XRT 期权链 State Street SPDR S&P Retail 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 ±5.9% (81.86–92.18) · ATM IV 26.7% · P/C 未平仓量 0.21
| 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 | |
| 34.80 | 39.80 | 1.00 | 0.0003 | -0.001 | 50 | 0 | 3.35 | 167.7% | -0.00 | 0.0003 | -0.001 | |||||
| 29.80 | 34.80 | 1.00 | 0.0005 | -0.002 | 55 | 0 | 3.40 | 145.4% | -0.00 | 0.0005 | -0.002 | |||||
| 25.00 | 29.95 | 64.2% | 0.99 | 0.0011 | -0.003 | 60 | 0 | 3.40 | 124.1% | -0.01 | 0.0011 | -0.003 | ||||
| 19.90 | 24.90 | 0.99 | 0.0024 | -0.005 | 65 | 0 | 3.40 | 104.2% | -0.01 | 0.0024 | -0.005 | |||||
| 14.90 | 19.90 | 0.98 | 0.0053 | -0.009 | 70 | 0 | 4.90 | 98.1% | -0.02 | 0.0053 | -0.009 | |||||
| 10.00 | 15.00 | 27.5% | 0.95 | 0.0123 | -0.015 | 75 | 0 | 4.90 | 6 | 78.2% | -0.05 | 0.0124 | -0.015 | |||
| 9.05 | 14.05 | 28.5% | 0.94 | 0.0147 | -0.017 | 76 | 0 | 4.90 | 1 | 74.2% | -0.06 | 0.0147 | -0.017 | |||
| 8.70 | 13.65 | 32.5% | 0.93 | 0.0160 | -0.018 | 76.5 | 0 | 4.90 | 72.2% | -0.07 | 0.0161 | -0.018 | ||||
| 8.05 | 13.05 | 26.1% | 0.93 | 0.0175 | -0.019 | 77 | 0 | 4.90 | 70.3% | -0.07 | 0.0176 | -0.019 | ||||
| 7.60 | 12.60 | 27.2% | 0.92 | 0.0190 | -0.020 | 77.5 | 0 | 4.90 | 1 | 68.3% | -0.08 | 0.0192 | -0.020 | |||
| 7.20 | 12.20 | 29.3% | 0.91 | 0.0208 | -0.021 | 78 | 0 | 4.90 | 2 | 66.3% | -0.09 | 0.0209 | -0.021 | |||
| 6.75 | 11.70 | 28.7% | 0.90 | 0.0227 | -0.022 | 78.5 | 0.0100 | 4.95 | 64.7% | -0.10 | 0.0228 | -0.022 | ||||
| 6.25 | 11.20 | 27.4% | 0.89 | 0.0247 | -0.024 | 79 | 0 | 4.90 | 62.3% | -0.11 | 0.0248 | -0.024 | ||||
| 5.80 | 10.75 | 27.3% | 0.88 | 0.0269 | -0.025 | 79.5 | 0 | 4.90 | 60.3% | -0.12 | 0.0271 | -0.025 | ||||
| 5.35 | 10.25 | 26.5% | 0.87 | 0.0293 | -0.026 | 80 | 0 | 4.90 | 6 | 58.3% | -0.13 | 0.0295 | -0.026 | |||
| 4.90 | 9.80 | 26.2% | 0.86 | 0.0318 | -0.027 | 80.5 | 0 | 4.90 | 1 | 56.3% | -0.14 | 0.0320 | -0.028 | |||
| 4.50 | 9.40 | 26.7% | 0.85 | 0.0345 | -0.029 | 81 | 0 | 4.90 | 4 | 1 | 54.2% | -0.15 | 0.0348 | -0.029 | ||
| 4.05 | 8.95 | 26.1% | 0.83 | 0.0374 | -0.030 | 81.5 | 0 | 4.90 | 4 | 52.2% | -0.17 | 0.0377 | -0.030 | |||
| 3.55 | 8.45 | 24.6% | 0.81 | 0.0404 | -0.031 | 82 | 0 | 4.90 | 50.1% | -0.19 | 0.0408 | -0.032 | ||||
| 3.20 | 8.10 | 25.4% | 0.79 | 0.0436 | -0.033 | 82.5 | 0 | 4.90 | 9 | 48.1% | -0.21 | 0.0440 | -0.033 | |||
| 2.86 | 7.80 | 1 | 26.3% | 0.77 | 0.0468 | -0.034 | 83 | 0 | 4.90 | 1 | 46.0% | -0.23 | 0.0473 | -0.034 | ||
| 2.38 | 7.25 | 23.5% | 0.75 | 0.0501 | -0.035 | 83.5 | 0 | 4.90 | 43.9% | -0.25 | 0.0506 | -0.036 | ||||
| 2.26 | 6.65 | 3 | 24.4% | 0.73 | 0.0534 | -0.036 | 84 | 0 | 4.90 | 41.7% | -0.27 | 0.0540 | -0.037 | |||
| 2.05 | 5.75 | 6 | 2 | 21.9% | 0.70 | 0.0566 | -0.038 | 84.5 | 0 | 4.90 | 39.5% | -0.30 | 0.0572 | -0.038 | ||
| 1.41 | 6.35 | 6 | 1 | 25.6% | 0.67 | 0.0597 | -0.039 | 85 | 0 | 4.70 | 36.2% | -0.33 | 0.0604 | -0.039 | ||
| 1.35 | 5.95 | 3 | 27.3% | 0.64 | 0.0625 | -0.039 | 85.5 | 0.0100 | 4.95 | 35.3% | -0.36 | 0.0633 | -0.040 | |||
| 0.7000 | 5.65 | 24.4% | 0.61 | 0.0650 | -0.040 | 86 | 0.0100 | 4.95 | 33.0% | -0.39 | 0.0659 | -0.041 | ||||
| 0.3100 | 5.25 | 23.4% | 0.58 | 0.0670 | -0.041 | 86.5 | 0.0100 | 4.95 | 30.6% | -0.42 | 0.0680 | -0.041 | ||||
| 0.2100 | 5.15 | 5 | 10 | 25.2% | 0.55 | 0.0686 | -0.041 | 87 | 0.0100 | 4.95 | 28.1% | -0.46 | 0.0696 | -0.041 | ||
| 0.0100 | 4.95 | 25.7% | 0.51 | 0.0695 | -0.041 | 87.5 | 0.7400 | 4.05 | 26.7% | -0.49 | 0.0707 | -0.042 | ||||
| 0 | 4.90 | 56 | 27.9% | 0.48 | 0.0698 | -0.041 | 88 | 0.1500 | 5.00 | 24.0% | -0.53 | 0.0711 | -0.041 | |||
| 0.0500 | 4.95 | 30.7% | 0.44 | 0.0694 | -0.040 | 88.5 | 1.17 | 4.40 | 25.0% | -0.56 | 0.0708 | -0.041 | ||||
| 0 | 4.90 | 2 | 32.3% | 0.41 | 0.0684 | -0.039 | 89 | 0.1000 | 4.75 | 16.5% | -0.60 | 0.0699 | -0.040 | |||
| 0 | 4.90 | 10 | 36.4% | 0.34 | 0.0647 | -0.037 | 90 | 1.36 | 6.30 | 23.9% | -0.66 | 0.0664 | -0.038 | |||
| 0 | 4.90 | 3 | 8 | 40.2% | 0.29 | 0.0593 | -0.035 | 91 | 2.16 | 7.10 | 25.0% | -0.72 | 0.0612 | -0.036 | ||
| 0 | 4.90 | 43.8% | 0.24 | 0.0530 | -0.032 | 92 | 2.86 | 7.80 | 24.2% | -0.78 | 0.0550 | -0.033 | ||||
| 0 | 1.10 | 5 | 23.5% | 0.19 | 0.0464 | -0.029 | 93 | 3.65 | 8.55 | 23.4% | -0.82 | 0.0485 | -0.030 | |||
| 0 | 4.90 | 47 | 50.5% | 0.16 | 0.0400 | -0.026 | 94 | 4.55 | 9.45 | 24.1% | -0.86 | 0.0421 | -0.027 | |||
| 0 | 4.90 | 5 | 10 | 53.6% | 0.13 | 0.0342 | -0.023 | 95 | 5.50 | 10.45 | 25.9% | -0.89 | 0.0364 | -0.024 | ||
| 0 | 0.2200 | 9 | 13 | 27.4% | 0.05 | 0.0150 | -0.013 | 100 | 10.30 | 15.25 | 29.6% | -0.97 | 0.0156 | -0.013 | ||
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。