ARM цепочка опционов Arm Holdings plc American Depositary Shares
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 ±18.4% (193.92–281.47) · ATM IV 74.2% · P/C открытого интереса 1.18
| 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 | |
| 107.15 | 110.90 | 214 | 110.6% | 0.99 | 0.0003 | -0.019 | 120 | 0 | 0.4800 | 5 | 160 | 91.6% | -0.01 | 0.0003 | -0.019 | |
| 102.20 | 105.45 | 93 | 97.4% | 0.99 | 0.0004 | -0.024 | 125 | 0 | 0.7500 | 1 | 535 | 95.8% | -0.01 | 0.0004 | -0.024 | |
| 97.30 | 101.00 | 142 | 100.5% | 0.99 | 0.0006 | -0.029 | 130 | 0.0200 | 0.5300 | 13 | 185 | 81.6% | -0.01 | 0.0006 | -0.029 | |
| 92.65 | 96.00 | 43 | 98.0% | 0.98 | 0.0007 | -0.035 | 135 | 0 | 1.15 | 11 | 68 | 90.9% | -0.02 | 0.0007 | -0.036 | |
| 87.80 | 91.25 | 68 | 95.6% | 0.98 | 0.0009 | -0.044 | 140 | 0.0300 | 1.40 | 4 | 442 | 88.8% | -0.02 | 0.0009 | -0.044 | |
| 82.80 | 85.70 | 1 | 102 | 84.1% | 0.97 | 0.0011 | -0.053 | 145 | 0.2100 | 1.44 | 2 | 127 | 85.6% | -0.03 | 0.0011 | -0.054 |
| 77.70 | 80.90 | 130 | 320 | 85.0% | 0.96 | 0.0014 | -0.065 | 150 | 0.4000 | 1.60 | 5 | 500 | 83.2% | -0.04 | 0.0014 | -0.065 |
| 73.60 | 77.00 | 34 | 88.2% | 0.95 | 0.0017 | -0.079 | 155 | 0.4000 | 2.11 | 6 | 54 | 81.6% | -0.05 | 0.0017 | -0.079 | |
| 68.60 | 71.80 | 82 | 83.5% | 0.94 | 0.0021 | -0.094 | 160 | 0.7600 | 2.47 | 36 | 418 | 80.7% | -0.06 | 0.0021 | -0.094 | |
| 64.25 | 68.00 | 115 | 84.4% | 0.93 | 0.0025 | -0.111 | 165 | 1.13 | 3.20 | 8 | 605 | 80.8% | -0.07 | 0.0025 | -0.111 | |
| 59.80 | 62.85 | 1 | 120 | 80.0% | 0.91 | 0.0029 | -0.129 | 170 | 1.46 | 4.00 | 77 | 315 | 80.0% | -0.09 | 0.0030 | -0.129 |
| 55.50 | 59.40 | 61 | 82.4% | 0.89 | 0.0034 | -0.148 | 175 | 1.87 | 3.65 | 6 | 1,161 | 74.4% | -0.11 | 0.0034 | -0.149 | |
| 51.25 | 54.35 | 47 | 185 | 78.3% | 0.87 | 0.0039 | -0.168 | 180 | 2.94 | 5.00 | 101 | 2,268 | 77.1% | -0.13 | 0.0039 | -0.169 |
| 47.20 | 50.30 | 97 | 77.7% | 0.84 | 0.0044 | -0.188 | 185 | 4.00 | 5.45 | 55 | 1,482 | 75.5% | -0.16 | 0.0044 | -0.189 | |
| 43.55 | 46.35 | 1 | 57 | 77.6% | 0.81 | 0.0049 | -0.208 | 190 | 5.05 | 7.00 | 239 | 842 | 76.3% | -0.19 | 0.0049 | -0.209 |
| 40.10 | 43.20 | 168 | 79.1% | 0.79 | 0.0054 | -0.227 | 195 | 6.90 | 7.80 | 139 | 983 | 76.1% | -0.22 | 0.0054 | -0.228 | |
| 35.80 | 39.65 | 203 | 782 | 78.4% | 0.75 | 0.0058 | -0.245 | 200 | 7.55 | 9.10 | 220 | 3,233 | 73.6% | -0.25 | 0.0058 | -0.246 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 30.00 | 33.15 | 5 | 151 | 77.4% | 0.69 | 0.0066 | -0.275 | 210 | 11.20 | 13.35 | 263 | 1,373 | 75.1% | -0.32 | 0.0066 | -0.276 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 217.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 24.55 | 27.40 | 20 | 190 | 77.1% | 0.61 | 0.0071 | -0.294 | 220 | 16.00 | 17.20 | 126 | 2,535 | 74.9% | -0.39 | 0.0072 | -0.297 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 222.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 227.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 20.00 | 22.50 | 35 | 152 | 77.4% | 0.54 | 0.0074 | -0.303 | 230 | 20.90 | 22.35 | 204 | 4,025 | 74.4% | -0.46 | 0.0075 | -0.306 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 232.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 235 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 237.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.00 | 18.30 | 123 | 1,274 | 75.5% | 0.47 | 0.0075 | -0.302 | 240 | 26.25 | 28.00 | 182 | 3,905 | 72.9% | -0.54 | 0.0076 | -0.305 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 242.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 245 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 247.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.55 | 14.60 | 164 | 1,198 | 76.7% | 0.40 | 0.0073 | -0.290 | 250 | 32.30 | 35.50 | 101 | 5,741 | 73.5% | -0.61 | 0.0074 | -0.294 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 252.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 255 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 257.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.75 | 10.95 | 86 | 1,846 | 75.2% | 0.33 | 0.0069 | -0.273 | 260 | 39.40 | 42.60 | 67 | 2,054 | 72.9% | -0.67 | 0.0070 | -0.277 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 265 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.50 | 8.65 | 843 | 1,449 | 75.2% | 0.28 | 0.0063 | -0.250 | 270 | 47.20 | 50.35 | 27 | 2,675 | 72.9% | -0.73 | 0.0065 | -0.255 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 275 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.80 | 6.70 | 182 | 794 | 75.2% | 0.23 | 0.0057 | -0.226 | 280 | 55.45 | 58.55 | 29 | 1,086 | 72.8% | -0.78 | 0.0058 | -0.231 |
| 3.90 | 5.70 | 28 | 1,393 | 75.2% | 0.19 | 0.0050 | -0.201 | 290 | 64.00 | 67.75 | 11 | 1,633 | 74.0% | -0.82 | 0.0052 | -0.208 |
| 3.00 | 4.25 | 91 | 3,960 | 74.9% | 0.15 | 0.0044 | -0.178 | 300 | 72.65 | 76.65 | 6 | 1,342 | 73.0% | -0.86 | 0.0046 | -0.185 |
| 2.10 | 4.55 | 24 | 2,685 | 78.9% | 0.13 | 0.0038 | -0.157 | 310 | 82.00 | 85.85 | 890 | 73.4% | -0.89 | 0.0040 | -0.164 | |
| 1.84 | 2.80 | 269 | 2,782 | 77.0% | 0.10 | 0.0033 | -0.138 | 320 | 91.50 | 95.45 | 2 | 383 | 74.8% | -0.91 | 0.0034 | -0.146 |
| 1.41 | 2.51 | 35 | 2,021 | 78.9% | 0.09 | 0.0028 | -0.121 | 330 | 101.05 | 104.55 | 302 | 71.5% | -0.93 | 0.0030 | -0.130 | |
| 1.08 | 2.71 | 31 | 1,298 | 83.0% | 0.07 | 0.0024 | -0.107 | 340 | 110.75 | 114.25 | 1 | 178 | 70.2% | -0.94 | 0.0026 | -0.116 |
| 1.09 | 1.52 | 229 | 1,481 | 80.9% | 0.06 | 0.0021 | -0.095 | 350 | 120.55 | 124.05 | 367 | 66.6% | -0.95 | 0.0022 | -0.104 | |
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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