Arch 资本 ACGL
$107.28 −$3.29 (-2.98%)
休市 · Nov 6, 8:10 pm ET · 最新盘后价 $106.00 -1.19%
开盘$108.41
昨收$110.57
当日区间$106.61 – $108.71
成交量2.37M
市值$34.92B
市盈率(TTM)8.8
股息率–
当前期权链的平均隐含波动率为:62%。隐含波动率衡量期权市场预期的价格波动幅度——没有固定的"正常"水平,不同股票差异很大。
各执行价未平仓合约数
仅显示最近到期日。认购在线上方,认沽在线下方——聚集处表示该执行价累积了最多未平仓合约。
各执行价隐含波动率
"波动率微笑":远离现价的执行价往往比平价执行价定价更高的隐含波动率。
认购
| 到期日 | 执行价 | 最新价 | 买价/卖价 | 成交量 | 未平仓合约数 | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $105.00 | $6.30 | $1.70/$6.00 | 0 | 428 | 29% |
| 20 Nov 2026 | $110.00 | $1.45 | $0.10/$3.30 | 23 | 110 | 33% |
| 20 Nov 2026 | $100.00 | $8.10 | $5.70/$9.20 | 8 | 645 | 15% |
| 20 Nov 2026 | $115.00 | $0.62 | $0.00/$1.70 | 2 | 748 | 35% |
| 20 Nov 2026 | $95.00 | $15.71 | $10.50/$14.70 | 0 | 85 | 39% |
| 20 Nov 2026 | $120.00 | $0.29 | $0.00/$1.10 | 0 | 31 | 39% |
| 20 Nov 2026 | $90.00 | $20.67 | $15.40/$19.70 | 0 | 58 | 49% |
| 20 Nov 2026 | $125.00 | $0.06 | $0.00/$1.55 | 0 | 14 | 37% |
| 20 Nov 2026 | $85.00 | $25.63 | $20.40/$24.60 | 0 | 2 | 59% |
| 20 Nov 2026 | $130.00 | $0.01 | $0.00/$2.55 | 0 | 0 | 36% |
| 20 Nov 2026 | $80.00 | $30.60 | $25.40/$29.60 | 0 | 1 | 73% |
| 20 Nov 2026 | $135.00 | $0.00 | $0.00/$2.60 | 0 | 0 | 35% |
| 20 Nov 2026 | $75.00 | $35.57 | $30.30/$34.60 | 0 | 1 | 79% |
| 20 Nov 2026 | $140.00 | $0.00 | $0.00/$3.40 | 0 | 0 | 35% |
| 20 Nov 2026 | $70.00 | $40.57 | $35.30/$39.60 | 0 | 0 | 95% |
认沽
| 到期日 | 执行价 | 最新价 | 买价/卖价 | 成交量 | 未平仓合约数 | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $105.00 | $1.20 | $0.00/$3.30 | 1 | 89 | 27% |
| 20 Nov 2026 | $110.00 | $2.28 | $1.65/$4.80 | 0 | 2 | 19% |
| 20 Nov 2026 | $100.00 | $0.49 | $0.00/$1.25 | 0 | 144 | 34% |
| 20 Nov 2026 | $115.00 | $5.55 | $5.70/$9.60 | 0 | 0 | 0% |
| 20 Nov 2026 | $95.00 | $0.10 | $0.05/$0.35 | 9 | 486 | 40% |
| 20 Nov 2026 | $120.00 | $9.76 | $10.50/$14.70 | 0 | 0 | 0% |
| 20 Nov 2026 | $90.00 | $0.10 | $0.00/$0.35 | 2 | 572 | 48% |
| 20 Nov 2026 | $125.00 | $14.52 | $15.50/$19.70 | 0 | 0 | 0% |
| 20 Nov 2026 | $85.00 | $0.11 | $0.00/$1.35 | 0 | 103 | 61% |
| 20 Nov 2026 | $130.00 | $19.46 | $20.50/$24.70 | 0 | 0 | 0% |
| 20 Nov 2026 | $80.00 | $0.07 | $0.00/$2.55 | 0 | 62 | 70% |
| 20 Nov 2026 | $135.00 | $24.45 | $25.50/$29.70 | 0 | 0 | 0% |
| 20 Nov 2026 | $75.00 | $0.03 | $0.00/$0.10 | 0 | 6 | 75% |
| 20 Nov 2026 | $140.00 | $29.44 | $30.50/$34.80 | 0 | 0 | 0% |
| 20 Nov 2026 | $70.00 | $0.01 | $0.00/$2.55 | 0 | 5 | 75% |
未平仓合约数=当前尚未平仓的合约数量。未平仓合约数越高,通常说明该执行价/到期日交易越活跃、进出场越容易。
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