XLV 期权链 State Street Health Care Select Sector SPDR ETF
Cboe delayed options data · 截至 18:39 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 ±7.9% (159.32–186.82) · ATM IV 16.3% · P/C 未平仓量 0.92
| 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 | |
| 81.45 | 84.10 | 20 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.3500 | 2 | 123 | 49.5% | -0.00 | 0.0001 | -0.001 | ||
| 77.70 | 79.25 | 50 | 44.3% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 0.6900 | 35.2K | 50.6% | -0.00 | 0.0001 | -0.001 | ||
| 72.80 | 74.25 | 128 | 40.1% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 0.1900 | 60 | 39.0% | -0.00 | 0.0002 | -0.001 | ||
| 66.75 | 69.30 | 18 | 1.00 | 0.0002 | 0.000 | 105 | 0.0100 | 0.2000 | 1,475 | 36.3% | -0.00 | 0.0003 | -0.001 | |||
| 61.70 | 64.45 | 67 | 0.99 | 0.0004 | 0.000 | 110 | 0.0100 | 0.2100 | 1,064 | 33.5% | -0.00 | 0.0004 | -0.001 | |||
| 56.90 | 59.35 | 84 | 0.99 | 0.0005 | 0.000 | 115 | 0 | 0.2100 | 1,923 | 30.4% | -0.01 | 0.0006 | -0.002 | |||
| 52.00 | 54.50 | 116 | 0.99 | 0.0008 | 0.000 | 120 | 0 | 0.2400 | 1,235 | 28.1% | -0.01 | 0.0009 | -0.002 | |||
| 47.25 | 49.65 | 1 | 908 | 0.99 | 0.0011 | 0.000 | 125 | 0 | 0.2700 | 4,775 | 25.8% | -0.01 | 0.0012 | -0.003 | ||
| 42.00 | 44.70 | 758 | 0.98 | 0.0017 | 0.000 | 130 | 0.0300 | 0.3200 | 2 | 8,525 | 24.0% | -0.02 | 0.0018 | -0.004 | ||
| 37.70 | 39.65 | 310 | 0.97 | 0.0025 | 0.000 | 135 | 0.0800 | 0.3900 | 1,042 | 22.3% | -0.03 | 0.0027 | -0.005 | |||
| 33.50 | 34.80 | 1 | 1,500 | 19.4% | 0.96 | 0.0037 | 0.000 | 140 | 0.1700 | 0.5300 | 2,266 | 21.1% | -0.04 | 0.0039 | -0.007 | |
| 31.70 | 32.75 | 126 | 19.1% | 0.95 | 0.0043 | -0.000 | 142 | 0.3400 | 0.5000 | 1 | 407 | 20.7% | -0.05 | 0.0046 | -0.008 | |
| 29.55 | 32.05 | 283 | 0.95 | 0.0047 | -0.001 | 143 | 0.2500 | 0.6700 | 418 | 20.5% | -0.05 | 0.0049 | -0.008 | |||
| 28.75 | 31.10 | 92 | 0.95 | 0.0050 | -0.002 | 144 | 0.2800 | 0.7100 | 68 | 20.2% | -0.06 | 0.0053 | -0.009 | |||
| 28.90 | 29.90 | 1 | 3,356 | 19.0% | 0.94 | 0.0054 | -0.002 | 145 | 0.4700 | 0.6400 | 1 | 6,157 | 20.1% | -0.06 | 0.0057 | -0.009 |
| 26.75 | 29.30 | 94 | 0.94 | 0.0059 | -0.003 | 146 | 0.3600 | 0.8300 | 273 | 19.8% | -0.07 | 0.0062 | -0.010 | |||
| 26.20 | 28.15 | 275 | 14.6% | 0.93 | 0.0064 | -0.004 | 147 | 0.5200 | 0.8500 | 1,184 | 19.9% | -0.07 | 0.0066 | -0.010 | ||
| 25.40 | 27.15 | 10.0K | 15.5% | 0.93 | 0.0068 | -0.005 | 148 | 0.5400 | 0.9100 | 722 | 19.5% | -0.08 | 0.0072 | -0.011 | ||
| 24.05 | 26.50 | 83 | 14.8% | 0.92 | 0.0074 | -0.005 | 149 | 0.5200 | 1.03 | 247 | 19.2% | -0.08 | 0.0077 | -0.011 | ||
| 23.45 | 25.30 | 4,971 | 15.2% | 0.91 | 0.0079 | -0.006 | 150 | 0.6100 | 1.11 | 1 | 5,943 | 19.1% | -0.09 | 0.0082 | -0.012 | |
| 22.30 | 24.35 | 113 | 14.0% | 0.91 | 0.0085 | -0.007 | 151 | 0.6600 | 1.21 | 288 | 18.9% | -0.10 | 0.0088 | -0.013 | ||
| 21.70 | 23.55 | 20.0K | 16.1% | 0.90 | 0.0092 | -0.008 | 152 | 0.8200 | 1.21 | 243 | 18.7% | -0.11 | 0.0095 | -0.013 | ||
| 20.85 | 22.65 | 9,106 | 16.2% | 0.89 | 0.0098 | -0.009 | 153 | 0.9300 | 1.32 | 229 | 18.6% | -0.12 | 0.0101 | -0.014 | ||
| 19.60 | 22.00 | 157 | 15.8% | 0.88 | 0.0105 | -0.010 | 154 | 0.9200 | 1.52 | 222 | 18.3% | -0.13 | 0.0108 | -0.015 | ||
| 19.25 | 20.90 | 1,204 | 16.7% | 0.87 | 0.0112 | -0.011 | 155 | 1.26 | 1.57 | 1 | 272 | 18.5% | -0.14 | 0.0115 | -0.015 | |
| 17.95 | 20.30 | 90 | 16.2% | 0.86 | 0.0119 | -0.011 | 156 | 1.14 | 1.78 | 201 | 18.0% | -0.15 | 0.0123 | -0.016 | ||
| 18.05 | 19.40 | 1 | 14.0K | 18.1% | 0.85 | 0.0127 | -0.012 | 157 | 1.39 | 1.82 | 369 | 17.9% | -0.16 | 0.0131 | -0.017 | |
| 16.45 | 18.20 | 89 | 15.7% | 0.83 | 0.0135 | -0.013 | 158 | 1.58 | 1.94 | 211 | 17.7% | -0.17 | 0.0138 | -0.017 | ||
| 15.40 | 17.90 | 130 | 16.3% | 0.82 | 0.0143 | -0.014 | 159 | 1.55 | 2.12 | 115 | 17.3% | -0.19 | 0.0147 | -0.018 | ||
| 16.10 | 16.60 | 5,783 | 18.0% | 0.81 | 0.0151 | -0.015 | 160 | 1.87 | 2.33 | 1,317 | 17.4% | -0.20 | 0.0155 | -0.019 | ||
| 14.20 | 15.85 | 166 | 16.1% | 0.79 | 0.0160 | -0.016 | 161 | 2.13 | 2.61 | 109 | 17.5% | -0.22 | 0.0163 | -0.019 | ||
| 13.45 | 15.00 | 1 | 106 | 16.0% | 0.78 | 0.0168 | -0.017 | 162 | 2.48 | 2.80 | 238 | 17.6% | -0.23 | 0.0172 | -0.020 | |
| 13.35 | 14.25 | 107 | 17.0% | 0.76 | 0.0176 | -0.018 | 163 | 2.60 | 2.85 | 338 | 17.0% | -0.25 | 0.0180 | -0.021 | ||
| 11.70 | 14.10 | 244 | 16.4% | 0.74 | 0.0184 | -0.019 | 164 | 2.53 | 3.55 | 103 | 17.1% | -0.27 | 0.0188 | -0.021 | ||
| 12.10 | 12.75 | 1 | 5,210 | 17.0% | 0.72 | 0.0192 | -0.019 | 165 | 3.15 | 3.45 | 197 | 17.0% | -0.29 | 0.0196 | -0.022 | |
| 11.10 | 12.10 | 249 | 16.6% | 0.70 | 0.0199 | -0.020 | 166 | 3.05 | 3.80 | 225 | 16.4% | -0.31 | 0.0204 | -0.022 | ||
| 10.45 | 11.40 | 977 | 16.5% | 0.68 | 0.0206 | -0.021 | 167 | 3.40 | 4.10 | 240 | 16.3% | -0.33 | 0.0211 | -0.023 | ||
| 9.70 | 10.75 | 241 | 16.3% | 0.66 | 0.0213 | -0.021 | 168 | 3.90 | 4.40 | 70 | 16.4% | -0.35 | 0.0218 | -0.023 | ||
| 9.05 | 10.10 | 749 | 16.2% | 0.64 | 0.0218 | -0.022 | 169 | 3.95 | 4.85 | 71 | 16.1% | -0.37 | 0.0224 | -0.024 | ||
| 9.05 | 9.40 | 29 | 975 | 16.8% | 0.62 | 0.0224 | -0.022 | 170 | 4.75 | 5.05 | 1 | 1,175 | 16.3% | -0.39 | 0.0230 | -0.024 |
| 6.35 | 6.65 | 27 | 6,530 | 16.5% | 0.50 | 0.0238 | -0.024 | 175 | 7.00 | 7.50 | 20 | 306 | 16.1% | -0.51 | 0.0250 | -0.025 |
| 4.00 | 4.50 | 18 | 9,831 | 15.9% | 0.39 | 0.0230 | -0.023 | 180 | 9.80 | 10.50 | 159 | 15.8% | -0.64 | 0.0252 | -0.024 | |
| 2.53 | 2.95 | 895 | 15.8% | 0.29 | 0.0204 | -0.021 | 185 | 13.45 | 14.00 | 15.6% | -0.75 | 0.0235 | -0.021 | |||
| 1.58 | 1.87 | 3 | 4,075 | 15.8% | 0.20 | 0.0168 | -0.017 | 190 | 17.30 | 18.35 | 20 | 15.4% | -0.85 | 0.0195 | -0.017 | |
| 1.02 | 1.55 | 640 | 16.9% | 0.14 | 0.0130 | -0.014 | 195 | 21.80 | 24.30 | 19.3% | -0.92 | 0.0139 | -0.010 | |||
| 0.5000 | 1.05 | 3,916 | 16.9% | 0.10 | 0.0098 | -0.011 | 200 | 26.75 | 29.10 | 21.4% | -0.96 | 0.0083 | -0.003 | |||
| 0.2800 | 0.7100 | 80 | 17.2% | 0.07 | 0.0071 | -0.008 | 205 | 31.50 | 34.15 | 23.3% | -0.98 | 0.0041 | 0.000 | |||
| 0.1500 | 0.5000 | 420 | 17.6% | 0.04 | 0.0051 | -0.006 | 210 | 36.60 | 39.00 | 25.6% | -0.99 | 0.0018 | 0.000 | |||
| 0.0600 | 0.3800 | 8 | 18.1% | 0.03 | 0.0036 | -0.004 | 215 | 41.65 | 43.95 | 27.8% | -1.00 | 0.0007 | 0.000 | |||
| 0 | 0.3100 | 1 | 18.7% | 0.02 | 0.0025 | -0.003 | 220 | 46.45 | 48.90 | 29.1% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.2800 | 50 | 19.9% | 0.01 | 0.0018 | -0.002 | 225 | 51.65 | 53.95 | 32.2% | -1.00 | 0.0001 | 0.000 | |||
| 0.0300 | 0.2500 | 1,099 | 21.3% | 0.01 | 0.0012 | -0.002 | 230 | 56.55 | 58.95 | 33.8% | -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。