XRT 期权链 State Street SPDR S&P Retail ETF
Cboe delayed options data · 截至 12:40 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 ±4.7% (82.46–90.60) · ATM IV 23.3% · P/C 未平仓量 4.70
| 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 | |
| 34.70 | 38.50 | 88.4% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 2.13 | 161.6% | -0.00 | 0.0003 | -0.001 | ||||
| 29.55 | 33.55 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 1.95 | 135.2% | -0.00 | 0.0005 | -0.002 | |||||
| 24.75 | 28.55 | 67.3% | 1.00 | 0.0009 | 0.000 | 60 | 0 | 0.7600 | 91.2% | -0.00 | 0.0010 | -0.003 | ||||
| 19.65 | 23.60 | 47.2% | 0.99 | 0.0020 | -0.002 | 65 | 0 | 0.7600 | 74.5% | -0.01 | 0.0022 | -0.005 | ||||
| 14.80 | 18.65 | 46.6% | 0.98 | 0.0046 | -0.006 | 70 | 0 | 0.7600 | 58.6% | -0.02 | 0.0051 | -0.008 | ||||
| 10.70 | 12.50 | 0.96 | 0.0118 | -0.012 | 75 | 0 | 0.7600 | 43.2% | -0.04 | 0.0125 | -0.014 | |||||
| 7.45 | 9.40 | 0.93 | 0.0217 | -0.018 | 78 | 0 | 0.7600 | 1 | 34.0% | -0.08 | 0.0225 | -0.020 | ||||
| 6.45 | 8.35 | 0.91 | 0.0267 | -0.021 | 79 | 0 | 0.7600 | 31.0% | -0.10 | 0.0275 | -0.023 | |||||
| 5.80 | 7.45 | 0.89 | 0.0329 | -0.024 | 80 | 0.0300 | 0.7800 | 494 | 28.4% | -0.12 | 0.0337 | -0.025 | ||||
| 5.40 | 6.40 | 22.8% | 0.86 | 0.0404 | -0.027 | 81 | 0.0400 | 0.7000 | 1 | 24.5% | -0.15 | 0.0411 | -0.028 | |||
| 3.70 | 6.40 | 22.9% | 0.82 | 0.0494 | -0.030 | 82 | 0.1700 | 0.7500 | 1 | 1 | 23.0% | -0.18 | 0.0499 | -0.031 | ||
| 3.15 | 4.95 | 19.5% | 0.78 | 0.0595 | -0.033 | 83 | 0 | 1.32 | 5 | 22.8% | -0.23 | 0.0598 | -0.034 | |||
| 2.84 | 4.60 | 25.6% | 0.72 | 0.0703 | -0.036 | 84 | 0.7000 | 1.51 | 9 | 25.0% | -0.29 | 0.0703 | -0.036 | |||
| 2.85 | 3.30 | 21.8% | 0.69 | 0.0755 | -0.037 | 84.5 | 0 | 2.21 | 3 | 22.9% | -0.32 | 0.0753 | -0.038 | |||
| 2.49 | 3.80 | 26.4% | 0.65 | 0.0803 | -0.039 | 85 | 0.9500 | 1.33 | 22 | 23.0% | -0.36 | 0.0799 | -0.038 | |||
| 2.14 | 2.68 | 21.0% | 0.61 | 0.0844 | -0.039 | 85.5 | 0.9100 | 1.75 | 20.9% | -0.40 | 0.0838 | -0.039 | ||||
| 0.9700 | 3.30 | 21.1% | 0.57 | 0.0875 | -0.040 | 86 | 0.9600 | 1.92 | 3 | 19.6% | -0.44 | 0.0866 | -0.040 | |||
| 1.54 | 2.33 | 33 | 21.8% | 0.52 | 0.0893 | -0.040 | 86.5 | 1.41 | 2.86 | 6 | 24.9% | -0.49 | 0.0884 | -0.039 | ||
| 1.22 | 1.91 | 1 | 22.6% | 0.48 | 0.0897 | -0.040 | 87 | 0.9200 | 3.30 | 2 | 21.5% | -0.53 | 0.0887 | -0.039 | ||
| 0.5900 | 2.08 | 3 | 20.2% | 0.43 | 0.0887 | -0.039 | 87.5 | 1.66 | 2.89 | 3 | 21.4% | -0.58 | 0.0876 | -0.038 | ||
| 0.8400 | 1.49 | 13 | 20.4% | 0.39 | 0.0863 | -0.038 | 88 | 1.41 | 4.00 | 1 | 21.5% | -0.62 | 0.0852 | -0.037 | ||
| 0.1700 | 1.76 | 31 | 20.1% | 0.35 | 0.0828 | -0.037 | 88.5 | 2.75 | 3.40 | 22.1% | -0.66 | 0.0816 | -0.036 | |||
| 0.0700 | 1.63 | 4 | 20.6% | 0.31 | 0.0784 | -0.035 | 89 | 2.85 | 4.50 | 4 | 25.4% | -0.69 | 0.0773 | -0.035 | ||
| 0 | 1.46 | 2 | 20.8% | 0.28 | 0.0734 | -0.034 | 89.5 | 2.87 | 5.00 | 24.2% | -0.73 | 0.0723 | -0.033 | |||
| 0.2500 | 1.59 | 1 | 4 | 25.2% | 0.25 | 0.0681 | -0.032 | 90 | 3.85 | 4.60 | 5 | 23.1% | -0.76 | 0.0670 | -0.031 | |
| 0 | 1.00 | 2 | 3 | 20.7% | 0.22 | 0.0627 | -0.030 | 90.5 | 3.25 | 5.90 | 2 | 21.7% | -0.79 | 0.0617 | -0.029 | |
| 0 | 1.72 | 1 | 1 | 27.8% | 0.19 | 0.0574 | -0.029 | 91 | 3.55 | 6.35 | 22.0% | -0.81 | 0.0565 | -0.028 | ||
| 0.0400 | 0.9400 | 23.5% | 0.17 | 0.0524 | -0.027 | 91.5 | 4.60 | 6.70 | 26.9% | -0.83 | 0.0515 | -0.026 | ||||
| 0 | 0.9500 | 24.7% | 0.15 | 0.0476 | -0.025 | 92 | 4.30 | 6.95 | 17.8% | -0.85 | 0.0469 | -0.024 | ||||
| 0 | 0.9500 | 25 | 26.1% | 0.14 | 0.0432 | -0.024 | 92.5 | 5.70 | 7.40 | 27.3% | -0.87 | 0.0425 | -0.023 | |||
| 0 | 0.9500 | 27.5% | 0.12 | 0.0392 | -0.022 | 93 | 6.10 | 7.85 | 28.2% | -0.88 | 0.0385 | -0.021 | ||||
| 0 | 0.9500 | 28.8% | 0.11 | 0.0355 | -0.021 | 93.5 | 6.40 | 8.30 | 27.1% | -0.89 | 0.0349 | -0.020 | ||||
| 0 | 0.9500 | 30.1% | 0.10 | 0.0322 | -0.019 | 94 | 7.00 | 8.80 | 29.4% | -0.90 | 0.0316 | -0.018 | ||||
| 0 | 0.7600 | 29.4% | 0.09 | 0.0292 | -0.018 | 94.5 | 7.50 | 9.30 | 30.7% | -0.91 | 0.0287 | -0.017 | ||||
| 0 | 0.7500 | 30.6% | 0.08 | 0.0265 | -0.017 | 95 | 8.00 | 9.80 | 32.0% | -0.92 | 0.0260 | -0.016 | ||||
| 0 | 0.9500 | 33.9% | 0.07 | 0.0240 | -0.016 | 95.5 | 8.50 | 10.25 | 32.7% | -0.93 | 0.0236 | -0.015 | ||||
| 0 | 0.9500 | 35.1% | 0.06 | 0.0219 | -0.015 | 96 | 8.95 | 10.75 | 33.3% | -0.94 | 0.0214 | -0.014 | ||||
| 0 | 0.9500 | 36.4% | 0.06 | 0.0199 | -0.014 | 96.5 | 9.45 | 11.25 | 34.5% | -0.94 | 0.0195 | -0.013 | ||||
| 0 | 0.9500 | 37.6% | 0.05 | 0.0182 | -0.013 | 97 | 9.80 | 12.35 | 8 | 40.8% | -0.95 | 0.0178 | -0.012 | |||
| 0 | 0.7600 | 1 | 36.4% | 0.05 | 0.0166 | -0.013 | 97.5 | 10.35 | 12.45 | 38.1% | -0.95 | 0.0162 | -0.011 | |||
| 0 | 0.7600 | 37.6% | 0.04 | 0.0151 | -0.012 | 98 | 10.65 | 12.80 | 34.5% | -0.96 | 0.0148 | -0.010 | ||||
| 0 | 0.7600 | 41.9% | 0.03 | 0.0107 | -0.009 | 100 | 12.65 | 15.15 | 43.9% | -0.97 | 0.0105 | -0.008 | ||||
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。