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 ±5.4% (82.23–91.62) · ATM IV 33.3% · P/C открытого интереса 1.89
| 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 | |
| 39.90 | 42.40 | 25 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.3800 | 2,007 | 164.6% | -0.00 | 0.0003 | -0.003 | |||
| 34.90 | 37.20 | 16 | 1.00 | 0.0005 | 0.000 | 50 | 0 | 0.1700 | 2,646 | 124.9% | -0.00 | 0.0004 | -0.004 | |||
| 29.90 | 32.10 | 29 | 1.00 | 0.0010 | 0.000 | 55 | 0 | 0.1000 | 1,520 | 98.1% | -0.00 | 0.0008 | -0.005 | |||
| 24.90 | 27.10 | 428 | 0.99 | 0.0017 | 0.000 | 60 | 0 | 0.0800 | 25 | 4,656 | 78.9% | -0.01 | 0.0013 | -0.007 | ||
| 19.90 | 22.10 | 514 | 0.99 | 0.0025 | 0.000 | 65 | 0.0100 | 0.0800 | 5,165 | 64.5% | -0.01 | 0.0022 | -0.008 | |||
| 14.90 | 17.15 | 7,113 | 0.98 | 0.0044 | -0.002 | 70 | 0.0200 | 0.0400 | 4 | 25.3K | 47.1% | -0.02 | 0.0043 | -0.010 | ||
| 14.05 | 16.15 | 1 | 2,355 | 0.98 | 0.0051 | -0.004 | 71 | 0.0100 | 0.1600 | 1 | 506 | 51.8% | -0.02 | 0.0050 | -0.011 | |
| 12.90 | 15.15 | 529 | 0.98 | 0.0061 | -0.005 | 72 | 0 | 0.1800 | 2,703 | 49.2% | -0.02 | 0.0060 | -0.012 | |||
| 12.05 | 14.15 | 143 | 0.98 | 0.0073 | -0.007 | 73 | 0.0300 | 0.1100 | 19 | 1,594 | 44.2% | -0.02 | 0.0072 | -0.014 | ||
| 10.95 | 13.25 | 300 | 0.97 | 0.0090 | -0.010 | 74 | 0.0400 | 0.1100 | 12 | 1,260 | 41.8% | -0.03 | 0.0088 | -0.016 | ||
| 11.55 | 12.40 | 1 | 1,517 | 37.2% | 0.96 | 0.0111 | -0.013 | 75 | 0.0800 | 0.1200 | 18 | 4,811 | 40.8% | -0.04 | 0.0109 | -0.018 |
| 10.75 | 11.15 | 599 | 31.3% | 0.95 | 0.0138 | -0.017 | 76 | 0.1000 | 0.1700 | 2 | 4,041 | 40.0% | -0.05 | 0.0136 | -0.022 | |
| 9.30 | 10.55 | 443 | 0.94 | 0.0172 | -0.021 | 77 | 0.1600 | 0.2100 | 8,743 | 9,995 | 39.4% | -0.06 | 0.0171 | -0.026 | ||
| 8.10 | 9.30 | 7 | 511 | 0.92 | 0.0214 | -0.027 | 78 | 0.2100 | 0.3500 | 12 | 1,888 | 39.9% | -0.08 | 0.0212 | -0.031 | |
| 7.65 | 8.35 | 5,738 | 27.4% | 0.90 | 0.0263 | -0.034 | 79 | 0.2900 | 0.3800 | 657 | 23.9K | 38.1% | -0.10 | 0.0261 | -0.037 | |
| 5.75 | 7.95 | 2 | 0.89 | 0.0290 | -0.037 | 79.5 | 0.3000 | 0.5300 | 2 | 37 | 38.6% | -0.11 | 0.0289 | -0.040 | ||
| 7.10 | 7.50 | 49 | 3,477 | 35.7% | 0.87 | 0.0319 | -0.040 | 80 | 0.3800 | 0.4700 | 73 | 21.8K | 37.0% | -0.13 | 0.0318 | -0.044 |
| 6.35 | 7.25 | 2 | 42 | 33.8% | 0.86 | 0.0349 | -0.044 | 80.5 | 0.4400 | 0.6300 | 3 | 332 | 37.8% | -0.14 | 0.0348 | -0.047 |
| 6.20 | 6.70 | 16 | 1,498 | 35.6% | 0.84 | 0.0380 | -0.048 | 81 | 0.4700 | 0.5900 | 408 | 5,280 | 35.6% | -0.16 | 0.0379 | -0.051 |
| 5.80 | 6.20 | 2 | 5 | 34.6% | 0.82 | 0.0413 | -0.052 | 81.5 | 0.5900 | 0.6700 | 559 | 14 | 35.8% | -0.18 | 0.0412 | -0.054 |
| 5.45 | 5.75 | 195 | 8,462 | 34.6% | 0.80 | 0.0445 | -0.055 | 82 | 0.6800 | 0.7400 | 3,124 | 1,311 | 35.3% | -0.20 | 0.0445 | -0.058 |
| 4.70 | 5.45 | 1 | 2 | 31.9% | 0.78 | 0.0478 | -0.059 | 82.5 | 0.7700 | 0.8900 | 283 | 310 | 35.4% | -0.22 | 0.0477 | -0.061 |
| 4.60 | 4.95 | 1 | 1,807 | 33.4% | 0.75 | 0.0510 | -0.062 | 83 | 0.8700 | 1.04 | 8 | 1,616 | 35.3% | -0.25 | 0.0509 | -0.064 |
| 4.30 | 4.60 | 23 | 234 | 34.1% | 0.73 | 0.0541 | -0.066 | 83.5 | 1.00 | 1.35 | 6 | 173 | 36.6% | -0.27 | 0.0540 | -0.067 |
| 4.05 | 4.20 | 63 | 1,382 | 34.4% | 0.70 | 0.0570 | -0.069 | 84 | 1.14 | 1.25 | 41 | 988 | 34.3% | -0.30 | 0.0570 | -0.070 |
| 3.60 | 3.90 | 24 | 154 | 33.7% | 0.67 | 0.0596 | -0.071 | 84.5 | 1.29 | 1.49 | 149 | 28 | 34.7% | -0.33 | 0.0596 | -0.072 |
| 3.30 | 3.50 | 342 | 10.2K | 33.1% | 0.64 | 0.0620 | -0.074 | 85 | 1.50 | 1.61 | 220 | 726 | 34.4% | -0.36 | 0.0620 | -0.074 |
| 2.97 | 3.25 | 62 | 6 | 33.3% | 0.61 | 0.0640 | -0.075 | 85.5 | 1.66 | 1.84 | 48 | 6 | 34.3% | -0.39 | 0.0640 | -0.076 |
| 2.73 | 2.93 | 417 | 524 | 33.3% | 0.57 | 0.0655 | -0.077 | 86 | 1.82 | 2.00 | 513 | 33.5% | -0.42 | 0.0656 | -0.077 | |
| 2.39 | 2.68 | 49 | 258 | 32.9% | 0.54 | 0.0666 | -0.077 | 86.5 | 2.04 | 2.41 | 1 | 251 | 34.6% | -0.46 | 0.0667 | -0.078 |
| 2.18 | 2.40 | 18 | 1,995 | 33.0% | 0.51 | 0.0673 | -0.078 | 87 | 2.27 | 2.54 | 1,075 | 33.6% | -0.49 | 0.0673 | -0.078 | |
| 1.77 | 1.93 | 6 | 1,106 | 33.1% | 0.44 | 0.0670 | -0.077 | 88 | 2.80 | 3.05 | 452 | 33.2% | -0.56 | 0.0671 | -0.076 | |
| 1.40 | 1.55 | 295 | 608 | 33.2% | 0.38 | 0.0648 | -0.073 | 89 | 3.45 | 3.80 | 142 | 34.4% | -0.62 | 0.0649 | -0.072 | |
| 1.12 | 1.26 | 816 | 1,866 | 33.8% | 0.31 | 0.0608 | -0.068 | 90 | 4.10 | 4.45 | 10 | 365 | 34.0% | -0.68 | 0.0609 | -0.067 |
| 0.8100 | 0.9800 | 459 | 523 | 33.3% | 0.26 | 0.0555 | -0.062 | 91 | 4.85 | 5.20 | 68 | 34.4% | -0.74 | 0.0556 | -0.060 | |
| 0.6100 | 0.7000 | 19 | 2,609 | 32.8% | 0.21 | 0.0492 | -0.054 | 92 | 5.45 | 6.05 | 33 | 33.4% | -0.79 | 0.0494 | -0.052 | |
| 0.4500 | 0.5700 | 1 | 4,856 | 33.3% | 0.17 | 0.0426 | -0.047 | 93 | 6.25 | 8.60 | 109 | 49.6% | -0.83 | 0.0428 | -0.044 | |
| 0.3300 | 0.4200 | 258 | 230 | 33.3% | 0.13 | 0.0362 | -0.041 | 94 | 7.20 | 9.45 | 19 | 51.8% | -0.87 | 0.0364 | -0.037 | |
| 0.2400 | 0.3400 | 5 | 2,523 | 33.8% | 0.10 | 0.0303 | -0.035 | 95 | 8.00 | 8.55 | 309 | 31.3% | -0.90 | 0.0305 | -0.031 | |
| 0.0300 | 0.0900 | 3 | 1,333 | 34.9% | 0.04 | 0.0125 | -0.018 | 100 | 12.95 | 14.00 | 17 | 51.8% | -0.96 | 0.0127 | -0.012 | |
| 0 | 0.1100 | 323 | 44.2% | 0.02 | 0.0060 | -0.011 | 105 | 17.90 | 20.00 | 79.0% | -0.98 | 0.0063 | -0.002 | |||
| 0 | 0.1100 | 918 | 53.2% | 0.01 | 0.0033 | -0.008 | 110 | 22.70 | 25.00 | 89.1% | -0.99 | 0.0042 | 0.000 | |||
| 0 | 0.0700 | 49 | 58.2% | 0.01 | 0.0020 | -0.006 | 115 | 27.80 | 30.10 | 104.0% | -1.00 | 0.0026 | 0.000 | |||
| 0 | 0.0300 | 1,152 | 59.8% | 0.00 | 0.0013 | -0.004 | 120 | 32.70 | 35.00 | 111.9% | -1.00 | 0.0013 | 0.000 | |||
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 — Sep 18, 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.