AMZN цепочка опционов Amazon.com, 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 ±9.5% (237.76–287.86) · ATM IV 40.2% · P/C открытого интереса 0.52
| 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 | |
| 126.40 | 130.30 | 164 | 95.2% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.0700 | 238 | 81.2% | -0.00 | 0.0001 | -0.004 | ||
| 121.50 | 125.35 | 136 | 93.9% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.0900 | 2 | 380 | 78.9% | -0.00 | 0.0001 | -0.005 | |
| 116.50 | 120.05 | 99 | 72.9% | 1.00 | 0.0001 | 0.000 | 145 | 0.0200 | 0.1000 | 2 | 1,442 | 77.1% | -0.00 | 0.0001 | -0.006 | |
| 111.70 | 114.85 | 1 | 143 | 63.2% | 1.00 | 0.0002 | 0.000 | 150 | 0.0400 | 0.0700 | 2 | 5,748 | 72.4% | -0.00 | 0.0002 | -0.007 |
| 106.65 | 110.20 | 143 | 76.3% | 1.00 | 0.0002 | 0.000 | 155 | 0.0300 | 0.0700 | 1 | 555 | 67.8% | -0.00 | 0.0002 | -0.008 | |
| 101.70 | 105.15 | 191 | 70.7% | 1.00 | 0.0002 | 0.000 | 160 | 0.0500 | 0.0800 | 9 | 2,008 | 65.8% | -0.00 | 0.0002 | -0.010 | |
| 96.70 | 100.15 | 147 | 65.1% | 0.99 | 0.0003 | 0.000 | 165 | 0.0700 | 0.1200 | 1,292 | 64.9% | -0.01 | 0.0003 | -0.011 | ||
| 91.90 | 95.25 | 2 | 215 | 68.4% | 0.99 | 0.0004 | -0.002 | 170 | 0.1000 | 0.1200 | 2 | 1,694 | 62.2% | -0.01 | 0.0004 | -0.013 |
| 86.75 | 90.25 | 166 | 59.7% | 0.99 | 0.0005 | -0.005 | 175 | 0.1200 | 0.1500 | 1 | 1,438 | 60.0% | -0.01 | 0.0005 | -0.016 | |
| 81.75 | 85.30 | 1 | 1,255 | 56.2% | 0.99 | 0.0006 | -0.009 | 180 | 0.1600 | 0.1800 | 268 | 3,880 | 58.0% | -0.01 | 0.0006 | -0.019 |
| 77.00 | 80.35 | 129 | 57.8% | 0.99 | 0.0008 | -0.013 | 185 | 0.2000 | 0.2300 | 35 | 2,223 | 56.1% | -0.01 | 0.0008 | -0.022 | |
| 71.90 | 75.20 | 10 | 1,293 | 48.1% | 0.98 | 0.0010 | -0.018 | 190 | 0.2500 | 0.2800 | 115 | 11.4K | 54.0% | -0.02 | 0.0010 | -0.027 |
| 67.70 | 70.30 | 197 | 56.7% | 0.98 | 0.0013 | -0.024 | 195 | 0.3000 | 0.3500 | 33 | 4,639 | 51.9% | -0.02 | 0.0013 | -0.032 | |
| 63.15 | 65.00 | 25 | 1,586 | 53.5% | 0.97 | 0.0016 | -0.031 | 200 | 0.4400 | 0.4500 | 686 | 10.1K | 50.7% | -0.03 | 0.0016 | -0.038 |
| 58.20 | 60.55 | 493 | 53.5% | 0.96 | 0.0021 | -0.039 | 205 | 0.5500 | 0.5800 | 245 | 3,188 | 49.0% | -0.04 | 0.0021 | -0.046 | |
| 53.40 | 55.25 | 28 | 811 | 48.4% | 0.95 | 0.0026 | -0.049 | 210 | 0.7100 | 0.7500 | 436 | 9,772 | 47.4% | -0.05 | 0.0026 | -0.055 |
| 48.70 | 50.50 | 6 | 1,222 | 47.1% | 0.94 | 0.0033 | -0.060 | 215 | 0.9500 | 1.01 | 887 | 13.5K | 46.2% | -0.06 | 0.0033 | -0.066 |
| 44.40 | 45.80 | 6 | 2,520 | 47.1% | 0.92 | 0.0042 | -0.073 | 220 | 1.26 | 1.31 | 649 | 11.8K | 44.9% | -0.08 | 0.0042 | -0.079 |
| 39.90 | 41.10 | 1 | 574 | 45.4% | 0.90 | 0.0051 | -0.089 | 225 | 1.70 | 1.75 | 1,213 | 9,181 | 44.0% | -0.10 | 0.0052 | -0.094 |
| 35.65 | 36.60 | 476 | 3,281 | 44.5% | 0.87 | 0.0062 | -0.106 | 230 | 2.28 | 2.34 | 782 | 17.0K | 43.2% | -0.13 | 0.0063 | -0.110 |
| 32.85 | 34.60 | 42.6% | 0.85 | 0.0068 | -0.115 | 232.5 | 2.61 | 2.74 | 1,915 | 42.9% | -0.15 | 0.0069 | -0.119 | |||
| 31.15 | 32.10 | 31 | 1,795 | 42.2% | 0.83 | 0.0075 | -0.123 | 235 | 3.00 | 3.10 | 878 | 10.0K | 42.4% | -0.17 | 0.0075 | -0.128 |
| 28.70 | 30.80 | 42.7% | 0.81 | 0.0081 | -0.133 | 237.5 | 3.40 | 3.65 | 19 | 42.1% | -0.19 | 0.0081 | -0.137 | |||
| 27.00 | 28.15 | 983 | 9,812 | 41.4% | 0.79 | 0.0087 | -0.142 | 240 | 3.95 | 4.10 | 1,661 | 19.0K | 41.8% | -0.21 | 0.0088 | -0.146 |
| 24.80 | 26.60 | 41.4% | 0.77 | 0.0093 | -0.150 | 242.5 | 4.50 | 4.70 | 13 | 41.5% | -0.23 | 0.0094 | -0.154 | |||
| 23.65 | 24.35 | 647 | 6,553 | 41.7% | 0.74 | 0.0099 | -0.159 | 245 | 5.20 | 5.30 | 1,064 | 10.0K | 41.2% | -0.26 | 0.0100 | -0.162 |
| 21.15 | 22.80 | 2 | 40.5% | 0.72 | 0.0105 | -0.166 | 247.5 | 5.90 | 6.05 | 36 | 41.1% | -0.28 | 0.0106 | -0.170 | ||
| 20.35 | 20.65 | 1,935 | 22.6K | 41.2% | 0.69 | 0.0110 | -0.173 | 250 | 6.75 | 6.85 | 1,602 | 24.6K | 41.0% | -0.31 | 0.0111 | -0.176 |
| 18.70 | 19.90 | 16 | 42.5% | 0.66 | 0.0114 | -0.179 | 252.5 | 7.50 | 7.80 | 5 | 40.7% | -0.34 | 0.0116 | -0.182 | ||
| 17.20 | 17.40 | 1,687 | 21.9K | 40.7% | 0.63 | 0.0118 | -0.184 | 255 | 8.50 | 8.75 | 560 | 12.5K | 40.7% | -0.37 | 0.0120 | -0.187 |
| 15.65 | 16.05 | 181 | 40.6% | 0.60 | 0.0122 | -0.188 | 257.5 | 9.45 | 9.80 | 12 | 40.4% | -0.40 | 0.0123 | -0.191 | ||
| 14.35 | 14.55 | 21.2K | 36.2K | 40.4% | 0.57 | 0.0124 | -0.191 | 260 | 10.55 | 10.90 | 536 | 9,700 | 40.3% | -0.43 | 0.0126 | -0.194 |
| 13.00 | 13.25 | 275 | 40.2% | 0.54 | 0.0126 | -0.193 | 262.5 | 11.75 | 12.10 | 1,999 | 40.1% | -0.46 | 0.0128 | -0.195 | ||
| 11.80 | 12.00 | 3,367 | 23.5K | 40.1% | 0.51 | 0.0127 | -0.193 | 265 | 13.05 | 13.25 | 181 | 7,241 | 39.9% | -0.50 | 0.0129 | -0.195 |
| 10.60 | 10.90 | 196 | 40.0% | 0.48 | 0.0128 | -0.192 | 267.5 | 14.30 | 14.75 | 39.8% | -0.53 | 0.0130 | -0.194 | |||
| 9.55 | 9.75 | 3,454 | 38.3K | 39.8% | 0.45 | 0.0127 | -0.190 | 270 | 15.90 | 16.15 | 79 | 4,248 | 39.9% | -0.56 | 0.0129 | -0.192 |
| 8.55 | 8.80 | 72 | 39.7% | 0.41 | 0.0126 | -0.187 | 272.5 | 17.25 | 17.70 | 39.6% | -0.59 | 0.0128 | -0.189 | |||
| 7.65 | 7.85 | 1,002 | 14.5K | 39.6% | 0.38 | 0.0124 | -0.182 | 275 | 18.85 | 19.25 | 5 | 1,895 | 39.4% | -0.62 | 0.0126 | -0.184 |
| 6.75 | 7.00 | 57 | 39.4% | 0.35 | 0.0121 | -0.177 | 277.5 | 20.50 | 20.95 | 39.3% | -0.65 | 0.0123 | -0.179 | |||
| 6.05 | 6.20 | 4,583 | 20.5K | 39.3% | 0.33 | 0.0117 | -0.171 | 280 | 22.25 | 22.70 | 48 | 2,586 | 39.3% | -0.68 | 0.0120 | -0.173 |
| 4.80 | 4.85 | 3,406 | 8,829 | 39.1% | 0.27 | 0.0108 | -0.156 | 285 | 25.50 | 26.75 | 14 | 1,605 | 39.0% | -0.74 | 0.0112 | -0.159 |
| 3.65 | 3.75 | 28.0K | 26.7K | 39.0% | 0.22 | 0.0098 | -0.140 | 290 | 29.40 | 31.05 | 3 | 528 | 39.5% | -0.79 | 0.0102 | -0.142 |
| 2.82 | 2.86 | 1,092 | 24.5K | 38.8% | 0.18 | 0.0087 | -0.123 | 295 | 32.95 | 35.25 | 24 | 538 | 38.0% | -0.83 | 0.0091 | -0.125 |
| 2.12 | 2.18 | 5,696 | 22.4K | 38.9% | 0.15 | 0.0075 | -0.106 | 300 | 37.75 | 39.45 | 650 | 38.7% | -0.87 | 0.0079 | -0.108 | |
| 1.58 | 1.64 | 18.0K | 32.4K | 38.8% | 0.12 | 0.0064 | -0.090 | 305 | 42.75 | 43.80 | 4 | 1,300 | 39.8% | -0.90 | 0.0069 | -0.092 |
| 1.20 | 1.26 | 436 | 8,608 | 39.1% | 0.09 | 0.0054 | -0.076 | 310 | 46.65 | 49.00 | 208 | 39.2% | -0.93 | 0.0058 | -0.077 | |
| 0.9000 | 0.9700 | 65 | 5,673 | 39.4% | 0.07 | 0.0044 | -0.063 | 315 | 51.40 | 53.75 | 201 | 39.3% | -0.95 | 0.0050 | -0.065 | |
| 0.6800 | 0.7200 | 26.8K | 8,507 | 39.6% | 0.06 | 0.0036 | -0.052 | 320 | 55.55 | 58.55 | 3 | 15 | -0.96 | 0.0042 | -0.054 | |
| 0.5100 | 0.5700 | 514 | 21.1K | 40.0% | 0.04 | 0.0030 | -0.043 | 325 | 60.45 | 63.45 | -0.98 | 0.0036 | -0.042 | |||
| 0.3900 | 0.4100 | 424 | 2,829 | 40.1% | 0.03 | 0.0024 | -0.035 | 330 | 65.40 | 69.20 | 41.8% | -0.99 | 0.0025 | -0.035 | ||
| 0.2900 | 0.3200 | 136 | 2,151 | 40.5% | 0.03 | 0.0020 | -0.029 | 335 | 70.35 | 74.20 | 43.0% | -1.00 | 0.0015 | -0.028 | ||
| 0.2100 | 0.2500 | 35 | 3,943 | 40.8% | 0.02 | 0.0016 | -0.024 | 340 | 75.35 | 79.15 | 43.5% | -1.00 | 0.0005 | -0.028 | ||
| 0.1700 | 0.2000 | 30 | 182 | 41.4% | 0.02 | 0.0013 | -0.020 | 345 | 80.35 | 84.15 | 45.6% | -1.00 | 0.0000 | -0.028 | ||
| 0.1400 | 0.1600 | 1,644 | 19.5K | 42.1% | 0.01 | 0.0011 | -0.017 | 350 | 85.35 | 89.15 | 47.7% | -1.00 | 0.0000 | -0.028 | ||
| 0.0600 | 0.1300 | 3 | 75 | 41.5% | 0.01 | 0.0009 | -0.014 | 355 | 90.35 | 94.15 | 49.7% | -1.00 | 0.0000 | -0.028 | ||
| 0.0800 | 0.1100 | 11 | 14.6K | 43.1% | 0.01 | 0.0007 | -0.012 | 360 | 95.35 | 99.15 | 51.6% | -1.00 | 0.0000 | -0.028 | ||
| 0.0200 | 0.1100 | 3,480 | 44.5% | 0.01 | 0.0005 | -0.009 | 370 | 105.35 | 109.15 | 55.4% | -1.00 | 0.0000 | -0.028 | |||
| 0.0300 | 0.0600 | 3 | 217 | 44.3% | 0.01 | 0.0004 | -0.008 | 375 | 110.35 | 114.15 | 57.3% | -1.00 | 0.0000 | -0.028 | ||
| 0.0300 | 0.0800 | 1 | 4,401 | 46.7% | 0.00 | 0.0004 | -0.007 | 380 | 115.35 | 119.15 | 59.1% | -1.00 | 0.0000 | -0.028 | ||
| 0.0100 | 0.0500 | 1 | 744 | 46.7% | 0.00 | 0.0003 | -0.005 | 390 | 125.35 | 129.15 | 62.7% | -1.00 | 0.0000 | -0.028 | ||
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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