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% (357.60–464.60) · ATM IV 56.3% · 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 | |
| 192.65 | 200.15 | 8 | 104.4% | 1.00 | 0.0001 | 0.000 | 210 | 0 | 0.5200 | 6 | 57 | 97.0% | -0.00 | 0.0001 | -0.010 | |
| 182.70 | 190.20 | 28 | 98.1% | 1.00 | 0.0001 | 0.000 | 220 | 0 | 0.1300 | 1 | 186 | 80.5% | -0.00 | 0.0001 | -0.012 | |
| 172.75 | 180.25 | 3 | 92.1% | 1.00 | 0.0001 | 0.000 | 230 | 0.0700 | 0.1200 | 28 | 171 | 75.1% | -0.00 | 0.0001 | -0.015 | |
| 163.00 | 170.30 | 17 | 88.6% | 1.00 | 0.0002 | 0.000 | 240 | 0.0300 | 0.2100 | 250 | 71.7% | -0.01 | 0.0002 | -0.019 | ||
| 153.00 | 160.40 | 37 | 82.8% | 0.99 | 0.0002 | -0.005 | 250 | 0.0600 | 0.2500 | 2 | 169 | 69.2% | -0.01 | 0.0002 | -0.025 | |
| 143.00 | 149.85 | 42 | 69.0% | 0.99 | 0.0003 | -0.014 | 260 | 0.0600 | 0.6800 | 2 | 317 | 71.2% | -0.01 | 0.0003 | -0.033 | |
| 133.20 | 140.70 | 16 | 74.2% | 0.99 | 0.0004 | -0.025 | 270 | 0.1000 | 0.5700 | 2 | 454 | 64.9% | -0.01 | 0.0005 | -0.043 | |
| 123.40 | 130.90 | 40 | 70.8% | 0.98 | 0.0006 | -0.040 | 280 | 0.2500 | 0.6300 | 21 | 342 | 62.2% | -0.02 | 0.0006 | -0.058 | |
| 113.65 | 121.15 | 13 | 67.6% | 0.97 | 0.0008 | -0.059 | 290 | 0.6200 | 1.10 | 8 | 366 | 63.7% | -0.03 | 0.0009 | -0.076 | |
| 104.05 | 111.55 | 5 | 86 | 65.4% | 0.96 | 0.0011 | -0.083 | 300 | 0.9100 | 1.53 | 33 | 1,641 | 62.2% | -0.04 | 0.0012 | -0.098 |
| 94.55 | 102.05 | 63 | 63.1% | 0.95 | 0.0015 | -0.111 | 310 | 1.47 | 2.09 | 4 | 445 | 61.3% | -0.05 | 0.0015 | -0.125 | |
| 85.25 | 92.80 | 18 | 61.5% | 0.93 | 0.0020 | -0.144 | 320 | 2.01 | 2.92 | 10 | 848 | 59.9% | -0.07 | 0.0020 | -0.157 | |
| 76.20 | 83.80 | 39 | 60.2% | 0.90 | 0.0025 | -0.181 | 330 | 2.87 | 3.95 | 60 | 1,196 | 58.8% | -0.10 | 0.0025 | -0.193 | |
| 67.50 | 75.05 | 51 | 59.0% | 0.87 | 0.0030 | -0.222 | 340 | 4.10 | 5.10 | 40 | 530 | 57.6% | -0.13 | 0.0031 | -0.232 | |
| 59.10 | 67.00 | 14 | 153 | 58.4% | 0.84 | 0.0036 | -0.264 | 350 | 6.00 | 6.70 | 113 | 1,440 | 57.2% | -0.17 | 0.0037 | -0.273 |
| 51.40 | 59.10 | 2 | 36 | 57.8% | 0.79 | 0.0042 | -0.305 | 360 | 7.80 | 9.30 | 198 | 1,184 | 56.8% | -0.21 | 0.0043 | -0.312 |
| 45.35 | 50.90 | 15 | 267 | 57.7% | 0.74 | 0.0048 | -0.344 | 370 | 11.00 | 11.70 | 447 | 3,835 | 56.6% | -0.26 | 0.0048 | -0.349 |
| 40.35 | 47.50 | 55.5% | 0.72 | 0.0051 | -0.361 | 375 | 10.90 | 13.35 | 33 | 13 | 54.5% | -0.29 | 0.0051 | -0.366 | ||
| 40.30 | 44.65 | 67 | 205 | 59.8% | 0.69 | 0.0053 | -0.377 | 380 | 14.65 | 15.80 | 164 | 2,407 | 56.7% | -0.31 | 0.0053 | -0.381 |
| 35.65 | 41.10 | 57.3% | 0.66 | 0.0055 | -0.390 | 385 | 15.65 | 17.25 | 4 | 11 | 56.1% | -0.34 | 0.0055 | -0.394 | ||
| 32.70 | 38.15 | 221 | 139 | 57.2% | 0.63 | 0.0057 | -0.402 | 390 | 18.20 | 19.05 | 32 | 1,066 | 56.2% | -0.37 | 0.0057 | -0.404 |
| 31.30 | 36.75 | 57.1% | 0.62 | 0.0058 | -0.407 | 392.5 | 19.25 | 20.15 | 56.1% | -0.39 | 0.0058 | -0.409 | ||||
| 29.90 | 35.35 | 57.0% | 0.60 | 0.0058 | -0.411 | 395 | 20.40 | 21.40 | 5 | 22 | 56.4% | -0.40 | 0.0058 | -0.413 | ||
| 28.55 | 34.05 | 57.0% | 0.59 | 0.0059 | -0.415 | 397.5 | 20.80 | 23.30 | 1 | 56.3% | -0.42 | 0.0059 | -0.417 | |||
| 26.60 | 32.75 | 4 | 293 | 56.3% | 0.57 | 0.0059 | -0.418 | 400 | 22.90 | 23.90 | 212 | 3,308 | 56.4% | -0.43 | 0.0059 | -0.419 |
| 26.00 | 31.45 | 3 | 56.9% | 0.56 | 0.0060 | -0.421 | 402.5 | 24.10 | 25.30 | 296 | 2 | 56.6% | -0.45 | 0.0060 | -0.422 | |
| 26.00 | 29.90 | 15 | 57.8% | 0.54 | 0.0060 | -0.423 | 405 | 23.25 | 28.15 | 47 | 3 | 56.0% | -0.46 | 0.0060 | -0.423 | |
| 23.65 | 28.75 | 3 | 56.6% | 0.53 | 0.0060 | -0.424 | 407.5 | 24.25 | 29.50 | 63 | 8 | 55.7% | -0.47 | 0.0060 | -0.425 | |
| 23.00 | 27.30 | 77 | 206 | 56.8% | 0.51 | 0.0060 | -0.425 | 410 | 27.55 | 29.15 | 205 | 2,587 | 55.9% | -0.49 | 0.0060 | -0.425 |
| 21.95 | 26.75 | 36 | 57.4% | 0.50 | 0.0060 | -0.425 | 412.5 | 28.75 | 30.75 | 62 | 45 | 55.9% | -0.50 | 0.0060 | -0.425 | |
| 20.80 | 25.80 | 1 | 13 | 57.4% | 0.48 | 0.0060 | -0.425 | 415 | 29.15 | 33.45 | 4 | 22 | 56.1% | -0.52 | 0.0060 | -0.424 |
| 19.30 | 24.75 | 31 | 4 | 56.9% | 0.47 | 0.0060 | -0.424 | 417.5 | 29.75 | 35.15 | 2 | 55.5% | -0.53 | 0.0060 | -0.423 | |
| 19.05 | 21.30 | 135 | 481 | 55.0% | 0.45 | 0.0060 | -0.423 | 420 | 31.40 | 36.50 | 23 | 1,340 | 55.4% | -0.55 | 0.0060 | -0.422 |
| 16.95 | 22.45 | 1 | 104 | 56.1% | 0.44 | 0.0060 | -0.420 | 422.5 | 33.25 | 38.35 | 2 | 1 | 56.1% | -0.56 | 0.0060 | -0.419 |
| 17.35 | 20.70 | 28 | 63 | 56.6% | 0.43 | 0.0059 | -0.418 | 425 | 34.85 | 39.60 | 15 | 55.8% | -0.58 | 0.0059 | -0.417 | |
| 15.80 | 20.95 | 2 | 2 | 57.1% | 0.41 | 0.0059 | -0.415 | 427.5 | 35.85 | 41.35 | 1 | 3 | 55.2% | -0.59 | 0.0059 | -0.414 |
| 14.80 | 18.80 | 29 | 621 | 55.5% | 0.40 | 0.0058 | -0.411 | 430 | 37.50 | 42.60 | 14 | 1,218 | 54.8% | -0.60 | 0.0058 | -0.410 |
| 13.80 | 19.25 | 56.8% | 0.38 | 0.0058 | -0.407 | 432.5 | 39.80 | 44.60 | 55.8% | -0.62 | 0.0058 | -0.406 | ||||
| 13.05 | 18.40 | 56.7% | 0.37 | 0.0057 | -0.403 | 435 | 40.95 | 46.30 | 3 | 55.2% | -0.63 | 0.0057 | -0.401 | |||
| 12.60 | 16.95 | 3 | 56.3% | 0.36 | 0.0056 | -0.398 | 437.5 | 42.65 | 48.00 | 55.1% | -0.65 | 0.0057 | -0.397 | |||
| 13.50 | 15.20 | 96 | 1,590 | 57.0% | 0.35 | 0.0056 | -0.393 | 440 | 45.15 | 49.75 | 19 | 1,509 | 55.9% | -0.66 | 0.0056 | -0.391 |
| 10.30 | 13.25 | 2 | 8 | 53.8% | 0.32 | 0.0054 | -0.381 | 445 | 48.00 | 53.25 | 1 | 7 | 54.8% | -0.68 | 0.0054 | -0.380 |
| 10.25 | 11.75 | 74 | 1,124 | 55.2% | 0.30 | 0.0052 | -0.369 | 450 | 52.50 | 57.10 | 57 | 2,136 | 55.8% | -0.71 | 0.0053 | -0.367 |
| 7.80 | 11.65 | 6 | 19 | 55.1% | 0.27 | 0.0050 | -0.355 | 455 | 55.55 | 60.95 | 1 | 7 | 54.8% | -0.73 | 0.0051 | -0.353 |
| 8.00 | 9.60 | 36 | 512 | 55.1% | 0.25 | 0.0048 | -0.340 | 460 | 59.50 | 64.85 | 25 | 651 | 54.7% | -0.75 | 0.0049 | -0.339 |
| 6.20 | 9.05 | 7 | 7 | 54.1% | 0.23 | 0.0046 | -0.325 | 465 | 62.60 | 70.35 | 1 | 12 | 55.3% | -0.77 | 0.0047 | -0.324 |
| 7.00 | 7.70 | 76 | 501 | 56.2% | 0.21 | 0.0044 | -0.309 | 470 | 66.75 | 74.45 | 8 | 740 | 55.2% | -0.79 | 0.0045 | -0.309 |
| 4.90 | 6.60 | 33 | 823 | 56.0% | 0.18 | 0.0039 | -0.278 | 480 | 76.20 | 83.00 | 11 | 1,753 | 56.8% | -0.83 | 0.0040 | -0.278 |
| 4.25 | 5.05 | 37 | 1,567 | 56.4% | 0.15 | 0.0035 | -0.248 | 490 | 84.25 | 91.85 | 13 | 662 | 55.5% | -0.86 | 0.0036 | -0.248 |
| 3.70 | 4.05 | 274 | 834 | 57.4% | 0.12 | 0.0030 | -0.220 | 500 | 93.35 | 100.90 | 11 | 900 | 55.5% | -0.88 | 0.0032 | -0.219 |
| 2.69 | 3.25 | 285 | 507 | 57.0% | 0.10 | 0.0026 | -0.194 | 510 | 102.65 | 110.20 | 1 | 227 | 55.7% | -0.91 | 0.0028 | -0.194 |
| 2.28 | 2.64 | 319 | 1,578 | 57.9% | 0.09 | 0.0023 | -0.172 | 520 | 112.60 | 119.65 | 725 | 57.4% | -0.92 | 0.0025 | -0.171 | |
| 1.61 | 2.50 | 18 | 395 | 58.7% | 0.07 | 0.0020 | -0.153 | 530 | 121.75 | 129.25 | 8 | 1,066 | 56.0% | -0.94 | 0.0022 | -0.154 |
| 1.36 | 1.95 | 20 | 941 | 59.1% | 0.06 | 0.0017 | -0.136 | 540 | 131.45 | 138.95 | 543 | 55.9% | -0.95 | 0.0020 | -0.137 | |
| 1.27 | 1.74 | 25 | 972 | 60.9% | 0.05 | 0.0015 | -0.122 | 550 | 141.20 | 148.70 | 37 | 54.4% | -0.96 | 0.0017 | -0.122 | |
| 1.00 | 1.67 | 53 | 747 | 62.3% | 0.05 | 0.0013 | -0.109 | 560 | 151.05 | 158.55 | 122 | -0.97 | 0.0016 | -0.113 | ||
| 0.5900 | 1.62 | 7 | 126 | 62.9% | 0.04 | 0.0012 | -0.098 | 570 | 160.95 | 168.45 | 15 | -0.98 | 0.0014 | -0.099 | ||
| 0.7000 | 1.07 | 9 | 467 | 63.0% | 0.03 | 0.0010 | -0.088 | 580 | 170.90 | 178.35 | 91 | -0.98 | 0.0013 | -0.081 | ||
| 0.3400 | 1.27 | 5 | 121 | 64.5% | 0.03 | 0.0009 | -0.079 | 590 | 180.85 | 188.30 | 14 | -0.99 | 0.0010 | -0.075 | ||
| 0.3500 | 0.7200 | 74 | 689 | 62.9% | 0.03 | 0.0008 | -0.071 | 600 | 190.80 | 198.30 | 90 | -0.99 | 0.0008 | -0.068 | ||
| 0.2100 | 0.7600 | 630 | 884 | 64.2% | 0.02 | 0.0007 | -0.064 | 610 | 200.65 | 208.95 | 42 | -1.00 | 0.0006 | -0.057 | ||
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
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