XRT 期权链 State Street SPDR S&P Retail ETF
Cboe delayed options data · 截至 09:39 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 ±22.2% (67.36–105.70) · ATM IV 24.5% · P/C 未平仓量 1.16
| 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 | |
| 41.00 | 43.35 | 2 | 39.5% | 0.95 | 0.0028 | 0.000 | 45 | 0 | 0.8500 | 20 | 33.8% | -0.04 | 0.0023 | -0.003 | ||
| 35.50 | 38.10 | 110 | 27.4% | 0.93 | 0.0036 | -0.000 | 50 | 0 | 2.95 | 7 | 39.1% | -0.06 | 0.0032 | -0.004 | ||
| 31.45 | 34.85 | 20 | 34.2% | 0.91 | 0.0048 | -0.002 | 55 | 0.6200 | 3.25 | 1 | 36.7% | -0.08 | 0.0044 | -0.005 | ||
| 26.45 | 30.00 | 33 | 28.4% | 0.87 | 0.0061 | -0.003 | 60 | 0.2400 | 2.03 | 26.7% | -0.11 | 0.0059 | -0.006 | |||
| 22.45 | 27.00 | 187 | 30.0% | 0.83 | 0.0076 | -0.004 | 65 | 0.9500 | 4.00 | 29.1% | -0.15 | 0.0076 | -0.007 | |||
| 20.30 | 22.10 | 116 | 29.0% | 0.79 | 0.0094 | -0.005 | 70 | 2.63 | 4.90 | 932 | 29.1% | -0.19 | 0.0095 | -0.007 | ||
| 15.45 | 19.55 | 5 | 27.7% | 0.73 | 0.0112 | -0.007 | 75 | 3.40 | 6.15 | 22 | 27.1% | -0.25 | 0.0116 | -0.008 | ||
| 15.00 | 18.40 | 2 | 27.0% | 0.72 | 0.0116 | -0.007 | 76 | 4.35 | 6.50 | 14 | 28.0% | -0.26 | 0.0120 | -0.008 | ||
| 14.35 | 17.65 | 14 | 26.7% | 0.71 | 0.0120 | -0.007 | 77 | 4.65 | 6.75 | 1 | 27.7% | -0.28 | 0.0124 | -0.009 | ||
| 13.65 | 17.05 | 186 | 26.4% | 0.69 | 0.0123 | -0.007 | 78 | 4.35 | 7.10 | 26.7% | -0.29 | 0.0128 | -0.009 | |||
| 13.15 | 16.05 | 5 | 25.9% | 0.68 | 0.0126 | -0.007 | 79 | 4.70 | 7.50 | 11 | 26.6% | -0.30 | 0.0132 | -0.009 | ||
| 13.60 | 15.35 | 67 | 27.1% | 0.67 | 0.0130 | -0.008 | 80 | 5.70 | 7.85 | 74 | 27.3% | -0.32 | 0.0136 | -0.009 | ||
| 12.00 | 14.90 | 4 | 25.7% | 0.65 | 0.0133 | -0.008 | 81 | 5.35 | 8.00 | 24 | 25.8% | -0.33 | 0.0140 | -0.009 | ||
| 11.40 | 14.30 | 1 | 25.4% | 0.64 | 0.0136 | -0.008 | 82 | 5.85 | 8.65 | 1 | 26.2% | -0.35 | 0.0143 | -0.009 | ||
| 10.90 | 14.10 | 11 | 25.8% | 0.63 | 0.0139 | -0.008 | 83 | 6.05 | 8.95 | 52 | 25.6% | -0.36 | 0.0147 | -0.009 | ||
| 10.35 | 13.20 | 66 | 25.2% | 0.61 | 0.0141 | -0.008 | 84 | 6.90 | 9.20 | 2 | 25.9% | -0.38 | 0.0150 | -0.009 | ||
| 9.75 | 12.80 | 12 | 25.1% | 0.60 | 0.0144 | -0.008 | 85 | 7.50 | 9.60 | 28 | 25.9% | -0.39 | 0.0153 | -0.009 | ||
| 9.25 | 12.25 | 5 | 24.9% | 0.58 | 0.0146 | -0.008 | 86 | 7.60 | 10.35 | 3 | 25.7% | -0.41 | 0.0156 | -0.009 | ||
| 8.80 | 11.75 | 3 | 24.9% | 0.57 | 0.0148 | -0.009 | 87 | 7.95 | 9.85 | 42 | 24.1% | -0.42 | 0.0159 | -0.009 | ||
| 9.25 | 11.30 | 33 | 26.0% | 0.55 | 0.0150 | -0.009 | 88 | 8.90 | 11.30 | 26 | 25.8% | -0.44 | 0.0162 | -0.009 | ||
| 7.90 | 10.90 | 35 | 24.8% | 0.54 | 0.0151 | -0.009 | 89 | 9.00 | 11.85 | 4 | 25.3% | -0.46 | 0.0164 | -0.009 | ||
| 8.15 | 10.40 | 6 | 25.5% | 0.52 | 0.0152 | -0.009 | 90 | 9.50 | 12.50 | 116 | 25.3% | -0.47 | 0.0166 | -0.009 | ||
| 7.00 | 9.95 | 24.4% | 0.51 | 0.0153 | -0.009 | 91 | 10.10 | 12.95 | 30 | 25.1% | -0.49 | 0.0168 | -0.009 | |||
| 7.50 | 9.50 | 103 | 25.5% | 0.49 | 0.0154 | -0.009 | 92 | 10.60 | 13.45 | 13 | 24.9% | -0.51 | 0.0170 | -0.009 | ||
| 7.15 | 8.85 | 1 | 25.1% | 0.48 | 0.0154 | -0.009 | 93 | 11.10 | 14.05 | 19 | 24.8% | -0.52 | 0.0171 | -0.009 | ||
| 5.85 | 8.80 | 12 | 24.2% | 0.46 | 0.0155 | -0.009 | 94 | 11.85 | 14.70 | 24.9% | -0.54 | 0.0173 | -0.009 | |||
| 6.65 | 8.40 | 7 | 25.6% | 0.45 | 0.0155 | -0.009 | 95 | 12.40 | 15.35 | 24.8% | -0.55 | 0.0174 | -0.009 | |||
| 5.15 | 7.70 | 23.6% | 0.44 | 0.0154 | -0.009 | 96 | 13.05 | 16.05 | 24.9% | -0.57 | 0.0174 | -0.009 | ||||
| 4.75 | 7.85 | 24.1% | 0.42 | 0.0154 | -0.009 | 97 | 13.65 | 17.00 | 25.2% | -0.59 | 0.0175 | -0.009 | ||||
| 4.50 | 7.50 | 1 | 24.1% | 0.41 | 0.0153 | -0.009 | 98 | 14.40 | 17.25 | 1 | 24.7% | -0.60 | 0.0175 | -0.009 | ||
| 4.95 | 7.35 | 25.2% | 0.39 | 0.0152 | -0.009 | 99 | 15.10 | 17.90 | 1 | 24.6% | -0.62 | 0.0176 | -0.009 | |||
| 3.80 | 6.40 | 1 | 23.2% | 0.38 | 0.0151 | -0.009 | 100 | 15.35 | 18.50 | 31 | 23.8% | -0.63 | 0.0176 | -0.009 | ||
| 2.77 | 4.85 | 99 | 23.1% | 0.32 | 0.0143 | -0.008 | 105 | 19.05 | 22.15 | 13 | 23.5% | -0.71 | 0.0174 | -0.008 | ||
| 2.64 | 4.50 | 3 | 24.9% | 0.26 | 0.0131 | -0.007 | 110 | 23.50 | 26.15 | 2 | 24.0% | -0.78 | 0.0171 | -0.007 | ||
| 1.90 | 3.15 | 12 | 24.0% | 0.22 | 0.0118 | -0.007 | 115 | 28.40 | 30.50 | 25.4% | -0.84 | 0.0164 | -0.007 | |||
| 1.35 | 3.65 | 26.2% | 0.18 | 0.0104 | -0.006 | 120 | 31.55 | 34.65 | -0.90 | 0.0144 | -0.005 | |||||
| 0.9300 | 3.30 | 8 | 26.8% | 0.15 | 0.0091 | -0.005 | 125 | 36.50 | 40.70 | 24.9% | -0.94 | 0.0124 | -0.002 | |||
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。