AMAT цепочка опционов Applied Materials, 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 ±13.0% (353.43–459.48) · ATM IV 55.9% · P/C открытого интереса 1.39
| 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 | |
| 193.50 | 200.10 | 8 | 1.00 | 0.0000 | 0.000 | 210 | 0.0100 | 0.0700 | 6 | 57 | 83.2% | -0.00 | 0.0001 | -0.008 | ||
| 183.55 | 190.05 | 28 | 1.00 | 0.0001 | 0.000 | 220 | 0.0100 | 0.1200 | 1 | 186 | 77.8% | -0.00 | 0.0001 | -0.010 | ||
| 173.60 | 180.10 | 3 | 1.00 | 0.0001 | 0.000 | 230 | 0.0700 | 0.1000 | 28 | 171 | 74.6% | -0.00 | 0.0001 | -0.013 | ||
| 163.70 | 170.15 | 17 | 1.00 | 0.0001 | 0.000 | 240 | 0.0300 | 0.2100 | 250 | 72.1% | -0.00 | 0.0002 | -0.017 | |||
| 153.80 | 160.20 | 37 | 0.99 | 0.0002 | -0.003 | 250 | 0.0400 | 0.6200 | 169 | 75.9% | -0.01 | 0.0002 | -0.023 | |||
| 143.80 | 150.75 | 42 | 0.99 | 0.0003 | -0.012 | 260 | 0.0700 | 0.8000 | 317 | 73.2% | -0.01 | 0.0003 | -0.031 | |||
| 134.10 | 140.25 | 16 | 0.99 | 0.0004 | -0.024 | 270 | 0.2000 | 0.5000 | 1 | 454 | 65.6% | -0.01 | 0.0004 | -0.042 | ||
| 124.30 | 130.50 | 40 | 0.98 | 0.0006 | -0.040 | 280 | 0.5300 | 0.6300 | 21 | 342 | 65.3% | -0.02 | 0.0006 | -0.057 | ||
| 114.60 | 120.80 | 13 | 48.8% | 0.97 | 0.0008 | -0.059 | 290 | 0.7800 | 0.8900 | 5 | 366 | 63.7% | -0.03 | 0.0008 | -0.075 | |
| 105.00 | 110.70 | 5 | 86 | 48.3% | 0.96 | 0.0011 | -0.083 | 300 | 1.13 | 1.40 | 33 | 1,641 | 63.0% | -0.04 | 0.0011 | -0.098 |
| 95.60 | 101.60 | 63 | 54.7% | 0.95 | 0.0015 | -0.112 | 310 | 1.64 | 2.00 | 1 | 445 | 62.0% | -0.05 | 0.0015 | -0.126 | |
| 86.35 | 92.65 | 18 | 56.6% | 0.93 | 0.0019 | -0.145 | 320 | 2.28 | 2.76 | 8 | 848 | 60.8% | -0.07 | 0.0019 | -0.158 | |
| 77.30 | 83.95 | 39 | 57.2% | 0.90 | 0.0024 | -0.182 | 330 | 3.30 | 3.75 | 56 | 1,196 | 59.9% | -0.10 | 0.0024 | -0.194 | |
| 68.60 | 74.90 | 51 | 56.1% | 0.87 | 0.0030 | -0.222 | 340 | 4.60 | 5.20 | 35 | 530 | 59.4% | -0.13 | 0.0030 | -0.232 | |
| 60.05 | 65.85 | 14 | 153 | 54.1% | 0.84 | 0.0036 | -0.264 | 350 | 6.20 | 6.75 | 96 | 1,440 | 58.3% | -0.16 | 0.0036 | -0.273 |
| 52.45 | 58.00 | 36 | 54.5% | 0.80 | 0.0042 | -0.305 | 360 | 8.20 | 9.00 | 185 | 1,184 | 57.7% | -0.21 | 0.0042 | -0.312 | |
| 45.80 | 50.45 | 15 | 267 | 55.0% | 0.75 | 0.0047 | -0.343 | 370 | 10.85 | 11.65 | 333 | 3,835 | 57.2% | -0.25 | 0.0047 | -0.348 |
| 41.45 | 47.05 | 53.9% | 0.72 | 0.0050 | -0.360 | 375 | 12.30 | 13.20 | 10 | 13 | 56.9% | -0.28 | 0.0050 | -0.365 | ||
| 41.40 | 43.00 | 67 | 205 | 56.9% | 0.70 | 0.0052 | -0.375 | 380 | 14.00 | 14.55 | 55 | 2,407 | 56.3% | -0.31 | 0.0052 | -0.380 |
| 36.50 | 40.10 | 55.0% | 0.67 | 0.0054 | -0.389 | 385 | 15.70 | 16.90 | 1 | 11 | 56.6% | -0.34 | 0.0054 | -0.393 | ||
| 34.15 | 37.25 | 221 | 139 | 55.8% | 0.64 | 0.0056 | -0.401 | 390 | 17.85 | 18.65 | 28 | 1,066 | 56.4% | -0.36 | 0.0056 | -0.404 |
| 32.15 | 35.30 | 54.6% | 0.62 | 0.0057 | -0.406 | 392.5 | 18.90 | 19.70 | 56.3% | -0.38 | 0.0057 | -0.408 | ||||
| 30.30 | 33.85 | 54.0% | 0.61 | 0.0057 | -0.411 | 395 | 20.00 | 20.70 | 5 | 22 | 56.2% | -0.39 | 0.0058 | -0.413 | ||
| 30.15 | 33.00 | 55.9% | 0.60 | 0.0058 | -0.415 | 397.5 | 20.95 | 21.80 | 1 | 55.9% | -0.41 | 0.0058 | -0.416 | |||
| 28.80 | 31.10 | 4 | 293 | 55.2% | 0.58 | 0.0059 | -0.418 | 400 | 22.35 | 23.35 | 179 | 3,308 | 56.5% | -0.42 | 0.0059 | -0.419 |
| 27.45 | 30.30 | 3 | 55.6% | 0.57 | 0.0059 | -0.421 | 402.5 | 22.65 | 24.50 | 250 | 2 | 55.4% | -0.44 | 0.0059 | -0.422 | |
| 26.75 | 28.70 | 15 | 55.8% | 0.55 | 0.0059 | -0.423 | 405 | 24.35 | 25.65 | 45 | 3 | 55.7% | -0.45 | 0.0060 | -0.424 | |
| 24.65 | 27.60 | 2 | 54.9% | 0.54 | 0.0060 | -0.425 | 407.5 | 26.30 | 27.50 | 24 | 8 | 57.0% | -0.47 | 0.0060 | -0.425 | |
| 25.30 | 26.60 | 26 | 206 | 57.0% | 0.52 | 0.0060 | -0.426 | 410 | 27.75 | 28.35 | 111 | 2,587 | 56.5% | -0.48 | 0.0060 | -0.426 |
| 24.20 | 24.65 | 32 | 56.0% | 0.51 | 0.0060 | -0.426 | 412.5 | 28.20 | 30.90 | 54 | 45 | 56.8% | -0.50 | 0.0060 | -0.426 | |
| 22.75 | 24.30 | 1 | 13 | 56.5% | 0.49 | 0.0060 | -0.426 | 415 | 29.55 | 32.45 | 4 | 22 | 56.9% | -0.51 | 0.0060 | -0.426 |
| 21.70 | 23.50 | 10 | 4 | 56.7% | 0.48 | 0.0060 | -0.425 | 417.5 | 31.35 | 34.50 | 2 | 57.9% | -0.53 | 0.0060 | -0.425 | |
| 20.65 | 22.20 | 83 | 481 | 56.4% | 0.46 | 0.0060 | -0.424 | 420 | 32.45 | 35.40 | 11 | 1,340 | 56.8% | -0.54 | 0.0060 | -0.423 |
| 19.65 | 20.50 | 1 | 104 | 55.6% | 0.45 | 0.0060 | -0.422 | 422.5 | 34.15 | 38.00 | 2 | 1 | 58.2% | -0.55 | 0.0060 | -0.421 |
| 18.80 | 20.30 | 6 | 63 | 56.4% | 0.43 | 0.0059 | -0.420 | 425 | 35.55 | 38.80 | 15 | 57.2% | -0.57 | 0.0059 | -0.419 | |
| 17.90 | 18.90 | 2 | 55.9% | 0.42 | 0.0059 | -0.417 | 427.5 | 37.45 | 40.60 | 3 | 57.8% | -0.58 | 0.0059 | -0.416 | ||
| 17.00 | 18.20 | 10 | 621 | 56.1% | 0.41 | 0.0058 | -0.414 | 430 | 39.10 | 41.65 | 13 | 1,218 | 57.2% | -0.60 | 0.0058 | -0.412 |
| 15.55 | 17.30 | 55.3% | 0.39 | 0.0058 | -0.410 | 432.5 | 40.70 | 44.80 | 58.8% | -0.61 | 0.0058 | -0.409 | ||||
| 14.90 | 16.60 | 55.6% | 0.38 | 0.0057 | -0.406 | 435 | 42.30 | 45.15 | 3 | 57.2% | -0.62 | 0.0058 | -0.405 | |||
| 14.50 | 16.15 | 3 | 56.4% | 0.37 | 0.0056 | -0.401 | 437.5 | 44.15 | 47.25 | 57.8% | -0.64 | 0.0057 | -0.400 | |||
| 13.75 | 15.25 | 90 | 1,590 | 56.2% | 0.35 | 0.0056 | -0.396 | 440 | 45.75 | 49.95 | 17 | 1,509 | 58.7% | -0.65 | 0.0056 | -0.395 |
| 12.40 | 13.20 | 2 | 8 | 55.5% | 0.33 | 0.0054 | -0.385 | 445 | 49.20 | 53.00 | 7 | 58.0% | -0.68 | 0.0055 | -0.383 | |
| 11.10 | 12.20 | 64 | 1,124 | 55.8% | 0.30 | 0.0052 | -0.372 | 450 | 52.75 | 55.15 | 57 | 2,136 | 56.0% | -0.70 | 0.0053 | -0.371 |
| 9.65 | 10.65 | 3 | 19 | 55.0% | 0.28 | 0.0051 | -0.359 | 455 | 55.80 | 60.80 | 1 | 7 | 57.3% | -0.72 | 0.0051 | -0.357 |
| 9.00 | 9.55 | 28 | 512 | 55.5% | 0.26 | 0.0049 | -0.344 | 460 | 59.45 | 63.90 | 22 | 651 | 55.9% | -0.75 | 0.0049 | -0.343 |
| 7.65 | 8.85 | 7 | 7 | 55.4% | 0.24 | 0.0046 | -0.329 | 465 | 63.60 | 69.45 | 1 | 12 | 58.2% | -0.77 | 0.0047 | -0.328 |
| 7.10 | 7.75 | 75 | 501 | 55.6% | 0.22 | 0.0044 | -0.313 | 470 | 67.05 | 72.25 | 7 | 740 | 55.5% | -0.79 | 0.0045 | -0.312 |
| 5.60 | 6.45 | 31 | 823 | 56.0% | 0.18 | 0.0040 | -0.281 | 480 | 76.40 | 82.10 | 5 | 1,753 | 59.1% | -0.82 | 0.0041 | -0.280 |
| 4.50 | 5.00 | 16 | 1,567 | 56.0% | 0.15 | 0.0035 | -0.249 | 490 | 85.40 | 90.90 | 13 | 662 | 60.0% | -0.86 | 0.0036 | -0.249 |
| 3.75 | 4.05 | 239 | 834 | 56.7% | 0.13 | 0.0031 | -0.219 | 500 | 94.55 | 98.05 | 10 | 900 | 57.0% | -0.88 | 0.0032 | -0.219 |
| 2.92 | 3.30 | 278 | 507 | 57.0% | 0.10 | 0.0027 | -0.193 | 510 | 103.65 | 109.25 | 1 | 227 | 61.5% | -0.91 | 0.0028 | -0.193 |
| 2.37 | 2.69 | 12 | 1,578 | 57.6% | 0.09 | 0.0023 | -0.169 | 520 | 112.10 | 118.80 | 725 | 60.4% | -0.92 | 0.0025 | -0.169 | |
| 1.84 | 2.25 | 17 | 395 | 58.0% | 0.07 | 0.0020 | -0.149 | 530 | 122.30 | 128.35 | 8 | 1,066 | 63.2% | -0.94 | 0.0022 | -0.150 |
| 1.55 | 1.87 | 14 | 941 | 58.9% | 0.06 | 0.0017 | -0.132 | 540 | 131.20 | 138.10 | 543 | 62.2% | -0.95 | 0.0020 | -0.133 | |
| 1.28 | 1.52 | 6 | 972 | 59.5% | 0.05 | 0.0015 | -0.117 | 550 | 141.90 | 147.85 | 37 | 66.9% | -0.96 | 0.0017 | -0.119 | |
| 1.06 | 1.36 | 52 | 747 | 60.6% | 0.04 | 0.0013 | -0.104 | 560 | 151.00 | 157.70 | 122 | 65.9% | -0.97 | 0.0016 | -0.109 | |
| 0.8900 | 1.11 | 7 | 126 | 61.2% | 0.04 | 0.0011 | -0.093 | 570 | 161.70 | 167.60 | 15 | 71.3% | -0.98 | 0.0014 | -0.093 | |
| 0.7600 | 0.9600 | 9 | 467 | 62.2% | 0.03 | 0.0010 | -0.083 | 580 | 170.80 | 177.70 | 91 | 70.7% | -0.98 | 0.0012 | -0.076 | |
| 0.6300 | 0.8800 | 5 | 121 | 63.3% | 0.03 | 0.0009 | -0.074 | 590 | 181.10 | 187.65 | 14 | 74.6% | -0.99 | 0.0009 | -0.073 | |
| 0.5500 | 0.6900 | 12 | 689 | 63.7% | 0.02 | 0.0008 | -0.067 | 600 | 191.00 | 197.60 | 90 | 76.6% | -0.99 | 0.0007 | -0.065 | |
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.