XLY chuỗi quyền chọn State Street Consumer Discretionary Select Sector SPDR ETF
Mỗi hàng là một strike. Nửa bên trái là call, nửa bên phải là put. Bid/ask là mức giá người mua và người bán đang chào; khối lượng là số hợp đồng được giao dịch trong phiên này; open interest là các hợp đồng đang mở. Hàng được làm nổi bật nằm gần giá cổ phiếu nhất.
Kỳ đáo hạn này định giá một mức biến động khoảng ±3.4% (111.03–118.78) · ATM IV 21.4% · P/C open interest 3.61
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Giá mua | Hỏi | KL | 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 | Giá mua | Hỏi | KL | OI | IV | Δ | Γ | Θ | |
| 55.80 | 60.70 | 207.3% | 1.00 | 0.0001 | -0.001 | 57.5 | 0 | 2.35 | 4 | 241.3% | -0.00 | 0.0001 | -0.001 | |||
| 52.80 | 57.80 | 151.8% | 1.00 | 0.0001 | -0.001 | 60 | 0 | 4.80 | 1 | 275.4% | -0.00 | 0.0001 | -0.001 | |||
| 50.30 | 54.40 | 1.00 | 0.0001 | -0.002 | 62.5 | 0 | 4.80 | 261.3% | -0.00 | 0.0001 | -0.002 | |||||
| 47.60 | 52.60 | 1.00 | 0.0001 | -0.002 | 65 | 0 | 4.80 | 247.7% | -0.00 | 0.0001 | -0.002 | |||||
| 45.20 | 50.00 | 1 | 1.00 | 0.0002 | -0.002 | 67.5 | 0 | 2.35 | 193.5% | -0.00 | 0.0002 | -0.002 | ||||
| 42.60 | 47.60 | 12 | 1.00 | 0.0002 | -0.003 | 70 | 0 | 1.00 | 60 | 151.3% | -0.00 | 0.0002 | -0.003 | |||
| 40.10 | 45.10 | 23 | 1.00 | 0.0003 | -0.003 | 72.5 | 0 | 4.80 | 4 | 209.8% | -0.00 | 0.0003 | -0.003 | |||
| 37.70 | 42.70 | 1.00 | 0.0004 | -0.004 | 75 | 0 | 4.80 | 197.9% | -0.00 | 0.0004 | -0.004 | |||||
| 35.80 | 40.00 | 104.6% | 1.00 | 0.0005 | -0.004 | 77.5 | 0 | 2.00 | 3,128 | 145.7% | -0.00 | 0.0005 | -0.004 | |||
| 32.90 | 37.00 | 3 | 1.00 | 0.0006 | -0.005 | 80 | 0 | 4.80 | 32 | 175.2% | -0.00 | 0.0006 | -0.005 | |||
| 30.40 | 35.30 | 2 | 85.1% | 1.00 | 0.0008 | -0.006 | 82.5 | 0 | 0.2500 | 21 | 84.2% | -0.00 | 0.0008 | -0.006 | ||
| 27.80 | 32.70 | 2 | 4 | 63.9% | 0.99 | 0.0011 | -0.007 | 85 | 0 | 4.80 | 136 | 153.5% | -0.01 | 0.0011 | -0.007 | |
| 25.10 | 30.00 | 43 | 0.99 | 0.0014 | -0.008 | 87.5 | 0 | 4.80 | 313 | 143.0% | -0.01 | 0.0014 | -0.008 | |||
| 22.50 | 26.80 | 2 | 0.99 | 0.0019 | -0.009 | 90 | 0 | 0.2500 | 428 | 64.9% | -0.01 | 0.0019 | -0.009 | |||
| 20.10 | 25.10 | 0.99 | 0.0026 | -0.011 | 92.5 | 0 | 4.80 | 4 | 122.5% | -0.01 | 0.0026 | -0.011 | ||||
| 18.20 | 23.10 | 10 | 66.6% | 0.98 | 0.0036 | -0.013 | 95 | 0 | 0.3500 | 65 | 55.8% | -0.02 | 0.0036 | -0.013 | ||
| 15.40 | 19.30 | 4 | 45 | 0.98 | 0.0051 | -0.016 | 97.5 | 0 | 4.20 | 139 | 97.2% | -0.02 | 0.0052 | -0.016 | ||
| 12.70 | 17.70 | 27 | 298 | 0.97 | 0.0074 | -0.019 | 100 | 0 | 0.1500 | 1 | 7,538 | 31.7% | -0.03 | 0.0074 | -0.019 | |
| 10.30 | 15.20 | 2 | 2,001 | 20.5% | 0.96 | 0.0110 | -0.023 | 102.5 | 0 | 1.45 | 40.4K | 34.6% | -0.04 | 0.0111 | -0.023 | |
| 7.90 | 12.70 | 262 | 24.2% | 0.94 | 0.0168 | -0.028 | 105 | 0 | 0.2500 | 7,674 | 28.7% | -0.06 | 0.0169 | -0.029 | ||
| 6.90 | 11.80 | 27.3% | 0.93 | 0.0201 | -0.031 | 106 | 0 | 1.70 | 44.2% | -0.07 | 0.0203 | -0.031 | ||||
| 6.00 | 10.80 | 24.8% | 0.92 | 0.0242 | -0.034 | 107 | 0 | 4.80 | 64.3% | -0.08 | 0.0244 | -0.034 | ||||
| 5.30 | 10.00 | 15 | 0.91 | 0.0267 | -0.035 | 107.5 | 0 | 0.3000 | 29.9K | 23.7% | -0.09 | 0.0269 | -0.035 | |||
| 4.60 | 9.40 | 0.90 | 0.0294 | -0.036 | 108 | 0 | 4.80 | 1 | 5 | 60.2% | -0.10 | 0.0297 | -0.037 | |||
| 4.30 | 9.10 | 73 | 27.0% | 0.88 | 0.0358 | -0.040 | 109 | 0 | 0.8500 | 959 | 26.6% | -0.12 | 0.0362 | -0.040 | ||
| 3.10 | 7.90 | 196 | 19.8% | 0.85 | 0.0439 | -0.043 | 110 | 0 | 0.6000 | 12 | 39.9K | 21.1% | -0.15 | 0.0443 | -0.043 | |
| 2.75 | 7.60 | 13 | 201 | 28.1% | 0.82 | 0.0539 | -0.046 | 111 | 0.1500 | 2.45 | 1 | 1,573 | 33.4% | -0.19 | 0.0545 | -0.047 |
| 1.55 | 6.40 | 21.6% | 0.77 | 0.0660 | -0.050 | 112 | 0.0500 | 3.60 | 247 | 34.7% | -0.23 | 0.0668 | -0.050 | |||
| 1.35 | 5.20 | 273 | 17.0% | 0.74 | 0.0728 | -0.051 | 112.5 | 0.2000 | 1.65 | 25 | 6,223 | 17.4% | -0.26 | 0.0736 | -0.052 | |
| 0.6500 | 5.50 | 19.2% | 0.71 | 0.0798 | -0.053 | 113 | 0.0500 | 0.9000 | 4 | 32 | 19.3% | -0.29 | 0.0808 | -0.053 | ||
| 0.2000 | 5.10 | 18.7% | 0.67 | 0.0869 | -0.054 | 113.5 | 0 | 4.60 | 79 | 34.6% | -0.33 | 0.0880 | -0.055 | |||
| 0 | 4.80 | 27 | 569 | 18.9% | 0.63 | 0.0936 | -0.055 | 114 | 0.4500 | 4.90 | 74 | 7,731 | 36.4% | -0.37 | 0.0949 | -0.056 |
| 0.1000 | 5.00 | 40 | 1 | 18.8% | 0.58 | 0.0993 | -0.055 | 114.5 | 0.0500 | 4.90 | 43 | 181 | 31.5% | -0.42 | 0.1008 | -0.056 |
| 0 | 4.80 | 48 | 1,575 | 25.2% | 0.53 | 0.1034 | -0.055 | 115 | 0.8500 | 2.10 | 46 | 3,558 | 17.7% | -0.47 | 0.1052 | -0.056 |
| 0 | 4.80 | 36 | 27.9% | 0.48 | 0.1053 | -0.054 | 115.5 | 0.3000 | 5.00 | 31 | 4 | 27.9% | -0.52 | 0.1072 | -0.055 | |
| 0.2500 | 5.00 | 10 | 389 | 33.0% | 0.43 | 0.1046 | -0.053 | 116 | 0.2500 | 5.10 | 13.3K | 24.6% | -0.58 | 0.1068 | -0.054 | |
| 0 | 4.80 | 8 | 32.9% | 0.38 | 0.1013 | -0.051 | 116.5 | 0 | 4.80 | 6 | 18.7% | -0.63 | 0.1036 | -0.052 | ||
| 0 | 2.00 | 57 | 18.5% | 0.33 | 0.0959 | -0.049 | 117 | 1.10 | 5.00 | 55 | 32 | 23.7% | -0.68 | 0.0983 | -0.051 | |
| 0 | 3.50 | 28 | 1,066 | 29.9% | 0.29 | 0.0890 | -0.047 | 117.5 | 0.5500 | 5.50 | 5 | 1,050 | 17.4% | -0.72 | 0.0916 | -0.048 |
| 0.2500 | 0.6500 | 5 | 160 | 15.6% | 0.25 | 0.0814 | -0.044 | 118 | 1.05 | 5.90 | 3 | 5 | 19.1% | -0.76 | 0.0840 | -0.046 |
| 0 | 4.80 | 17 | 41.6% | 0.22 | 0.0737 | -0.042 | 118.5 | 1.65 | 6.50 | 13 | 22.2% | -0.79 | 0.0762 | -0.043 | ||
| 0.1500 | 0.7000 | 88 | 1,933 | 18.3% | 0.19 | 0.0662 | -0.040 | 119 | 2.05 | 6.90 | 567 | 22.5% | -0.82 | 0.0685 | -0.041 | |
| 0 | 4.80 | 1 | 23 | 45.6% | 0.17 | 0.0593 | -0.037 | 119.5 | 2.45 | 7.40 | 22.5% | -0.85 | 0.0614 | -0.039 | ||
| 0.2000 | 0.7500 | 10 | 13.8K | 22.0% | 0.15 | 0.0530 | -0.035 | 120 | 3.10 | 7.80 | 17 | 4,296 | 22.8% | -0.87 | 0.0548 | -0.036 |
| 0 | 4.80 | 1 | 257 | 49.4% | 0.13 | 0.0473 | -0.033 | 120.5 | 3.10 | 7.80 | 16.2% | -0.88 | 0.0489 | -0.034 | ||
| 0 | 0.5000 | 19 | 3,528 | 20.8% | 0.12 | 0.0424 | -0.031 | 121 | 3.50 | 8.00 | 2,295 | -0.90 | 0.0436 | -0.032 | ||
| 0 | 4.80 | 1 | 117 | 53.0% | 0.10 | 0.0379 | -0.029 | 121.5 | 4.00 | 8.60 | -0.91 | 0.0389 | -0.030 | |||
| 0 | 4.80 | 6 | 54.8% | 0.09 | 0.0340 | -0.028 | 122 | 4.80 | 9.30 | 22.7% | -0.92 | 0.0348 | -0.028 | |||
| 0.0500 | 0.4000 | 18 | 2,446 | 23.8% | 0.08 | 0.0306 | -0.026 | 122.5 | 5.20 | 10.00 | 259 | 25.2% | -0.93 | 0.0311 | -0.027 | |
| 0 | 4.80 | 176 | 58.2% | 0.07 | 0.0276 | -0.025 | 123 | 5.90 | 10.70 | 30.9% | -0.94 | 0.0279 | -0.025 | |||
| 0 | 4.80 | 1,681 | 61.5% | 0.06 | 0.0226 | -0.022 | 124 | 6.90 | 11.70 | 33.4% | -0.95 | 0.0225 | -0.022 | |||
| 0 | 0.2500 | 14 | 1,075 | 25.3% | 0.05 | 0.0186 | -0.020 | 125 | 7.50 | 11.60 | -0.96 | 0.0183 | -0.020 | |||
| 0 | 0.2500 | 1,075 | 27.2% | 0.04 | 0.0156 | -0.018 | 126 | 8.50 | 13.30 | 24.2% | -0.97 | 0.0150 | -0.018 | |||
| 0 | 4.80 | 70.9% | 0.04 | 0.0131 | -0.017 | 127 | 10.60 | 14.60 | 46.8% | -0.97 | 0.0124 | -0.016 | ||||
| 0 | 2.20 | 7,733 | 53.0% | 0.03 | 0.0120 | -0.016 | 127.5 | 10.00 | 14.90 | 30.4% | -0.98 | 0.0112 | -0.015 | |||
| 0 | 4.80 | 73.9% | 0.03 | 0.0111 | -0.015 | 128 | 10.50 | 15.30 | 27.7% | -0.98 | 0.0103 | -0.014 | ||||
| 0 | 4.80 | 50 | 76.7% | 0.03 | 0.0095 | -0.014 | 129 | 12.00 | 16.40 | 42.5% | -0.98 | 0.0086 | -0.013 | |||
| 0 | 4.80 | 161 | 79.6% | 0.02 | 0.0082 | -0.013 | 130 | 12.40 | 17.30 | -0.98 | 0.0072 | -0.011 | ||||
| 0 | 4.80 | 686 | 82.3% | 0.02 | 0.0071 | -0.012 | 131 | 13.50 | 18.40 | 36.7% | -0.99 | 0.0061 | -0.010 | |||
| 0 | 4.80 | 279 | 86.4% | 0.02 | 0.0058 | -0.011 | 132.5 | 14.90 | 19.80 | -0.99 | 0.0048 | -0.009 | ||||
| 0 | 4.80 | 70 | 90.3% | 0.01 | 0.0048 | -0.010 | 134 | 16.70 | 21.60 | 51.0% | -0.99 | 0.0038 | -0.007 | |||
| 0 | 0.2000 | 1,117 | 41.6% | 0.01 | 0.0042 | -0.009 | 135 | 18.50 | 21.30 | -0.99 | 0.0033 | -0.007 | ||||
| 0 | 2.20 | 11 | 73.2% | 0.01 | 0.0038 | -0.009 | 136 | 18.50 | 23.40 | 45.1% | -0.99 | 0.0029 | -0.006 | |||
| 0 | 2.20 | 130 | 76.4% | 0.01 | 0.0032 | -0.008 | 137.5 | 19.90 | 24.90 | 42.5% | -0.99 | 0.0024 | -0.005 | |||
| 0 | 4.20 | 101 | 97.8% | 0.01 | 0.0027 | -0.007 | 139 | 21.50 | 26.40 | 49.9% | -1.00 | 0.0019 | -0.005 | |||
| 0 | 4.80 | 38 | 105.0% | 0.01 | 0.0025 | -0.007 | 140 | 22.50 | 27.50 | 54.9% | -1.00 | 0.0017 | -0.004 | |||
| 0 | 4.80 | 890 | 110.7% | 0.01 | 0.0019 | -0.006 | 142.5 | 25.20 | 30.10 | 66.4% | -1.00 | 0.0013 | -0.003 | |||
| 0 | 4.80 | 116.2% | 0.01 | 0.0016 | -0.005 | 145 | 27.40 | 32.30 | -1.00 | 0.0010 | -0.003 | |||||
| 0 | 4.80 | 1,291 | 121.6% | 0.00 | 0.0013 | -0.005 | 147.5 | 29.70 | 34.70 | -1.00 | 0.0007 | -0.002 | ||||
| 0 | 4.80 | 1,150 | 126.7% | 0.00 | 0.0010 | -0.004 | 150 | 32.70 | 37.40 | 82.8% | -1.00 | 0.0006 | -0.002 | |||
| 0 | 2.15 | 90.7% | 0.00 | 0.0009 | -0.004 | 152.5 | 35.10 | 40.10 | 80.0% | -1.00 | 0.0004 | -0.002 | ||||
| 0 | 4.80 | 554 | 136.6% | 0.00 | 0.0007 | -0.003 | 155 | 37.80 | 42.70 | 90.7% | -1.00 | 0.0004 | -0.001 | |||
| 0 | 1.95 | 1 | 110.8% | 0.00 | 0.0006 | -0.003 | 157.5 | 40.00 | 44.90 | 76.1% | -1.00 | 0.0003 | -0.001 | |||
| 0 | 4.80 | 20 | 145.9% | 0.00 | 0.0005 | -0.003 | 160 | 42.60 | 47.50 | 84.0% | -1.00 | 0.0002 | -0.001 | |||
| 0 | 4.80 | 150.4% | 0.00 | 0.0005 | -0.003 | 162.5 | 45.20 | 50.10 | 96.9% | -1.00 | 0.0002 | -0.001 | ||||
| 0 | 3.10 | 2 | 137.2% | 0.00 | 0.0004 | -0.002 | 165 | 47.40 | 52.30 | -1.00 | 0.0002 | -0.001 | ||||
| 0 | 3.90 | 150.0% | 0.00 | 0.0004 | -0.002 | 167.5 | 49.90 | 54.90 | 88.4% | -1.00 | 0.0001 | -0.001 | ||||
| 0 | 4.80 | 1 | 163.2% | 0.00 | 0.0003 | -0.002 | 170 | 52.70 | 57.50 | 112.1% | -1.00 | 0.0001 | -0.001 | |||
Các mức giá thực hiện hiển thị: trong phạm vi ±50% so với giá tài sản cơ sở. Giá trị nội tại = max(0, giá − strike) đối với call, max(0, strike − giá) đối với put; giá trị ngoại tại = giá quyền chọn − giá trị nội tại. Chỉ số Greeks và IV do nguồn dữ liệu sàn giao dịch tính toán.
Nụ cười biến động — Sep 18, 2026
Trang biến động →Biến động ngụ ý theo strike cho kỳ đáo hạn này. Các quyền chọn put ngoài tiền thường có IV cao hơn call — đó là skew.