 | 19.5% | 0.06 | 0.0461 | -0.004 | 46 | 3.70 | 4.80 | 1 | -0.99 | 0.0290 | -0.006 | ||
| 0.0100 | 0.1300 | 22.7% | 0.05 | 0.0382 | -0.004 | 46.5 | 4.00 | 5.20 | -1.00 | 0.0171 | -0.005 | |||||
| 0.0200 | 0.0900 | 16 | 23.3% | 0.04 | 0.0323 | -0.004 | 47 | 4.70 | 5.85 | -1.00 | 0.0108 | -0.005 | ||||
| 0.0100 | 0.0800 | 24.0% | 0.04 | 0.0279 | -0.004 | 47.5 | 5.20 | 6.35 | -1.00 | 0.0072 | -0.005 | |||||
| 0 | 0.0900 | 33 | 25.6% | 0.03 | 0.0244 | -0.004 | 48 | 5.70 | 6.85 | -1.00 | 0.0051 | -0.005 | ||||
| 0 | 0.0800 | 28.1% | 0.03 | 0.0194 | -0.003 | 49 | 6.70 | 7.80 | -1.00 | 0.0027 | -0.005 | |||||
| 0 | 0.0300 | 1 | 2 | 26.9% | 0.03 | 0.0160 | -0.003 | 50 | 7.50 | 8.80 | -1.00 | 0.0014 | -0.005 | |||
| 0 | 0.0700 | 3 | 33.1% | 0.02 | 0.0135 | -0.003 | 51 | 8.70 | 9.85 | -1.00 | 0.0007 | -0.005 | ||||
| 0 | 0.0700 | 35.8% | 0.02 | 0.0116 | -0.003 | 52 | 9.70 | 10.85 | -1.00 | 0.0003 | -0.005 | |||||
| 0 | 0.2700 | 48.3% | 0.02 | 0.0100 | -0.003 | 53 | 10.25 | 11.80 | -1.00 | 0.0001 | -0.005 | |||||
| 0 | 0.0700 | 40.8% | 0.02 | 0.0088 | -0.003 | 54 | 11.20 | 12.90 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.2700 | 54.1% | 0.02 | 0.0079 | -0.003 | 55 | 12.20 | 14.90 | 62.4% | -1.00 | 0.0000 | -0.005 | ||||
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。