AMGN цепочка опционов Amgen 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 ±8.7% (405.00–481.75) · ATM IV 31.4% · P/C открытого интереса 1.91
| 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 | |
| 212.55 | 216.35 | 1.00 | 0.0001 | 0.000 | 230 | 0 | 4.30 | 45 | 112.7% | -0.00 | 0.0001 | -0.012 | ||||
| 202.80 | 206.45 | 1.00 | 0.0001 | 0.000 | 240 | 0 | 1.69 | 21 | 90.3% | -0.00 | 0.0001 | -0.013 | ||||
| 192.55 | 196.50 | 1.00 | 0.0001 | 0.000 | 250 | 0.0100 | 0.4000 | 45 | 69.9% | -0.00 | 0.0001 | -0.014 | ||||
| 182.75 | 186.55 | 0.99 | 0.0001 | 0.000 | 260 | 0 | 2.31 | 174 | 84.0% | -0.00 | 0.0001 | -0.015 | ||||
| 177.95 | 181.60 | 0.99 | 0.0002 | 0.000 | 265 | 0 | 4.10 | 90.6% | -0.01 | 0.0002 | -0.015 | |||||
| 173.00 | 176.65 | 0.99 | 0.0002 | 0.000 | 270 | 0 | 4.35 | 22 | 88.9% | -0.01 | 0.0002 | -0.016 | ||||
| 167.95 | 171.65 | 0.99 | 0.0002 | 0.000 | 275 | 0 | 3.40 | 10 | 82.0% | -0.01 | 0.0002 | -0.017 | ||||
| 162.85 | 166.70 | 0.99 | 0.0002 | 0.000 | 280 | 0 | 0.7700 | 16 | 62.2% | -0.01 | 0.0002 | -0.018 | ||||
| 157.90 | 161.75 | 0.99 | 0.0002 | 0.000 | 285 | 0 | 2.87 | 125 | 74.3% | -0.01 | 0.0002 | -0.019 | ||||
| 153.00 | 156.80 | 0.99 | 0.0003 | 0.000 | 290 | 0 | 3.75 | 150 | 75.7% | -0.01 | 0.0003 | -0.020 | ||||
| 147.90 | 151.85 | 0.99 | 0.0003 | 0.000 | 295 | 0 | 1.24 | 383 | 60.1% | -0.01 | 0.0003 | -0.021 | ||||
| 143.25 | 146.90 | 40.9% | 0.99 | 0.0003 | 0.000 | 300 | 0 | 2.91 | 33 | 67.2% | -0.01 | 0.0003 | -0.022 | |||
| 138.20 | 141.85 | 0.99 | 0.0004 | 0.000 | 305 | 0 | 0.6400 | 50 | 50.6% | -0.01 | 0.0004 | -0.024 | ||||
| 133.25 | 136.90 | 0.99 | 0.0004 | 0.000 | 310 | 0.0400 | 0.3400 | 2 | 2,689 | 45.4% | -0.01 | 0.0004 | -0.025 | |||
| 128.20 | 132.05 | 2 | 29.5% | 0.99 | 0.0005 | 0.000 | 315 | 0 | 2.04 | 191 | 56.2% | -0.01 | 0.0005 | -0.027 | ||
| 123.40 | 127.15 | 183 | 39.8% | 0.99 | 0.0005 | 0.000 | 320 | 0.0200 | 0.7600 | 643 | 46.2% | -0.01 | 0.0005 | -0.029 | ||
| 118.35 | 122.20 | 2 | 37.1% | 0.98 | 0.0006 | 0.000 | 325 | 0.0400 | 1.03 | 216 | 46.5% | -0.02 | 0.0006 | -0.031 | ||
| 113.35 | 117.00 | 18 | 0.98 | 0.0007 | 0.000 | 330 | 0.0900 | 0.8600 | 1,255 | 43.7% | -0.02 | 0.0007 | -0.034 | |||
| 108.65 | 112.30 | 23 | 38.0% | 0.98 | 0.0008 | 0.000 | 335 | 0.2500 | 0.7700 | 1 | 316 | 42.2% | -0.02 | 0.0008 | -0.037 | |
| 104.15 | 107.50 | 106 | 41.1% | 0.98 | 0.0009 | 0.000 | 340 | 0.2200 | 0.8600 | 682 | 40.7% | -0.02 | 0.0009 | -0.040 | ||
| 99.15 | 102.50 | 91 | 38.9% | 0.97 | 0.0010 | 0.000 | 345 | 0.4400 | 1.11 | 121 | 41.3% | -0.03 | 0.0010 | -0.044 | ||
| 94.05 | 97.70 | 41 | 37.3% | 0.97 | 0.0012 | 0.000 | 350 | 0.1700 | 1.15 | 214 | 38.3% | -0.03 | 0.0012 | -0.048 | ||
| 90.10 | 92.20 | 105 | 37.8% | 0.96 | 0.0014 | 0.000 | 355 | 0.6900 | 1.20 | 1 | 83 | 38.9% | -0.04 | 0.0014 | -0.053 | |
| 84.65 | 87.95 | 116 | 36.8% | 0.96 | 0.0016 | 0.000 | 360 | 0.6000 | 1.56 | 102 | 37.9% | -0.04 | 0.0016 | -0.059 | ||
| 80.10 | 83.35 | 45 | 37.5% | 0.95 | 0.0018 | -0.010 | 365 | 0.7300 | 1.53 | 1 | 68 | 36.2% | -0.05 | 0.0019 | -0.066 | |
| 75.55 | 78.65 | 71 | 37.4% | 0.94 | 0.0022 | -0.021 | 370 | 1.13 | 1.69 | 20 | 172 | 35.9% | -0.06 | 0.0022 | -0.074 | |
| 71.15 | 73.95 | 285 | 37.2% | 0.93 | 0.0025 | -0.034 | 375 | 1.41 | 2.37 | 1 | 87 | 36.2% | -0.07 | 0.0025 | -0.084 | |
| 66.50 | 69.45 | 563 | 36.7% | 0.92 | 0.0029 | -0.048 | 380 | 1.86 | 2.37 | 11 | 1,103 | 35.0% | -0.09 | 0.0029 | -0.095 | |
| 61.85 | 64.90 | 41 | 35.8% | 0.90 | 0.0033 | -0.063 | 385 | 2.33 | 2.83 | 25 | 100 | 34.7% | -0.10 | 0.0033 | -0.106 | |
| 57.40 | 60.30 | 125 | 215 | 35.0% | 0.88 | 0.0038 | -0.079 | 390 | 2.97 | 3.55 | 26 | 549 | 34.7% | -0.12 | 0.0038 | -0.119 |
| 53.00 | 56.20 | 50 | 92 | 34.8% | 0.86 | 0.0042 | -0.095 | 395 | 3.60 | 4.05 | 15 | 192 | 34.1% | -0.14 | 0.0043 | -0.132 |
| 48.35 | 51.55 | 2 | 483 | 33.2% | 0.84 | 0.0047 | -0.112 | 400 | 4.35 | 4.80 | 42 | 897 | 33.6% | -0.16 | 0.0048 | -0.145 |
| 44.85 | 47.70 | 78 | 250 | 33.9% | 0.81 | 0.0052 | -0.128 | 405 | 5.30 | 5.95 | 26 | 603 | 33.7% | -0.19 | 0.0053 | -0.158 |
| 40.45 | 43.50 | 6 | 165 | 32.8% | 0.78 | 0.0058 | -0.143 | 410 | 6.40 | 6.95 | 32 | 323 | 33.6% | -0.22 | 0.0058 | -0.170 |
| 37.00 | 40.30 | 4 | 513 | 33.5% | 0.75 | 0.0062 | -0.158 | 415 | 7.55 | 8.30 | 25 | 409 | 33.2% | -0.25 | 0.0063 | -0.181 |
| 33.25 | 35.95 | 2 | 606 | 32.3% | 0.72 | 0.0067 | -0.171 | 420 | 9.00 | 9.80 | 6 | 189 | 33.1% | -0.28 | 0.0068 | -0.192 |
| 30.00 | 32.50 | 224 | 32.3% | 0.69 | 0.0071 | -0.183 | 425 | 10.50 | 11.40 | 4 | 517 | 32.9% | -0.32 | 0.0072 | -0.200 | |
| 26.00 | 29.10 | 356 | 31.2% | 0.65 | 0.0075 | -0.193 | 430 | 11.60 | 13.25 | 1 | 53 | 32.1% | -0.36 | 0.0076 | -0.208 | |
| 23.85 | 25.90 | 2 | 207 | 31.7% | 0.61 | 0.0078 | -0.202 | 435 | 14.10 | 15.25 | 8 | 30 | 32.4% | -0.40 | 0.0079 | -0.213 |
| 21.30 | 23.80 | 32 | 463 | 32.3% | 0.57 | 0.0080 | -0.208 | 440 | 16.20 | 17.45 | 7 | 286 | 32.2% | -0.44 | 0.0082 | -0.216 |
| 18.35 | 20.45 | 54 | 144 | 31.3% | 0.53 | 0.0081 | -0.212 | 445 | 18.05 | 19.90 | 76 | 27 | 31.6% | -0.48 | 0.0083 | -0.217 |
| 16.40 | 18.25 | 81 | 644 | 31.7% | 0.49 | 0.0082 | -0.213 | 450 | 20.55 | 22.60 | 163 | 119 | 31.6% | -0.52 | 0.0084 | -0.215 |
| 13.95 | 16.05 | 21 | 392 | 31.3% | 0.45 | 0.0081 | -0.213 | 455 | 23.50 | 25.45 | 25 | 31.5% | -0.56 | 0.0083 | -0.212 | |
| 12.15 | 14.20 | 2 | 503 | 31.5% | 0.41 | 0.0080 | -0.210 | 460 | 27.05 | 28.90 | 4,128 | 32.1% | -0.60 | 0.0082 | -0.206 | |
| 10.65 | 12.20 | 2 | 164 | 31.4% | 0.37 | 0.0078 | -0.205 | 465 | 30.05 | 31.65 | 31.4% | -0.64 | 0.0080 | -0.198 | ||
| 9.40 | 10.55 | 3 | 176 | 31.6% | 0.34 | 0.0075 | -0.198 | 470 | 33.00 | 35.25 | 1 | 31.0% | -0.68 | 0.0078 | -0.188 | |
| 7.80 | 9.25 | 1 | 38 | 31.5% | 0.30 | 0.0072 | -0.190 | 475 | 36.95 | 38.90 | 31.3% | -0.71 | 0.0074 | -0.177 | ||
| 6.70 | 7.95 | 2 | 810 | 31.5% | 0.27 | 0.0068 | -0.180 | 480 | 40.35 | 43.40 | 2 | 5 | 31.5% | -0.75 | 0.0071 | -0.165 |
| 5.65 | 6.65 | 2 | 60 | 31.3% | 0.24 | 0.0064 | -0.170 | 485 | 45.15 | 47.80 | 32.9% | -0.78 | 0.0067 | -0.151 | ||
| 4.80 | 6.15 | 21 | 466 | 31.9% | 0.21 | 0.0059 | -0.159 | 490 | 48.80 | 51.95 | 2 | 32.5% | -0.81 | 0.0063 | -0.137 | |
| 4.45 | 5.20 | 2 | 39 | 32.4% | 0.19 | 0.0055 | -0.147 | 495 | 53.15 | 56.70 | 33.4% | -0.83 | 0.0058 | -0.123 | ||
| 3.75 | 4.60 | 16 | 236 | 32.6% | 0.16 | 0.0050 | -0.136 | 500 | 57.10 | 60.15 | 31.7% | -0.86 | 0.0054 | -0.109 | ||
| 2.67 | 4.00 | 69 | 32.1% | 0.14 | 0.0046 | -0.125 | 505 | 61.65 | 65.25 | 32.9% | -0.88 | 0.0050 | -0.095 | |||
| 2.33 | 3.35 | 6 | 19 | 32.2% | 0.13 | 0.0042 | -0.115 | 510 | 66.10 | 69.25 | 31.9% | -0.90 | 0.0045 | -0.081 | ||
| 1.95 | 2.87 | 23 | 32.4% | 0.11 | 0.0038 | -0.106 | 515 | 71.35 | 73.65 | 32.7% | -0.91 | 0.0041 | -0.068 | |||
| 1.63 | 2.76 | 24 | 33.1% | 0.10 | 0.0034 | -0.098 | 520 | 75.50 | 79.15 | 33.5% | -0.93 | 0.0037 | -0.055 | |||
| 1.11 | 2.73 | 26 | 33.5% | 0.09 | 0.0031 | -0.091 | 525 | 80.15 | 83.90 | 33.4% | -0.94 | 0.0035 | -0.042 | |||
| 0.9100 | 2.82 | 4 | 34.7% | 0.08 | 0.0028 | -0.084 | 530 | 85.00 | 88.55 | 1 | 33.1% | -0.95 | 0.0035 | -0.031 | ||
| 0.6600 | 2.14 | 11 | 33.8% | 0.07 | 0.0025 | -0.079 | 535 | 90.50 | 92.85 | 33.7% | -0.96 | 0.0034 | -0.020 | |||
| 0.7800 | 1.56 | 3 | 33.9% | 0.06 | 0.0023 | -0.074 | 540 | 95.40 | 97.75 | 33.6% | -0.97 | 0.0032 | -0.009 | |||
| 0.5200 | 2.23 | 36.3% | 0.06 | 0.0021 | -0.070 | 545 | 99.85 | 103.50 | 36.3% | -0.97 | 0.0028 | -0.033 | ||||
| 0.2200 | 3.45 | 40.0% | 0.05 | 0.0020 | -0.067 | 550 | 104.75 | 108.55 | 37.3% | -0.98 | 0.0025 | -0.052 | ||||
| 0.0100 | 3.20 | 1 | 40.1% | 0.05 | 0.0018 | -0.064 | 555 | 109.65 | 113.75 | 39.1% | -0.98 | 0.0022 | -0.067 | |||
| 0.1000 | 4.15 | 3 | 43.9% | 0.05 | 0.0017 | -0.062 | 560 | 114.75 | 118.55 | 39.8% | -0.99 | 0.0020 | -0.075 | |||
| 0.1000 | 4.40 | 45.8% | 0.04 | 0.0016 | -0.060 | 565 | 119.75 | 123.55 | 41.0% | -0.99 | 0.0018 | -0.082 | ||||
| 0 | 4.80 | 2 | 47.8% | 0.04 | 0.0014 | -0.058 | 570 | 124.75 | 128.55 | 42.2% | -0.99 | 0.0016 | -0.087 | |||
| 0 | 4.75 | 19 | 48.9% | 0.04 | 0.0014 | -0.056 | 575 | 129.75 | 133.55 | 43.4% | -0.99 | 0.0013 | -0.108 | |||
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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