XLU 期权链 State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · 截至 12:43 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 ±4.6% (40.23–44.08) · ATM IV 18.3% · 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.95 | 13.35 | 77.4% | 1.00 | 0.0019 | -0.001 | 31 | 0 | 1.88 | 4 | 100.8% | -0.00 | 0.0019 | -0.001 | |||
| 8.25 | 12.40 | 48.0% | 1.00 | 0.0027 | -0.001 | 32 | 0 | 4.90 | 138.8% | -0.00 | 0.0027 | -0.001 | ||||
| 7.25 | 10.90 | 0.99 | 0.0040 | -0.001 | 33 | 0 | 0.3900 | 23 | 54.4% | -0.01 | 0.0040 | -0.001 | ||||
| 6.45 | 9.50 | 0.99 | 0.0060 | -0.001 | 34 | 0 | 0.0600 | 67 | 34.5% | -0.01 | 0.0060 | -0.001 | ||||
| 7.15 | 7.75 | 298 | 138 | 42.9% | 0.99 | 0.0092 | -0.002 | 35 | 0.0100 | 0.0700 | 106 | 318 | 31.9% | -0.01 | 0.0093 | -0.002 |
| 5.00 | 6.60 | 108 | 0.98 | 0.0147 | -0.002 | 36 | 0 | 0.0700 | 10 | 662 | 27.3% | -0.02 | 0.0148 | -0.002 | ||
| 5.00 | 5.50 | 1 | 110 | 0.97 | 0.0237 | -0.003 | 37 | 0.0200 | 0.0500 | 1,107 | 2,360 | 23.3% | -0.03 | 0.0240 | -0.003 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.05 | 4.60 | 252 | 19.6% | 0.94 | 0.0388 | -0.005 | 38 | 0.0500 | 0.1200 | 107 | 6,136 | 23.2% | -0.06 | 0.0393 | -0.005 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.25 | 3.60 | 41 | 4,270 | 21.0% | 0.90 | 0.0633 | -0.006 | 39 | 0.1000 | 0.1800 | 2,202 | 11.4K | 21.3% | -0.10 | 0.0642 | -0.006 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.33 | 2.67 | 488 | 30.2K | 18.5% | 0.83 | 0.0992 | -0.009 | 40 | 0.2000 | 0.2900 | 1,636 | 18.4K | 19.7% | -0.17 | 0.1010 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 40.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.56 | 1.84 | 2,091 | 47.4K | 17.6% | 0.72 | 0.1408 | -0.011 | 41 | 0.3900 | 0.5700 | 1,488 | 3,726 | 19.3% | -0.29 | 0.1443 | -0.012 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9600 | 1.17 | 7,775 | 34.4K | 17.4% | 0.56 | 0.1707 | -0.013 | 42 | 0.7200 | 1.00 | 393 | 6,422 | 19.1% | -0.45 | 0.1768 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 42.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4900 | 0.6200 | 3,304 | 52.7K | 16.3% | 0.39 | 0.1706 | -0.012 | 43 | 1.18 | 1.55 | 146 | 342 | 18.1% | -0.63 | 0.1806 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2500 | 0.3500 | 5,079 | 11.2K | 17.0% | 0.24 | 0.1389 | -0.010 | 44 | 1.88 | 2.21 | 57 | 17.2% | -0.79 | 0.1532 | -0.011 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0700 | 0.1700 | 107 | 1,479 | 16.4% | 0.13 | 0.0939 | -0.007 | 45 | 2.65 | 3.15 | 10 | 44 | 16.6% | -0.91 | 0.1070 | -0.008 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 45.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.0900 | 2,026 | 4,010 | 17.9% | 0.07 | 0.0584 | -0.005 | 46 | 3.65 | 4.20 | 1 | 22.0% | -0.97 | 0.0544 | -0.004 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0300 | 0.0700 | 1 | 16 | 20.0% | 0.05 | 0.0387 | -0.004 | 47 | 2.80 | 6.85 | -0.99 | 0.0265 | -0.002 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0900 | 9 | 33 | 22.7% | 0.04 | 0.0283 | -0.003 | 48 | 4.75 | 7.45 | 37.3% | -0.99 | 0.0159 | -0.002 | ||
| 0 | 0.0800 | 25.1% | 0.03 | 0.0222 | -0.003 | 49 | 5.05 | 8.85 | 34.5% | -0.99 | 0.0114 | -0.001 | ||||
| 0 | 0.1600 | 2 | 31.6% | 0.03 | 0.0181 | -0.003 | 50 | 5.80 | 9.85 | -0.99 | 0.0088 | -0.001 | ||||
| 0 | 0.2700 | 3 | 38.3% | 0.03 | 0.0152 | -0.003 | 51 | 6.80 | 10.85 | -1.00 | 0.0071 | -0.001 | ||||
| 0 | 0.3900 | 44.8% | 0.02 | 0.0130 | -0.003 | 52 | 7.80 | 11.85 | -1.00 | 0.0058 | -0.001 | |||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 53 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 54 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 55 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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。