XLV 期权链 State Street Health Care 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 ±5.1% (166.88–184.66) · ATM IV 20.1% · P/C 未平仓量 1.81
| 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 | |
| 84.55 | 89.50 | 2 | 86.4% | 1.00 | 0.0000 | -0.000 | 90 | 0 | 2.13 | 2 | 133.2% | -0.00 | 0.0000 | -0.000 | ||
| 79.95 | 84.25 | 86.3% | 1.00 | 0.0000 | -0.000 | 95 | 0 | 2.13 | 123.9% | -0.00 | 0.0000 | -0.000 | ||||
| 74.95 | 79.25 | 1 | 3 | 77.6% | 1.00 | 0.0000 | -0.000 | 100 | 0 | 2.13 | 115.1% | -0.00 | 0.0000 | -0.000 | ||
| 69.95 | 74.30 | 71.8% | 1.00 | 0.0000 | -0.000 | 105 | 0 | 2.13 | 106.7% | -0.00 | 0.0000 | -0.000 | ||||
| 64.60 | 69.50 | 1.00 | 0.0001 | -0.001 | 110 | 0 | 4.90 | 120.6% | -0.00 | 0.0001 | -0.001 | |||||
| 59.55 | 64.50 | 1.00 | 0.0001 | -0.001 | 115 | 0 | 4.90 | 111.6% | -0.00 | 0.0001 | -0.001 | |||||
| 54.55 | 59.50 | 1.00 | 0.0002 | -0.001 | 120 | 0 | 4.65 | 101.4% | -0.00 | 0.0002 | -0.001 | |||||
| 49.55 | 54.50 | 1.00 | 0.0002 | -0.002 | 125 | 0 | 4.90 | 94.5% | -0.00 | 0.0002 | -0.002 | |||||
| 44.55 | 49.50 | 1.00 | 0.0004 | -0.002 | 130 | 0 | 4.90 | 86.4% | -0.00 | 0.0004 | -0.002 | |||||
| 39.55 | 44.50 | 1.00 | 0.0007 | -0.003 | 135 | 0 | 4.90 | 78.5% | -0.00 | 0.0007 | -0.003 | |||||
| 35.15 | 39.45 | 22 | 36.3% | 0.99 | 0.0012 | -0.005 | 140 | 0 | 0.5500 | 25 | 41.9% | -0.01 | 0.0012 | -0.005 | ||
| 30.15 | 34.50 | 31.7% | 0.99 | 0.0020 | -0.007 | 145 | 0 | 2.15 | 3 | 312 | 49.4% | -0.01 | 0.0020 | -0.007 | ||
| 25.25 | 29.55 | 9 | 28.7% | 0.98 | 0.0035 | -0.011 | 150 | 0.0300 | 0.6000 | 16 | 735 | 32.3% | -0.02 | 0.0035 | -0.011 | |
| 22.30 | 26.60 | 26.8% | 0.97 | 0.0048 | -0.013 | 153 | 0 | 2.22 | 33 | 39.5% | -0.03 | 0.0049 | -0.014 | |||
| 21.45 | 25.65 | 27.8% | 0.97 | 0.0054 | -0.015 | 154 | 0.0200 | 2.24 | 4 | 25 | 38.4% | -0.03 | 0.0055 | -0.015 | ||
| 20.35 | 24.65 | 40 | 25.7% | 0.96 | 0.0061 | -0.016 | 155 | 0.0800 | 0.6500 | 6 | 5,138 | 27.9% | -0.04 | 0.0062 | -0.016 | |
| 19.35 | 23.70 | 25.1% | 0.96 | 0.0068 | -0.017 | 156 | 0 | 2.29 | 48 | 35.9% | -0.04 | 0.0069 | -0.017 | |||
| 18.40 | 22.70 | 11 | 24.5% | 0.95 | 0.0076 | -0.019 | 157 | 0.1300 | 1.00 | 1 | 181 | 28.5% | -0.05 | 0.0077 | -0.019 | |
| 17.45 | 21.75 | 1 | 24.2% | 0.94 | 0.0085 | -0.020 | 158 | 0.0100 | 1.28 | 2 | 152 | 28.3% | -0.06 | 0.0086 | -0.021 | |
| 16.50 | 20.80 | 18 | 23.8% | 0.94 | 0.0095 | -0.022 | 159 | 0.1700 | 2.38 | 1 | 183 | 33.2% | -0.06 | 0.0097 | -0.022 | |
| 15.45 | 18.30 | 90 | 0.93 | 0.0107 | -0.024 | 160 | 0.2100 | 0.8000 | 21 | 2,620 | 24.4% | -0.07 | 0.0108 | -0.024 | ||
| 15.55 | 18.90 | 9 | 27.8% | 0.92 | 0.0119 | -0.026 | 161 | 0 | 2.48 | 1 | 253 | 30.2% | -0.08 | 0.0121 | -0.026 | |
| 13.65 | 18.00 | 1 | 22.5% | 0.91 | 0.0133 | -0.028 | 162 | 0.1900 | 1.07 | 82 | 590 | 23.4% | -0.09 | 0.0134 | -0.028 | |
| 12.80 | 17.10 | 248 | 22.6% | 0.90 | 0.0148 | -0.030 | 163 | 0 | 2.50 | 3 | 371 | 27.6% | -0.10 | 0.0150 | -0.030 | |
| 11.85 | 16.20 | 64 | 22.1% | 0.89 | 0.0164 | -0.032 | 164 | 0.4800 | 2.68 | 112 | 539 | 28.7% | -0.12 | 0.0166 | -0.033 | |
| 10.90 | 15.40 | 20 | 194 | 21.9% | 0.87 | 0.0182 | -0.035 | 165 | 0.5300 | 1.10 | 142 | 5,231 | 21.5% | -0.13 | 0.0184 | -0.035 |
| 10.05 | 12.30 | 1 | 9 | 0.85 | 0.0200 | -0.037 | 166 | 0 | 1.23 | 2 | 104 | 18.5% | -0.15 | 0.0204 | -0.038 | |
| 9.15 | 12.55 | 60 | 16.7% | 0.84 | 0.0220 | -0.039 | 167 | 0 | 1.34 | 67 | 860 | 17.8% | -0.17 | 0.0224 | -0.040 | |
| 9.00 | 12.80 | 4 | 1,465 | 23.1% | 0.81 | 0.0242 | -0.042 | 168 | 0 | 3.15 | 11 | 1,403 | 22.9% | -0.19 | 0.0246 | -0.043 |
| 9.15 | 12.00 | 88 | 25.5% | 0.79 | 0.0263 | -0.044 | 169 | 0 | 3.30 | 79 | 129 | 21.8% | -0.21 | 0.0269 | -0.045 | |
| 8.30 | 10.90 | 9 | 825 | 24.0% | 0.77 | 0.0285 | -0.047 | 170 | 0.9200 | 1.84 | 166 | 1,811 | 17.8% | -0.24 | 0.0292 | -0.048 |
| 6.00 | 10.20 | 82 | 19.6% | 0.74 | 0.0307 | -0.049 | 171 | 0 | 3.70 | 51 | 97 | 19.9% | -0.27 | 0.0314 | -0.050 | |
| 5.30 | 9.00 | 3 | 218 | 18.2% | 0.71 | 0.0328 | -0.051 | 172 | 0.9500 | 3.95 | 70 | 320 | 21.4% | -0.30 | 0.0337 | -0.053 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.50 | 8.75 | 1 | 114 | 19.0% | 0.67 | 0.0348 | -0.053 | 173 | 1.07 | 4.25 | 104 | 134 | 20.7% | -0.33 | 0.0357 | -0.055 |
| 4.45 | 8.15 | 69 | 20.5% | 0.64 | 0.0366 | -0.055 | 174 | 0.3400 | 4.00 | 8 | 97 | 16.4% | -0.37 | 0.0377 | -0.056 | |
| 5.20 | 6.75 | 72 | 1,227 | 21.7% | 0.60 | 0.0380 | -0.056 | 175 | 2.46 | 3.55 | 55 | 323 | 18.5% | -0.41 | 0.0393 | -0.058 |
| 2.65 | 6.90 | 141 | 1,471 | 18.7% | 0.56 | 0.0392 | -0.057 | 176 | 2.88 | 5.35 | 16 | 533 | 21.6% | -0.45 | 0.0406 | -0.059 |
| 2.25 | 6.35 | 31 | 252 | 18.9% | 0.53 | 0.0399 | -0.057 | 177 | 1.85 | 5.85 | 87 | 91 | 18.1% | -0.49 | 0.0415 | -0.059 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.20 | 5.85 | 63 | 194 | 19.8% | 0.49 | 0.0402 | -0.057 | 178 | 2.31 | 6.35 | 12 | 26 | 17.9% | -0.53 | 0.0419 | -0.059 |
| 1.12 | 4.95 | 148 | 1,896 | 17.3% | 0.45 | 0.0400 | -0.056 | 179 | 2.81 | 7.20 | 10 | 11 | 18.4% | -0.57 | 0.0419 | -0.059 |
| 2.10 | 4.00 | 163 | 1,611 | 16.9% | 0.41 | 0.0393 | -0.055 | 180 | 4.00 | 7.60 | 5 | 87 | 19.3% | -0.61 | 0.0415 | -0.058 |
| 0.3000 | 4.55 | 21 | 99 | 18.0% | 0.37 | 0.0382 | -0.053 | 181 | 4.35 | 8.40 | 18 | 31 | 18.9% | -0.65 | 0.0406 | -0.056 |
| 0.2700 | 2.50 | 35 | 95 | 14.4% | 0.33 | 0.0368 | -0.051 | 182 | 4.65 | 9.05 | 18 | 17.9% | -0.69 | 0.0394 | -0.055 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4100 | 2.29 | 21 | 1,074 | 15.6% | 0.30 | 0.0350 | -0.049 | 183 | 5.20 | 9.60 | 11 | 16.9% | -0.73 | 0.0378 | -0.053 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 184 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9800 | 1.37 | 42 | 278 | 17.2% | 0.24 | 0.0309 | -0.044 | 185 | 6.80 | 11.15 | 32 | 36 | 16.8% | -0.79 | 0.0340 | -0.048 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 186 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 188 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 189 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2500 | 0.5800 | 33 | 333 | 16.8% | 0.13 | 0.0200 | -0.030 | 190 | 11.25 | 15.60 | 15.0% | -0.92 | 0.0227 | -0.035 | ||
| 0 | 0.5800 | 8 | 250 | 19.7% | 0.07 | 0.0118 | -0.019 | 195 | 16.00 | 20.90 | 16 | 20.2% | -0.98 | 0.0103 | -0.017 | |
| 0 | 2.26 | 62 | 33.0% | 0.04 | 0.0067 | -0.012 | 200 | 21.15 | 25.25 | -1.00 | 0.0026 | -0.003 | ||||
| 0 | 2.17 | 37.2% | 0.02 | 0.0038 | -0.008 | 205 | 26.00 | 30.95 | 28.8% | -1.00 | 0.0004 | -0.000 | ||||
| 0 | 2.14 | 3 | 41.3% | 0.01 | 0.0022 | -0.005 | 210 | 31.00 | 35.95 | 32.4% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 2.13 | 1 | 45.4% | 0.01 | 0.0013 | -0.003 | 215 | 36.00 | 40.95 | 35.9% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 2.13 | 3 | 49.2% | 0.00 | 0.0008 | -0.002 | 220 | 41.00 | 45.95 | 39.2% | -1.00 | 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。