ARKK цепочка опционов ARK Innovation ETF
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 ±3.3% (79.70–85.16) · ATM IV 39.0% · P/C открытого интереса 0.91
| 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 | |
| 37.05 | 39.10 | 370.3% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 1.00 | 2 | 2 | 353.4% | -0.00 | 0.0001 | -0.002 | ||
| 32.20 | 33.60 | 293.0% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.2100 | 5 | 1 | 227.5% | -0.00 | 0.0002 | -0.002 | ||
| 27.15 | 28.60 | 241.9% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.2100 | 6 | 188.7% | -0.00 | 0.0003 | -0.003 | |||
| 22.05 | 23.65 | 195.1% | 1.00 | 0.0005 | -0.000 | 60 | 0 | 0.2000 | 3 | 151.7% | -0.00 | 0.0005 | -0.003 | |||
| 16.95 | 19.15 | 171.0% | 1.00 | 0.0010 | -0.002 | 65 | 0 | 2.13 | 203.2% | -0.00 | 0.0010 | -0.004 | ||||
| 11.80 | 14.15 | 1 | 123.9% | 1.00 | 0.0022 | -0.003 | 70 | 0 | 0.0100 | 183 | 57.6% | -0.00 | 0.0022 | -0.005 | ||
| 7.20 | 8.85 | 1 | 86.1% | 0.97 | 0.0143 | -0.022 | 75 | 0.0100 | 0.0700 | 1 | 162 | 46.6% | -0.02 | 0.0144 | -0.023 | |
| 6.30 | 7.45 | 1 | 70.0% | 0.96 | 0.0223 | -0.035 | 76 | 0.0500 | 0.1000 | 10 | 1,501 | 46.1% | -0.04 | 0.0224 | -0.036 | |
| 5.35 | 6.15 | 1 | 100 | 55.2% | 0.93 | 0.0336 | -0.053 | 77 | 0.0900 | 0.1400 | 25 | 198 | 44.0% | -0.07 | 0.0337 | -0.054 |
| 4.85 | 6.10 | 1 | 62.7% | 0.92 | 0.0406 | -0.064 | 77.5 | 0.1300 | 0.1800 | 48 | 68 | 43.8% | -0.08 | 0.0407 | -0.065 | |
| 4.45 | 5.25 | 1 | 10 | 52.7% | 0.90 | 0.0486 | -0.077 | 78 | 0.1600 | 0.2200 | 66 | 368 | 42.7% | -0.10 | 0.0487 | -0.078 |
| 4.00 | 4.80 | 1 | 4 | 50.9% | 0.87 | 0.0573 | -0.091 | 78.5 | 0.1900 | 0.3000 | 17 | 59 | 42.2% | -0.13 | 0.0574 | -0.091 |
| 3.45 | 4.65 | 15 | 52.8% | 0.84 | 0.0667 | -0.105 | 79 | 0.2500 | 0.3700 | 45 | 405 | 41.6% | -0.16 | 0.0669 | -0.106 | |
| 3.00 | 4.45 | 54.7% | 0.81 | 0.0764 | -0.120 | 79.5 | 0.3000 | 0.4600 | 78 | 254 | 40.6% | -0.19 | 0.0767 | -0.121 | ||
| 2.70 | 3.70 | 26 | 48.9% | 0.77 | 0.0861 | -0.135 | 80 | 0.4300 | 0.5300 | 83 | 1,240 | 40.1% | -0.23 | 0.0864 | -0.136 | |
| 2.45 | 2.66 | 1 | 38.9% | 0.72 | 0.0952 | -0.149 | 80.5 | 0.4800 | 0.7600 | 52 | 639 | 40.3% | -0.28 | 0.0956 | -0.150 | |
| 2.04 | 2.39 | 10 | 29 | 39.0% | 0.67 | 0.1033 | -0.161 | 81 | 0.6500 | 0.8800 | 17 | 796 | 39.9% | -0.33 | 0.1037 | -0.162 |
| 1.79 | 2.01 | 11 | 39.1% | 0.62 | 0.1096 | -0.170 | 81.5 | 0.8100 | 1.08 | 38 | 47 | 39.7% | -0.38 | 0.1102 | -0.171 | |
| 1.50 | 1.72 | 42 | 104 | 39.0% | 0.56 | 0.1139 | -0.176 | 82 | 1.02 | 1.32 | 60 | 2,945 | 40.1% | -0.44 | 0.1144 | -0.177 |
| 1.25 | 1.48 | 100 | 2,098 | 39.4% | 0.51 | 0.1156 | -0.178 | 82.5 | 1.20 | 1.52 | 22 | 509 | 38.6% | -0.50 | 0.1162 | -0.179 |
| 1.02 | 1.23 | 17 | 522 | 39.1% | 0.45 | 0.1148 | -0.176 | 83 | 1.58 | 1.79 | 25 | 81 | 40.2% | -0.55 | 0.1155 | -0.177 |
| 0.8300 | 1.04 | 12 | 10 | 39.5% | 0.39 | 0.1115 | -0.170 | 83.5 | 1.85 | 2.11 | 169 | 34 | 40.1% | -0.61 | 0.1122 | -0.171 |
| 0.6700 | 0.7700 | 73 | 61 | 38.2% | 0.34 | 0.1060 | -0.161 | 84 | 2.19 | 2.47 | 10 | 198 | 40.8% | -0.66 | 0.1066 | -0.162 |
| 0.5300 | 0.7200 | 30 | 2,152 | 40.0% | 0.29 | 0.0988 | -0.149 | 84.5 | 2.53 | 2.77 | 10 | 622 | 39.9% | -0.71 | 0.0993 | -0.150 |
| 0.4000 | 0.5800 | 102 | 2,186 | 39.7% | 0.24 | 0.0903 | -0.136 | 85 | 2.72 | 3.25 | 8 | 96 | 38.4% | -0.76 | 0.0908 | -0.137 |
| 0.3200 | 0.4000 | 591 | 206 | 38.7% | 0.20 | 0.0811 | -0.122 | 85.5 | 3.10 | 3.75 | 18 | 260 | 40.1% | -0.80 | 0.0816 | -0.122 |
| 0.2400 | 0.4300 | 57 | 115 | 41.3% | 0.17 | 0.0717 | -0.107 | 86 | 3.60 | 4.05 | 20 | 121 | 39.4% | -0.83 | 0.0721 | -0.107 |
| 0.1900 | 0.4200 | 4 | 85 | 43.5% | 0.14 | 0.0626 | -0.093 | 86.5 | 4.05 | 4.50 | 3 | 39 | 40.4% | -0.86 | 0.0629 | -0.093 |
| 0.1300 | 0.3600 | 29 | 2,134 | 43.8% | 0.11 | 0.0539 | -0.080 | 87 | 4.30 | 4.95 | 6 | 65 | 33.4% | -0.89 | 0.0542 | -0.080 |
| 0.1100 | 0.1500 | 2 | 281 | 39.7% | 0.09 | 0.0460 | -0.068 | 87.5 | 4.70 | 5.45 | 1 | 54 | 29.6% | -0.91 | 0.0462 | -0.068 |
| 0.0800 | 0.1900 | 6 | 179 | 43.0% | 0.08 | 0.0389 | -0.057 | 88 | 5.20 | 5.85 | 2 | 1,470 | -0.93 | 0.0392 | -0.057 | |
| 0.0200 | 0.2100 | 206 | 44.1% | 0.06 | 0.0326 | -0.048 | 88.5 | 5.05 | 6.60 | 170 | -0.94 | 0.0329 | -0.048 | |||
| 0.0600 | 0.1000 | 14 | 56 | 43.4% | 0.05 | 0.0272 | -0.040 | 89 | 5.95 | 7.00 | 1 | 94 | -0.95 | 0.0276 | -0.039 | |
| 0.0300 | 0.1500 | 2 | 504 | 47.0% | 0.04 | 0.0226 | -0.033 | 89.5 | 6.35 | 7.30 | 1 | 94 | -0.96 | 0.0231 | -0.032 | |
| 0.0200 | 0.0500 | 38 | 183 | 41.9% | 0.03 | 0.0187 | -0.027 | 90 | 6.90 | 7.80 | 19 | 114 | -0.97 | 0.0192 | -0.026 | |
| 0 | 0.1900 | 1 | 64 | 52.6% | 0.03 | 0.0154 | -0.022 | 90.5 | 7.10 | 8.30 | 3 | 90 | -0.98 | 0.0158 | -0.022 | |
| 0 | 0.1000 | 3 | 115 | 49.0% | 0.02 | 0.0126 | -0.018 | 91 | 7.65 | 8.80 | 3 | 51 | -0.98 | 0.0130 | -0.018 | |
| 0.0100 | 0.1300 | 3 | 73 | 54.3% | 0.02 | 0.0104 | -0.015 | 91.5 | 7.95 | 9.30 | 2 | 21 | -0.99 | 0.0105 | -0.015 | |
| 0 | 0.1800 | 6 | 340 | 59.2% | 0.01 | 0.0085 | -0.012 | 92 | 8.75 | 9.80 | 3 | 13 | -0.99 | 0.0084 | -0.012 | |
| 0 | 0.0700 | 1 | 478 | 54.7% | 0.01 | 0.0058 | -0.008 | 93 | 9.40 | 10.95 | 1 | 3 | -1.00 | 0.0051 | -0.009 | |
| 0 | 0.3800 | 1 | 9 | 76.8% | 0.01 | 0.0048 | -0.007 | 93.5 | 10.40 | 11.30 | 3 | 3 | -1.00 | 0.0039 | -0.008 | |
| 0 | 0.2100 | 22 | 70.4% | 0.01 | 0.0039 | -0.006 | 94 | 10.85 | 12.10 | 2 | 2 | -1.00 | 0.0029 | -0.008 | ||
| 0 | 0.0300 | 1 | 1,661 | 56.1% | 0.00 | 0.0028 | -0.004 | 95 | 11.80 | 13.10 | 1 | -1.00 | 0.0016 | -0.007 | ||
| 0 | 0.7500 | 22 | 103.9% | 0.00 | 0.0020 | -0.003 | 96 | 12.65 | 13.85 | 3 | 1 | -1.00 | 0.0009 | -0.007 | ||
| 0 | 0.3800 | 182 | 93.7% | 0.00 | 0.0015 | -0.002 | 97 | 13.55 | 15.10 | 3 | -1.00 | 0.0005 | -0.007 | |||
| 0 | 0.4100 | 55 | 99.8% | 0.00 | 0.0012 | -0.002 | 98 | 14.65 | 15.90 | -1.00 | 0.0003 | -0.007 | ||||
| 0 | 0.0100 | 56 | 65.5% | 0.00 | 0.0008 | -0.002 | 100 | 15.95 | 18.85 | -1.00 | 0.0001 | -0.007 | ||||
| 0 | 2.13 | 38 | 190.8% | 0.00 | 0.0004 | -0.001 | 105 | 20.85 | 23.60 | -1.00 | 0.0001 | -0.007 | ||||
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 — Oct 23, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.