XLY 期权链 State Street Consumer Discretionary Select Sector SPDR ETF
Cboe delayed options data · 截至 18:40 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 ±2.9% (112.69–119.44) · ATM IV 17.6% · P/C 未平仓量 3.69
| 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 | |
| 54.50 | 57.50 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.1000 | 1 | 132.1% | -0.00 | 0.0000 | -0.001 | ||||
| 52.20 | 55.00 | 1.00 | 0.0000 | 0.000 | 62.5 | 0 | 0.1500 | 130.9% | -0.00 | 0.0000 | -0.001 | |||||
| 49.50 | 52.80 | 1.00 | 0.0001 | 0.000 | 65 | 0 | 0.4500 | 144.1% | -0.00 | 0.0001 | -0.001 | |||||
| 47.00 | 48.90 | 1 | 1.00 | 0.0001 | 0.000 | 67.5 | 0 | 2.15 | 184.0% | -0.00 | 0.0001 | -0.001 | ||||
| 44.70 | 47.70 | 12 | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.2000 | 60 | 113.2% | -0.00 | 0.0001 | -0.001 | |||
| 42.20 | 45.10 | 23 | 1.00 | 0.0001 | 0.000 | 72.5 | 0 | 0.1000 | 4 | 97.1% | -0.00 | 0.0001 | -0.001 | |||
| 39.50 | 42.90 | 1.00 | 0.0002 | 0.000 | 75 | 0 | 0.1500 | 95.6% | -0.00 | 0.0002 | -0.002 | |||||
| 37.10 | 40.10 | 1.00 | 0.0003 | 0.000 | 77.5 | 0 | 0.4000 | 3,128 | 103.0% | -0.00 | 0.0003 | -0.002 | ||||
| 34.50 | 37.90 | 3 | 1.00 | 0.0004 | 0.000 | 80 | 0 | 2.15 | 32 | 135.6% | -0.00 | 0.0004 | -0.002 | |||
| 32.00 | 35.40 | 1.00 | 0.0005 | 0.000 | 82.5 | 0 | 0.0500 | 21 | 67.1% | -0.00 | 0.0005 | -0.003 | ||||
| 29.80 | 32.50 | 4 | 1.00 | 0.0007 | 0.000 | 85 | 0 | 0.4500 | 136 | 84.2% | -0.00 | 0.0007 | -0.004 | |||
| 27.10 | 30.30 | 40 | 43 | 1.00 | 0.0009 | 0.000 | 87.5 | 0 | 0.1000 | 313 | 61.6% | -0.00 | 0.0009 | -0.004 | ||
| 24.60 | 27.60 | 2 | 1.00 | 0.0013 | 0.000 | 90 | 0 | 0.0500 | 428 | 51.5% | -0.01 | 0.0013 | -0.005 | |||
| 22.00 | 25.20 | 0.99 | 0.0018 | 0.000 | 92.5 | 0 | 1.15 | 4 | 78.8% | -0.01 | 0.0018 | -0.007 | ||||
| 19.70 | 22.60 | 10 | 0.99 | 0.0026 | 0.000 | 95 | 0 | 0.7500 | 65 | 64.8% | -0.01 | 0.0026 | -0.008 | |||
| 17.50 | 20.20 | 45 | 0.99 | 0.0038 | -0.001 | 97.5 | 0 | 0.3000 | 139 | 48.2% | -0.01 | 0.0038 | -0.010 | |||
| 15.10 | 17.20 | 298 | 0.98 | 0.0056 | -0.005 | 100 | 0 | 0.0500 | 7,538 | 32.2% | -0.02 | 0.0056 | -0.013 | |||
| 13.50 | 14.40 | 2,001 | 32.5% | 0.97 | 0.0085 | -0.010 | 102.5 | 0 | 0.6000 | 40.4K | 42.5% | -0.03 | 0.0086 | -0.017 | ||
| 10.50 | 12.40 | 262 | 26.9% | 0.95 | 0.0133 | -0.016 | 105 | 0.0500 | 0.1500 | 11 | 7,685 | 28.5% | -0.05 | 0.0134 | -0.022 | |
| 9.70 | 11.50 | 31.1% | 0.95 | 0.0160 | -0.019 | 106 | 0 | 0.7500 | 35.5% | -0.06 | 0.0162 | -0.024 | ||||
| 8.50 | 10.50 | 25.0% | 0.94 | 0.0194 | -0.022 | 107 | 0 | 0.7500 | 32.8% | -0.07 | 0.0196 | -0.027 | ||||
| 8.60 | 9.40 | 15 | 23.8% | 0.93 | 0.0213 | -0.024 | 107.5 | 0.0500 | 0.6500 | 29.9K | 30.9% | -0.07 | 0.0216 | -0.028 | ||
| 7.70 | 9.30 | 22.7% | 0.92 | 0.0235 | -0.025 | 108 | 0 | 0.5000 | 5 | 27.0% | -0.08 | 0.0238 | -0.030 | |||
| 7.30 | 7.70 | 73 | 20.3% | 0.90 | 0.0287 | -0.029 | 109 | 0.1500 | 0.3000 | 6 | 960 | 23.8% | -0.10 | 0.0291 | -0.033 | |
| 6.10 | 7.10 | 196 | 21.0% | 0.88 | 0.0350 | -0.033 | 110 | 0.2000 | 0.3500 | 15 | 39.9K | 22.4% | -0.12 | 0.0356 | -0.037 | |
| 5.40 | 6.20 | 201 | 22.5% | 0.85 | 0.0429 | -0.038 | 111 | 0.3000 | 0.8000 | 1,581 | 24.9% | -0.15 | 0.0436 | -0.041 | ||
| 4.20 | 5.50 | 20.4% | 0.82 | 0.0523 | -0.042 | 112 | 0.3000 | 0.7000 | 1 | 249 | 21.0% | -0.19 | 0.0533 | -0.045 | ||
| 3.80 | 5.20 | 273 | 21.2% | 0.79 | 0.0575 | -0.044 | 112.5 | 0.4000 | 0.7000 | 3 | 6,226 | 20.2% | -0.21 | 0.0587 | -0.047 | |
| 3.40 | 4.80 | 20.9% | 0.77 | 0.0631 | -0.047 | 113 | 0.5000 | 0.8500 | 3 | 31 | 20.3% | -0.24 | 0.0644 | -0.049 | ||
| 3.00 | 4.20 | 19.1% | 0.74 | 0.0689 | -0.049 | 113.5 | 0.5500 | 0.9000 | 1 | 79 | 19.3% | -0.27 | 0.0704 | -0.051 | ||
| 3.00 | 3.30 | 569 | 18.0% | 0.71 | 0.0748 | -0.051 | 114 | 0.7000 | 1.35 | 7,737 | 21.1% | -0.30 | 0.0765 | -0.053 | ||
| 2.40 | 3.50 | 1 | 19.7% | 0.67 | 0.0804 | -0.052 | 114.5 | 0.5500 | 1.15 | 179 | 17.1% | -0.34 | 0.0824 | -0.055 | ||
| 2.30 | 2.55 | 9 | 1,577 | 17.3% | 0.63 | 0.0856 | -0.054 | 115 | 1.00 | 1.30 | 3,576 | 18.5% | -0.38 | 0.0878 | -0.056 | |
| 1.95 | 2.25 | 17.1% | 0.59 | 0.0899 | -0.055 | 115.5 | 1.20 | 1.50 | 1 | 18.4% | -0.42 | 0.0924 | -0.057 | |||
| 1.70 | 1.95 | 390 | 17.1% | 0.55 | 0.0929 | -0.055 | 116 | 1.40 | 1.70 | 13.3K | 18.1% | -0.47 | 0.0958 | -0.057 | ||
| 1.40 | 1.70 | 8 | 16.9% | 0.50 | 0.0944 | -0.055 | 116.5 | 1.65 | 1.95 | 6 | 18.1% | -0.51 | 0.0976 | -0.057 | ||
| 1.20 | 1.45 | 34 | 16.9% | 0.45 | 0.0942 | -0.055 | 117 | 1.90 | 2.20 | 1 | 31 | 17.8% | -0.56 | 0.0976 | -0.056 | |
| 0.9500 | 1.25 | 1,066 | 16.7% | 0.41 | 0.0922 | -0.053 | 117.5 | 2.20 | 2.50 | 1,050 | 17.8% | -0.61 | 0.0958 | -0.055 | ||
| 0.9000 | 1.10 | 10 | 138 | 17.6% | 0.36 | 0.0887 | -0.052 | 118 | 2.55 | 3.00 | 5 | 19.0% | -0.66 | 0.0924 | -0.053 | |
| 0.8000 | 1.00 | 12 | 18.3% | 0.32 | 0.0839 | -0.050 | 118.5 | 2.95 | 3.20 | 13 | 18.5% | -0.70 | 0.0875 | -0.051 | ||
| 0.6500 | 0.8000 | 964 | 17.9% | 0.28 | 0.0784 | -0.048 | 119 | 2.70 | 4.00 | 567 | 17.3% | -0.74 | 0.0818 | -0.049 | ||
| 0.5000 | 1.10 | 3 | 20.5% | 0.25 | 0.0725 | -0.045 | 119.5 | 3.10 | 4.60 | 18.9% | -0.77 | 0.0755 | -0.046 | |||
| 0.4000 | 0.6000 | 7 | 13.8K | 18.1% | 0.22 | 0.0664 | -0.043 | 120 | 3.80 | 4.40 | 4,296 | 16.5% | -0.80 | 0.0691 | -0.043 | |
| 0.3000 | 0.7500 | 246 | 19.9% | 0.19 | 0.0604 | -0.041 | 120.5 | 3.80 | 5.20 | 15.8% | -0.83 | 0.0630 | -0.040 | |||
| 0.2500 | 0.6500 | 3,528 | 20.1% | 0.17 | 0.0548 | -0.038 | 121 | 4.60 | 5.40 | 2,295 | 17.1% | -0.85 | 0.0583 | -0.037 | ||
| 0.0500 | 0.7500 | 117 | 20.6% | 0.15 | 0.0496 | -0.036 | 121.5 | 4.70 | 6.10 | -0.87 | 0.0536 | -0.035 | ||||
| 0.0500 | 0.7500 | 6 | 21.9% | 0.14 | 0.0448 | -0.034 | 122 | 5.20 | 6.70 | 17.9% | -0.89 | 0.0507 | -0.033 | |||
| 0.1500 | 0.3000 | 2,439 | 19.5% | 0.12 | 0.0404 | -0.032 | 122.5 | 6.10 | 6.90 | 259 | 20.6% | -0.91 | 0.0482 | -0.031 | ||
| 0 | 0.7500 | 176 | 23.9% | 0.11 | 0.0365 | -0.030 | 123 | 6.10 | 7.70 | -0.92 | 0.0455 | -0.029 | ||||
| 0.1000 | 0.6500 | 1,682 | 26.3% | 0.09 | 0.0298 | -0.027 | 124 | 7.10 | 8.50 | -0.94 | 0.0386 | -0.030 | ||||
| 0 | 0.1500 | 7 | 1,085 | 19.8% | 0.07 | 0.0245 | -0.024 | 125 | 8.30 | 9.30 | -0.96 | 0.0325 | -0.031 | |||
| 0 | 0.1500 | 1,075 | 21.6% | 0.06 | 0.0202 | -0.021 | 126 | 8.80 | 10.70 | -0.98 | 0.0235 | -0.037 | ||||
| 0 | 0.7500 | 33.0% | 0.05 | 0.0168 | -0.019 | 127 | 9.90 | 12.00 | 28.1% | -0.99 | 0.0167 | -0.042 | ||||
| 0 | 0.7500 | 7,733 | 34.0% | 0.04 | 0.0154 | -0.018 | 127.5 | 10.00 | 12.70 | -0.99 | 0.0140 | -0.043 | ||||
| 0 | 0.7500 | 35.1% | 0.04 | 0.0141 | -0.017 | 128 | 10.60 | 13.10 | -0.99 | 0.0114 | -0.046 | |||||
| 0 | 0.7500 | 11 | 61 | 37.2% | 0.04 | 0.0119 | -0.015 | 129 | 11.80 | 14.10 | 31.9% | -0.99 | 0.0072 | -0.052 | ||
| 0 | 0.7500 | 161 | 39.2% | 0.03 | 0.0101 | -0.014 | 130 | 12.80 | 15.10 | 33.7% | -1.00 | 0.0041 | -0.056 | |||
| 0 | 0.9500 | 686 | 43.7% | 0.03 | 0.0086 | -0.013 | 131 | 13.50 | 16.30 | -1.00 | 0.0022 | -0.059 | ||||
| 0 | 0.7500 | 279 | 44.1% | 0.02 | 0.0069 | -0.011 | 132.5 | 15.30 | 17.60 | 38.2% | -1.00 | 0.0011 | -0.063 | |||
| 0 | 0.3000 | 11 | 71 | 38.9% | 0.02 | 0.0056 | -0.010 | 134 | 16.60 | 19.30 | 40.8% | -1.00 | 0.0003 | -0.066 | ||
| 0 | 0.0500 | 1,117 | 31.0% | 0.02 | 0.0049 | -0.009 | 135 | 17.60 | 20.30 | 42.4% | -1.00 | 0.0000 | -0.068 | |||
| 0 | 0.9500 | 11 | 53.5% | 0.01 | 0.0043 | -0.008 | 136 | 18.70 | 21.20 | 44.1% | -1.00 | 0.0000 | -0.069 | |||
| 0 | 0.9500 | 130 | 56.3% | 0.01 | 0.0036 | -0.007 | 137.5 | 20.00 | 23.10 | 51.6% | -1.00 | 0.0000 | -0.070 | |||
| 0 | 1.00 | 101 | 59.7% | 0.01 | 0.0030 | -0.007 | 139 | 21.50 | 24.40 | 49.0% | -1.00 | 0.0000 | -0.071 | |||
| 0 | 0.9500 | 38 | 60.8% | 0.01 | 0.0026 | -0.006 | 140 | 22.10 | 25.60 | -1.00 | 0.0000 | -0.072 | ||||
| 0 | 0.7500 | 890 | 61.9% | 0.01 | 0.0020 | -0.005 | 142.5 | 24.60 | 28.10 | -1.00 | 0.0000 | -0.072 | ||||
| 0 | 0.7500 | 66.0% | 0.01 | 0.0016 | -0.004 | 145 | 27.10 | 30.60 | -1.00 | 0.0000 | -0.073 | |||||
| 0 | 0.7500 | 1,291 | 69.9% | 0.00 | 0.0012 | -0.004 | 147.5 | 29.60 | 33.10 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 0.7500 | 1,150 | 73.8% | 0.00 | 0.0010 | -0.003 | 150 | 32.10 | 35.60 | -1.00 | 0.0000 | -0.074 | ||||
| 0 | 0.9500 | 81.2% | 0.00 | 0.0008 | -0.003 | 152.5 | 34.60 | 38.30 | 68.9% | -1.00 | 0.0000 | -0.074 | ||||
| 0 | 0.7500 | 554 | 81.1% | 0.00 | 0.0007 | -0.003 | 155 | 37.30 | 40.60 | 72.2% | -1.00 | 0.0000 | -0.074 | |||
| 0 | 0.9500 | 1 | 88.6% | 0.00 | 0.0006 | -0.002 | 157.5 | 39.60 | 43.30 | 75.6% | -1.00 | 0.0000 | -0.074 | |||
| 0 | 0.9500 | 20 | 92.1% | 0.00 | 0.0005 | -0.002 | 160 | 42.50 | 45.40 | 78.8% | -1.00 | 0.0000 | -0.074 | |||
| 0 | 0.9500 | 95.6% | 0.00 | 0.0004 | -0.002 | 162.5 | 44.60 | 47.90 | -1.00 | 0.0000 | -0.074 | |||||
| 0 | 0.7500 | 2 | 94.8% | 0.00 | 0.0003 | -0.002 | 165 | 47.10 | 50.80 | 85.1% | -1.00 | 0.0000 | -0.074 | |||
| 0 | 0.7500 | 98.0% | 0.00 | 0.0003 | -0.001 | 167.5 | 49.80 | 53.10 | 88.2% | -1.00 | 0.0000 | -0.074 | ||||
| 0 | 0.9500 | 1 | 105.5% | 0.00 | 0.0002 | -0.001 | 170 | 52.30 | 55.60 | 91.2% | -1.00 | 0.0000 | -0.074 | |||
| 0 | 1.15 | 112.7% | 0.00 | 0.0002 | -0.001 | 172.5 | 55.00 | 58.10 | 102.2% | -1.00 | 0.0000 | -0.074 | ||||
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。