AA цепочка опционов Alcoa Corporation
Cboe delayed options data · по состоянию на 12:33 UTC
Каждая строка — один страйк. Левая половина — call, правая — put. Bid/ask — текущие котировки покупателей и продавцов; объём — количество контрактов, заключённых в эту сессию; открытый интерес — действующие контракты. Выделенная строка ближайшая к текущей цене акции.
Данная экспирация закладывает в цену движение примерно ±7.6% (38.45–44.78) · ATM IV 48.6% · P/C открытого интереса 1.99
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Бид | Спросить | Объём | 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 | Бид | Спросить | Объём | OI | IV | Δ | Γ | Θ | |
| 9.80 | 12.55 | 0.99 | 0.0051 | -0.007 | 30 | 0 | 2.12 | 172.6% | -0.01 | 0.0057 | -0.008 | |||||
| 9.95 | 11.55 | 98.6% | 0.99 | 0.0064 | -0.007 | 31 | 0 | 2.12 | 160.3% | -0.02 | 0.0071 | -0.008 | ||||
| 8.90 | 10.55 | 86.9% | 0.98 | 0.0082 | -0.008 | 32 | 0 | 2.13 | 4 | 148.4% | -0.02 | 0.0090 | -0.009 | |||
| 8.05 | 9.55 | 1 | 86.1% | 0.98 | 0.0107 | -0.009 | 33 | 0.0100 | 0.1000 | 23 | 19 | 63.0% | -0.02 | 0.0116 | -0.010 | |
| 7.05 | 8.55 | 1 | 77.2% | 0.97 | 0.0146 | -0.010 | 34 | 0.0100 | 0.1200 | 21 | 23 | 57.7% | -0.03 | 0.0157 | -0.011 | |
| 5.90 | 7.60 | 1 | 64.3% | 0.96 | 0.0209 | -0.013 | 35 | 0 | 0.3700 | 2 | 112 | 63.6% | -0.05 | 0.0222 | -0.014 | |
| 5.05 | 6.65 | 1 | 63.4% | 0.94 | 0.0312 | -0.018 | 36 | 0 | 0.5700 | 1 | 291 | 62.5% | -0.07 | 0.0324 | -0.019 | |
| 3.95 | 5.65 | 3 | 51.3% | 0.90 | 0.0455 | -0.026 | 37 | 0 | 0.4800 | 14 | 102 | 50.9% | -0.11 | 0.0465 | -0.026 | |
| 3.65 | 5.30 | 56.7% | 0.87 | 0.0538 | -0.030 | 37.5 | 0 | 0.5900 | 1 | 1 | 49.8% | -0.14 | 0.0546 | -0.031 | ||
| 3.40 | 4.50 | 1 | 50.6% | 0.84 | 0.0625 | -0.035 | 38 | 0.2900 | 0.5800 | 28 | 110 | 52.3% | -0.17 | 0.0630 | -0.035 | |
| 2.75 | 4.50 | 1 | 53.6% | 0.81 | 0.0711 | -0.040 | 38.5 | 0.2100 | 0.6000 | 13 | 2 | 46.0% | -0.20 | 0.0714 | -0.040 | |
| 2.33 | 4.15 | 2 | 52.9% | 0.77 | 0.0793 | -0.044 | 39 | 0.5300 | 0.7500 | 15 | 37 | 50.6% | -0.24 | 0.0794 | -0.044 | |
| 1.89 | 3.80 | 2 | 1 | 51.1% | 0.72 | 0.0868 | -0.048 | 39.5 | 0.6100 | 0.9700 | 21 | 26 | 50.6% | -0.28 | 0.0867 | -0.048 |
| 2.07 | 2.57 | 37 | 104 | 44.3% | 0.68 | 0.0932 | -0.051 | 40 | 0.8500 | 1.14 | 268 | 219 | 51.6% | -0.33 | 0.0930 | -0.051 |
| 1.77 | 2.34 | 19 | 13 | 46.0% | 0.63 | 0.0982 | -0.054 | 40.5 | 0.9600 | 1.40 | 3 | 3 | 51.1% | -0.38 | 0.0979 | -0.054 |
| 1.49 | 2.00 | 14 | 39 | 45.2% | 0.58 | 0.1015 | -0.056 | 41 | 1.07 | 1.58 | 19 | 41 | 48.7% | -0.43 | 0.1011 | -0.056 |
| 1.25 | 1.85 | 36 | 35 | 47.1% | 0.53 | 0.1029 | -0.057 | 41.5 | 1.39 | 1.84 | 2,083 | 2,032 | 50.0% | -0.48 | 0.1024 | -0.057 |
| 1.25 | 1.45 | 87 | 124 | 48.1% | 0.47 | 0.1025 | -0.057 | 42 | 1.65 | 2.09 | 56 | 196 | 49.5% | -0.53 | 0.1020 | -0.057 |
| 1.01 | 1.23 | 69 | 70 | 47.3% | 0.43 | 0.1004 | -0.056 | 42.5 | 1.88 | 2.47 | 1 | 49.8% | -0.58 | 0.0999 | -0.056 | |
| 0.7100 | 1.04 | 41 | 168 | 45.2% | 0.38 | 0.0968 | -0.054 | 43 | 2.20 | 2.94 | 26 | 156 | 52.2% | -0.63 | 0.0963 | -0.054 |
| 0.5900 | 0.9500 | 44 | 26 | 46.9% | 0.33 | 0.0921 | -0.052 | 43.5 | 2.62 | 3.20 | 6 | 20 | 52.3% | -0.67 | 0.0916 | -0.052 |
| 0.4500 | 0.7100 | 67 | 78 | 44.9% | 0.29 | 0.0865 | -0.049 | 44 | 2.05 | 3.65 | 3 | 105 | 36.5% | -0.71 | 0.0860 | -0.049 |
| 0.3800 | 0.6600 | 25 | 16 | 47.0% | 0.25 | 0.0803 | -0.046 | 44.5 | 2.45 | 4.85 | 52.6% | -0.75 | 0.0798 | -0.046 | ||
| 0.2900 | 0.5800 | 382 | 756 | 47.6% | 0.22 | 0.0738 | -0.042 | 45 | 3.70 | 4.40 | 59 | 145 | 53.0% | -0.79 | 0.0732 | -0.042 |
| 0.2500 | 0.5200 | 88 | 89 | 49.2% | 0.19 | 0.0670 | -0.039 | 45.5 | 3.25 | 5.15 | 40.2% | -0.82 | 0.0664 | -0.038 | ||
| 0.1400 | 0.3300 | 45 | 110 | 45.0% | 0.16 | 0.0603 | -0.035 | 46 | 3.70 | 5.55 | 22 | 38.4% | -0.84 | 0.0596 | -0.034 | |
| 0 | 0.3200 | 35 | 34 | 43.4% | 0.14 | 0.0537 | -0.031 | 46.5 | 4.35 | 6.55 | 60.1% | -0.87 | 0.0531 | -0.031 | ||
| 0.1700 | 0.4000 | 37 | 222 | 54.4% | 0.12 | 0.0475 | -0.028 | 47 | 4.65 | 7.20 | 2 | 10 | 62.4% | -0.89 | 0.0469 | -0.027 |
| 0 | 0.3300 | 4 | 4 | 49.7% | 0.10 | 0.0419 | -0.025 | 47.5 | 5.15 | 7.45 | 59.1% | -0.91 | 0.0412 | -0.025 | ||
| 0.0400 | 0.1600 | 38 | 144 | 46.9% | 0.08 | 0.0368 | -0.022 | 48 | 6.15 | 7.20 | 2 | 27 | 53.9% | -0.92 | 0.0362 | -0.022 |
| 0.0200 | 0.1800 | 14 | 65 | 51.9% | 0.06 | 0.0286 | -0.018 | 49 | 6.00 | 8.60 | 5 | -0.94 | 0.0280 | -0.018 | ||
| 0.0100 | 0.1700 | 4 | 157 | 55.7% | 0.05 | 0.0225 | -0.015 | 50 | 7.55 | 9.10 | 3 | 1,220 | -0.95 | 0.0220 | -0.015 | |
| 0 | 0.5600 | 2 | 18 | 77.3% | 0.04 | 0.0180 | -0.013 | 51 | 8.50 | 10.25 | 18 | -0.96 | 0.0175 | -0.013 | ||
| 0 | 0.6800 | 25 | 86.7% | 0.03 | 0.0146 | -0.011 | 52 | 9.45 | 11.15 | 5 | -0.97 | 0.0142 | -0.011 | |||
| 0 | 2.13 | 21 | 129.7% | 0.03 | 0.0121 | -0.010 | 53 | 9.70 | 12.80 | -0.98 | 0.0117 | -0.010 | ||||
| 0 | 0.2500 | 33 | 78.0% | 0.02 | 0.0101 | -0.009 | 54 | 11.45 | 13.95 | 87.1% | -0.98 | 0.0098 | -0.009 | |||
| 0 | 2.13 | 41 | 141.3% | 0.02 | 0.0085 | -0.008 | 55 | 12.50 | 14.35 | 8 | -0.98 | 0.0082 | -0.008 | |||
| 0 | 0.1000 | 14 | 74.1% | 0.02 | 0.0073 | -0.008 | 56 | 12.80 | 15.20 | 8 | -0.98 | 0.0070 | -0.007 | |||
| 0 | 2.13 | 2 | 152.3% | 0.01 | 0.0063 | -0.007 | 57 | 14.45 | 17.20 | 111.4% | -0.99 | 0.0061 | -0.007 | |||
| 0 | 2.13 | 1 | 157.5% | 0.01 | 0.0055 | -0.006 | 58 | 15.45 | 17.45 | -0.99 | 0.0053 | -0.006 | ||||
| 0 | 2.13 | 2 | 162.5% | 0.01 | 0.0048 | -0.006 | 59 | 15.80 | 18.90 | -0.99 | 0.0046 | -0.006 | ||||
| 0 | 0.5300 | 63 | 117.5% | 0.01 | 0.0043 | -0.006 | 60 | 16.80 | 19.55 | -0.99 | 0.0041 | -0.005 | ||||
| 0 | 2.13 | 6 | 172.2% | 0.01 | 0.0038 | -0.005 | 61 | 17.80 | 20.45 | -0.99 | 0.0036 | -0.005 | ||||
| 0 | 2.13 | 176.9% | 0.01 | 0.0034 | -0.005 | 62 | 18.80 | 21.40 | -0.99 | 0.0033 | -0.005 | |||||
Отображаемые страйки: в пределах ±50% от цены базового актива. Внутренняя стоимость = max(0, цена − страйк) для call, max(0, страйк − цена) для put; внешняя = цена опциона − внутренняя стоимость. Греки и IV, рассчитанные на основе биржевого фида.
Улыбка волатильности — Oct 30, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы