ALL цепочка опционов The Allstate 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 ±13.4% (213.70–280.00) · ATM IV 26.1% · P/C открытого интереса 0.79
| 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 | |
| 120.90 | 124.90 | 1 | 53.9% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 1.95 | 60.0% | -0.00 | 0.0001 | -0.002 | |||
| 116.00 | 120.00 | 15 | 51.6% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 1.95 | 6 | 57.0% | -0.00 | 0.0002 | -0.002 | ||
| 111.20 | 115.10 | 2 | 50.0% | 0.99 | 0.0002 | 0.000 | 135 | 0 | 1.75 | 2 | 53.0% | -0.00 | 0.0002 | -0.003 | ||
| 106.30 | 110.20 | 61 | 47.5% | 0.99 | 0.0002 | 0.000 | 140 | 0 | 1.75 | 5 | 50.2% | -0.01 | 0.0003 | -0.003 | ||
| 101.40 | 105.50 | 46.5% | 0.99 | 0.0003 | 0.000 | 145 | 0 | 1.75 | 17 | 47.6% | -0.01 | 0.0004 | -0.004 | |||
| 96.40 | 100.60 | 11 | 43.5% | 0.99 | 0.0004 | 0.000 | 150 | 0 | 1.75 | 12 | 45.0% | -0.01 | 0.0005 | -0.005 | ||
| 91.60 | 95.60 | 41.2% | 0.99 | 0.0006 | 0.000 | 155 | 0 | 1.80 | 97 | 42.7% | -0.01 | 0.0006 | -0.006 | |||
| 86.80 | 90.70 | 72 | 39.5% | 0.98 | 0.0007 | 0.000 | 160 | 0 | 0.7500 | 117 | 34.5% | -0.02 | 0.0008 | -0.008 | ||
| 82.00 | 85.80 | 37.7% | 0.98 | 0.0009 | 0.000 | 165 | 0 | 1.90 | 4 | 38.2% | -0.02 | 0.0010 | -0.009 | |||
| 77.30 | 80.20 | 42 | 33.2% | 0.97 | 0.0012 | 0.000 | 170 | 0 | 1.05 | 34 | 32.1% | -0.03 | 0.0013 | -0.011 | ||
| 72.50 | 75.30 | 4 | 31.7% | 0.96 | 0.0015 | -0.001 | 175 | 0 | 2.15 | 184 | 34.4% | -0.04 | 0.0016 | -0.013 | ||
| 67.70 | 70.60 | 25 | 30.9% | 0.96 | 0.0018 | -0.004 | 180 | 0.0500 | 1.25 | 18 | 29.0% | -0.05 | 0.0020 | -0.016 | ||
| 63.00 | 66.10 | 16 | 30.8% | 0.94 | 0.0022 | -0.008 | 185 | 0.6500 | 1.75 | 1 | 23 | 30.6% | -0.06 | 0.0024 | -0.019 | |
| 58.90 | 61.60 | 2 | 31.8% | 0.93 | 0.0027 | -0.012 | 190 | 1.30 | 1.80 | 1 | 27 | 30.2% | -0.07 | 0.0028 | -0.022 | |
| 54.00 | 57.00 | 4 | 30.1% | 0.92 | 0.0033 | -0.016 | 195 | 1.60 | 2.30 | 1 | 75 | 29.6% | -0.09 | 0.0034 | -0.025 | |
| 49.80 | 52.40 | 12 | 29.7% | 0.90 | 0.0039 | -0.020 | 200 | 1.85 | 3.20 | 1 | 113 | 29.3% | -0.11 | 0.0040 | -0.028 | |
| 41.20 | 43.90 | 32 | 28.6% | 0.85 | 0.0052 | -0.029 | 210 | 3.60 | 4.60 | 1 | 144 | 28.9% | -0.16 | 0.0053 | -0.036 | |
| 33.20 | 36.30 | 114 | 28.0% | 0.79 | 0.0066 | -0.037 | 220 | 5.70 | 6.80 | 254 | 28.3% | -0.22 | 0.0068 | -0.043 | ||
| 26.50 | 29.40 | 173 | 27.9% | 0.71 | 0.0080 | -0.045 | 230 | 8.10 | 9.80 | 45 | 99 | 27.4% | -0.30 | 0.0081 | -0.048 | |
| 20.50 | 23.70 | 272 | 27.9% | 0.62 | 0.0091 | -0.050 | 240 | 11.70 | 13.60 | 22 | 50 | 26.9% | -0.39 | 0.0092 | -0.052 | |
| 14.80 | 16.80 | 132 | 25.8% | 0.53 | 0.0097 | -0.052 | 250 | 16.40 | 18.30 | 121 | 26.4% | -0.48 | 0.0100 | -0.053 | ||
| 10.90 | 12.40 | 6 | 177 | 25.7% | 0.43 | 0.0097 | -0.051 | 260 | 22.00 | 24.00 | 41 | 26.1% | -0.58 | 0.0101 | -0.052 | |
| 7.70 | 9.10 | 19 | 251 | 25.6% | 0.34 | 0.0092 | -0.048 | 270 | 28.70 | 30.40 | 25.6% | -0.68 | 0.0097 | -0.048 | ||
| 5.00 | 6.30 | 6 | 190 | 25.0% | 0.26 | 0.0082 | -0.042 | 280 | 36.10 | 38.60 | 11 | 26.0% | -0.76 | 0.0088 | -0.041 | |
| 2.30 | 4.70 | 86 | 24.1% | 0.20 | 0.0070 | -0.035 | 290 | 44.10 | 46.80 | 25.6% | -0.83 | 0.0074 | -0.032 | |||
| 1.55 | 3.30 | 93 | 24.4% | 0.14 | 0.0057 | -0.029 | 300 | 52.80 | 55.80 | 25.7% | -0.89 | 0.0060 | -0.022 | |||
| 1.20 | 2.80 | 31 | 25.9% | 0.10 | 0.0045 | -0.023 | 310 | 62.50 | 65.20 | 27.0% | -0.94 | 0.0057 | -0.015 | |||
| 0.5000 | 1.60 | 20 | 24.6% | 0.07 | 0.0034 | -0.017 | 320 | 71.10 | 75.20 | 25.5% | -0.98 | 0.0049 | -0.031 | |||
| 0 | 1.20 | 4 | 24.2% | 0.05 | 0.0026 | -0.013 | 330 | 81.10 | 85.00 | -1.00 | 0.0000 | -0.035 | ||||
| 0.0500 | 1.00 | 1 | 25.6% | 0.03 | 0.0019 | -0.010 | 340 | 91.10 | 95.00 | -1.00 | 0.0000 | -0.035 | ||||
| 0 | 1.80 | 13 | 30.3% | 0.02 | 0.0014 | -0.007 | 350 | 101.10 | 105.00 | -1.00 | 0.0000 | -0.035 | ||||
| 0 | 1.75 | 3 | 32.0% | 0.02 | 0.0010 | -0.005 | 360 | 111.10 | 115.00 | -1.00 | 0.0000 | -0.035 | ||||
| 0 | 1.75 | 33.9% | 0.01 | 0.0007 | -0.004 | 370 | 121.10 | 125.00 | -1.00 | 0.0000 | -0.035 | |||||
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 — Mar 19, 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.
call-опционыput-опционы