AMGN цепочка опционов Amgen Inc.
Cboe delayed options data · по состоянию на 15:33 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 ±14.9% (376.65–508.75) · ATM IV 30.8% · P/C открытого интереса 1.02
| 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 | |
| 213.40 | 217.05 | 39 | 53.0% | 0.99 | 0.0002 | 0.000 | 230 | 0 | 4.25 | 321 | 63.8% | -0.01 | 0.0002 | -0.017 | ||
| 208.50 | 212.15 | 1 | 52.1% | 0.99 | 0.0002 | 0.000 | 235 | 0 | 1.23 | 5 | 50.3% | -0.01 | 0.0003 | -0.018 | ||
| 203.60 | 207.25 | 26 | 51.1% | 0.99 | 0.0003 | 0.000 | 240 | 0 | 0.7000 | 1 | 286 | 45.2% | -0.02 | 0.0003 | -0.018 | |
| 198.70 | 202.35 | 50.1% | 0.99 | 0.0003 | 0.000 | 245 | 0 | 1.90 | 4 | 50.7% | -0.02 | 0.0003 | -0.019 | |||
| 193.25 | 197.45 | 27 | 45.9% | 0.98 | 0.0003 | 0.000 | 250 | 0.5500 | 1.21 | 1 | 747 | 48.6% | -0.02 | 0.0003 | -0.020 | |
| 188.95 | 192.55 | 48.2% | 0.98 | 0.0003 | 0.000 | 255 | 0 | 1.90 | 3 | 47.7% | -0.02 | 0.0004 | -0.021 | |||
| 184.00 | 187.65 | 74 | 47.0% | 0.98 | 0.0004 | 0.000 | 260 | 0 | 0.7900 | 753 | 40.5% | -0.02 | 0.0004 | -0.022 | ||
| 178.70 | 182.80 | 44.3% | 0.98 | 0.0004 | 0.000 | 265 | 0 | 2.99 | 8 | 48.4% | -0.02 | 0.0004 | -0.023 | |||
| 174.30 | 177.90 | 38 | 45.3% | 0.98 | 0.0004 | 0.000 | 270 | 0 | 3.45 | 651 | 48.2% | -0.02 | 0.0005 | -0.024 | ||
| 169.40 | 172.55 | 5 | 42.6% | 0.98 | 0.0005 | 0.000 | 275 | 0 | 4.15 | 20 | 48.4% | -0.03 | 0.0005 | -0.025 | ||
| 164.55 | 168.20 | 45 | 43.6% | 0.97 | 0.0005 | 0.000 | 280 | 0 | 2.54 | 523 | 42.7% | -0.03 | 0.0006 | -0.026 | ||
| 159.75 | 163.40 | 43.0% | 0.97 | 0.0006 | 0.000 | 285 | 0.7000 | 2.26 | 28 | 42.5% | -0.03 | 0.0006 | -0.027 | |||
| 154.90 | 158.50 | 90 | 41.9% | 0.97 | 0.0006 | 0.000 | 290 | 0.5000 | 2.17 | 710 | 40.3% | -0.03 | 0.0007 | -0.029 | ||
| 150.10 | 153.75 | 41.4% | 0.97 | 0.0007 | 0.000 | 295 | 0 | 3.35 | 12 | 40.6% | -0.04 | 0.0007 | -0.030 | |||
| 144.95 | 148.85 | 1 | 613 | 39.5% | 0.96 | 0.0008 | 0.000 | 300 | 0.2500 | 2.79 | 1,539 | 38.5% | -0.04 | 0.0008 | -0.032 | |
| 140.55 | 144.20 | 1 | 40.0% | 0.96 | 0.0008 | 0.000 | 305 | 0.2300 | 2.99 | 118 | 37.6% | -0.04 | 0.0009 | -0.034 | ||
| 135.80 | 139.45 | 100 | 39.3% | 0.96 | 0.0009 | 0.000 | 310 | 0.9200 | 2.77 | 87 | 536 | 37.2% | -0.05 | 0.0010 | -0.036 | |
| 131.20 | 134.55 | 1 | 38.6% | 0.95 | 0.0010 | -0.002 | 315 | 0.2000 | 3.45 | 63 | 35.8% | -0.05 | 0.0010 | -0.038 | ||
| 126.25 | 130.00 | 146 | 37.8% | 0.95 | 0.0011 | -0.005 | 320 | 0.0500 | 4.55 | 457 | 36.2% | -0.06 | 0.0011 | -0.041 | ||
| 121.80 | 125.45 | 10 | 37.8% | 0.94 | 0.0012 | -0.009 | 325 | 1.28 | 4.10 | 168 | 36.1% | -0.06 | 0.0012 | -0.043 | ||
| 116.80 | 120.90 | 745 | 36.8% | 0.93 | 0.0014 | -0.014 | 330 | 1.30 | 4.55 | 1,181 | 35.4% | -0.07 | 0.0014 | -0.046 | ||
| 112.60 | 115.75 | 16 | 36.0% | 0.93 | 0.0015 | -0.018 | 335 | 1.24 | 4.90 | 60 | 34.4% | -0.08 | 0.0015 | -0.049 | ||
| 107.70 | 111.25 | 390 | 35.2% | 0.92 | 0.0016 | -0.022 | 340 | 3.00 | 5.35 | 490 | 35.8% | -0.08 | 0.0016 | -0.052 | ||
| 103.50 | 107.20 | 14 | 35.6% | 0.91 | 0.0018 | -0.027 | 345 | 2.32 | 5.75 | 327 | 34.0% | -0.09 | 0.0018 | -0.056 | ||
| 98.90 | 102.95 | 2 | 427 | 35.2% | 0.90 | 0.0019 | -0.032 | 350 | 2.44 | 6.25 | 1,261 | 33.3% | -0.10 | 0.0020 | -0.059 | |
| 94.50 | 98.35 | 1 | 44 | 34.5% | 0.89 | 0.0021 | -0.037 | 355 | 3.05 | 7.15 | 20 | 33.4% | -0.11 | 0.0021 | -0.063 | |
| 90.30 | 93.40 | 1 | 554 | 33.7% | 0.88 | 0.0023 | -0.042 | 360 | 3.85 | 7.65 | 1 | 1,065 | 33.1% | -0.12 | 0.0023 | -0.067 |
| 86.10 | 90.00 | 48 | 34.1% | 0.86 | 0.0024 | -0.048 | 365 | 5.05 | 8.20 | 38 | 33.1% | -0.14 | 0.0025 | -0.071 | ||
| 81.75 | 85.90 | 481 | 33.6% | 0.85 | 0.0026 | -0.053 | 370 | 6.05 | 8.85 | 3 | 597 | 33.0% | -0.15 | 0.0027 | -0.075 | |
| 77.65 | 81.10 | 44 | 32.8% | 0.84 | 0.0028 | -0.058 | 375 | 6.30 | 10.35 | 73 | 32.7% | -0.17 | 0.0029 | -0.079 | ||
| 74.00 | 77.25 | 1 | 680 | 32.8% | 0.82 | 0.0030 | -0.064 | 380 | 7.45 | 10.80 | 175 | 32.2% | -0.18 | 0.0031 | -0.084 | |
| 70.30 | 73.95 | 72 | 33.1% | 0.80 | 0.0032 | -0.069 | 385 | 8.50 | 12.00 | 59 | 32.1% | -0.20 | 0.0032 | -0.088 | ||
| 66.35 | 70.00 | 1,032 | 32.6% | 0.79 | 0.0034 | -0.074 | 390 | 9.65 | 13.15 | 8 | 128 | 31.9% | -0.22 | 0.0034 | -0.092 | |
| 62.80 | 65.95 | 74 | 32.2% | 0.77 | 0.0035 | -0.079 | 395 | 10.95 | 14.25 | 62 | 31.6% | -0.24 | 0.0036 | -0.095 | ||
| 59.25 | 62.35 | 3 | 1,411 | 32.0% | 0.75 | 0.0037 | -0.084 | 400 | 12.05 | 15.80 | 4 | 139 | 31.4% | -0.26 | 0.0038 | -0.099 |
| 55.80 | 59.45 | 1 | 106 | 32.2% | 0.73 | 0.0039 | -0.088 | 405 | 13.75 | 17.25 | 54 | 31.3% | -0.28 | 0.0040 | -0.102 | |
| 52.45 | 55.55 | 531 | 31.7% | 0.71 | 0.0040 | -0.092 | 410 | 15.00 | 18.85 | 82 | 31.0% | -0.30 | 0.0042 | -0.105 | ||
| 50.00 | 52.70 | 119 | 32.2% | 0.69 | 0.0042 | -0.097 | 415 | 17.25 | 21.25 | 54 | 31.5% | -0.32 | 0.0043 | -0.108 | ||
| 46.00 | 49.15 | 343 | 31.3% | 0.66 | 0.0043 | -0.100 | 420 | 18.80 | 23.00 | 26 | 31.2% | -0.34 | 0.0044 | -0.110 | ||
| 42.70 | 47.00 | 81 | 31.4% | 0.64 | 0.0044 | -0.103 | 425 | 20.75 | 24.50 | 34 | 30.8% | -0.36 | 0.0046 | -0.112 | ||
| 40.00 | 43.50 | 751 | 31.1% | 0.62 | 0.0046 | -0.106 | 430 | 22.85 | 27.15 | 13 | 30.9% | -0.39 | 0.0047 | -0.114 | ||
| 37.30 | 41.20 | 4 | 46 | 31.2% | 0.60 | 0.0046 | -0.108 | 435 | 25.00 | 29.40 | 28 | 30.8% | -0.41 | 0.0048 | -0.115 | |
| 34.80 | 38.10 | 8 | 1,316 | 30.9% | 0.57 | 0.0047 | -0.110 | 440 | 27.50 | 31.70 | 58 | 30.8% | -0.44 | 0.0049 | -0.116 | |
| 30.00 | 33.20 | 12 | 470 | 30.7% | 0.52 | 0.0048 | -0.113 | 450 | 32.50 | 36.35 | 34 | 30.3% | -0.49 | 0.0050 | -0.115 | |
| 25.60 | 28.90 | 3 | 351 | 30.6% | 0.48 | 0.0048 | -0.113 | 460 | 38.25 | 42.40 | 1 | 30.5% | -0.53 | 0.0050 | -0.113 | |
| 21.20 | 25.15 | 300 | 30.3% | 0.43 | 0.0048 | -0.112 | 470 | 44.25 | 48.05 | 3 | 30.1% | -0.58 | 0.0049 | -0.109 | ||
| 17.60 | 21.25 | 110 | 29.9% | 0.39 | 0.0047 | -0.110 | 480 | 50.70 | 54.90 | 1 | 30.1% | -0.63 | 0.0048 | -0.104 | ||
| 15.05 | 18.15 | 1,220 | 30.0% | 0.34 | 0.0045 | -0.106 | 490 | 57.60 | 61.85 | 29.9% | -0.67 | 0.0046 | -0.097 | |||
| 12.00 | 15.50 | 11 | 209 | 29.7% | 0.31 | 0.0043 | -0.101 | 500 | 65.45 | 68.45 | 29.6% | -0.71 | 0.0044 | -0.089 | ||
| 8.30 | 11.50 | 13 | 86 | 30.0% | 0.23 | 0.0038 | -0.089 | 520 | 81.20 | 84.40 | 29.4% | -0.79 | 0.0040 | -0.073 | ||
| 5.70 | 8.35 | 4 | 37 | 30.2% | 0.18 | 0.0032 | -0.075 | 540 | 98.65 | 102.45 | 30.3% | -0.85 | 0.0036 | -0.058 | ||
| 3.85 | 7.00 | 29 | 39 | 31.2% | 0.13 | 0.0026 | -0.063 | 560 | 116.90 | 120.50 | 30.6% | -0.90 | 0.0032 | -0.046 | ||
| 2.04 | 5.50 | 20 | 605 | 31.3% | 0.10 | 0.0021 | -0.053 | 580 | 135.80 | 139.50 | 31.0% | -0.94 | 0.0032 | -0.033 | ||
| 1.01 | 4.70 | 9 | 32.1% | 0.08 | 0.0017 | -0.044 | 600 | 155.40 | 159.00 | 31.4% | -0.98 | 0.0024 | -0.047 | |||
| 0.5000 | 5.00 | 34.4% | 0.06 | 0.0014 | -0.038 | 620 | 175.25 | 178.95 | -0.99 | 0.0008 | -0.091 | |||||
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 — Jan 15, 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