ABBV цепочка опционов AbbVie Inc.
Cboe delayed options data · по состоянию на 18:33 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 ±6.9% (264.83–303.98) · ATM IV 29.0% · P/C открытого интереса 0.62
| 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 | |
| 138.00 | 141.20 | 1.00 | 0.0000 | 0.000 | 145 | 0 | 0.4000 | 27 | 98.5% | -0.00 | 0.0000 | -0.002 | ||||
| 133.05 | 136.45 | 1.00 | 0.0000 | 0.000 | 150 | 0 | 0.4000 | 84 | 94.0% | -0.00 | 0.0000 | -0.002 | ||||
| 128.05 | 131.75 | 1.00 | 0.0000 | 0.000 | 155 | 0 | 2.13 | 280 | 115.8% | -0.00 | 0.0000 | -0.002 | ||||
| 123.05 | 126.40 | 1.00 | 0.0001 | 0.000 | 160 | 0 | 2.13 | 64 | 110.5% | -0.00 | 0.0001 | -0.002 | ||||
| 118.10 | 121.30 | 1.00 | 0.0001 | 0.000 | 165 | 0 | 2.13 | 63 | 105.3% | -0.00 | 0.0001 | -0.003 | ||||
| 113.20 | 116.30 | 1 | 1.00 | 0.0001 | 0.000 | 170 | 0 | 2.14 | 324 | 100.4% | -0.00 | 0.0001 | -0.003 | |||
| 108.15 | 111.35 | 1.00 | 0.0001 | 0.000 | 175 | 0 | 2.14 | 380 | 95.6% | -0.00 | 0.0001 | -0.003 | ||||
| 103.15 | 106.35 | 1.00 | 0.0001 | 0.000 | 180 | 0 | 0.4400 | 633 | 70.4% | -0.00 | 0.0001 | -0.004 | ||||
| 98.20 | 101.40 | 1.00 | 0.0002 | 0.000 | 185 | 0 | 0.8400 | 645 | 73.2% | -0.00 | 0.0002 | -0.004 | ||||
| 93.20 | 96.40 | 1 | 1.00 | 0.0002 | 0.000 | 190 | 0 | 0.2500 | 285 | 58.5% | -0.00 | 0.0002 | -0.005 | |||
| 88.25 | 91.45 | 1 | 1.00 | 0.0002 | 0.000 | 195 | 0 | 0.2600 | 290 | 55.4% | -0.00 | 0.0002 | -0.006 | |||
| 83.25 | 86.60 | 0.99 | 0.0003 | 0.000 | 200 | 0 | 0.2700 | 396 | 52.3% | -0.00 | 0.0003 | -0.007 | ||||
| 73.35 | 76.40 | 6 | 0.99 | 0.0005 | -0.002 | 210 | 0.0300 | 0.1300 | 655 | 43.0% | -0.01 | 0.0005 | -0.011 | |||
| 63.45 | 66.65 | 29 | 0.99 | 0.0009 | -0.008 | 220 | 0.0700 | 0.1900 | 41 | 2,355 | 39.4% | -0.01 | 0.0010 | -0.016 | ||
| 53.60 | 56.05 | 16 | 0.98 | 0.0017 | -0.018 | 230 | 0.1900 | 0.3500 | 131 | 2,277 | 37.3% | -0.02 | 0.0017 | -0.025 | ||
| 44.05 | 46.35 | 750 | 0.96 | 0.0031 | -0.035 | 240 | 0.4500 | 0.6300 | 13 | 2,258 | 35.1% | -0.04 | 0.0031 | -0.040 | ||
| 39.10 | 41.70 | 24.0% | 0.94 | 0.0041 | -0.046 | 245 | 0.4100 | 1.04 | 33.7% | -0.06 | 0.0041 | -0.051 | ||||
| 34.75 | 37.00 | 15 | 969 | 28.5% | 0.92 | 0.0054 | -0.060 | 250 | 0.9800 | 1.25 | 52 | 1,243 | 33.5% | -0.08 | 0.0054 | -0.065 |
| 29.90 | 32.65 | 28.3% | 0.89 | 0.0069 | -0.076 | 255 | 1.39 | 1.95 | 12 | 33.3% | -0.11 | 0.0070 | -0.080 | |||
| 25.95 | 27.95 | 12 | 1,900 | 28.7% | 0.85 | 0.0087 | -0.093 | 260 | 2.09 | 2.32 | 36 | 1,097 | 31.9% | -0.15 | 0.0088 | -0.097 |
| 23.65 | 26.25 | 29.2% | 0.83 | 0.0096 | -0.102 | 262.5 | 2.43 | 2.68 | 31.4% | -0.17 | 0.0097 | -0.106 | ||||
| 21.75 | 24.25 | 29.4% | 0.80 | 0.0106 | -0.111 | 265 | 2.82 | 3.20 | 5 | 31.1% | -0.20 | 0.0106 | -0.114 | |||
| 19.75 | 22.35 | 29.3% | 0.77 | 0.0115 | -0.119 | 267.5 | 3.35 | 3.65 | 30.6% | -0.23 | 0.0116 | -0.122 | ||||
| 17.60 | 19.95 | 53 | 2,233 | 27.7% | 0.74 | 0.0124 | -0.127 | 270 | 4.05 | 4.40 | 15 | 701 | 30.8% | -0.26 | 0.0125 | -0.130 |
| 17.40 | 18.65 | 31.4% | 0.71 | 0.0133 | -0.134 | 272.5 | 4.65 | 5.05 | 2 | 30.3% | -0.29 | 0.0134 | -0.137 | |||
| 14.45 | 17.10 | 29.3% | 0.68 | 0.0141 | -0.140 | 275 | 5.50 | 5.80 | 22 | 30.1% | -0.33 | 0.0142 | -0.143 | |||
| 14.00 | 14.65 | 29.7% | 0.64 | 0.0148 | -0.146 | 277.5 | 6.25 | 6.80 | 1 | 29.9% | -0.36 | 0.0150 | -0.148 | |||
| 12.65 | 13.05 | 26 | 4,002 | 29.7% | 0.60 | 0.0153 | -0.149 | 280 | 7.35 | 7.75 | 13 | 169 | 29.9% | -0.40 | 0.0156 | -0.152 |
| 11.00 | 11.70 | 29.3% | 0.56 | 0.0158 | -0.152 | 282.5 | 8.40 | 8.80 | 9 | 29.6% | -0.44 | 0.0160 | -0.155 | |||
| 9.30 | 10.35 | 3 | 28.5% | 0.52 | 0.0160 | -0.153 | 285 | 9.40 | 10.10 | 7 | 29.4% | -0.48 | 0.0163 | -0.156 | ||
| 8.45 | 9.15 | 13 | 28.9% | 0.48 | 0.0161 | -0.152 | 287.5 | 10.45 | 11.35 | 28.9% | -0.52 | 0.0165 | -0.155 | |||
| 7.55 | 7.95 | 224 | 8,776 | 29.0% | 0.44 | 0.0161 | -0.150 | 290 | 12.20 | 12.70 | 86 | 29.2% | -0.56 | 0.0164 | -0.153 | |
| 6.30 | 7.00 | 135 | 28.6% | 0.41 | 0.0159 | -0.147 | 292.5 | 13.25 | 14.35 | 28.6% | -0.60 | 0.0163 | -0.149 | |||
| 5.35 | 6.05 | 9 | 28.4% | 0.37 | 0.0155 | -0.142 | 295 | 15.15 | 15.85 | 2 | 28.8% | -0.64 | 0.0159 | -0.144 | ||
| 4.55 | 5.15 | 1 | 28.2% | 0.33 | 0.0150 | -0.135 | 297.5 | 16.50 | 18.60 | 29.9% | -0.68 | 0.0154 | -0.138 | |||
| 4.00 | 4.40 | 53 | 2,889 | 28.3% | 0.29 | 0.0143 | -0.128 | 300 | 18.45 | 20.60 | 20 | 30.6% | -0.72 | 0.0148 | -0.131 | |
| 3.10 | 3.75 | 27.8% | 0.26 | 0.0135 | -0.120 | 302.5 | 19.95 | 22.45 | 29.9% | -0.75 | 0.0141 | -0.123 | ||||
| 2.76 | 3.20 | 4 | 28.1% | 0.23 | 0.0126 | -0.112 | 305 | 21.95 | 24.65 | 30.4% | -0.79 | 0.0133 | -0.115 | |||
| 2.16 | 2.69 | 11 | 27.7% | 0.20 | 0.0117 | -0.103 | 307.5 | 24.10 | 26.65 | 30.7% | -0.82 | 0.0124 | -0.106 | |||
| 1.96 | 2.25 | 48 | 738 | 28.1% | 0.17 | 0.0108 | -0.094 | 310 | 26.50 | 28.90 | 1 | 31.9% | -0.84 | 0.0114 | -0.097 | |
| 1.30 | 1.60 | 3 | 28.1% | 0.13 | 0.0088 | -0.076 | 315 | 30.70 | 33.35 | 32.2% | -0.89 | 0.0096 | -0.080 | |||
| 0.8100 | 1.10 | 52 | 982 | 27.9% | 0.09 | 0.0070 | -0.061 | 320 | 35.35 | 37.95 | 2 | 33.3% | -0.93 | 0.0079 | -0.065 | |
| 0.5200 | 0.8500 | 2 | 28.4% | 0.07 | 0.0055 | -0.048 | 325 | 40.25 | 42.70 | 35.2% | -0.96 | 0.0065 | -0.052 | |||
| 0.3700 | 0.6400 | 9 | 118 | 29.1% | 0.05 | 0.0042 | -0.038 | 330 | 45.15 | 47.60 | 37.3% | -0.98 | 0.0050 | -0.039 | ||
| 0.1400 | 0.8100 | 31.1% | 0.04 | 0.0033 | -0.031 | 335 | 49.60 | 52.60 | 37.7% | -0.99 | 0.0030 | -0.034 | ||||
| 0.0700 | 0.6400 | 29 | 31.7% | 0.03 | 0.0026 | -0.026 | 340 | 53.80 | 57.65 | 35.5% | -1.00 | 0.0013 | -0.030 | |||
| 0 | 0.2200 | 23 | 30.2% | 0.02 | 0.0018 | -0.020 | 350 | 64.25 | 67.60 | 43.2% | -1.00 | 0.0000 | -0.030 | |||
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 — Nov 20, 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