ALB цепочка опционов Albemarle Corporation
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 ±33.4% (91.47–183.03) · ATM IV 50.6% · P/C открытого интереса 0.95
| 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 | |
| 68.25 | 71.70 | 1 | 56.9% | 0.96 | 0.0014 | -0.001 | 70 | 1.14 | 1.75 | 3 | 56.5% | -0.04 | 0.0014 | -0.011 | ||
| 63.90 | 66.85 | 54.0% | 0.94 | 0.0018 | -0.004 | 75 | 1.57 | 2.25 | 18 | 55.4% | -0.06 | 0.0018 | -0.013 | |||
| 59.65 | 62.40 | 52.8% | 0.93 | 0.0022 | -0.007 | 80 | 2.16 | 3.20 | 19 | 55.7% | -0.07 | 0.0022 | -0.016 | |||
| 56.15 | 58.25 | 6 | 53.9% | 0.91 | 0.0026 | -0.011 | 85 | 2.80 | 3.20 | 20 | 52.6% | -0.09 | 0.0027 | -0.019 | ||
| 51.55 | 54.65 | 18 | 52.7% | 0.89 | 0.0031 | -0.014 | 90 | 3.60 | 4.15 | 101 | 52.2% | -0.11 | 0.0031 | -0.022 | ||
| 47.65 | 50.25 | 3 | 50.9% | 0.86 | 0.0036 | -0.018 | 95 | 4.45 | 5.20 | 138 | 51.4% | -0.14 | 0.0036 | -0.025 | ||
| 44.00 | 46.85 | 4 | 51.0% | 0.84 | 0.0040 | -0.021 | 100 | 6.00 | 6.50 | 175 | 51.8% | -0.16 | 0.0041 | -0.027 | ||
| 40.95 | 43.80 | 8 | 52.1% | 0.81 | 0.0045 | -0.024 | 105 | 7.25 | 8.90 | 56 | 52.8% | -0.19 | 0.0046 | -0.030 | ||
| 37.50 | 40.50 | 25 | 51.4% | 0.78 | 0.0049 | -0.028 | 110 | 8.70 | 9.80 | 106 | 51.2% | -0.22 | 0.0050 | -0.033 | ||
| 34.60 | 37.00 | 20 | 50.8% | 0.75 | 0.0053 | -0.030 | 115 | 10.50 | 12.10 | 247 | 51.7% | -0.25 | 0.0055 | -0.035 | ||
| 31.80 | 34.20 | 20 | 50.9% | 0.72 | 0.0057 | -0.033 | 120 | 12.70 | 14.45 | 108 | 52.2% | -0.28 | 0.0059 | -0.037 | ||
| 28.65 | 31.45 | 5 | 50.1% | 0.69 | 0.0060 | -0.035 | 125 | 14.80 | 16.55 | 81 | 51.7% | -0.32 | 0.0062 | -0.038 | ||
| 26.65 | 28.85 | 19 | 50.5% | 0.66 | 0.0063 | -0.037 | 130 | 16.85 | 19.55 | 276 | 51.9% | -0.35 | 0.0065 | -0.040 | ||
| 24.30 | 26.40 | 27 | 50.2% | 0.62 | 0.0065 | -0.039 | 135 | 19.45 | 21.40 | 23 | 51.0% | -0.38 | 0.0067 | -0.041 | ||
| 21.60 | 24.15 | 41 | 49.4% | 0.59 | 0.0066 | -0.040 | 140 | 22.45 | 23.45 | 74 | 50.4% | -0.42 | 0.0069 | -0.042 | ||
| 20.65 | 23.05 | 2 | 25 | 51.5% | 0.56 | 0.0068 | -0.041 | 145 | 24.95 | 26.40 | 63 | 49.9% | -0.45 | 0.0070 | -0.042 | |
| 18.85 | 21.10 | 1 | 37 | 51.3% | 0.53 | 0.0068 | -0.042 | 150 | 28.15 | 29.55 | 6 | 50.1% | -0.48 | 0.0071 | -0.042 | |
| 17.45 | 18.95 | 1 | 50 | 51.1% | 0.50 | 0.0068 | -0.042 | 155 | 31.45 | 32.80 | 19 | 50.1% | -0.52 | 0.0072 | -0.042 | |
| 15.50 | 17.35 | 38 | 50.6% | 0.47 | 0.0068 | -0.042 | 160 | 34.75 | 36.40 | 46 | 50.2% | -0.55 | 0.0072 | -0.042 | ||
| 14.55 | 16.05 | 52 | 51.2% | 0.44 | 0.0068 | -0.042 | 165 | 38.30 | 40.10 | 10 | 50.4% | -0.58 | 0.0072 | -0.041 | ||
| 13.25 | 15.00 | 3 | 32 | 51.5% | 0.41 | 0.0067 | -0.041 | 170 | 41.85 | 43.70 | 9 | 50.3% | -0.61 | 0.0071 | -0.040 | |
| 11.80 | 13.60 | 31 | 50.9% | 0.38 | 0.0065 | -0.041 | 175 | 45.60 | 47.65 | 2 | 50.5% | -0.64 | 0.0071 | -0.039 | ||
| 11.05 | 12.00 | 1 | 32 | 50.8% | 0.36 | 0.0064 | -0.040 | 180 | 49.15 | 52.05 | 4 | 50.7% | -0.66 | 0.0070 | -0.038 | |
| 9.40 | 10.90 | 17 | 49.9% | 0.34 | 0.0062 | -0.039 | 185 | 53.40 | 55.55 | 5 | 50.5% | -0.69 | 0.0069 | -0.037 | ||
| 9.20 | 10.00 | 3 | 26 | 50.7% | 0.31 | 0.0061 | -0.038 | 190 | 57.50 | 59.65 | 6 | 50.5% | -0.71 | 0.0068 | -0.035 | |
| 7.15 | 9.10 | 4 | 49.1% | 0.29 | 0.0059 | -0.037 | 195 | 61.70 | 63.90 | 1 | 50.7% | -0.74 | 0.0066 | -0.034 | ||
| 7.55 | 8.50 | 44 | 50.8% | 0.27 | 0.0057 | -0.036 | 200 | 65.90 | 68.85 | 1 | 51.7% | -0.76 | 0.0065 | -0.033 | ||
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 — May 21, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.