ADBE цепочка опционов Adobe Inc.
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 ±8.2% (224.19–264.35) · ATM IV 42.6% · P/C открытого интереса 1.74
| 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 | |
| 101.55 | 110.10 | 100.6% | 1.00 | 0.0001 | -0.003 | 140 | 0 | 4.30 | 159.0% | -0.00 | 0.0001 | -0.003 | ||||
| 96.55 | 105.15 | 95.8% | 1.00 | 0.0001 | -0.004 | 145 | 0 | 4.30 | 150.6% | -0.00 | 0.0001 | -0.004 | ||||
| 91.55 | 100.15 | 4 | 1.00 | 0.0001 | -0.005 | 150 | 0 | 4.30 | 2 | 142.5% | -0.00 | 0.0001 | -0.005 | |||
| 86.60 | 95.15 | 82.8% | 1.00 | 0.0002 | -0.006 | 155 | 0 | 4.30 | 134.7% | -0.00 | 0.0002 | -0.006 | ||||
| 81.60 | 90.20 | 78.5% | 1.00 | 0.0002 | -0.007 | 160 | 0.0100 | 0.0800 | 6 | 30 | 68.7% | -0.00 | 0.0002 | -0.007 | ||
| 76.60 | 85.10 | 65.1% | 1.00 | 0.0003 | -0.009 | 165 | 0 | 4.35 | 120.0% | -0.00 | 0.0003 | -0.009 | ||||
| 71.65 | 80.20 | 62.1% | 1.00 | 0.0004 | -0.011 | 170 | 0 | 4.35 | 3 | 112.8% | -0.00 | 0.0004 | -0.011 | |||
| 66.65 | 75.25 | 58.8% | 0.99 | 0.0005 | -0.013 | 175 | 0 | 0.3900 | 20 | 66.6% | -0.01 | 0.0005 | -0.013 | |||
| 61.70 | 70.25 | 55.4% | 0.99 | 0.0007 | -0.017 | 180 | 0.0100 | 0.3300 | 53 | 104 | 60.5% | -0.01 | 0.0007 | -0.017 | ||
| 56.75 | 65.35 | 56.0% | 0.99 | 0.0010 | -0.022 | 185 | 0.0100 | 0.4900 | 28 | 59.2% | -0.01 | 0.0010 | -0.022 | |||
| 51.85 | 60.40 | 52.9% | 0.98 | 0.0014 | -0.028 | 190 | 0.0100 | 0.5300 | 2 | 125 | 55.0% | -0.02 | 0.0014 | -0.029 | ||
| 46.90 | 54.40 | 0.98 | 0.0019 | -0.037 | 195 | 0.0700 | 0.8000 | 18 | 58 | 54.4% | -0.02 | 0.0019 | -0.037 | |||
| 42.05 | 49.60 | 0.97 | 0.0026 | -0.049 | 200 | 0.2100 | 0.5200 | 41 | 260 | 47.8% | -0.03 | 0.0026 | -0.049 | |||
| 37.40 | 45.00 | 42.7% | 0.95 | 0.0036 | -0.064 | 205 | 0.4900 | 1.18 | 9 | 119 | 51.0% | -0.05 | 0.0036 | -0.064 | ||
| 32.60 | 40.15 | 4 | 40.9% | 0.93 | 0.0049 | -0.083 | 210 | 0.6700 | 1.33 | 7 | 203 | 47.7% | -0.07 | 0.0049 | -0.084 | |
| 27.80 | 35.65 | 9 | 40.5% | 0.90 | 0.0065 | -0.106 | 215 | 0.9300 | 1.80 | 30 | 296 | 45.9% | -0.10 | 0.0065 | -0.107 | |
| 23.70 | 31.25 | 11 | 41.9% | 0.86 | 0.0084 | -0.133 | 220 | 1.34 | 2.70 | 9 | 198 | 45.3% | -0.14 | 0.0084 | -0.134 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 222.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 19.60 | 27.20 | 14 | 42.3% | 0.82 | 0.0103 | -0.162 | 225 | 2.11 | 3.20 | 132 | 235 | 43.2% | -0.19 | 0.0104 | -0.163 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 227.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 16.40 | 22.80 | 12 | 54 | 42.3% | 0.76 | 0.0123 | -0.189 | 230 | 3.70 | 4.95 | 151 | 851 | 45.6% | -0.24 | 0.0124 | -0.191 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 232.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 13.15 | 19.25 | 1 | 76 | 42.5% | 0.69 | 0.0140 | -0.213 | 235 | 5.15 | 6.65 | 10 | 415 | 45.4% | -0.31 | 0.0141 | -0.215 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 237.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.60 | 16.20 | 6 | 141 | 45.9% | 0.61 | 0.0152 | -0.230 | 240 | 6.85 | 9.15 | 14 | 85 | 45.9% | -0.39 | 0.0154 | -0.232 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 242.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.45 | 11.45 | 5 | 42 | 38.2% | 0.54 | 0.0159 | -0.238 | 245 | 9.00 | 12.25 | 311 | 377 | 47.0% | -0.47 | 0.0161 | -0.241 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 247.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.85 | 8.85 | 203 | 335 | 41.0% | 0.46 | 0.0159 | -0.236 | 250 | 9.30 | 15.85 | 6 | 51 | 43.7% | -0.55 | 0.0162 | -0.239 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 252.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.55 | 6.60 | 33 | 234 | 39.2% | 0.38 | 0.0154 | -0.225 | 255 | 14.85 | 18.95 | 10 | 22 | 49.0% | -0.63 | 0.0156 | -0.229 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 257.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.85 | 5.65 | 241 | 344 | 42.4% | 0.31 | 0.0143 | -0.206 | 260 | 16.70 | 22.05 | 5 | 17 | 44.8% | -0.70 | 0.0146 | -0.211 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 262.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.99 | 3.80 | 174 | 167 | 41.8% | 0.24 | 0.0128 | -0.183 | 265 | 19.45 | 25.35 | 5 | 10 | 40.8% | -0.77 | 0.0131 | -0.188 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 267.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.05 | 2.77 | 152 | 229 | 41.5% | 0.19 | 0.0110 | -0.157 | 270 | 23.50 | 30.85 | 6 | 44.9% | -0.82 | 0.0114 | -0.162 | |
| 0.8700 | 2.26 | 4 | 33 | 40.4% | 0.14 | 0.0092 | -0.131 | 275 | 27.15 | 35.25 | 2 | 43.3% | -0.87 | 0.0097 | -0.137 | |
| 0.9500 | 1.73 | 51 | 83 | 42.9% | 0.11 | 0.0076 | -0.108 | 280 | 32.85 | 39.75 | 48.6% | -0.91 | 0.0080 | -0.115 | ||
| 0.4700 | 1.31 | 9 | 54 | 42.4% | 0.08 | 0.0061 | -0.088 | 285 | 36.65 | 44.40 | 1 | 45.6% | -0.93 | 0.0064 | -0.094 | |
| 0.2500 | 0.7800 | 3 | 55 | 41.1% | 0.06 | 0.0048 | -0.072 | 290 | 41.45 | 49.20 | 47.0% | -0.95 | 0.0050 | -0.076 | ||
| 0 | 0.7500 | 3 | 22 | 41.9% | 0.05 | 0.0038 | -0.059 | 295 | 46.30 | 54.05 | 48.3% | -0.97 | 0.0038 | -0.059 | ||
| 0.0700 | 0.5200 | 8 | 39 | 43.1% | 0.04 | 0.0031 | -0.049 | 300 | 51.20 | 58.95 | 49.8% | -0.98 | 0.0028 | -0.045 | ||
| 0.0200 | 0.9900 | 3 | 50.6% | 0.03 | 0.0024 | -0.040 | 305 | 56.30 | 63.90 | 53.5% | -0.99 | 0.0021 | -0.033 | |||
| 0 | 0.9900 | 1 | 6 | 53.4% | 0.02 | 0.0020 | -0.034 | 310 | 61.00 | 68.90 | 52.8% | -0.99 | 0.0015 | -0.024 | ||
| 0 | 1.91 | 1 | 63.9% | 0.02 | 0.0016 | -0.029 | 315 | 66.15 | 73.90 | 57.9% | -0.99 | 0.0011 | -0.017 | |||
| 0 | 0.3800 | 21 | 21 | 51.0% | 0.02 | 0.0013 | -0.024 | 320 | 71.40 | 78.90 | 63.7% | -1.00 | 0.0008 | -0.011 | ||
| 0 | 4.40 | 14 | 84.4% | 0.01 | 0.0011 | -0.021 | 325 | 76.15 | 83.90 | 63.6% | -1.00 | 0.0005 | -0.008 | |||
| 0 | 3.80 | 1 | 84.7% | 0.01 | 0.0009 | -0.018 | 330 | 81.15 | 88.90 | 66.4% | -1.00 | 0.0004 | -0.005 | |||
| 0.0200 | 4.35 | 2 | 3 | 90.8% | 0.01 | 0.0008 | -0.016 | 335 | 86.30 | 93.90 | 71.2% | -1.00 | 0.0003 | -0.003 | ||
| 0 | 4.35 | 1 | 93.8% | 0.01 | 0.0006 | -0.014 | 340 | 91.40 | 98.90 | 75.1% | -1.00 | 0.0002 | -0.002 | |||
| 0 | 4.35 | 4 | 96.8% | 0.01 | 0.0005 | -0.012 | 345 | 96.30 | 103.90 | 76.5% | -1.00 | 0.0001 | -0.001 | |||
| 0 | 3.90 | 6 | 97.4% | 0.01 | 0.0005 | -0.011 | 350 | 101.15 | 108.90 | 76.9% | -1.00 | 0.0001 | -0.001 | |||
| 0 | 4.30 | 14 | 105.3% | 0.00 | 0.0003 | -0.008 | 360 | 111.15 | 118.90 | 81.8% | -1.00 | 0.0000 | -0.000 | |||
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.
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