XRT 期权链 State Street SPDR S&P Retail ETF
Cboe delayed options data · 截至 15:47 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 ±12.9% (75.96–98.46) · ATM IV 25.3% · P/C 未平仓量 13.99
| 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 | |
| 41.05 | 43.95 | 56.2% | 0.99 | 0.0005 | 0.000 | 45 | 0 | 0.1400 | 45.8% | -0.00 | 0.0006 | -0.001 | ||||
| 36.00 | 38.95 | 45.4% | 0.99 | 0.0011 | 0.000 | 50 | 0.0100 | 0.1800 | 40.8% | -0.01 | 0.0011 | -0.002 | ||||
| 31.90 | 32.95 | 33.6% | 0.98 | 0.0022 | 0.000 | 55 | 0.0600 | 0.2400 | 1 | 37.1% | -0.02 | 0.0021 | -0.003 | |||
| 26.90 | 28.15 | 11 | 30.2% | 0.96 | 0.0039 | -0.002 | 60 | 0.1500 | 0.3400 | 210 | 33.8% | -0.03 | 0.0038 | -0.004 | ||
| 25.35 | 26.25 | 34.2% | 0.95 | 0.0049 | -0.003 | 62 | 0.2000 | 0.4100 | 32.7% | -0.04 | 0.0047 | -0.005 | ||||
| 23.95 | 25.30 | 28.7% | 0.95 | 0.0054 | -0.003 | 63 | 0.2300 | 0.4500 | 32.1% | -0.05 | 0.0052 | -0.006 | ||||
| 23.15 | 24.40 | 1 | 30.6% | 0.94 | 0.0060 | -0.004 | 64 | 0.2700 | 0.4900 | 31.6% | -0.05 | 0.0058 | -0.006 | |||
| 21.75 | 23.45 | 24.9% | 0.94 | 0.0066 | -0.004 | 65 | 0.3100 | 0.4900 | 141 | 30.7% | -0.06 | 0.0065 | -0.006 | |||
| 21.50 | 22.50 | 31.3% | 0.93 | 0.0073 | -0.005 | 66 | 0.3600 | 0.6100 | 179 | 30.7% | -0.06 | 0.0072 | -0.007 | |||
| 20.60 | 21.60 | 31.1% | 0.92 | 0.0080 | -0.006 | 67 | 0.4200 | 0.8700 | 92 | 31.6% | -0.07 | 0.0079 | -0.008 | |||
| 19.70 | 20.60 | 11 | 30.2% | 0.91 | 0.0088 | -0.006 | 68 | 0.4800 | 0.9400 | 29 | 31.0% | -0.08 | 0.0087 | -0.008 | ||
| 18.80 | 19.70 | 29.8% | 0.90 | 0.0096 | -0.007 | 69 | 0.5600 | 1.02 | 643 | 30.5% | -0.09 | 0.0096 | -0.009 | |||
| 17.95 | 18.80 | 12 | 29.6% | 0.89 | 0.0105 | -0.008 | 70 | 0.6400 | 1.13 | 588 | 30.1% | -0.10 | 0.0106 | -0.009 | ||
| 17.05 | 17.95 | 29.2% | 0.88 | 0.0115 | -0.008 | 71 | 0.7200 | 1.22 | 19 | 29.5% | -0.11 | 0.0116 | -0.010 | |||
| 16.20 | 17.05 | 18 | 28.8% | 0.87 | 0.0125 | -0.009 | 72 | 0.8600 | 1.34 | 20 | 29.3% | -0.12 | 0.0126 | -0.011 | ||
| 15.35 | 16.20 | 28.5% | 0.86 | 0.0136 | -0.010 | 73 | 0.9600 | 1.47 | 20 | 28.8% | -0.14 | 0.0137 | -0.011 | |||
| 14.50 | 15.35 | 28.1% | 0.84 | 0.0147 | -0.011 | 74 | 1.09 | 1.61 | 19 | 28.4% | -0.15 | 0.0149 | -0.012 | |||
| 13.70 | 14.55 | 27.9% | 0.83 | 0.0158 | -0.011 | 75 | 1.25 | 1.78 | 338 | 28.1% | -0.17 | 0.0161 | -0.013 | |||
| 12.90 | 13.75 | 5 | 27.7% | 0.81 | 0.0170 | -0.012 | 76 | 1.42 | 1.84 | 16 | 27.3% | -0.18 | 0.0173 | -0.013 | ||
| 12.10 | 12.95 | 27.3% | 0.79 | 0.0182 | -0.013 | 77 | 1.63 | 2.17 | 14 | 27.5% | -0.20 | 0.0185 | -0.014 | |||
| 11.35 | 12.25 | 5 | 27.3% | 0.77 | 0.0194 | -0.013 | 78 | 1.83 | 2.40 | 19 | 27.2% | -0.22 | 0.0198 | -0.015 | ||
| 10.65 | 11.50 | 22 | 27.1% | 0.75 | 0.0206 | -0.014 | 79 | 2.07 | 2.45 | 365 | 26.4% | -0.24 | 0.0210 | -0.015 | ||
| 9.95 | 10.95 | 27.4% | 0.73 | 0.0217 | -0.015 | 80 | 2.33 | 2.93 | 41 | 26.8% | -0.26 | 0.0223 | -0.016 | |||
| 9.25 | 10.45 | 1 | 27.6% | 0.71 | 0.0228 | -0.015 | 81 | 2.65 | 3.05 | 13 | 26.1% | -0.29 | 0.0234 | -0.017 | ||
| 8.65 | 9.30 | 8 | 26.3% | 0.68 | 0.0239 | -0.016 | 82 | 2.93 | 3.40 | 725 | 25.9% | -0.31 | 0.0246 | -0.017 | ||
| 7.95 | 8.85 | 14 | 26.4% | 0.66 | 0.0249 | -0.017 | 83 | 3.30 | 3.90 | 744 | 26.2% | -0.34 | 0.0256 | -0.017 | ||
| 7.35 | 8.45 | 16 | 26.8% | 0.63 | 0.0258 | -0.017 | 84 | 3.65 | 4.10 | 719 | 25.5% | -0.36 | 0.0266 | -0.018 | ||
| 6.80 | 7.85 | 16 | 26.7% | 0.61 | 0.0265 | -0.017 | 85 | 4.00 | 4.70 | 22 | 25.7% | -0.39 | 0.0274 | -0.018 | ||
| 5.95 | 7.05 | 41 | 25.2% | 0.58 | 0.0272 | -0.018 | 86 | 4.30 | 5.15 | 35 | 25.3% | -0.42 | 0.0281 | -0.018 | ||
| 5.70 | 6.30 | 10 | 25.2% | 0.55 | 0.0277 | -0.018 | 87 | 4.90 | 5.60 | 15 | 25.4% | -0.45 | 0.0287 | -0.018 | ||
| 5.10 | 5.90 | 18 | 25.1% | 0.53 | 0.0280 | -0.018 | 88 | 5.40 | 6.10 | 799 | 25.3% | -0.48 | 0.0291 | -0.018 | ||
| 4.75 | 5.35 | 10 | 25.1% | 0.50 | 0.0282 | -0.018 | 89 | 5.95 | 6.65 | 12 | 25.3% | -0.51 | 0.0294 | -0.018 | ||
| 4.30 | 4.90 | 80 | 24.9% | 0.47 | 0.0283 | -0.018 | 90 | 6.50 | 7.05 | 24 | 24.8% | -0.54 | 0.0295 | -0.018 | ||
| 3.95 | 4.50 | 8 | 25.0% | 0.44 | 0.0282 | -0.018 | 91 | 7.05 | 7.70 | 41 | 24.8% | -0.56 | 0.0294 | -0.018 | ||
| 3.55 | 4.10 | 13 | 24.8% | 0.42 | 0.0279 | -0.017 | 92 | 7.55 | 8.55 | 16 | 25.0% | -0.59 | 0.0292 | -0.018 | ||
| 3.10 | 3.70 | 57 | 24.4% | 0.39 | 0.0275 | -0.017 | 93 | 8.30 | 8.90 | 1,563 | 24.5% | -0.62 | 0.0288 | -0.017 | ||
| 2.75 | 3.40 | 6 | 24.3% | 0.36 | 0.0270 | -0.017 | 94 | 8.85 | 9.75 | 10 | 24.5% | -0.65 | 0.0283 | -0.017 | ||
| 2.59 | 3.10 | 9 | 24.6% | 0.34 | 0.0264 | -0.016 | 95 | 9.55 | 10.45 | 13 | 24.5% | -0.67 | 0.0276 | -0.016 | ||
| 2.36 | 2.82 | 11 | 24.7% | 0.31 | 0.0256 | -0.016 | 96 | 10.40 | 11.35 | 25.2% | -0.70 | 0.0269 | -0.016 | |||
| 2.09 | 2.52 | 11 | 24.5% | 0.29 | 0.0248 | -0.015 | 97 | 11.10 | 11.85 | 24.4% | -0.72 | 0.0260 | -0.015 | |||
| 1.89 | 2.29 | 14 | 24.5% | 0.27 | 0.0239 | -0.015 | 98 | 11.85 | 12.65 | 1 | 24.4% | -0.74 | 0.0250 | -0.014 | ||
| 1.70 | 2.08 | 26 | 24.6% | 0.25 | 0.0229 | -0.014 | 99 | 12.60 | 13.85 | 25.4% | -0.77 | 0.0240 | -0.014 | |||
| 1.53 | 1.80 | 414 | 35 | 24.4% | 0.23 | 0.0219 | -0.014 | 100 | 13.55 | 14.70 | 46 | 26.0% | -0.79 | 0.0230 | -0.013 | |
| 0.8500 | 1.04 | 24 | 24.4% | 0.15 | 0.0167 | -0.011 | 105 | 17.85 | 18.70 | 25.1% | -0.87 | 0.0186 | -0.010 | |||
| 0.5300 | 0.6300 | 14 | 25.1% | 0.10 | 0.0121 | -0.008 | 110 | 22.55 | 23.60 | 27.6% | -0.94 | 0.0164 | -0.008 | |||
| 0.2600 | 0.5100 | 26.2% | 0.06 | 0.0084 | -0.006 | 115 | 26.15 | 29.80 | 30.3% | -0.98 | 0.0107 | -0.006 | ||||
| 0.1500 | 0.3600 | 27.1% | 0.04 | 0.0058 | -0.004 | 120 | 31.75 | 34.80 | 37.7% | -1.00 | 0.0000 | -0.005 | ||||
| 0.0800 | 0.2800 | 13 | 28.1% | 0.03 | 0.0040 | -0.003 | 125 | 36.75 | 39.10 | 36.7% | -1.00 | 0.0000 | -0.005 | |||
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。