YUM 期权链 Yum! Brands, Inc.
Cboe delayed options data · 截至 18:40 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 ±7.0% (141.38–162.68) · ATM IV 24.8% · P/C 未平仓量 0.35
| 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 | |
| 50.50 | 54.30 | 66.0% | 0.98 | 0.0016 | -0.011 | 100 | 0 | 1.15 | 18 | 71.0% | -0.02 | 0.0016 | -0.019 | |||
| 45.70 | 49.30 | 61.9% | 0.98 | 0.0020 | -0.013 | 105 | 0 | 1.15 | 17 | 64.0% | -0.03 | 0.0019 | -0.019 | |||
| 40.60 | 44.30 | 53.5% | 0.98 | 0.0026 | -0.015 | 110 | 0 | 1.15 | 57.2% | -0.03 | 0.0025 | -0.020 | ||||
| 35.70 | 39.30 | 48.1% | 0.97 | 0.0034 | -0.016 | 115 | 0 | 1.15 | 6 | 50.7% | -0.04 | 0.0032 | -0.021 | |||
| 30.90 | 34.40 | 44.4% | 0.96 | 0.0045 | -0.018 | 120 | 0 | 1.35 | 37 | 46.0% | -0.04 | 0.0042 | -0.022 | |||
| 26.40 | 29.50 | 3 | 42.1% | 0.95 | 0.0061 | -0.021 | 125 | 0 | 0.9500 | 27 | 36.5% | -0.06 | 0.0058 | -0.024 | ||
| 21.70 | 24.40 | 13 | 36.4% | 0.92 | 0.0085 | -0.024 | 130 | 0 | 0.6500 | 53 | 28.2% | -0.08 | 0.0083 | -0.027 | ||
| 16.40 | 20.00 | 5 | 31.0% | 0.89 | 0.0123 | -0.030 | 135 | 0.6000 | 1.15 | 3 | 145 | 29.2% | -0.11 | 0.0124 | -0.033 | |
| 13.20 | 15.10 | 7 | 30.8% | 0.83 | 0.0181 | -0.038 | 140 | 1.20 | 1.80 | 1 | 108 | 27.5% | -0.18 | 0.0184 | -0.041 | |
| 9.20 | 11.00 | 26 | 28.0% | 0.72 | 0.0250 | -0.048 | 145 | 1.85 | 2.65 | 98 | 24.2% | -0.28 | 0.0255 | -0.050 | ||
| 5.70 | 7.70 | 223 | 26.2% | 0.59 | 0.0304 | -0.054 | 150 | 3.50 | 4.40 | 3 | 166 | 23.4% | -0.42 | 0.0312 | -0.056 | |
| 3.30 | 4.10 | 4 | 266 | 23.1% | 0.43 | 0.0317 | -0.053 | 155 | 5.20 | 8.00 | 5 | 63 | 23.3% | -0.58 | 0.0332 | -0.055 |
| 2.00 | 2.45 | 5 | 569 | 23.9% | 0.28 | 0.0278 | -0.045 | 160 | 8.60 | 10.60 | 168 | 20.6% | -0.74 | 0.0297 | -0.047 | |
| 0.7500 | 1.50 | 5 | 344 | 23.4% | 0.17 | 0.0207 | -0.034 | 165 | 11.90 | 15.40 | 32 | 18.0% | -0.86 | 0.0222 | -0.034 | |
| 0.5000 | 0.7500 | 5 | 565 | 24.2% | 0.11 | 0.0141 | -0.026 | 170 | 17.50 | 19.30 | 16 | -0.93 | 0.0143 | -0.023 | ||
| 0.1500 | 0.5500 | 497 | 25.2% | 0.07 | 0.0099 | -0.021 | 175 | 21.60 | 25.20 | -0.96 | 0.0093 | -0.016 | ||||
| 0 | 0.9500 | 154 | 31.0% | 0.06 | 0.0075 | -0.020 | 180 | 26.40 | 30.30 | 5 | -0.97 | 0.0067 | -0.013 | |||
| 0 | 0.9500 | 31 | 34.8% | 0.05 | 0.0059 | -0.019 | 185 | 31.80 | 35.00 | -0.97 | 0.0051 | -0.011 | ||||
| 0 | 0.9500 | 38.4% | 0.04 | 0.0048 | -0.018 | 190 | 36.40 | 40.40 | -0.98 | 0.0040 | -0.009 | |||||
| 0 | 1.15 | 1 | 43.5% | 0.04 | 0.0040 | -0.018 | 195 | 41.80 | 45.30 | 1 | 38.8% | -0.98 | 0.0032 | -0.007 | ||
| 0 | 1.15 | 46.9% | 0.03 | 0.0034 | -0.017 | 200 | 46.80 | 50.00 | -0.98 | 0.0026 | -0.005 | |||||
| 0 | 1.15 | 16 | 53.3% | 0.03 | 0.0025 | -0.016 | 210 | 56.80 | 60.00 | -0.99 | 0.0018 | -0.001 | ||||
| 0 | 1.15 | 59.2% | 0.02 | 0.0019 | -0.014 | 220 | 66.70 | 70.00 | -0.99 | 0.0013 | 0.000 | |||||
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。