ASML цепочка опционов ASML Holding N.V.
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 ±15.3% (1,395.74–1,898.64) · ATM IV 41.5% · P/C открытого интереса 1.07
| 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 | |
| 805.40 | 822.40 | 2 | 0.99 | 0.0000 | 0.000 | 840 | 0.4000 | 1.30 | 48 | 7 | 61.2% | -0.01 | 0.0000 | -0.044 | ||
| 795.50 | 812.60 | 1 | 0.99 | 0.0000 | 0.000 | 850 | 0.4500 | 1.40 | 13 | 60.8% | -0.01 | 0.0000 | -0.046 | |||
| 785.70 | 802.70 | 1 | 59.1% | 0.99 | 0.0000 | 0.000 | 860 | 0.5000 | 1.45 | 10 | 60.2% | -0.01 | 0.0000 | -0.048 | ||
| 775.80 | 792.80 | 1 | 58.6% | 0.99 | 0.0000 | 0.000 | 870 | 0.5500 | 1.50 | 7 | 59.6% | -0.01 | 0.0000 | -0.051 | ||
| 766.00 | 783.00 | 58.4% | 0.99 | 0.0000 | 0.000 | 880 | 0.6000 | 1.80 | 8 | 59.8% | -0.01 | 0.0000 | -0.053 | |||
| 756.10 | 773.20 | 2 | 57.8% | 0.99 | 0.0000 | 0.000 | 890 | 0.6500 | 1.90 | 10 | 59.3% | -0.01 | 0.0000 | -0.056 | ||
| 746.30 | 763.30 | 5 | 56.2% | 0.99 | 0.0000 | 0.000 | 900 | 0.7000 | 2.00 | 12 | 58.8% | -0.01 | 0.0000 | -0.058 | ||
| 736.40 | 753.50 | 56.6% | 0.99 | 0.0000 | 0.000 | 910 | 0.7500 | 2.05 | 5 | 58.1% | -0.01 | 0.0000 | -0.061 | |||
| 726.60 | 743.60 | 56.0% | 0.99 | 0.0001 | 0.000 | 920 | 0.8000 | 2.15 | 20 | 57.6% | -0.01 | 0.0001 | -0.064 | |||
| 716.80 | 733.80 | 55.6% | 0.99 | 0.0001 | 0.000 | 930 | 0.9000 | 2.00 | 13 | 56.5% | -0.01 | 0.0001 | -0.067 | |||
| 707.00 | 724.00 | 2 | 55.3% | 0.99 | 0.0001 | 0.000 | 940 | 1.00 | 2.20 | 5 | 56.3% | -0.01 | 0.0001 | -0.070 | ||
| 696.90 | 714.20 | 1 | 47.3% | 0.99 | 0.0001 | 0.000 | 950 | 1.05 | 2.15 | 36 | 55.4% | -0.01 | 0.0001 | -0.074 | ||
| 687.30 | 704.40 | 1 | 44.5% | 0.99 | 0.0001 | 0.000 | 960 | 1.15 | 2.45 | 1 | 29 | 55.3% | -0.01 | 0.0001 | -0.078 | |
| 677.30 | 694.60 | 3 | 43.7% | 0.99 | 0.0001 | 0.000 | 970 | 1.25 | 2.60 | 25 | 54.9% | -0.01 | 0.0001 | -0.082 | ||
| 667.10 | 684.80 | 52.8% | 0.99 | 0.0001 | 0.000 | 980 | 1.40 | 2.70 | 4 | 54.5% | -0.01 | 0.0001 | -0.086 | |||
| 657.70 | 675.00 | 1 | 44.1% | 0.99 | 0.0001 | 0.000 | 990 | 1.50 | 2.85 | 21 | 54.0% | -0.01 | 0.0001 | -0.090 | ||
| 648.20 | 665.20 | 2 | 37.3% | 0.99 | 0.0001 | 0.000 | 1,000 | 1.65 | 3.10 | 1 | 144 | 53.8% | -0.01 | 0.0001 | -0.094 | |
| 638.30 | 655.50 | 1 | 40.7% | 0.98 | 0.0001 | 0.000 | 1,010 | 1.80 | 3.20 | 1 | 131 | 53.3% | -0.02 | 0.0001 | -0.099 | |
| 628.40 | 645.70 | 3 | 46.0% | 0.98 | 0.0001 | 0.000 | 1,020 | 1.95 | 3.40 | 2 | 60 | 52.9% | -0.02 | 0.0001 | -0.104 | |
| 618.70 | 636.00 | 46.0% | 0.98 | 0.0001 | 0.000 | 1,030 | 1.95 | 3.60 | 1 | 105 | 52.2% | -0.02 | 0.0001 | -0.109 | ||
| 609.20 | 626.20 | 7 | 44.6% | 0.98 | 0.0001 | 0.000 | 1,040 | 2.15 | 4.70 | 112 | 50.6% | -0.02 | 0.0001 | -0.115 | ||
| 598.90 | 616.50 | 44.4% | 0.98 | 0.0001 | 0.000 | 1,050 | 2.35 | 4.00 | 112 | 51.5% | -0.02 | 0.0001 | -0.120 | |||
| 589.60 | 601.80 | 2 | 38.3% | 0.98 | 0.0001 | 0.000 | 1,060 | 2.55 | 4.20 | 2 | 24 | 51.1% | -0.02 | 0.0001 | -0.126 | |
| 580.10 | 591.90 | 39.4% | 0.98 | 0.0001 | 0.000 | 1,070 | 2.80 | 4.50 | 2 | 45 | 50.8% | -0.02 | 0.0001 | -0.132 | ||
| 570.30 | 582.40 | 51 | 40.3% | 0.98 | 0.0001 | 0.000 | 1,080 | 3.00 | 4.80 | 195 | 50.5% | -0.03 | 0.0001 | -0.139 | ||
| 560.20 | 577.90 | 2 | 49.0% | 0.97 | 0.0002 | 0.000 | 1,090 | 0.5500 | 7.20 | 66 | 50.1% | -0.03 | 0.0002 | -0.145 | ||
| 551.20 | 565.00 | 4 | 40.6% | 0.97 | 0.0002 | 0.000 | 1,100 | 3.60 | 5.30 | 89 | 49.8% | -0.03 | 0.0002 | -0.153 | ||
| 541.60 | 555.50 | 45.0% | 0.97 | 0.0002 | 0.000 | 1,110 | 3.90 | 5.60 | 30 | 67 | 49.4% | -0.03 | 0.0002 | -0.160 | ||
| 531.80 | 546.90 | 1 | 45.8% | 0.97 | 0.0002 | 0.000 | 1,120 | 4.20 | 5.90 | 27 | 49.0% | -0.03 | 0.0002 | -0.168 | ||
| 522.50 | 539.50 | 1 | 46.6% | 0.97 | 0.0002 | 0.000 | 1,130 | 4.70 | 6.30 | 10 | 48.9% | -0.03 | 0.0002 | -0.176 | ||
| 512.30 | 530.00 | 1 | 47.6% | 0.96 | 0.0002 | 0.000 | 1,140 | 5.10 | 6.70 | 44 | 48.6% | -0.04 | 0.0002 | -0.184 | ||
| 503.50 | 520.50 | 6 | 46.0% | 0.96 | 0.0002 | 0.000 | 1,150 | 5.50 | 7.10 | 82 | 48.3% | -0.04 | 0.0002 | -0.193 | ||
| 494.10 | 511.00 | 1 | 46.0% | 0.96 | 0.0002 | -0.010 | 1,160 | 5.90 | 7.50 | 24 | 47.9% | -0.04 | 0.0002 | -0.202 | ||
| 484.50 | 500.10 | 6 | 41.8% | 0.96 | 0.0003 | -0.023 | 1,170 | 6.20 | 8.00 | 14 | 47.5% | -0.04 | 0.0003 | -0.211 | ||
| 475.10 | 489.20 | 4 | 44.5% | 0.95 | 0.0003 | -0.036 | 1,180 | 6.70 | 8.50 | 1 | 18 | 47.3% | -0.05 | 0.0003 | -0.221 | |
| 465.70 | 477.50 | 3 | 42.6% | 0.95 | 0.0003 | -0.050 | 1,190 | 6.00 | 9.00 | 33 | 46.2% | -0.05 | 0.0003 | -0.231 | ||
| 456.30 | 470.40 | 11 | 44.1% | 0.95 | 0.0003 | -0.064 | 1,200 | 7.70 | 9.50 | 2 | 120 | 46.6% | -0.05 | 0.0003 | -0.241 | |
| 446.80 | 460.50 | 4 | 43.5% | 0.94 | 0.0003 | -0.079 | 1,210 | 8.20 | 10.10 | 68 | 46.2% | -0.06 | 0.0003 | -0.252 | ||
| 437.60 | 454.80 | 4 | 44.8% | 0.94 | 0.0003 | -0.093 | 1,220 | 9.00 | 10.80 | 14 | 46.1% | -0.06 | 0.0003 | -0.263 | ||
| 419.20 | 433.40 | 6 | 43.5% | 0.93 | 0.0004 | -0.124 | 1,240 | 10.20 | 12.20 | 63 | 45.5% | -0.07 | 0.0004 | -0.286 | ||
| 401.00 | 415.50 | 6 | 43.4% | 0.92 | 0.0004 | -0.156 | 1,260 | 11.80 | 13.80 | 10 | 58 | 45.0% | -0.08 | 0.0004 | -0.311 | |
| 383.00 | 397.60 | 9 | 43.1% | 0.91 | 0.0005 | -0.190 | 1,280 | 13.60 | 15.60 | 40 | 44.6% | -0.09 | 0.0005 | -0.337 | ||
| 365.60 | 379.90 | 28 | 43.0% | 0.90 | 0.0005 | -0.224 | 1,300 | 15.90 | 17.50 | 5 | 50 | 44.2% | -0.10 | 0.0005 | -0.365 | |
| 347.80 | 362.10 | 5 | 42.5% | 0.89 | 0.0006 | -0.260 | 1,320 | 14.50 | 20.10 | 33 | 43.9% | -0.11 | 0.0006 | -0.394 | ||
| 330.70 | 345.10 | 7 | 42.3% | 0.88 | 0.0006 | -0.297 | 1,340 | 20.90 | 22.80 | 16 | 43.5% | -0.12 | 0.0006 | -0.423 | ||
| 313.90 | 327.70 | 14 | 41.9% | 0.86 | 0.0007 | -0.334 | 1,360 | 24.00 | 25.60 | 4 | 82 | 43.2% | -0.14 | 0.0007 | -0.453 | |
| 297.80 | 310.90 | 14 | 41.8% | 0.85 | 0.0007 | -0.372 | 1,380 | 25.90 | 29.30 | 6 | 81 | 43.0% | -0.15 | 0.0007 | -0.484 | |
| 281.40 | 295.90 | 94 | 41.8% | 0.83 | 0.0008 | -0.410 | 1,400 | 31.20 | 32.90 | 5 | 217 | 42.7% | -0.17 | 0.0008 | -0.515 | |
| 265.90 | 277.90 | 8 | 41.1% | 0.81 | 0.0008 | -0.448 | 1,420 | 33.50 | 37.30 | 3 | 36 | 42.1% | -0.19 | 0.0008 | -0.546 | |
| 250.70 | 264.40 | 22 | 41.4% | 0.80 | 0.0009 | -0.485 | 1,440 | 38.00 | 42.10 | 9 | 49 | 41.9% | -0.21 | 0.0009 | -0.576 | |
| 236.20 | 247.30 | 24 | 40.8% | 0.78 | 0.0009 | -0.521 | 1,460 | 43.00 | 47.30 | 1 | 108 | 41.8% | -0.23 | 0.0009 | -0.605 | |
| 222.80 | 232.50 | 25 | 40.8% | 0.75 | 0.0010 | -0.556 | 1,480 | 50.30 | 53.00 | 6 | 50 | 42.0% | -0.25 | 0.0010 | -0.633 | |
| 209.80 | 221.00 | 1 | 74 | 41.3% | 0.73 | 0.0010 | -0.589 | 1,500 | 55.40 | 59.10 | 120 | 116 | 41.7% | -0.27 | 0.0010 | -0.659 |
| 197.40 | 207.00 | 1 | 25 | 41.2% | 0.71 | 0.0011 | -0.619 | 1,520 | 59.80 | 65.90 | 67 | 41.2% | -0.29 | 0.0011 | -0.682 | |
| 185.60 | 193.60 | 1 | 71 | 41.2% | 0.69 | 0.0011 | -0.648 | 1,540 | 70.70 | 73.20 | 1 | 152 | 41.8% | -0.32 | 0.0011 | -0.704 |
| 174.30 | 180.70 | 1 | 20 | 41.1% | 0.66 | 0.0012 | -0.674 | 1,560 | 74.10 | 80.90 | 3 | 152 | 41.8% | -0.34 | 0.0012 | -0.723 |
| 163.50 | 170.70 | 26 | 41.1% | 0.64 | 0.0012 | -0.697 | 1,580 | 86.70 | 89.30 | 16 | 39 | 41.7% | -0.36 | 0.0012 | -0.739 | |
| 153.40 | 158.10 | 9 | 102 | 41.4% | 0.61 | 0.0012 | -0.716 | 1,600 | 95.30 | 98.20 | 15 | 253 | 41.6% | -0.39 | 0.0012 | -0.752 |
| 143.40 | 150.30 | 7 | 53 | 41.9% | 0.59 | 0.0012 | -0.733 | 1,620 | 104.90 | 109.00 | 1 | 43 | 41.8% | -0.42 | 0.0012 | -0.762 |
| 133.40 | 137.20 | 10 | 12 | 41.3% | 0.57 | 0.0012 | -0.747 | 1,640 | 114.60 | 117.70 | 8 | 20 | 41.6% | -0.44 | 0.0013 | -0.768 |
| 124.10 | 132.00 | 2 | 16 | 42.1% | 0.54 | 0.0012 | -0.757 | 1,660 | 125.20 | 128.30 | 1 | 43 | 41.6% | -0.47 | 0.0013 | -0.772 |
| 110.30 | 123.80 | 38 | 41.4% | 0.52 | 0.0013 | -0.764 | 1,680 | 136.10 | 139.40 | 1 | 201 | 41.6% | -0.49 | 0.0013 | -0.772 | |
| 106.90 | 114.30 | 10 | 168 | 42.0% | 0.49 | 0.0013 | -0.768 | 1,700 | 147.70 | 155.40 | 1 | 43 | 42.4% | -0.52 | 0.0013 | -0.770 |
| 99.20 | 106.30 | 3 | 111 | 42.1% | 0.47 | 0.0012 | -0.769 | 1,720 | 159.50 | 167.90 | 22 | 42.4% | -0.54 | 0.0013 | -0.764 | |
| 91.80 | 98.60 | 1 | 129 | 42.1% | 0.44 | 0.0012 | -0.767 | 1,740 | 172.50 | 180.60 | 39 | 42.5% | -0.56 | 0.0013 | -0.756 | |
| 85.10 | 91.80 | 3 | 419 | 42.2% | 0.42 | 0.0012 | -0.763 | 1,760 | 185.40 | 194.50 | 1 | 81 | 42.7% | -0.59 | 0.0013 | -0.746 |
| 78.60 | 85.70 | 1 | 45 | 42.3% | 0.40 | 0.0012 | -0.756 | 1,780 | 199.00 | 203.20 | 1 | 40 | 42.0% | -0.61 | 0.0012 | -0.732 |
| 72.70 | 79.60 | 11 | 97 | 42.4% | 0.38 | 0.0012 | -0.746 | 1,800 | 212.80 | 217.90 | 25 | 42.1% | -0.63 | 0.0012 | -0.717 | |
| 67.10 | 73.50 | 51 | 42.4% | 0.36 | 0.0012 | -0.735 | 1,820 | 226.50 | 233.00 | 13 | 42.2% | -0.66 | 0.0012 | -0.700 | ||
| 61.90 | 65.40 | 5 | 30 | 42.0% | 0.34 | 0.0011 | -0.722 | 1,840 | 241.10 | 248.50 | 18 | 42.4% | -0.68 | 0.0012 | -0.680 | |
| 57.10 | 63.10 | 102 | 42.6% | 0.32 | 0.0011 | -0.707 | 1,860 | 255.60 | 264.40 | 14 | 42.5% | -0.70 | 0.0012 | -0.660 | ||
| 52.60 | 58.10 | 10 | 165 | 42.6% | 0.30 | 0.0011 | -0.690 | 1,880 | 271.90 | 280.50 | 11 | 42.9% | -0.72 | 0.0011 | -0.637 | |
| 48.40 | 53.80 | 1 | 174 | 42.7% | 0.28 | 0.0010 | -0.672 | 1,900 | 286.80 | 296.90 | 83 | 42.9% | -0.73 | 0.0011 | -0.614 | |
| 44.60 | 50.10 | 32 | 42.8% | 0.26 | 0.0010 | -0.654 | 1,920 | 304.40 | 313.70 | 55 | 43.5% | -0.75 | 0.0011 | -0.589 | ||
| 41.00 | 46.20 | 1 | 54 | 42.9% | 0.25 | 0.0010 | -0.634 | 1,940 | 318.50 | 330.80 | 6 | 43.2% | -0.77 | 0.0010 | -0.565 | |
| 37.70 | 43.20 | 29 | 43.1% | 0.23 | 0.0009 | -0.614 | 1,960 | 334.70 | 347.80 | 26 | 43.3% | -0.79 | 0.0010 | -0.539 | ||
| 34.60 | 40.20 | 25 | 43.2% | 0.22 | 0.0009 | -0.593 | 1,980 | 354.50 | 365.00 | 17 | 44.1% | -0.80 | 0.0010 | -0.512 | ||
| 31.80 | 37.30 | 7 | 94 | 43.4% | 0.20 | 0.0009 | -0.572 | 2,000 | 368.40 | 382.20 | 15 | 43.4% | -0.82 | 0.0009 | -0.486 | |
| 29.20 | 34.70 | 27 | 43.5% | 0.19 | 0.0008 | -0.550 | 2,020 | 386.00 | 399.80 | 8 | 43.6% | -0.83 | 0.0009 | -0.459 | ||
| 26.80 | 32.30 | 2 | 26 | 43.7% | 0.18 | 0.0008 | -0.529 | 2,040 | 401.90 | 417.50 | 21 | 44.7% | -0.84 | 0.0009 | -0.432 | |
| 21.70 | 29.40 | 34 | 42.9% | 0.17 | 0.0008 | -0.507 | 2,060 | 421.40 | 435.50 | 13 | 43.8% | -0.86 | 0.0008 | -0.407 | ||
| 22.50 | 28.00 | 55 | 44.0% | 0.15 | 0.0007 | -0.486 | 2,080 | 436.00 | 454.60 | 42.8% | -0.87 | 0.0008 | -0.380 | |||
| 20.70 | 25.50 | 81 | 44.0% | 0.14 | 0.0007 | -0.466 | 2,100 | 454.00 | 471.90 | 2 | 43.5% | -0.88 | 0.0008 | -0.354 | ||
| 18.90 | 24.30 | 10 | 44.3% | 0.13 | 0.0006 | -0.445 | 2,120 | 472.60 | 490.40 | 1 | 43.4% | -0.89 | 0.0007 | -0.328 | ||
| 17.30 | 22.50 | 32 | 44.4% | 0.13 | 0.0006 | -0.425 | 2,140 | 492.00 | 509.10 | 3 | 43.8% | -0.90 | 0.0007 | -0.304 | ||
| 15.90 | 21.10 | 33 | 44.6% | 0.12 | 0.0006 | -0.406 | 2,160 | 510.60 | 527.90 | 10 | 43.9% | -0.91 | 0.0007 | -0.279 | ||
| 14.60 | 16.60 | 277 | 43.7% | 0.11 | 0.0006 | -0.387 | 2,180 | 529.60 | 546.90 | 8 | 43.5% | -0.92 | 0.0006 | -0.251 | ||
| 13.40 | 18.80 | 224 | 43.8% | 0.10 | 0.0005 | -0.369 | 2,200 | 548.70 | 566.30 | 2 | 43.6% | -0.93 | 0.0006 | -0.223 | ||
| 12.30 | 13.90 | 18 | 43.8% | 0.09 | 0.0005 | -0.351 | 2,220 | 570.00 | 585.10 | 9 | 44.9% | -0.94 | 0.0006 | -0.195 | ||
| 11.20 | 12.90 | 1 | 19 | 43.9% | 0.09 | 0.0005 | -0.334 | 2,240 | 589.30 | 604.20 | 1 | 47.1% | -0.94 | 0.0005 | -0.168 | |
| 10.30 | 12.00 | 33 | 44.1% | 0.08 | 0.0004 | -0.318 | 2,260 | 611.80 | 623.70 | 1 | 47.1% | -0.95 | 0.0005 | -0.137 | ||
| 9.40 | 20.00 | 32 | 44.3% | 0.08 | 0.0004 | -0.303 | 2,280 | 626.20 | 643.20 | 45.7% | -0.96 | 0.0005 | -0.105 | |||
| 8.70 | 10.40 | 62 | 44.5% | 0.07 | 0.0004 | -0.288 | 2,300 | 648.70 | 663.10 | 9 | 46.9% | -0.97 | 0.0006 | -0.073 | ||
| 8.00 | 9.50 | 1 | 18 | 44.5% | 0.07 | 0.0004 | -0.274 | 2,320 | 668.30 | 682.80 | 47.4% | -0.97 | 0.0006 | -0.039 | ||
| 7.30 | 8.90 | 4 | 8 | 44.7% | 0.06 | 0.0004 | -0.260 | 2,340 | 685.30 | 703.20 | 1 | 45.5% | -0.98 | 0.0006 | -0.005 | |
| 6.70 | 8.30 | 4 | 25 | 44.9% | 0.06 | 0.0003 | -0.248 | 2,360 | 705.30 | 723.80 | 49.8% | -0.98 | 0.0006 | 0.000 | ||
| 6.20 | 7.70 | 23 | 45.0% | 0.05 | 0.0003 | -0.236 | 2,380 | 725.40 | 743.00 | 5 | 47.4% | -0.99 | 0.0004 | -0.107 | ||
| 6.00 | 7.20 | 1 | 11 | 45.4% | 0.05 | 0.0003 | -0.224 | 2,400 | 745.40 | 762.30 | 51.3% | -0.99 | 0.0003 | -0.237 | ||
| 5.20 | 6.80 | 22 | 45.4% | 0.05 | 0.0003 | -0.213 | 2,420 | 765.40 | 782.30 | 48.8% | -0.99 | 0.0002 | -0.346 | |||
| 4.80 | 6.40 | 24 | 45.6% | 0.04 | 0.0003 | -0.203 | 2,440 | 785.40 | 802.30 | 49.7% | -1.00 | 0.0001 | -0.416 | |||
| 1.55 | 6.00 | 17 | 45.9% | 0.04 | 0.0002 | -0.193 | 2,460 | 805.40 | 822.60 | 50.9% | -1.00 | 0.0001 | -0.478 | |||
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 — Nov 20, 2026
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