XRT 期权链 State Street SPDR S&P Retail ETF
Cboe delayed options data · 截至 15:39 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 ±14.0% (74.38–98.68) · ATM IV 24.1% · P/C 未平仓量 14.28
| 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 | |
| 40.00 | 43.55 | 47.9% | 0.99 | 0.0012 | 0.000 | 45 | 0 | 2.20 | 65.3% | -0.01 | 0.0009 | -0.002 | ||||
| 34.85 | 38.60 | 36.5% | 0.98 | 0.0018 | 0.000 | 50 | 0 | 0.6000 | 42.6% | -0.02 | 0.0017 | -0.002 | ||||
| 30.25 | 33.55 | 34.1% | 0.97 | 0.0029 | 0.000 | 55 | 0 | 0.5600 | 35.8% | -0.03 | 0.0028 | -0.003 | ||||
| 25.80 | 28.20 | 11 | 28.8% | 0.95 | 0.0048 | 0.000 | 60 | 0 | 0.5600 | 210 | 30.0% | -0.05 | 0.0047 | -0.005 | ||
| 24.05 | 26.40 | 30.0% | 0.94 | 0.0057 | -0.001 | 62 | 0.0100 | 0.9100 | 30.8% | -0.06 | 0.0057 | -0.006 | ||||
| 23.30 | 25.40 | 30.4% | 0.93 | 0.0063 | -0.002 | 63 | 0.4300 | 0.9200 | 32.4% | -0.06 | 0.0062 | -0.006 | ||||
| 21.40 | 25.35 | 1 | 29.3% | 0.92 | 0.0068 | -0.002 | 64 | 0 | 2.68 | 37.8% | -0.07 | 0.0068 | -0.006 | |||
| 21.30 | 23.70 | 29.4% | 0.92 | 0.0075 | -0.003 | 65 | 0.3900 | 1.06 | 31 | 30.5% | -0.08 | 0.0075 | -0.007 | |||
| 20.60 | 23.25 | 32.3% | 0.91 | 0.0081 | -0.003 | 66 | 0.2000 | 1.16 | 176 | 28.8% | -0.09 | 0.0082 | -0.007 | |||
| 19.45 | 22.30 | 30.3% | 0.90 | 0.0088 | -0.004 | 67 | 0.4000 | 2.27 | 33.6% | -0.09 | 0.0089 | -0.008 | ||||
| 18.20 | 21.70 | 11 | 29.5% | 0.89 | 0.0096 | -0.005 | 68 | 0.5000 | 2.14 | 11 | 32.1% | -0.10 | 0.0097 | -0.008 | ||
| 17.10 | 20.65 | 27.4% | 0.88 | 0.0104 | -0.005 | 69 | 0.6100 | 1.51 | 1 | 28.7% | -0.11 | 0.0105 | -0.009 | |||
| 16.30 | 19.10 | 11 | 24.3% | 0.87 | 0.0112 | -0.006 | 70 | 0 | 2.00 | 376 | 26.9% | -0.13 | 0.0114 | -0.009 | ||
| 16.25 | 18.20 | 27.3% | 0.86 | 0.0120 | -0.006 | 71 | 0.8600 | 1.71 | 2 | 27.8% | -0.14 | 0.0122 | -0.010 | |||
| 15.65 | 17.05 | 18 | 26.2% | 0.84 | 0.0129 | -0.007 | 72 | 1.02 | 1.87 | 27.6% | -0.15 | 0.0132 | -0.010 | |||
| 14.85 | 16.25 | 26.7% | 0.83 | 0.0139 | -0.008 | 73 | 1.20 | 2.03 | 27.4% | -0.16 | 0.0142 | -0.011 | ||||
| 14.05 | 15.65 | 27.1% | 0.81 | 0.0148 | -0.009 | 74 | 1.37 | 2.24 | 27.2% | -0.18 | 0.0152 | -0.011 | ||||
| 13.65 | 14.60 | 26.7% | 0.80 | 0.0158 | -0.009 | 75 | 1.80 | 2.40 | 315 | 27.5% | -0.20 | 0.0162 | -0.012 | |||
| 12.30 | 14.60 | 5 | 27.4% | 0.78 | 0.0168 | -0.010 | 76 | 1.78 | 3.80 | 3 | 29.8% | -0.21 | 0.0172 | -0.012 | ||
| 11.65 | 13.70 | 27.0% | 0.77 | 0.0178 | -0.010 | 77 | 2.22 | 3.10 | 4 | 27.2% | -0.23 | 0.0182 | -0.013 | |||
| 10.85 | 12.90 | 5 | 26.3% | 0.75 | 0.0187 | -0.011 | 78 | 2.48 | 3.50 | 9 | 27.6% | -0.25 | 0.0193 | -0.013 | ||
| 10.20 | 12.15 | 22 | 26.1% | 0.73 | 0.0197 | -0.011 | 79 | 2.77 | 3.45 | 50 | 269 | 26.6% | -0.27 | 0.0203 | -0.013 | |
| 9.80 | 11.70 | 27.1% | 0.71 | 0.0206 | -0.012 | 80 | 3.00 | 4.85 | 36 | 28.8% | -0.29 | 0.0213 | -0.014 | |||
| 9.20 | 10.35 | 25.5% | 0.69 | 0.0215 | -0.012 | 81 | 3.35 | 4.95 | 3 | 28.1% | -0.31 | 0.0222 | -0.014 | |||
| 8.55 | 9.85 | 25.5% | 0.66 | 0.0224 | -0.013 | 82 | 3.40 | 4.50 | 5 | 672 | 25.4% | -0.34 | 0.0231 | -0.014 | ||
| 7.95 | 9.00 | 7 | 24.9% | 0.64 | 0.0232 | -0.013 | 83 | 4.10 | 4.50 | 7 | 661 | 25.1% | -0.36 | 0.0240 | -0.015 | |
| 7.15 | 8.95 | 25.4% | 0.62 | 0.0239 | -0.013 | 84 | 4.40 | 5.10 | 8 | 653 | 25.2% | -0.38 | 0.0247 | -0.015 | ||
| 6.95 | 7.75 | 1 | 1 | 24.7% | 0.59 | 0.0245 | -0.014 | 85 | 4.70 | 5.85 | 1 | 19 | 25.4% | -0.41 | 0.0254 | -0.015 |
| 5.75 | 7.20 | 1 | 32 | 23.2% | 0.57 | 0.0250 | -0.014 | 86 | 5.30 | 6.25 | 1 | 25 | 25.5% | -0.44 | 0.0260 | -0.015 |
| 5.30 | 6.70 | 1 | 3 | 23.2% | 0.54 | 0.0254 | -0.014 | 87 | 5.10 | 7.20 | 2 | 6 | 24.9% | -0.46 | 0.0264 | -0.015 |
| 5.45 | 6.20 | 1 | 3 | 24.3% | 0.52 | 0.0257 | -0.014 | 88 | 5.45 | 7.55 | 1 | 7 | 24.2% | -0.49 | 0.0268 | -0.015 |
| 5.00 | 5.85 | 1 | 3 | 24.4% | 0.49 | 0.0259 | -0.014 | 89 | 6.75 | 7.90 | 1 | 3 | 25.2% | -0.51 | 0.0270 | -0.015 |
| 4.05 | 5.30 | 1 | 55 | 23.0% | 0.47 | 0.0260 | -0.014 | 90 | 7.10 | 8.55 | 1 | 37 | 24.9% | -0.54 | 0.0272 | -0.014 |
| 4.15 | 4.85 | 1 | 3 | 23.8% | 0.44 | 0.0259 | -0.014 | 91 | 7.20 | 8.65 | 1 | 46 | 22.8% | -0.57 | 0.0272 | -0.014 |
| 3.10 | 5.35 | 1 | 9 | 24.1% | 0.42 | 0.0258 | -0.014 | 92 | 8.30 | 9.35 | 15 | 23.8% | -0.59 | 0.0272 | -0.014 | |
| 3.40 | 4.10 | 1 | 56 | 23.6% | 0.39 | 0.0255 | -0.014 | 93 | 9.05 | 9.80 | 9 | 1,536 | 23.6% | -0.62 | 0.0270 | -0.013 |
| 2.81 | 4.35 | 1 | 1 | 24.2% | 0.37 | 0.0251 | -0.013 | 94 | 9.80 | 11.65 | 4 | 26.2% | -0.65 | 0.0267 | -0.013 | |
| 2.38 | 3.95 | 1 | 3 | 23.6% | 0.34 | 0.0246 | -0.013 | 95 | 10.00 | 12.25 | 20 | 24.9% | -0.67 | 0.0264 | -0.013 | |
| 1.87 | 3.10 | 1 | 6 | 21.8% | 0.32 | 0.0240 | -0.013 | 96 | 10.60 | 12.75 | 24.1% | -0.70 | 0.0260 | -0.012 | ||
| 1.60 | 3.05 | 8 | 22.2% | 0.30 | 0.0234 | -0.012 | 97 | 11.85 | 13.80 | 26.0% | -0.72 | 0.0256 | -0.012 | |||
| 1.79 | 2.73 | 11 | 22.9% | 0.28 | 0.0226 | -0.012 | 98 | 11.90 | 14.60 | 24.4% | -0.74 | 0.0250 | -0.011 | |||
| 1.65 | 2.50 | 14 | 23.0% | 0.26 | 0.0218 | -0.012 | 99 | 12.80 | 15.50 | 25.0% | -0.76 | 0.0245 | -0.011 | |||
| 1.46 | 2.30 | 17 | 23.0% | 0.24 | 0.0210 | -0.011 | 100 | 14.25 | 15.35 | 44 | 23.1% | -0.79 | 0.0238 | -0.010 | ||
| 0.7400 | 1.40 | 23 | 22.7% | 0.16 | 0.0165 | -0.009 | 105 | 18.20 | 20.70 | 5 | 26.9% | -0.88 | 0.0194 | -0.007 | ||
| 0.3100 | 1.35 | 16 | 24.5% | 0.11 | 0.0123 | -0.007 | 110 | 22.70 | 25.40 | 27.9% | -0.94 | 0.0131 | -0.003 | |||
| 0 | 0.9500 | 24.3% | 0.07 | 0.0088 | -0.005 | 115 | 27.00 | 30.25 | 27.1% | -0.98 | 0.0110 | 0.000 | ||||
| 0 | 0.7600 | 25.9% | 0.04 | 0.0061 | -0.004 | 120 | 31.50 | 35.40 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.9500 | 9 | 29.7% | 0.03 | 0.0042 | -0.003 | 125 | 36.50 | 40.30 | -1.00 | 0.0000 | -0.011 | ||||
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。