BTC 期权历史价差最佳窗口监控

OkexDeribit 的期权价差监控(利润计算暂时忽略手续费)

期权 OKX_DRB(最佳) 最高价差 当前价差 平仓盈亏 DRB_OKX(最佳) 最高价差 当前价差 平仓盈亏 对冲利润
20201204-18000-Calls
0.0345
0.035
0.0005 -0.0015 -0.0025 - - - - 暂无
20201211-18250-Calls
0.041
0.0415
0.0005 -0.002 -0.0025 - - - - 暂无
20201225-3000-Calls
0.8235
0.8295
0.006 -0.014 -0.006 - - - - 暂无
20201225-4000-Calls
0.7635
0.775
0.0115 -0.014 0.003 - - - - 暂无
20201225-4000-Puts
0.001
0.0015
0.0005 -0.0005 0.0 - - - - 暂无
20201225-5000-Calls
0.7035
0.7205
0.017 -0.014 0.002 - - - - 暂无
20201225-6000-Puts
0.0025
0.003
0.0005 -0.0005 0.0 - - - - 暂无
20201225-6000-Calls
0.6435
0.664
0.0205 -0.019 0.0095 - - - - 暂无
20201225-7000-Calls
0.584
0.6145
0.0305 -0.0195 0.0085 - - - - 暂无
20201225-7000-Puts
0.003
0.004
0.001 -0.001 0.001
0.0015
0.0045
0.003 0.0 0.002 0.004
20201225-8000-Puts
0.0055
0.006
0.0005 -0.0005 0.0
0.001
0.0025
0.0015 -0.0005 0.001 0.002
20201225-8000-Calls
0.5245
0.5615
0.037 -0.0205 0.0145 - - - - 暂无
20201225-9000-Calls
0.4645
0.5025
0.038 -0.023 0.02
0.323
0.3235
0.0005 -0.018 -0.0225 0.0385
20201225-9000-Puts
0.0075
0.0085
0.001 -0.0005 0.0005
0.0015
0.0035
0.002 -0.0005 0.0015 0.003
20201225-10000-Puts
0.0775
0.079
0.0015 -0.001 0.0015
0.002
0.0045
0.0025 0.0 0.0015 0.004
20201225-10000-Calls
0.405
0.4425
0.0375 -0.0325 0.018
0.386
0.3885
0.0025 -0.0195 -0.03 0.04
20201225-11000-Calls
0.346
0.3875
0.0415 -0.037 0.019
0.2095
0.2135
0.004 -0.0225 -0.033 0.0455
20201225-11000-Puts
0.049
0.0505
0.0015 -0.001 0.0015
0.003
0.0055
0.0025 0.0 0.0015 0.004
20201225-12000-Puts
0.0455
0.0485
0.003 -0.001 0.002
0.004
0.0075
0.0035 -0.001 0.0025 0.0065
20201225-12000-Calls
0.2875
0.3295
0.042 -0.046 0.0105
0.19
0.1935
0.0035 -0.0315 -0.0425 0.0455
20201225-13000-Calls
0.234
0.2895
0.0555 0.29 0.014
0.1865
0.191
0.0045 -0.0415 0.2945 0.06
20201225-13000-Puts
0.0565
0.06
0.0035 -0.001 0.002
0.0065
0.0115
0.005 -0.0015 0.004 0.0085
20201225-14000-Calls
0.176
0.235
0.059 -0.0395 0.0265
0.17
0.1735
0.0035 -0.0325 -0.036 0.0625
20201225-14000-Puts
0.12
0.1245
0.0045 -0.001 0.0035
0.0095
0.0185
0.009 -0.001 0.008 0.0135
20201225-15000-Calls
0.1285
0.18
0.0515 -0.052 0.011
0.135
0.138
0.003 -0.0405 -0.049 0.0545
20201225-15000-Puts
0.08
0.0845
0.0045 -0.0005 0.003
0.0135
0.0325
0.019 -0.0015 0.0185 0.0235
20201225-16000-Puts
0.2185
0.2235
0.005 -0.0005 0.0035
0.021
0.0555
0.0345 -0.0015 0.034 0.0395
20201225-16000-Calls
0.091
0.145
0.054 -0.0055 0.0515
0.088
0.0915
0.0035 -0.0025 -0.002 0.0575
20201225-17000-Calls
0.0645
0.081
0.0165 -0.028 0.01
0.064
0.0665
0.0025 -0.0065 -0.0255 0.019
20201225-17000-Puts
0.0875
0.0905
0.003 -0.002 0.001
0.036
0.0895
0.0535 -0.002 0.0515 0.0565
20201225-18000-Calls
0.046
0.074
0.028 -0.0035 0.027
0.0195
0.0225
0.003 -0.001 -0.0005 0.031
20201225-18000-Puts
0.1715
0.1755
0.004 -0.002 0.0015
0.06
0.1305
0.0705 -0.0025 0.0685 0.0745
20201225-19000-Calls
0.0345
0.0535
0.019 -0.0025 0.018
0.026
0.027
0.001 -0.001 -0.0015 0.02
20201225-19000-Puts - - - -
0.094
0.1775
0.0835 -0.004 0.0805 暂无
20201225-20000-Calls
0.027
0.0385
0.0115 -0.0025 0.0105
0.026
0.0285
0.0025 -0.001 0.0 0.014
20201225-20000-Puts
0.249
0.2525
0.0035 -0.004 -0.004
0.1365
0.23
0.0935 -0.0075 0.0895 0.097
20210129-8000-Calls
0.527
0.5575
0.0305 -0.0275 0.003 - - - - 暂无
20210129-10000-Calls
0.411
0.447
0.036 -0.0315 -0.009 - - - - 暂无
20210129-12000-Puts - - - -
0.0105
0.0145
0.004 -0.001 0.003 暂无
20210129-12000-Calls
0.301
0.338
0.037 -0.036 0.0115 - - - - 暂无
20210129-14000-Puts - - - -
0.02
0.036
0.016 -0.001 0.0135 暂无
20210129-14000-Calls
0.1985
0.2485
0.05 -0.0275 0.032 - - - - 暂无
20210129-16000-Puts - - - -
0.0455
0.083
0.0375 -0.0015 0.0345 暂无
20210129-16000-Calls
0.125
0.176
0.051 -0.004 0.042 - - - - 暂无
20210129-17000-Calls
0.099
0.135
0.036 -0.013 0.0255 - - - - 暂无
20210129-17000-Puts - - - -
0.067
0.1175
0.0505 -0.001 0.047 暂无
20210129-18000-Calls
0.0795
0.117
0.0375 -0.0015 0.034
0.079
0.0805
0.0015 -0.0035 0.0 0.039
20210129-18000-Puts - - - -
0.094
0.157
0.063 -0.0005 0.0595 暂无
20210129-19000-Calls
0.065
0.095
0.03 -0.0015 0.0275 - - - - 暂无
20210129-19000-Puts - - - -
0.1265
0.201
0.0745 0.0005 0.07 暂无
20210129-20000-Calls
0.054
0.0785
0.0245 -0.002 0.023 - - - - 暂无
20210129-20000-Puts - - - -
0.166
0.2495
0.0835 -0.0045 0.075 暂无
20210129-22000-Calls
0.039
0.0555
0.0165 -0.002 0.0145 - - - - 暂无
20210129-24000-Puts - - - -
0.4085
0.4645
0.056 -0.07 0.04 暂无
20210129-24000-Calls
0.0305
0.0425
0.012 -0.003 0.012
0.0285
0.029
0.0005 0.0 -0.0025 0.0125
20210129-28000-Puts - - - -
0.6495
0.6895
0.04 -0.1095 0.017 暂无
20210129-28000-Calls
0.0205
0.028
0.0075 -0.0015 0.0065 - - - - 暂无
20210129-32000-Puts - - - -
0.909
0.929
0.02 -0.1785 -0.0285 暂无
20210129-32000-Calls
0.015
0.0195
0.0045 -0.002 0.004 - - - - 暂无
20210326-4000-Calls
0.7695
0.7805
0.011 -0.023 -0.007 - - - - 暂无
20210326-4000-Puts
0.005
0.006
0.001 -0.0005 0.0005 - - - - 暂无
20210326-5000-Puts
0.0095
0.0105
0.001 -0.0005 -0.0005 - - - - 暂无
20210326-5000-Calls
0.714
0.7265
0.0125 -0.027 -0.0095 - - - - 暂无
20210326-6000-Calls
0.6555
0.6715
0.016 -0.0295 -0.0065 - - - - 暂无
20210326-6000-Puts
0.007
0.008
0.001 -0.0005 -0.0005 - - - - 暂无
20210326-7000-Puts
0.0065
0.007
0.0005 -0.0005 -0.0015
0.0215
0.022
0.0005 -0.002 0.0 0.001
20210326-7000-Calls
0.598
0.618
0.02 -0.0305 -0.003 - - - - 暂无
20210326-8000-Puts
0.0095
0.01
0.0005 -0.0005 -0.002
0.024
0.0255
0.0015 -0.0025 0.001 0.002
20210326-8000-Calls
0.542
0.5655
0.0235 -0.032 0.0005 - - - - 暂无
20210326-9000-Calls
0.487
0.512
0.025 -0.0345 0.002 - - - - 暂无
20210326-9000-Puts
0.03
0.0315
0.0015 -0.0015 -0.001
0.0325
0.034
0.0015 -0.0025 0.0 0.003
20210326-10000-Calls
0.433
0.4595
0.0265 -0.035 0.004
0.2715
0.2735
0.002 -0.0225 -0.033 0.0285
20210326-10000-Puts
0.059
0.0615
0.0025 -0.002 0.001
0.083
0.085
0.002 -0.0015 0.0 0.0045
20210326-11000-Puts
0.07
0.074
0.004 -0.0035 0.0025
0.0155
0.0205
0.005 -0.0015 0.0015 0.009
20210326-11000-Calls
0.2435
0.252
0.0085 -0.039 -0.015
0.3
0.3015
0.0015 -0.0235 -0.0375 0.01
20210326-12000-Calls
0.2035
0.211
0.0075 -0.042 -0.0175
0.31
0.312
0.002 -0.025 -0.04 0.0095
20210326-12000-Puts
0.071
0.076
0.005 -0.003 0.005
0.022
0.031
0.009 0.0 0.006 0.014
20210326-13000-Calls
0.2745
0.3095
0.035 -0.0395 0.01
0.1715
0.174
0.0025 -0.025 -0.037 0.0375
20210326-13000-Puts
0.1355
0.138
0.0025 -0.004 0.0015
0.0315
0.045
0.0135 -0.001 0.0095 0.016
20210326-14000-Puts
0.1245
0.1265
0.002 -0.0045 0.0005
0.0445
0.064
0.0195 -0.0015 0.015 0.0215
20210326-14000-Calls
0.2345
0.293
0.0585 -0.003 0.0475
0.234
0.236
0.002 -0.011 -0.001 0.0605
20210326-15000-Calls
0.1995
0.255
0.0555 -0.004 0.0445 - - - - 暂无
20210326-15000-Puts - - - -
0.0615
0.0885
0.027 -0.0015 0.0225 暂无
20210326-16000-Puts
0.168
0.1705
0.0025 -0.0045 0.0
0.083
0.1185
0.0355 -0.0025 0.031 0.038
20210326-16000-Calls
0.17
0.224
0.054 -0.0045 0.046
0.153
0.155
0.002 -0.008 -0.0025 0.056
20210326-17000-Calls
0.145
0.1925
0.0475 -0.006 0.039 - - - - 暂无
20210326-17000-Puts - - - -
0.1085
0.153
0.0445 -0.002 0.0385 暂无
20210326-18000-Puts
0.2515
0.2525
0.001 -0.006 -0.0005
0.138
0.192
0.054 -0.0015 0.048 0.055
20210326-18000-Calls
0.1245
0.17
0.0455 -0.003 0.0415
0.1205
0.1225
0.002 -0.004 -0.001 0.0475
20210326-20000-Puts - - - -
0.208
0.2785
0.0705 -0.002 0.063 暂无
20210326-20000-Calls
0.094
0.132
0.038 -0.0025 0.0355
0.0935
0.0945
0.001 -0.0025 -0.0015 0.039