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 ±14.9% (1,403.35–1,893.65) · ATM IV 37.9% · P/C открытого интереса 0.86
| 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 | |
| 819.00 | 835.40 | 49 | 60.6% | 1.00 | 0.0000 | 0.000 | 830 | 0.3000 | 1.30 | 115 | 58.4% | -0.01 | 0.0000 | -0.038 | ||
| 810.60 | 825.00 | 41 | 51.9% | 1.00 | 0.0000 | 0.000 | 840 | 0.3000 | 1.35 | 55 | 57.7% | -0.01 | 0.0000 | -0.039 | ||
| 799.30 | 815.80 | 25 | 59.5% | 1.00 | 0.0000 | 0.000 | 850 | 0.3500 | 1.40 | 152 | 57.1% | -0.01 | 0.0000 | -0.041 | ||
| 790.80 | 805.40 | 3 | 57.4% | 1.00 | 0.0000 | 0.000 | 860 | 0.4000 | 1.50 | 112 | 56.8% | -0.01 | 0.0000 | -0.043 | ||
| 778.60 | 796.00 | 19 | 57.4% | 0.99 | 0.0000 | 0.000 | 870 | 0.4500 | 1.60 | 15 | 56.4% | -0.01 | 0.0000 | -0.044 | ||
| 769.80 | 786.00 | 50 | 56.7% | 0.99 | 0.0000 | 0.000 | 880 | 0.4500 | 1.65 | 56 | 55.7% | -0.01 | 0.0000 | -0.046 | ||
| 761.70 | 775.60 | 41 | 59.0% | 0.99 | 0.0000 | 0.000 | 890 | 0.5000 | 1.75 | 98 | 55.2% | -0.01 | 0.0000 | -0.048 | ||
| 751.80 | 765.70 | 56 | 58.0% | 0.99 | 0.0000 | 0.000 | 900 | 0.5500 | 2.05 | 1 | 109 | 55.4% | -0.01 | 0.0000 | -0.050 | |
| 742.00 | 755.90 | 66 | 57.4% | 0.99 | 0.0000 | 0.000 | 910 | 0.6500 | 2.10 | 23 | 54.9% | -0.01 | 0.0000 | -0.052 | ||
| 732.10 | 746.00 | 1 | 25 | 56.4% | 0.99 | 0.0000 | 0.000 | 920 | 0.4500 | 2.00 | 14 | 53.1% | -0.01 | 0.0000 | -0.055 | |
| 720.90 | 735.70 | 14 | 51.1% | 0.99 | 0.0001 | 0.000 | 930 | 0.7500 | 1.30 | 17 | 51.1% | -0.01 | 0.0001 | -0.057 | ||
| 711.10 | 726.90 | 17 | 52.9% | 0.99 | 0.0001 | 0.000 | 940 | 0.6500 | 2.25 | 32 | 52.5% | -0.01 | 0.0001 | -0.060 | ||
| 702.70 | 717.10 | 51 | 55.5% | 0.99 | 0.0001 | 0.000 | 950 | 0.9000 | 2.35 | 23 | 52.5% | -0.01 | 0.0001 | -0.062 | ||
| 692.90 | 706.60 | 4 | 53.6% | 0.99 | 0.0001 | 0.000 | 960 | 1.00 | 2.45 | 10 | 29 | 52.0% | -0.01 | 0.0001 | -0.065 | |
| 673.90 | 687.30 | 41 | 53.9% | 0.99 | 0.0001 | 0.000 | 980 | 1.15 | 2.70 | 30 | 51.1% | -0.01 | 0.0001 | -0.071 | ||
| 653.60 | 667.00 | 210 | 50.4% | 0.99 | 0.0001 | 0.000 | 1,000 | 1.40 | 2.95 | 329 | 50.2% | -0.01 | 0.0001 | -0.078 | ||
| 632.70 | 649.20 | 37 | 50.0% | 0.99 | 0.0001 | 0.000 | 1,020 | 1.65 | 3.30 | 74 | 49.4% | -0.02 | 0.0001 | -0.086 | ||
| 613.00 | 629.80 | 55 | 47.4% | 0.98 | 0.0001 | 0.000 | 1,040 | 1.95 | 3.60 | 61 | 48.5% | -0.02 | 0.0001 | -0.094 | ||
| 593.70 | 610.40 | 68 | 46.9% | 0.98 | 0.0001 | 0.000 | 1,060 | 2.05 | 4.00 | 165 | 47.8% | -0.02 | 0.0001 | -0.103 | ||
| 576.00 | 590.00 | 109 | 48.0% | 0.98 | 0.0001 | -0.012 | 1,080 | 2.65 | 4.40 | 17 | 46.9% | -0.02 | 0.0001 | -0.114 | ||
| 557.00 | 570.90 | 83 | 48.3% | 0.98 | 0.0002 | -0.027 | 1,100 | 3.10 | 4.90 | 203 | 46.2% | -0.03 | 0.0002 | -0.125 | ||
| 538.90 | 551.60 | 51 | 47.7% | 0.97 | 0.0002 | -0.042 | 1,120 | 3.60 | 5.50 | 77 | 45.5% | -0.03 | 0.0002 | -0.137 | ||
| 520.40 | 530.80 | 1 | 74 | 46.1% | 0.97 | 0.0002 | -0.059 | 1,140 | 4.20 | 6.30 | 1 | 94 | 45.0% | -0.03 | 0.0002 | -0.151 |
| 500.00 | 513.50 | 41 | 45.6% | 0.96 | 0.0002 | -0.077 | 1,160 | 4.90 | 6.80 | 1 | 75 | 44.1% | -0.04 | 0.0002 | -0.166 | |
| 482.10 | 494.40 | 202 | 45.4% | 0.96 | 0.0003 | -0.097 | 1,180 | 5.70 | 7.20 | 1 | 63 | 43.2% | -0.04 | 0.0003 | -0.182 | |
| 462.80 | 475.80 | 1 | 184 | 44.5% | 0.95 | 0.0003 | -0.117 | 1,200 | 6.70 | 9.70 | 2 | 330 | 43.6% | -0.05 | 0.0003 | -0.200 |
| 443.60 | 455.40 | 50 | 42.7% | 0.94 | 0.0003 | -0.140 | 1,220 | 7.80 | 9.80 | 1 | 81 | 42.5% | -0.06 | 0.0003 | -0.219 | |
| 423.40 | 438.60 | 37 | 42.2% | 0.94 | 0.0004 | -0.163 | 1,240 | 9.00 | 15.10 | 266 | 43.9% | -0.06 | 0.0004 | -0.239 | ||
| 407.80 | 420.70 | 100 | 43.1% | 0.93 | 0.0004 | -0.188 | 1,260 | 10.70 | 12.00 | 1 | 302 | 41.4% | -0.07 | 0.0004 | -0.261 | |
| 389.30 | 400.60 | 495 | 41.6% | 0.92 | 0.0004 | -0.215 | 1,280 | 12.20 | 18.00 | 325 | 42.6% | -0.08 | 0.0005 | -0.285 | ||
| 372.80 | 382.80 | 174 | 41.7% | 0.91 | 0.0005 | -0.242 | 1,300 | 14.40 | 16.20 | 6 | 333 | 40.9% | -0.09 | 0.0005 | -0.310 | |
| 355.30 | 365.20 | 26 | 41.3% | 0.90 | 0.0006 | -0.271 | 1,320 | 13.70 | 18.50 | 2 | 234 | 40.6% | -0.11 | 0.0006 | -0.336 | |
| 337.00 | 347.90 | 16 | 40.6% | 0.88 | 0.0006 | -0.301 | 1,340 | 19.30 | 21.00 | 7 | 148 | 40.3% | -0.12 | 0.0006 | -0.363 | |
| 328.10 | 341.30 | 3 | 7 | 40.9% | 0.88 | 0.0006 | -0.317 | 1,350 | 20.70 | 26.10 | 9 | 119 | 41.2% | -0.13 | 0.0006 | -0.377 |
| 320.30 | 332.90 | 38 | 40.9% | 0.87 | 0.0006 | -0.332 | 1,360 | 18.60 | 27.80 | 15 | 159 | 40.1% | -0.13 | 0.0007 | -0.391 | |
| 311.60 | 321.40 | 2 | 39.8% | 0.86 | 0.0007 | -0.347 | 1,370 | 19.20 | 25.40 | 42 | 113 | 39.8% | -0.14 | 0.0007 | -0.405 | |
| 304.30 | 316.30 | 86 | 40.7% | 0.86 | 0.0007 | -0.363 | 1,380 | 21.90 | 30.60 | 7 | 148 | 40.7% | -0.15 | 0.0007 | -0.419 | |
| 296.00 | 308.10 | 3 | 40.5% | 0.85 | 0.0007 | -0.379 | 1,390 | 23.00 | 32.80 | 7 | 58 | 39.8% | -0.16 | 0.0008 | -0.433 | |
| 288.00 | 300.00 | 269 | 40.4% | 0.84 | 0.0008 | -0.394 | 1,400 | 24.10 | 30.70 | 15 | 440 | 39.5% | -0.16 | 0.0008 | -0.447 | |
| 279.90 | 292.10 | 41 | 40.2% | 0.83 | 0.0008 | -0.410 | 1,410 | 29.50 | 33.30 | 11 | 66 | 39.2% | -0.17 | 0.0008 | -0.462 | |
| 272.60 | 284.30 | 267 | 40.2% | 0.82 | 0.0008 | -0.425 | 1,420 | 31.70 | 38.70 | 8 | 147 | 39.4% | -0.18 | 0.0008 | -0.476 | |
| 263.60 | 276.60 | 12 | 39.8% | 0.81 | 0.0008 | -0.440 | 1,430 | 33.80 | 40.20 | 2 | 27 | 39.8% | -0.19 | 0.0009 | -0.490 | |
| 257.40 | 268.90 | 62 | 40.0% | 0.80 | 0.0009 | -0.455 | 1,440 | 35.90 | 43.50 | 7 | 66 | 40.0% | -0.20 | 0.0009 | -0.504 | |
| 250.40 | 261.30 | 4 | 40.0% | 0.79 | 0.0009 | -0.470 | 1,450 | 38.20 | 43.80 | 3 | 416 | 39.2% | -0.21 | 0.0009 | -0.517 | |
| 243.00 | 253.80 | 1 | 49 | 39.9% | 0.78 | 0.0009 | -0.485 | 1,460 | 40.50 | 46.70 | 54 | 39.4% | -0.22 | 0.0010 | -0.530 | |
| 235.90 | 246.30 | 5 | 5 | 39.8% | 0.77 | 0.0010 | -0.499 | 1,470 | 44.60 | 49.60 | 11 | 173 | 39.3% | -0.23 | 0.0010 | -0.543 |
| 229.00 | 238.80 | 45 | 39.6% | 0.76 | 0.0010 | -0.513 | 1,480 | 42.90 | 50.30 | 9 | 103 | 38.9% | -0.24 | 0.0010 | -0.556 | |
| 219.50 | 231.40 | 1 | 5 | 39.0% | 0.75 | 0.0010 | -0.526 | 1,490 | 48.40 | 55.50 | 3 | 129 | 38.8% | -0.25 | 0.0010 | -0.568 |
| 213.20 | 224.30 | 5 | 356 | 39.0% | 0.74 | 0.0010 | -0.539 | 1,500 | 51.10 | 56.30 | 35 | 453 | 38.8% | -0.26 | 0.0011 | -0.580 |
| 206.40 | 216.90 | 15 | 38.8% | 0.73 | 0.0011 | -0.552 | 1,510 | 54.20 | 59.60 | 25 | 78 | 38.7% | -0.28 | 0.0011 | -0.592 | |
| 198.90 | 209.80 | 88 | 38.5% | 0.72 | 0.0011 | -0.564 | 1,520 | 55.20 | 62.50 | 49 | 81 | 38.6% | -0.29 | 0.0011 | -0.602 | |
| 194.40 | 202.90 | 13 | 38.8% | 0.71 | 0.0011 | -0.575 | 1,530 | 61.50 | 68.60 | 18 | 39 | 38.7% | -0.30 | 0.0011 | -0.613 | |
| 186.60 | 196.10 | 37 | 38.4% | 0.70 | 0.0011 | -0.586 | 1,540 | 63.80 | 69.10 | 19 | 80 | 38.4% | -0.31 | 0.0012 | -0.623 | |
| 181.90 | 189.30 | 45 | 38.5% | 0.68 | 0.0012 | -0.597 | 1,550 | 67.30 | 73.20 | 23 | 261 | 38.4% | -0.32 | 0.0012 | -0.632 | |
| 175.60 | 182.90 | 2 | 263 | 38.4% | 0.67 | 0.0012 | -0.606 | 1,560 | 69.20 | 79.80 | 59 | 78 | 38.8% | -0.34 | 0.0012 | -0.641 |
| 169.40 | 176.30 | 10 | 38.2% | 0.66 | 0.0012 | -0.615 | 1,570 | 74.30 | 83.80 | 16 | 41 | 38.1% | -0.35 | 0.0012 | -0.649 | |
| 165.20 | 170.00 | 83 | 38.4% | 0.65 | 0.0012 | -0.624 | 1,580 | 82.00 | 84.40 | 7 | 106 | 38.1% | -0.36 | 0.0012 | -0.656 | |
| 158.30 | 163.70 | 6 | 38.1% | 0.63 | 0.0012 | -0.632 | 1,590 | 82.30 | 88.80 | 13 | 59 | 38.0% | -0.37 | 0.0012 | -0.663 | |
| 153.00 | 158.10 | 15 | 378 | 38.1% | 0.62 | 0.0012 | -0.639 | 1,600 | 90.20 | 93.30 | 6 | 580 | 38.0% | -0.39 | 0.0013 | -0.670 |
| 147.90 | 156.70 | 18 | 37.9% | 0.61 | 0.0012 | -0.646 | 1,610 | 89.80 | 97.30 | 3 | 38 | 37.9% | -0.40 | 0.0013 | -0.675 | |
| 141.50 | 150.30 | 35 | 38.4% | 0.60 | 0.0013 | -0.651 | 1,620 | 99.00 | 102.20 | 180 | 37.8% | -0.41 | 0.0013 | -0.680 | ||
| 137.50 | 145.60 | 29 | 37.9% | 0.58 | 0.0013 | -0.657 | 1,630 | 100.20 | 107.00 | 3 | 38 | 37.2% | -0.43 | 0.0013 | -0.684 | |
| 128.40 | 140.70 | 1 | 33 | 38.0% | 0.57 | 0.0013 | -0.661 | 1,640 | 105.00 | 116.20 | 7 | 256 | 37.9% | -0.44 | 0.0013 | -0.688 |
| 120.50 | 130.90 | 14 | 74 | 37.4% | 0.55 | 0.0013 | -0.668 | 1,660 | 114.80 | 125.00 | 9 | 280 | 37.5% | -0.47 | 0.0013 | -0.693 |
| 113.80 | 118.10 | 26 | 393 | 37.7% | 0.52 | 0.0013 | -0.672 | 1,680 | 127.80 | 136.60 | 31 | 191 | 37.9% | -0.49 | 0.0014 | -0.696 |
| 104.80 | 112.80 | 100 | 333 | 37.6% | 0.49 | 0.0013 | -0.674 | 1,700 | 137.60 | 144.70 | 101 | 549 | 37.2% | -0.52 | 0.0014 | -0.695 |
| 93.40 | 100.80 | 57 | 37.3% | 0.47 | 0.0013 | -0.673 | 1,720 | 152.50 | 157.50 | 55 | 99 | 37.7% | -0.54 | 0.0014 | -0.693 | |
| 87.40 | 96.50 | 1 | 83 | 37.3% | 0.44 | 0.0013 | -0.669 | 1,740 | 164.80 | 168.90 | 194 | 37.5% | -0.57 | 0.0014 | -0.687 | |
| 79.60 | 89.20 | 84 | 37.2% | 0.42 | 0.0013 | -0.663 | 1,760 | 177.60 | 183.50 | 2 | 190 | 37.8% | -0.60 | 0.0014 | -0.680 | |
| 75.30 | 78.50 | 4 | 152 | 37.6% | 0.40 | 0.0013 | -0.655 | 1,780 | 190.40 | 197.50 | 58 | 37.8% | -0.62 | 0.0013 | -0.670 | |
| 67.70 | 75.90 | 153 | 500 | 38.0% | 0.37 | 0.0012 | -0.644 | 1,800 | 203.20 | 211.10 | 136 | 37.5% | -0.64 | 0.0013 | -0.658 | |
| 64.00 | 66.60 | 87 | 37.8% | 0.35 | 0.0012 | -0.632 | 1,820 | 218.40 | 225.30 | 8 | 88 | 37.7% | -0.67 | 0.0013 | -0.645 | |
| 58.00 | 61.30 | 2 | 67 | 37.7% | 0.33 | 0.0012 | -0.619 | 1,840 | 232.80 | 242.10 | 115 | 38.0% | -0.69 | 0.0013 | -0.630 | |
| 53.70 | 56.30 | 1 | 154 | 37.8% | 0.31 | 0.0012 | -0.603 | 1,860 | 247.40 | 257.40 | 27 | 37.9% | -0.71 | 0.0012 | -0.613 | |
| 49.30 | 51.80 | 106 | 37.9% | 0.29 | 0.0011 | -0.587 | 1,880 | 262.50 | 273.70 | 116 | 38.0% | -0.73 | 0.0012 | -0.596 | ||
| 45.20 | 47.50 | 1 | 648 | 38.0% | 0.27 | 0.0011 | -0.570 | 1,900 | 278.30 | 287.10 | 318 | 37.4% | -0.75 | 0.0012 | -0.577 | |
| 41.30 | 43.70 | 103 | 38.1% | 0.25 | 0.0010 | -0.551 | 1,920 | 293.80 | 303.80 | 91 | 37.4% | -0.77 | 0.0011 | -0.558 | ||
| 34.30 | 44.60 | 1 | 46 | 38.3% | 0.24 | 0.0010 | -0.532 | 1,940 | 310.00 | 320.80 | 16 | 37.3% | -0.79 | 0.0011 | -0.538 | |
| 34.70 | 37.30 | 79 | 38.4% | 0.22 | 0.0010 | -0.513 | 1,960 | 326.50 | 340.50 | 14 | 37.9% | -0.81 | 0.0011 | -0.517 | ||
| 27.60 | 38.10 | 4 | 90 | 38.4% | 0.21 | 0.0009 | -0.494 | 1,980 | 344.70 | 355.90 | 10 | 37.7% | -0.83 | 0.0010 | -0.496 | |
| 28.90 | 31.70 | 18 | 729 | 38.6% | 0.19 | 0.0009 | -0.474 | 2,000 | 361.40 | 373.70 | 69 | 37.5% | -0.84 | 0.0010 | -0.475 | |
| 26.40 | 32.00 | 139 | 39.3% | 0.18 | 0.0008 | -0.454 | 2,020 | 379.30 | 391.40 | 49 | 37.5% | -0.86 | 0.0009 | -0.452 | ||
| 24.30 | 26.20 | 1 | 39 | 38.7% | 0.17 | 0.0008 | -0.435 | 2,040 | 397.80 | 409.50 | 37 | 37.7% | -0.87 | 0.0009 | -0.428 | |
| 22.20 | 25.40 | 22 | 38.8% | 0.16 | 0.0008 | -0.416 | 2,060 | 415.60 | 427.70 | 9 | 37.5% | -0.88 | 0.0009 | -0.404 | ||
| 20.20 | 22.10 | 2 | 78 | 38.9% | 0.14 | 0.0007 | -0.397 | 2,080 | 434.10 | 446.50 | 2 | 37.6% | -0.90 | 0.0008 | -0.379 | |
| 18.60 | 20.30 | 2 | 913 | 39.0% | 0.13 | 0.0007 | -0.378 | 2,100 | 453.30 | 464.70 | 43 | 37.6% | -0.91 | 0.0008 | -0.353 | |
| 16.90 | 18.70 | 15 | 39.1% | 0.12 | 0.0006 | -0.360 | 2,120 | 471.60 | 483.80 | 30 | 37.4% | -0.92 | 0.0007 | -0.326 | ||
| 15.40 | 17.20 | 52 | 39.2% | 0.12 | 0.0006 | -0.343 | 2,140 | 490.40 | 502.90 | 21 | 37.3% | -0.93 | 0.0007 | -0.297 | ||
| 14.10 | 15.90 | 75 | 39.4% | 0.11 | 0.0006 | -0.326 | 2,160 | 509.70 | 521.90 | 26 | 37.2% | -0.94 | 0.0006 | -0.268 | ||
| 12.80 | 14.70 | 4 | 195 | 39.5% | 0.10 | 0.0006 | -0.310 | 2,180 | 529.40 | 541.50 | 5 | 37.7% | -0.94 | 0.0006 | -0.240 | |
| 11.70 | 13.50 | 1 | 384 | 39.6% | 0.09 | 0.0005 | -0.294 | 2,200 | 548.70 | 561.40 | 1 | 38.0% | -0.95 | 0.0005 | -0.211 | |
| 10.70 | 12.60 | 6 | 410 | 39.9% | 0.09 | 0.0005 | -0.280 | 2,220 | 568.20 | 580.50 | 2 | 37.6% | -0.96 | 0.0005 | -0.181 | |
| 9.80 | 11.60 | 82 | 40.0% | 0.08 | 0.0005 | -0.265 | 2,240 | 587.70 | 600.50 | 37.9% | -0.96 | 0.0004 | -0.151 | |||
| 8.90 | 10.80 | 36 | 40.1% | 0.07 | 0.0004 | -0.252 | 2,260 | 607.30 | 619.80 | 1 | 37.0% | -0.97 | 0.0004 | -0.123 | ||
| 8.10 | 10.00 | 1 | 38 | 40.3% | 0.07 | 0.0004 | -0.239 | 2,280 | 626.90 | 639.00 | 1 | -0.97 | 0.0004 | -0.097 | ||
| 7.40 | 9.30 | 43 | 40.4% | 0.06 | 0.0004 | -0.227 | 2,300 | 646.60 | 658.80 | 2 | -0.98 | 0.0003 | -0.071 | |||
| 6.80 | 8.70 | 1 | 8 | 40.6% | 0.06 | 0.0004 | -0.215 | 2,320 | 666.30 | 678.70 | -0.98 | 0.0003 | -0.046 | |||
| 6.20 | 8.10 | 18 | 40.8% | 0.06 | 0.0003 | -0.204 | 2,340 | 685.20 | 698.30 | -0.98 | 0.0003 | -0.022 | ||||
| 2.80 | 7.60 | 1 | 11 | 39.2% | 0.05 | 0.0003 | -0.194 | 2,360 | 704.80 | 718.10 | -0.99 | 0.0003 | -0.001 | |||
| 5.20 | 7.10 | 18 | 41.2% | 0.05 | 0.0003 | -0.184 | 2,380 | 724.70 | 738.10 | -0.99 | 0.0003 | 0.000 | ||||
| 4.70 | 6.60 | 248 | 41.3% | 0.05 | 0.0003 | -0.174 | 2,400 | 743.30 | 759.80 | -0.99 | 0.0002 | -0.004 | ||||
| 1.15 | 6.20 | 149 | 41.5% | 0.04 | 0.0003 | -0.166 | 2,420 | 764.50 | 778.00 | -0.99 | 0.0002 | -0.056 | ||||
| 4.00 | 5.90 | 65 | 41.8% | 0.04 | 0.0002 | -0.158 | 2,440 | 784.60 | 798.30 | -1.00 | 0.0001 | -0.095 | ||||
| 0.8000 | 5.50 | 52 | 41.9% | 0.04 | 0.0002 | -0.150 | 2,460 | 804.40 | 819.00 | -1.00 | 0.0001 | -0.131 | ||||
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 — Jan 15, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.