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 ±22.2% (1,271.60–1,995.40) · ATM IV 39.4% · P/C открытого интереса 0.96
| 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 | |
| 802.70 | 815.70 | 48.2% | 0.99 | 0.0001 | 0.000 | 860 | 0.0500 | 4.90 | 13 | 46.0% | -0.02 | 0.0001 | -0.058 | |||
| 781.90 | 798.10 | 46.9% | 0.98 | 0.0001 | 0.000 | 880 | 0.0500 | 8.50 | 57 | 48.5% | -0.02 | 0.0001 | -0.063 | |||
| 764.40 | 778.10 | 47.8% | 0.98 | 0.0001 | 0.000 | 900 | 2.90 | 5.50 | 14 | 46.9% | -0.02 | 0.0001 | -0.069 | |||
| 743.70 | 759.10 | 45.4% | 0.98 | 0.0001 | 0.000 | 920 | 3.40 | 6.00 | 41 | 46.3% | -0.02 | 0.0001 | -0.074 | |||
| 726.50 | 739.60 | 45.9% | 0.98 | 0.0001 | 0.000 | 940 | 3.90 | 6.60 | 31 | 45.7% | -0.02 | 0.0001 | -0.081 | |||
| 708.30 | 721.00 | 46.1% | 0.98 | 0.0001 | 0.000 | 960 | 4.50 | 7.30 | 7 | 45.2% | -0.03 | 0.0001 | -0.088 | |||
| 689.30 | 702.00 | 45.3% | 0.97 | 0.0001 | -0.006 | 980 | 5.20 | 8.00 | 25 | 44.7% | -0.03 | 0.0001 | -0.095 | |||
| 670.70 | 683.80 | 1 | 45.1% | 0.97 | 0.0001 | -0.016 | 1,000 | 6.00 | 8.80 | 13 | 44.2% | -0.03 | 0.0001 | -0.104 | ||
| 652.20 | 665.30 | 43.4% | 0.96 | 0.0002 | -0.028 | 1,020 | 6.80 | 9.30 | 15 | 43.5% | -0.04 | 0.0002 | -0.113 | |||
| 634.00 | 647.70 | 1 | 43.6% | 0.96 | 0.0002 | -0.039 | 1,040 | 7.90 | 10.50 | 8 | 43.2% | -0.04 | 0.0002 | -0.122 | ||
| 614.20 | 628.70 | 43.5% | 0.96 | 0.0002 | -0.052 | 1,060 | 9.00 | 11.70 | 1 | 42.9% | -0.05 | 0.0002 | -0.132 | |||
| 597.70 | 609.80 | 43.5% | 0.95 | 0.0002 | -0.065 | 1,080 | 10.40 | 13.30 | 6 | 42.7% | -0.05 | 0.0002 | -0.143 | |||
| 579.40 | 592.30 | 43.3% | 0.94 | 0.0002 | -0.079 | 1,100 | 11.80 | 14.80 | 1 | 1 | 42.4% | -0.06 | 0.0002 | -0.155 | ||
| 560.50 | 573.30 | 42.2% | 0.94 | 0.0003 | -0.094 | 1,120 | 13.50 | 16.40 | 5 | 42.1% | -0.06 | 0.0003 | -0.168 | |||
| 543.90 | 556.90 | 42.1% | 0.93 | 0.0003 | -0.109 | 1,140 | 15.40 | 18.30 | 41.9% | -0.07 | 0.0003 | -0.181 | ||||
| 526.40 | 539.60 | 42.5% | 0.92 | 0.0003 | -0.125 | 1,160 | 17.50 | 20.30 | 66 | 41.6% | -0.08 | 0.0003 | -0.195 | |||
| 509.10 | 522.50 | 41.5% | 0.92 | 0.0003 | -0.141 | 1,180 | 19.80 | 22.60 | 2 | 41.4% | -0.09 | 0.0003 | -0.209 | |||
| 492.00 | 507.10 | 5 | 41.9% | 0.91 | 0.0004 | -0.158 | 1,200 | 22.30 | 25.20 | 3 | 41.2% | -0.10 | 0.0004 | -0.224 | ||
| 475.20 | 488.70 | 1 | 41.8% | 0.90 | 0.0004 | -0.175 | 1,220 | 25.10 | 27.90 | 3 | 41.0% | -0.11 | 0.0004 | -0.239 | ||
| 458.80 | 472.20 | 41.6% | 0.89 | 0.0004 | -0.193 | 1,240 | 28.10 | 35.00 | 1 | 40.9% | -0.12 | 0.0004 | -0.254 | |||
| 442.30 | 455.70 | 41.3% | 0.88 | 0.0004 | -0.210 | 1,260 | 31.50 | 34.30 | 6 | 40.8% | -0.13 | 0.0004 | -0.270 | |||
| 426.90 | 440.60 | 41.3% | 0.87 | 0.0005 | -0.228 | 1,280 | 35.10 | 41.70 | 41.4% | -0.14 | 0.0005 | -0.285 | ||||
| 411.10 | 424.70 | 41.2% | 0.86 | 0.0005 | -0.246 | 1,300 | 39.00 | 42.00 | 45 | 40.5% | -0.15 | 0.0005 | -0.301 | |||
| 395.80 | 410.00 | 41.0% | 0.84 | 0.0005 | -0.263 | 1,320 | 43.30 | 46.00 | 5 | 40.4% | -0.16 | 0.0005 | -0.317 | |||
| 379.30 | 395.20 | 40.6% | 0.83 | 0.0006 | -0.281 | 1,340 | 47.80 | 50.70 | 168 | 40.3% | -0.18 | 0.0006 | -0.332 | |||
| 365.40 | 379.70 | 1 | 40.8% | 0.82 | 0.0006 | -0.298 | 1,360 | 52.70 | 55.80 | 6 | 40.2% | -0.19 | 0.0006 | -0.347 | ||
| 352.50 | 364.50 | 3 | 40.8% | 0.80 | 0.0006 | -0.314 | 1,380 | 58.00 | 61.40 | 42 | 40.2% | -0.20 | 0.0006 | -0.362 | ||
| 338.50 | 350.30 | 1 | 2 | 40.7% | 0.79 | 0.0006 | -0.330 | 1,400 | 63.60 | 67.00 | 1 | 107 | 40.1% | -0.22 | 0.0006 | -0.377 |
| 322.90 | 336.30 | 1 | 40.3% | 0.77 | 0.0006 | -0.346 | 1,420 | 69.50 | 72.90 | 47 | 40.1% | -0.23 | 0.0007 | -0.391 | ||
| 310.80 | 320.10 | 40.0% | 0.76 | 0.0007 | -0.361 | 1,440 | 75.70 | 79.20 | 2 | 8 | 40.0% | -0.25 | 0.0007 | -0.404 | ||
| 297.00 | 309.80 | 40.2% | 0.74 | 0.0007 | -0.376 | 1,460 | 82.20 | 85.60 | 48 | 39.9% | -0.26 | 0.0007 | -0.417 | |||
| 285.50 | 296.60 | 40.2% | 0.73 | 0.0007 | -0.389 | 1,480 | 89.30 | 93.00 | 20 | 39.8% | -0.28 | 0.0008 | -0.429 | |||
| 272.50 | 284.60 | 4 | 40.1% | 0.71 | 0.0008 | -0.402 | 1,500 | 96.70 | 100.20 | 1 | 31 | 39.8% | -0.30 | 0.0008 | -0.441 | |
| 261.20 | 271.20 | 1 | 39.9% | 0.70 | 0.0008 | -0.414 | 1,520 | 104.40 | 107.90 | 47 | 39.7% | -0.31 | 0.0008 | -0.451 | ||
| 249.00 | 259.00 | 39.7% | 0.68 | 0.0008 | -0.425 | 1,540 | 112.50 | 116.00 | 24 | 39.6% | -0.33 | 0.0008 | -0.461 | |||
| 238.80 | 247.90 | 4 | 39.8% | 0.66 | 0.0008 | -0.436 | 1,560 | 120.90 | 124.40 | 136 | 39.6% | -0.35 | 0.0008 | -0.470 | ||
| 228.50 | 236.30 | 4 | 39.7% | 0.65 | 0.0008 | -0.445 | 1,580 | 129.80 | 135.10 | 5 | 57 | 39.7% | -0.37 | 0.0008 | -0.478 | |
| 216.90 | 225.00 | 20 | 39.5% | 0.63 | 0.0008 | -0.454 | 1,600 | 139.00 | 142.80 | 5 | 64 | 39.5% | -0.38 | 0.0009 | -0.485 | |
| 206.50 | 213.90 | 45 | 39.5% | 0.61 | 0.0008 | -0.461 | 1,620 | 148.70 | 153.00 | 1 | 20 | 39.5% | -0.40 | 0.0009 | -0.492 | |
| 196.90 | 205.30 | 23 | 39.4% | 0.60 | 0.0008 | -0.468 | 1,640 | 158.70 | 162.90 | 23 | 39.5% | -0.42 | 0.0009 | -0.497 | ||
| 192.00 | 199.90 | 27 | 39.3% | 0.59 | 0.0009 | -0.471 | 1,650 | 163.80 | 175.20 | 55 | 39.9% | -0.43 | 0.0009 | -0.500 | ||
| 187.20 | 199.40 | 19 | 39.7% | 0.58 | 0.0009 | -0.474 | 1,660 | 169.10 | 173.70 | 10 | 39.5% | -0.44 | 0.0009 | -0.502 | ||
| 183.00 | 189.90 | 9 | 39.2% | 0.57 | 0.0009 | -0.476 | 1,670 | 174.50 | 178.30 | 8 | 39.4% | -0.45 | 0.0009 | -0.504 | ||
| 177.80 | 190.60 | 2 | 26 | 39.1% | 0.56 | 0.0009 | -0.478 | 1,680 | 179.90 | 183.80 | 22 | 39.4% | -0.46 | 0.0009 | -0.506 | |
| 174.40 | 185.90 | 6 | 39.2% | 0.55 | 0.0009 | -0.480 | 1,690 | 185.50 | 192.00 | 103 | 39.6% | -0.46 | 0.0009 | -0.507 | ||
| 170.50 | 182.00 | 29 | 39.8% | 0.54 | 0.0009 | -0.482 | 1,700 | 191.20 | 195.30 | 134 | 39.4% | -0.47 | 0.0009 | -0.508 | ||
| 165.80 | 177.30 | 5 | 39.2% | 0.54 | 0.0009 | -0.484 | 1,710 | 196.90 | 200.80 | 7 | 39.4% | -0.48 | 0.0009 | -0.509 | ||
| 162.00 | 168.40 | 4 | 16 | 39.2% | 0.53 | 0.0009 | -0.485 | 1,720 | 202.80 | 206.60 | 7 | 39.4% | -0.49 | 0.0009 | -0.510 | |
| 157.60 | 164.90 | 15 | 39.2% | 0.52 | 0.0009 | -0.486 | 1,730 | 208.70 | 212.60 | 9 | 39.4% | -0.50 | 0.0009 | -0.511 | ||
| 153.70 | 165.40 | 4 | 39.2% | 0.51 | 0.0009 | -0.487 | 1,740 | 214.80 | 226.00 | 25 | 39.8% | -0.51 | 0.0009 | -0.512 | ||
| 149.80 | 162.00 | 25 | 39.1% | 0.50 | 0.0009 | -0.488 | 1,750 | 220.70 | 228.50 | 19 | 39.8% | -0.52 | 0.0009 | -0.512 | ||
| 144.40 | 157.80 | 29 | 39.0% | 0.49 | 0.0009 | -0.488 | 1,760 | 222.10 | 235.90 | 35 | 39.9% | -0.53 | 0.0009 | -0.512 | ||
| 144.40 | 153.80 | 4 | 16 | 39.4% | 0.49 | 0.0009 | -0.489 | 1,770 | 228.40 | 242.20 | 11 | 39.4% | -0.53 | 0.0009 | -0.512 | |
| 138.20 | 145.20 | 8 | 39.1% | 0.48 | 0.0009 | -0.489 | 1,780 | 239.30 | 246.60 | 8 | 39.7% | -0.54 | 0.0009 | -0.511 | ||
| 135.60 | 146.70 | 11 | 39.2% | 0.47 | 0.0009 | -0.488 | 1,790 | 245.30 | 254.70 | 10 | 39.8% | -0.55 | 0.0009 | -0.511 | ||
| 132.20 | 143.30 | 13 | 39.2% | 0.46 | 0.0009 | -0.488 | 1,800 | 249.10 | 262.90 | 15 | 39.7% | -0.56 | 0.0009 | -0.510 | ||
| 127.30 | 139.50 | 12 | 39.1% | 0.45 | 0.0009 | -0.488 | 1,810 | 255.80 | 269.90 | 11 | 39.8% | -0.57 | 0.0009 | -0.509 | ||
| 125.30 | 131.70 | 5 | 39.2% | 0.45 | 0.0009 | -0.487 | 1,820 | 265.50 | 273.30 | 39.7% | -0.58 | 0.0009 | -0.508 | |||
| 120.30 | 128.50 | 2 | 39.6% | 0.44 | 0.0009 | -0.486 | 1,830 | 269.60 | 282.80 | 2 | 39.8% | -0.59 | 0.0009 | -0.507 | ||
| 120.80 | 125.30 | 1 | 37 | 39.5% | 0.43 | 0.0009 | -0.485 | 1,840 | 275.60 | 290.30 | 39.7% | -0.59 | 0.0009 | -0.506 | ||
| 118.20 | 122.30 | 75 | 39.5% | 0.42 | 0.0009 | -0.484 | 1,850 | 286.30 | 291.20 | 39.5% | -0.60 | 0.0009 | -0.504 | |||
| 111.00 | 123.30 | 9 | 39.1% | 0.42 | 0.0009 | -0.482 | 1,860 | 289.80 | 299.70 | 39.3% | -0.61 | 0.0009 | -0.503 | |||
| 108.90 | 116.40 | 39.2% | 0.41 | 0.0008 | -0.481 | 1,870 | 296.70 | 310.10 | 2 | 40.1% | -0.62 | 0.0009 | -0.501 | |||
| 105.40 | 113.50 | 5 | 39.1% | 0.40 | 0.0008 | -0.479 | 1,880 | 302.10 | 319.20 | 3 | 40.3% | -0.63 | 0.0009 | -0.499 | ||
| 102.60 | 111.60 | 16 | 39.2% | 0.39 | 0.0008 | -0.477 | 1,890 | 314.20 | 325.60 | 4 | 40.2% | -0.63 | 0.0009 | -0.496 | ||
| 100.50 | 114.30 | 46 | 39.2% | 0.39 | 0.0008 | -0.475 | 1,900 | 321.20 | 330.60 | 39.9% | -0.64 | 0.0009 | -0.494 | |||
| 97.60 | 110.30 | 7 | 39.8% | 0.38 | 0.0008 | -0.473 | 1,910 | 328.40 | 340.40 | 2 | 39.6% | -0.65 | 0.0009 | -0.492 | ||
| 98.90 | 102.80 | 3 | 39.7% | 0.37 | 0.0008 | -0.470 | 1,920 | 335.70 | 344.00 | 39.7% | -0.66 | 0.0009 | -0.489 | |||
| 95.00 | 100.20 | 39.6% | 0.37 | 0.0008 | -0.468 | 1,930 | 343.00 | 355.50 | 39.6% | -0.67 | 0.0009 | -0.487 | ||||
| 93.90 | 97.70 | 8 | 39.7% | 0.36 | 0.0008 | -0.465 | 1,940 | 350.30 | 358.30 | 39.6% | -0.67 | 0.0009 | -0.484 | |||
| 89.00 | 93.10 | 1 | 41 | 39.8% | 0.35 | 0.0008 | -0.460 | 1,960 | 365.30 | 375.30 | 39.8% | -0.69 | 0.0009 | -0.478 | ||
| 84.90 | 88.40 | 53 | 39.9% | 0.33 | 0.0008 | -0.454 | 1,980 | 380.50 | 390.20 | 39.7% | -0.70 | 0.0009 | -0.472 | |||
| 76.80 | 85.20 | 172 | 39.6% | 0.32 | 0.0008 | -0.448 | 2,000 | 396.00 | 407.20 | 39.8% | -0.72 | 0.0009 | -0.465 | |||
| 72.70 | 82.60 | 3 | 39.5% | 0.31 | 0.0008 | -0.441 | 2,020 | 411.70 | 424.30 | 39.9% | -0.73 | 0.0009 | -0.458 | |||
| 72.20 | 81.20 | 11 | 40.0% | 0.30 | 0.0008 | -0.434 | 2,040 | 427.60 | 438.90 | 39.7% | -0.74 | 0.0009 | -0.451 | |||
| 68.60 | 73.00 | 1 | 40.1% | 0.28 | 0.0007 | -0.426 | 2,060 | 443.80 | 455.80 | 1 | 39.7% | -0.76 | 0.0008 | -0.443 | ||
| 62.40 | 74.30 | 41 | 39.8% | 0.27 | 0.0007 | -0.419 | 2,080 | 459.20 | 474.70 | 39.9% | -0.77 | 0.0008 | -0.436 | |||
| 61.50 | 70.00 | 15 | 40.7% | 0.26 | 0.0007 | -0.411 | 2,100 | 476.40 | 490.60 | 39.8% | -0.78 | 0.0008 | -0.428 | |||
| 58.20 | 67.30 | 11 | 40.8% | 0.25 | 0.0007 | -0.403 | 2,120 | 493.60 | 509.70 | 40.2% | -0.79 | 0.0008 | -0.420 | |||
| 55.60 | 63.70 | 33 | 40.9% | 0.24 | 0.0007 | -0.395 | 2,140 | 510.80 | 525.10 | 39.9% | -0.81 | 0.0008 | -0.412 | |||
| 52.50 | 61.30 | 34 | 41.0% | 0.23 | 0.0007 | -0.387 | 2,160 | 528.70 | 543.50 | 40.1% | -0.82 | 0.0008 | -0.403 | |||
| 49.70 | 58.70 | 9 | 41.1% | 0.22 | 0.0006 | -0.378 | 2,180 | 546.00 | 560.10 | 39.9% | -0.83 | 0.0008 | -0.395 | |||
| 47.10 | 51.90 | 18 | 40.5% | 0.21 | 0.0006 | -0.370 | 2,200 | 563.50 | 578.90 | 39.9% | -0.84 | 0.0008 | -0.387 | |||
| 45.00 | 53.90 | 3 | 41.3% | 0.21 | 0.0006 | -0.361 | 2,220 | 582.00 | 596.10 | 40.0% | -0.85 | 0.0007 | -0.378 | |||
| 42.20 | 51.00 | 24 | 41.2% | 0.20 | 0.0006 | -0.353 | 2,240 | 600.10 | 616.70 | 40.0% | -0.86 | 0.0007 | -0.368 | |||
| 40.00 | 49.20 | 74 | 41.4% | 0.19 | 0.0006 | -0.344 | 2,260 | 618.40 | 632.20 | 40.0% | -0.87 | 0.0007 | -0.356 | |||
| 38.40 | 46.70 | 27 | 41.5% | 0.18 | 0.0006 | -0.336 | 2,280 | 636.40 | 653.30 | 2 | 39.9% | -0.88 | 0.0007 | -0.345 | ||
| 36.50 | 44.30 | 8 | 41.5% | 0.17 | 0.0006 | -0.328 | 2,300 | 655.30 | 669.30 | 40.0% | -0.89 | 0.0007 | -0.333 | |||
| 34.70 | 43.10 | 12 | 40.9% | 0.17 | 0.0005 | -0.319 | 2,320 | 674.40 | 690.10 | 40.0% | -0.90 | 0.0006 | -0.321 | |||
| 28.10 | 41.20 | 16 | 41.0% | 0.16 | 0.0005 | -0.311 | 2,340 | 693.10 | 708.50 | 40.6% | -0.91 | 0.0006 | -0.306 | |||
| 31.10 | 39.00 | 2 | 41.8% | 0.15 | 0.0005 | -0.303 | 2,360 | 712.10 | 725.90 | 40.2% | -0.91 | 0.0006 | -0.290 | |||
| 29.50 | 37.40 | 5 | 41.9% | 0.15 | 0.0005 | -0.295 | 2,380 | 730.30 | 746.30 | 39.6% | -0.92 | 0.0006 | -0.273 | |||
| 27.90 | 35.70 | 11 | 41.9% | 0.14 | 0.0005 | -0.287 | 2,400 | 749.30 | 765.50 | 40.4% | -0.93 | 0.0006 | -0.255 | |||
| 26.40 | 34.00 | 11 | 42.0% | 0.13 | 0.0005 | -0.279 | 2,420 | 769.60 | 784.30 | 40.7% | -0.94 | 0.0005 | -0.236 | |||
| 25.10 | 33.10 | 1 | 42.2% | 0.13 | 0.0004 | -0.271 | 2,440 | 787.90 | 804.50 | 40.7% | -0.94 | 0.0005 | -0.214 | |||
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 — Apr 16, 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.