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 ±4.7% (246.82–270.93) · ATM IV 28.3% · P/C открытого интереса 0.67
| 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 | |
| 127.30 | 130.85 | 131 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 0.0200 | 6,274 | 108.9% | -0.00 | 0.0000 | -0.003 | |||
| 122.35 | 125.00 | 10 | 89 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 0.1000 | 1,519 | 119.3% | -0.00 | 0.0000 | -0.003 | ||
| 117.60 | 120.00 | 109 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.0200 | 2,930 | 97.8% | -0.00 | 0.0000 | -0.004 | |||
| 112.35 | 116.20 | 135 | 121.2% | 1.00 | 0.0001 | 0.000 | 145 | 0.0100 | 0.0300 | 1,597 | 98.1% | -0.00 | 0.0001 | -0.004 | ||
| 107.55 | 111.10 | 458 | 118.3% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.0300 | 6,261 | 90.5% | -0.00 | 0.0001 | -0.005 | ||
| 102.40 | 106.20 | 218 | 108.9% | 1.00 | 0.0001 | 0.000 | 155 | 0.0100 | 0.0300 | 4,310 | 87.6% | -0.00 | 0.0001 | -0.005 | ||
| 97.55 | 100.30 | 356 | 1.00 | 0.0001 | 0.000 | 160 | 0.0100 | 0.0300 | 16.5K | 82.5% | -0.00 | 0.0001 | -0.006 | |||
| 92.55 | 95.90 | 530 | 86.4% | 1.00 | 0.0001 | 0.000 | 165 | 0.0100 | 0.0300 | 8,040 | 77.6% | -0.00 | 0.0001 | -0.007 | ||
| 87.60 | 90.85 | 293 | 79.4% | 1.00 | 0.0002 | 0.000 | 170 | 0.0200 | 0.0600 | 11.1K | 78.0% | -0.00 | 0.0002 | -0.008 | ||
| 82.60 | 85.60 | 361 | 1.00 | 0.0002 | 0.000 | 175 | 0.0100 | 0.0700 | 11.8K | 73.0% | -0.00 | 0.0002 | -0.009 | |||
| 77.65 | 80.75 | 577 | 53.8% | 1.00 | 0.0003 | 0.000 | 180 | 0.0300 | 0.0700 | 8,609 | 69.9% | -0.00 | 0.0003 | -0.010 | ||
| 72.65 | 75.70 | 299 | 1.00 | 0.0003 | 0.000 | 185 | 0.0300 | 0.0500 | 6,267 | 63.5% | -0.00 | 0.0003 | -0.011 | |||
| 67.65 | 70.70 | 1,679 | 1.00 | 0.0004 | 0.000 | 190 | 0.0300 | 0.0600 | 14.8K | 59.7% | -0.00 | 0.0004 | -0.013 | |||
| 63.80 | 65.25 | 365 | 70.9% | 0.99 | 0.0005 | 0.000 | 195 | 0.0100 | 0.1000 | 7,946 | 56.4% | -0.01 | 0.0005 | -0.014 | ||
| 58.80 | 60.25 | 3,297 | 65.0% | 0.99 | 0.0007 | 0.000 | 200 | 0.0500 | 0.0700 | 2 | 13.3K | 52.4% | -0.01 | 0.0007 | -0.016 | |
| 53.85 | 55.25 | 1,876 | 60.2% | 0.99 | 0.0009 | 0.000 | 205 | 0.0600 | 0.1100 | 8,049 | 50.1% | -0.01 | 0.0009 | -0.018 | ||
| 48.80 | 50.30 | 3,927 | 54.6% | 0.99 | 0.0012 | 0.000 | 210 | 0.0800 | 0.1100 | 1 | 10.7K | 46.2% | -0.01 | 0.0012 | -0.021 | |
| 43.90 | 45.35 | 1,883 | 51.2% | 0.99 | 0.0016 | -0.003 | 215 | 0.0800 | 0.1300 | 5 | 8,082 | 42.2% | -0.01 | 0.0016 | -0.025 | |
| 38.95 | 40.10 | 5,159 | 43.0% | 0.98 | 0.0022 | -0.010 | 220 | 0.1300 | 0.1500 | 3 | 15.6K | 39.3% | -0.02 | 0.0022 | -0.030 | |
| 34.05 | 35.25 | 4,038 | 40.8% | 0.97 | 0.0032 | -0.021 | 225 | 0.1800 | 0.2300 | 7 | 10.6K | 36.8% | -0.03 | 0.0032 | -0.038 | |
| 29.15 | 30.10 | 6,190 | 34.8% | 0.96 | 0.0048 | -0.035 | 230 | 0.2700 | 0.3200 | 4 | 16.7K | 34.2% | -0.04 | 0.0048 | -0.050 | |
| 24.45 | 25.25 | 1 | 4,207 | 33.1% | 0.93 | 0.0074 | -0.057 | 235 | 0.4500 | 0.4800 | 1,005 | 8,540 | 32.0% | -0.07 | 0.0074 | -0.069 |
| 22.00 | 23.35 | 18 | 34.2% | 0.92 | 0.0091 | -0.070 | 237.5 | 0.5900 | 0.6400 | 10 | 2,962 | 31.3% | -0.08 | 0.0091 | -0.081 | |
| 19.95 | 20.50 | 17 | 8,911 | 31.6% | 0.90 | 0.0111 | -0.086 | 240 | 0.7700 | 0.8300 | 124 | 13.1K | 30.5% | -0.11 | 0.0112 | -0.096 |
| 17.60 | 18.75 | 1 | 62 | 32.4% | 0.87 | 0.0134 | -0.102 | 242.5 | 1.02 | 1.12 | 329 | 1,310 | 30.0% | -0.13 | 0.0135 | -0.112 |
| 15.35 | 16.55 | 1 | 14.2K | 31.1% | 0.83 | 0.0159 | -0.120 | 245 | 1.37 | 1.48 | 55 | 8,482 | 29.6% | -0.17 | 0.0160 | -0.128 |
| 13.40 | 14.40 | 2 | 54 | 30.5% | 0.79 | 0.0186 | -0.138 | 247.5 | 1.81 | 1.93 | 12 | 618 | 29.1% | -0.21 | 0.0187 | -0.145 |
| 11.65 | 12.25 | 120 | 15.9K | 29.8% | 0.74 | 0.0211 | -0.156 | 250 | 2.37 | 2.50 | 136 | 17.0K | 28.7% | -0.26 | 0.0213 | -0.162 |
| 9.90 | 10.25 | 30 | 145 | 29.0% | 0.69 | 0.0234 | -0.172 | 252.5 | 3.05 | 3.25 | 7 | 506 | 28.4% | -0.32 | 0.0237 | -0.177 |
| 8.30 | 8.60 | 375 | 8,787 | 28.8% | 0.63 | 0.0252 | -0.185 | 255 | 3.95 | 4.15 | 44 | 7,987 | 28.4% | -0.38 | 0.0254 | -0.189 |
| 6.85 | 7.15 | 200 | 1,133 | 28.6% | 0.56 | 0.0262 | -0.193 | 257.5 | 4.95 | 5.20 | 35 | 415 | 28.1% | -0.44 | 0.0265 | -0.196 |
| 5.55 | 5.85 | 1,585 | 24.4K | 28.4% | 0.49 | 0.0264 | -0.197 | 260 | 6.25 | 6.45 | 247 | 11.8K | 28.2% | -0.51 | 0.0268 | -0.199 |
| 4.50 | 4.70 | 172 | 1,528 | 28.4% | 0.43 | 0.0260 | -0.194 | 262.5 | 7.50 | 7.85 | 15 | 628 | 27.8% | -0.58 | 0.0263 | -0.196 |
| 3.60 | 3.80 | 879 | 14.7K | 28.6% | 0.37 | 0.0249 | -0.187 | 265 | 9.00 | 9.45 | 23 | 3,169 | 27.7% | -0.64 | 0.0253 | -0.187 |
| 2.84 | 3.00 | 458 | 1,876 | 28.6% | 0.31 | 0.0232 | -0.175 | 267.5 | 10.75 | 11.25 | 117 | 27.9% | -0.70 | 0.0236 | -0.174 | |
| 2.23 | 2.33 | 834 | 25.9K | 28.7% | 0.26 | 0.0212 | -0.160 | 270 | 12.25 | 13.30 | 1 | 9,585 | 27.3% | -0.75 | 0.0216 | -0.158 |
| 1.72 | 1.82 | 20 | 1,559 | 28.9% | 0.21 | 0.0188 | -0.143 | 272.5 | 14.45 | 15.50 | 70 | 28.5% | -0.80 | 0.0193 | -0.140 | |
| 1.33 | 1.42 | 144 | 20.9K | 29.2% | 0.17 | 0.0164 | -0.126 | 275 | 16.50 | 17.50 | 3 | 3,623 | 28.0% | -0.84 | 0.0168 | -0.122 |
| 1.02 | 1.11 | 20 | 2,441 | 29.5% | 0.14 | 0.0141 | -0.110 | 277.5 | 18.65 | 19.85 | 5 | 28.5% | -0.87 | 0.0144 | -0.103 | |
| 0.7800 | 0.8300 | 153 | 40.0K | 29.7% | 0.11 | 0.0119 | -0.094 | 280 | 20.95 | 22.15 | 1 | 4,377 | 28.9% | -0.90 | 0.0123 | -0.086 |
| 0.6000 | 0.6800 | 957 | 30.2% | 0.09 | 0.0100 | -0.081 | 282.5 | 22.90 | 24.50 | 61 | 25.2% | -0.93 | 0.0108 | -0.071 | ||
| 0.4600 | 0.5200 | 60 | 17.0K | 30.6% | 0.07 | 0.0083 | -0.068 | 285 | 25.30 | 26.90 | 923 | -0.94 | 0.0095 | -0.060 | ||
| 0.2800 | 0.3100 | 76 | 23.3K | 31.5% | 0.04 | 0.0057 | -0.049 | 290 | 30.20 | 31.70 | 581 | -0.97 | 0.0067 | -0.057 | ||
| 0.1600 | 0.2100 | 17 | 12.2K | 32.6% | 0.03 | 0.0038 | -0.035 | 295 | 35.20 | 36.65 | -0.99 | 0.0036 | -0.072 | |||
| 0.1100 | 0.1300 | 8 | 35.8K | 33.7% | 0.02 | 0.0027 | -0.026 | 300 | 40.30 | 41.60 | 18 | -1.00 | 0.0014 | -0.090 | ||
| 0.0700 | 0.0900 | 16 | 9,246 | 35.0% | 0.01 | 0.0019 | -0.020 | 305 | 45.20 | 46.60 | -1.00 | 0.0004 | -0.102 | |||
| 0.0500 | 0.1600 | 14 | 9,493 | 39.4% | 0.01 | 0.0014 | -0.016 | 310 | 50.20 | 51.60 | 1 | -1.00 | 0.0001 | -0.109 | ||
| 0.0200 | 0.1400 | 12.6K | 40.9% | 0.01 | 0.0011 | -0.013 | 315 | 55.20 | 56.60 | -1.00 | 0.0000 | -0.113 | ||||
| 0.0200 | 0.0500 | 15.5K | 39.8% | 0.01 | 0.0008 | -0.011 | 320 | 60.20 | 61.60 | -1.00 | 0.0000 | -0.116 | ||||
| 0.0200 | 0.0400 | 7,258 | 41.7% | 0.01 | 0.0007 | -0.010 | 325 | 65.05 | 67.30 | 53.8% | -1.00 | 0.0000 | -0.117 | |||
| 0.0100 | 0.1100 | 6,029 | 47.6% | 0.00 | 0.0006 | -0.009 | 330 | 69.95 | 72.30 | -1.00 | 0.0000 | -0.118 | ||||
| 0.0100 | 0.1200 | 19.9K | 50.6% | 0.00 | 0.0005 | -0.008 | 335 | 74.70 | 77.30 | -1.00 | 0.0000 | -0.118 | ||||
| 0.0100 | 0.0800 | 6,391 | 51.1% | 0.00 | 0.0004 | -0.008 | 340 | 79.90 | 82.30 | -1.00 | 0.0000 | -0.119 | ||||
| 0.0100 | 0.1100 | 646 | 55.2% | 0.00 | 0.0004 | -0.007 | 345 | 84.70 | 87.30 | -1.00 | 0.0000 | -0.119 | ||||
| 0.0100 | 0.0300 | 19.1K | 51.6% | 0.00 | 0.0003 | -0.007 | 350 | 89.65 | 92.30 | -1.00 | 0.0000 | -0.119 | ||||
| 0 | 0.1000 | 53 | 58.8% | 0.00 | 0.0003 | -0.006 | 355 | 94.80 | 97.30 | -1.00 | 0.0000 | -0.120 | ||||
| 0 | 0.0800 | 5,946 | 59.7% | 0.00 | 0.0002 | -0.006 | 360 | 99.40 | 102.30 | -1.00 | 0.0000 | -0.120 | ||||
| 0 | 0.0500 | 6,987 | 61.3% | 0.00 | 0.0002 | -0.005 | 370 | 109.50 | 112.30 | 1 | -1.00 | 0.0000 | -0.120 | |||
| 0 | 0.1000 | 329 | 67.7% | 0.00 | 0.0002 | -0.005 | 375 | 114.80 | 117.30 | -1.00 | 0.0000 | -0.120 | ||||
| 0 | 0.0400 | 3,932 | 64.1% | 0.00 | 0.0002 | -0.005 | 380 | 119.75 | 122.30 | -1.00 | 0.0000 | -0.120 | ||||
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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