qqq今天到期的option最大痛点是165.0,spy的option最大痛点是266.0(见下表)。
还有一个小时收盘,目前qqq的价格是165.21,spy的价格是265.94。 佩服MM的口评判成功。
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QQQ | | 164.98 | | 164.99 | | 164.99 | | 1.79 | | 1.10 | | 3100X900 | | 165.65 | | 163.95 | | 25,036,284 | | Fri Jan 25 2019 2:35:36 pm ET| |
| 163.5 Call | | 1.42 | | 1.58 | | 1.55 | | 1.25 | | 2,411 | | 3,627 | | | 164.0 Call | | 0.99 | | 1.07 | | 1.02 | | 0.87 | | 8,823 | | 8,805 | | | 164.5 Call | | 0.56 | | 0.66 | | 0.60 | | 0.48 | | 3,495 | | 3,975 | | | 165.0 Call | | 0.28 | | 0.30 | | 0.25 | | 0.20 | | 18,737 | | 9,856 | | | 165.5 Call | | 0.09 | | 0.10 | | 0.10 | | 0.08 | | 7,994 | | 3,476 | | | 166.0 Call | | 0.02 | | 0.04 | | 0.03 | | 0.00 | | 8,737 | | 4,836 | | | Strike | 163.50 | 164.00 | 164.50 | 165.00 | 165.50 | 166.00 | | | 163.5 Put | | 0.01 | | 0.03 | | 0.02 | | -1.22 | | 1,958 | | 2,380 | | | 164.0 Put | | 0.04 | | 0.05 | | 0.04 | | -1.73 | | 18,511 | | 6,034 | | | 164.5 Put | | 0.12 | | 0.13 | | 0.12 | | -2.07 | | 9,621 | | 1,346 | | | 165.0 Put | | 0.29 | | 0.31 | | 0.30 | | -2.37 | | 16,317 | | 3,548 | | | 165.5 Put | | 0.58 | | 0.67 | | 0.61 | | -2.54 | | 7,145 | | 496 | | | 166.0 Put | | 0.91 | | 1.11 | | 1.00 | | -2.82 | | 5,398 | | 1,409 | | | |
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SPY | | 265.72 | | 265.73 | | 265.73 | | 2.18 | | 0.83 | | 800X200 | | 266.70 | | 265.11 | | 59,722,824 | | Fri Jan 25 2019 2:38:31 pm ET| |
| 264.5 Call | | 1.30 | | 1.35 | | 1.36 | | 1.09 | | 4,371 | | 4,622 | | | 265.0 Call | | 0.90 | | 0.93 | | 0.90 | | 0.70 | | 30,928 | | 23,373 | | | 265.5 Call | | 0.55 | | 0.57 | | 0.59 | | 0.47 | | 17,515 | | 5,436 | | | 266.0 Call | | 0.31 | | 0.32 | | 0.32 | | 0.24 | | 49,320 | | 10,049 | | | 266.5 Call | | 0.15 | | 0.17 | | 0.16 | | 0.10 | | 42,488 | | 4,301 | | | 267.0 Call | | 0.08 | | 0.09 | | 0.08 | | 0.04 | | 60,889 | | 25,937 | | | Strike | 264.50 | 265.00 | 265.50 | 266.00 | 266.50 | 267.00 | | | 264.5 Put | | 0.09 | | 0.10 | | 0.08 | | -1.79 | | 34,009 | | 2,496 | | | 265.0 Put | | 0.18 | | 0.19 | | 0.18 | | -2.10 | | 82,268 | | 7,109 | | | 265.5 Put | | 0.32 | | 0.33 | | 0.33 | | -2.39 | | 49,735 | | 1,624 | | | 266.0 Put | | 0.58 | | 0.60 | | 0.57 | | -2.61 | | 67,629 | | 5,828 | | | 266.5 Put | | 0.91 | | 0.94 | | 0.90 | | -2.76 | | 22,438 | | 959 | | | 267.0 Put | | 1.32 | | 1.38 | | 1.29 | | -2.86 | | 21,215 | | 6,653 | | |
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