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 ±9.2% (1,486.84–1,789.44) · ATM IV 39.6% · P/C открытого интереса 1.03
| 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 | |
| 812.40 | 827.40 | 3 | 1.00 | 0.0000 | 0.000 | 820 | 0 | 4.90 | 19 | 113.6% | -0.00 | 0.0000 | -0.029 | |||
| 792.60 | 806.90 | 2 | 1.00 | 0.0000 | 0.000 | 840 | 0 | 4.90 | 12 | 110.1% | -0.00 | 0.0000 | -0.032 | |||
| 782.60 | 797.50 | 1 | 1.00 | 0.0000 | 0.000 | 850 | 0 | 4.90 | 15 | 108.3% | -0.00 | 0.0000 | -0.033 | |||
| 772.30 | 787.50 | 1 | 1.00 | 0.0000 | 0.000 | 860 | 0 | 4.90 | 12 | 106.6% | -0.00 | 0.0000 | -0.034 | |||
| 762.70 | 776.40 | 1 | 1.00 | 0.0000 | 0.000 | 870 | 0 | 4.90 | 7 | 104.8% | -0.00 | 0.0000 | -0.035 | |||
| 752.70 | 766.50 | 1.00 | 0.0000 | 0.000 | 880 | 0 | 4.90 | 28 | 103.1% | -0.00 | 0.0000 | -0.036 | ||||
| 742.50 | 757.10 | 2 | 1.00 | 0.0000 | 0.000 | 890 | 0 | 4.90 | 10 | 101.5% | -0.00 | 0.0000 | -0.038 | |||
| 732.90 | 747.50 | 5 | 1.00 | 0.0000 | 0.000 | 900 | 0 | 1.85 | 28 | 87.5% | -0.00 | 0.0000 | -0.039 | |||
| 723.40 | 737.40 | 1.00 | 0.0000 | 0.000 | 910 | 0 | 4.90 | 5 | 98.2% | -0.00 | 0.0000 | -0.041 | ||||
| 713.00 | 727.50 | 1.00 | 0.0000 | 0.000 | 920 | 0 | 4.90 | 20 | 96.5% | -0.00 | 0.0000 | -0.042 | ||||
| 703.50 | 716.60 | 1.00 | 0.0000 | 0.000 | 930 | 0 | 4.90 | 13 | 94.9% | -0.00 | 0.0000 | -0.044 | ||||
| 693.10 | 707.30 | 2 | 1.00 | 0.0000 | 0.000 | 940 | 0 | 4.90 | 6 | 93.3% | -0.00 | 0.0000 | -0.046 | |||
| 683.60 | 697.60 | 1 | 1.00 | 0.0000 | 0.000 | 950 | 0 | 4.90 | 34 | 91.7% | -0.00 | 0.0000 | -0.048 | |||
| 673.20 | 687.60 | 1 | 1.00 | 0.0000 | 0.000 | 960 | 0 | 4.90 | 37 | 90.2% | -0.00 | 0.0000 | -0.050 | |||
| 663.70 | 677.70 | 3 | 1.00 | 0.0000 | 0.000 | 970 | 0 | 4.90 | 15 | 88.6% | -0.00 | 0.0000 | -0.051 | |||
| 653.30 | 667.00 | 1.00 | 0.0000 | 0.000 | 980 | 0 | 0.8000 | 8 | 69.0% | -0.00 | 0.0000 | -0.053 | ||||
| 643.30 | 657.80 | 1 | 1.00 | 0.0000 | 0.000 | 990 | 0 | 0.8000 | 37 | 67.8% | -0.00 | 0.0000 | -0.056 | |||
| 633.40 | 647.00 | 2 | 1.00 | 0.0000 | 0.000 | 1,000 | 0.0500 | 0.7000 | 192 | 66.0% | -0.00 | 0.0000 | -0.058 | |||
| 623.40 | 637.00 | 1 | 1.00 | 0.0000 | 0.000 | 1,010 | 0 | 0.8500 | 132 | 65.7% | -0.00 | 0.0000 | -0.061 | |||
| 614.00 | 627.80 | 3 | 1.00 | 0.0000 | 0.000 | 1,020 | 0 | 0.9000 | 63 | 64.9% | -0.00 | 0.0000 | -0.063 | |||
| 603.60 | 618.20 | 1.00 | 0.0000 | 0.000 | 1,030 | 0.0500 | 0.9000 | 104 | 64.1% | -0.01 | 0.0000 | -0.066 | ||||
| 593.60 | 608.10 | 7 | 0.99 | 0.0000 | 0.000 | 1,040 | 0.1000 | 0.9500 | 109 | 63.6% | -0.01 | 0.0000 | -0.069 | |||
| 583.70 | 598.50 | 47.1% | 0.99 | 0.0000 | 0.000 | 1,050 | 0.1000 | 1.00 | 157 | 62.7% | -0.01 | 0.0000 | -0.072 | |||
| 573.80 | 588.50 | 2 | 47.2% | 0.99 | 0.0001 | -0.004 | 1,060 | 0.1000 | 1.05 | 30 | 61.8% | -0.01 | 0.0001 | -0.076 | ||
| 563.80 | 578.40 | 0.99 | 0.0001 | -0.009 | 1,070 | 0.1500 | 1.10 | 61 | 61.2% | -0.01 | 0.0001 | -0.079 | ||||
| 553.90 | 568.00 | 51 | 0.99 | 0.0001 | -0.014 | 1,080 | 0.1500 | 0.9500 | 213 | 59.1% | -0.01 | 0.0001 | -0.083 | |||
| 544.00 | 557.60 | 1 | 2 | 0.99 | 0.0001 | -0.019 | 1,090 | 0.2000 | 1.25 | 62 | 59.9% | -0.01 | 0.0001 | -0.087 | ||
| 534.10 | 548.20 | 1 | 4 | 0.99 | 0.0001 | -0.025 | 1,100 | 0.2500 | 1.10 | 4 | 197 | 58.2% | -0.01 | 0.0001 | -0.091 | |
| 524.20 | 537.90 | 0.99 | 0.0001 | -0.030 | 1,110 | 0.3500 | 1.25 | 3 | 74 | 58.2% | -0.01 | 0.0001 | -0.096 | |||
| 514.30 | 528.50 | 1 | 41.4% | 0.99 | 0.0001 | -0.036 | 1,120 | 0.4000 | 1.45 | 19 | 76 | 58.1% | -0.01 | 0.0001 | -0.101 | |
| 504.40 | 518.60 | 1 | 44.2% | 0.99 | 0.0001 | -0.043 | 1,130 | 0.5000 | 1.55 | 53 | 57.7% | -0.01 | 0.0001 | -0.106 | ||
| 494.40 | 508.80 | 1 | 45.3% | 0.99 | 0.0001 | -0.050 | 1,140 | 0.4500 | 1.60 | 73 | 56.5% | -0.01 | 0.0001 | -0.112 | ||
| 484.50 | 499.10 | 6 | 47.8% | 0.99 | 0.0001 | -0.057 | 1,150 | 0.4500 | 1.75 | 68 | 55.8% | -0.01 | 0.0001 | -0.118 | ||
| 474.70 | 489.20 | 1 | 48.3% | 0.99 | 0.0001 | -0.064 | 1,160 | 0.6500 | 1.75 | 43 | 55.3% | -0.01 | 0.0001 | -0.124 | ||
| 464.80 | 479.60 | 6 | 49.6% | 0.99 | 0.0001 | -0.072 | 1,170 | 0.6000 | 1.90 | 12 | 54.4% | -0.01 | 0.0001 | -0.131 | ||
| 454.90 | 469.50 | 4 | 48.1% | 0.99 | 0.0001 | -0.081 | 1,180 | 0.6000 | 2.10 | 67 | 53.8% | -0.01 | 0.0001 | -0.138 | ||
| 445.10 | 459.40 | 3 | 47.0% | 0.99 | 0.0001 | -0.090 | 1,190 | 0.8000 | 2.10 | 48 | 53.1% | -0.01 | 0.0001 | -0.146 | ||
| 435.40 | 449.40 | 11 | 46.9% | 0.98 | 0.0002 | -0.100 | 1,200 | 1.05 | 1.90 | 27 | 146 | 52.0% | -0.02 | 0.0002 | -0.154 | |
| 425.60 | 439.90 | 4 | 48.1% | 0.98 | 0.0002 | -0.110 | 1,210 | 1.00 | 2.40 | 79 | 51.9% | -0.02 | 0.0002 | -0.164 | ||
| 416.00 | 429.90 | 4 | 48.0% | 0.98 | 0.0002 | -0.120 | 1,220 | 1.05 | 2.65 | 24 | 51.4% | -0.02 | 0.0002 | -0.173 | ||
| 396.10 | 407.20 | 6 | 0.98 | 0.0002 | -0.144 | 1,240 | 1.35 | 2.65 | 1 | 63 | 49.6% | -0.02 | 0.0002 | -0.195 | ||
| 376.90 | 389.80 | 11 | 44.6% | 0.97 | 0.0003 | -0.171 | 1,260 | 1.75 | 2.85 | 148 | 48.3% | -0.03 | 0.0003 | -0.219 | ||
| 357.10 | 371.40 | 15 | 45.5% | 0.97 | 0.0003 | -0.202 | 1,280 | 2.20 | 3.80 | 82 | 48.0% | -0.03 | 0.0003 | -0.248 | ||
| 337.60 | 352.20 | 28 | 44.9% | 0.96 | 0.0004 | -0.237 | 1,300 | 2.90 | 3.50 | 4 | 176 | 46.1% | -0.04 | 0.0004 | -0.281 | |
| 318.60 | 332.30 | 5 | 43.7% | 0.96 | 0.0004 | -0.278 | 1,320 | 3.30 | 5.10 | 64 | 45.9% | -0.04 | 0.0004 | -0.319 | ||
| 299.60 | 313.30 | 19 | 43.3% | 0.95 | 0.0005 | -0.324 | 1,340 | 4.40 | 5.20 | 2 | 49 | 44.6% | -0.05 | 0.0005 | -0.363 | |
| 280.80 | 294.40 | 15 | 42.8% | 0.94 | 0.0006 | -0.376 | 1,360 | 5.40 | 6.70 | 15 | 190 | 44.2% | -0.06 | 0.0006 | -0.413 | |
| 262.00 | 275.70 | 87 | 42.1% | 0.92 | 0.0007 | -0.434 | 1,380 | 6.90 | 7.70 | 28 | 362 | 43.4% | -0.08 | 0.0007 | -0.469 | |
| 243.70 | 256.30 | 1 | 108 | 40.9% | 0.91 | 0.0008 | -0.498 | 1,400 | 8.40 | 10.00 | 156 | 655 | 43.1% | -0.09 | 0.0008 | -0.532 |
| 225.80 | 237.60 | 27 | 40.2% | 0.89 | 0.0009 | -0.568 | 1,420 | 10.40 | 12.20 | 30 | 170 | 42.7% | -0.11 | 0.0009 | -0.599 | |
| 208.20 | 220.00 | 21 | 39.9% | 0.87 | 0.0010 | -0.642 | 1,440 | 12.90 | 14.60 | 6 | 215 | 42.2% | -0.13 | 0.0010 | -0.672 | |
| 199.80 | 211.70 | 10 | 40.0% | 0.86 | 0.0011 | -0.680 | 1,450 | 14.30 | 16.00 | 7 | 252 | 42.0% | -0.14 | 0.0011 | -0.709 | |
| 191.30 | 203.40 | 38 | 40.0% | 0.85 | 0.0012 | -0.719 | 1,460 | 15.70 | 17.50 | 21 | 175 | 41.7% | -0.15 | 0.0012 | -0.747 | |
| 183.00 | 195.30 | 6 | 40.0% | 0.84 | 0.0012 | -0.758 | 1,470 | 17.20 | 19.20 | 2 | 51 | 41.5% | -0.16 | 0.0012 | -0.786 | |
| 174.80 | 186.80 | 42 | 39.7% | 0.82 | 0.0013 | -0.797 | 1,480 | 19.10 | 20.90 | 47 | 188 | 41.3% | -0.18 | 0.0013 | -0.824 | |
| 167.20 | 178.40 | 4 | 39.6% | 0.81 | 0.0014 | -0.836 | 1,490 | 21.00 | 23.00 | 44 | 175 | 41.1% | -0.19 | 0.0014 | -0.862 | |
| 159.80 | 170.20 | 80 | 39.6% | 0.79 | 0.0014 | -0.874 | 1,500 | 23.00 | 25.10 | 42 | 818 | 40.9% | -0.21 | 0.0015 | -0.899 | |
| 152.60 | 165.10 | 6 | 40.6% | 0.78 | 0.0015 | -0.911 | 1,510 | 25.40 | 27.40 | 9 | 130 | 40.8% | -0.22 | 0.0015 | -0.936 | |
| 145.60 | 155.20 | 29 | 39.8% | 0.76 | 0.0016 | -0.947 | 1,520 | 27.60 | 29.90 | 158 | 165 | 40.6% | -0.24 | 0.0016 | -0.972 | |
| 138.90 | 147.60 | 6 | 39.8% | 0.75 | 0.0016 | -0.982 | 1,530 | 30.30 | 32.60 | 17 | 381 | 40.5% | -0.26 | 0.0017 | -1.006 | |
| 132.30 | 140.30 | 1 | 72 | 39.8% | 0.73 | 0.0017 | -1.015 | 1,540 | 33.20 | 35.40 | 8 | 202 | 40.4% | -0.27 | 0.0017 | -1.038 |
| 125.90 | 135.10 | 9 | 40.4% | 0.71 | 0.0018 | -1.046 | 1,550 | 36.00 | 38.40 | 7 | 420 | 40.2% | -0.29 | 0.0018 | -1.069 | |
| 119.80 | 127.50 | 79 | 40.3% | 0.69 | 0.0018 | -1.075 | 1,560 | 39.50 | 41.70 | 4 | 233 | 40.2% | -0.31 | 0.0018 | -1.097 | |
| 113.80 | 119.60 | 3 | 59 | 39.9% | 0.67 | 0.0019 | -1.101 | 1,570 | 42.90 | 45.10 | 5 | 77 | 40.1% | -0.33 | 0.0019 | -1.123 |
| 108.10 | 114.10 | 35 | 40.3% | 0.65 | 0.0019 | -1.125 | 1,580 | 46.50 | 48.80 | 6 | 262 | 40.0% | -0.35 | 0.0020 | -1.146 | |
| 103.00 | 106.50 | 2 | 17 | 40.0% | 0.63 | 0.0020 | -1.146 | 1,590 | 50.40 | 52.60 | 104 | 39.9% | -0.37 | 0.0020 | -1.167 | |
| 97.40 | 100.80 | 7 | 125 | 40.1% | 0.61 | 0.0020 | -1.165 | 1,600 | 54.20 | 56.70 | 5 | 381 | 39.7% | -0.39 | 0.0020 | -1.184 |
| 91.90 | 94.50 | 32 | 39.9% | 0.59 | 0.0020 | -1.180 | 1,610 | 58.40 | 61.00 | 3 | 60 | 39.6% | -0.41 | 0.0021 | -1.199 | |
| 89.10 | 91.90 | 39.9% | 0.58 | 0.0020 | -1.186 | 1,615 | 60.60 | 63.20 | 39.6% | -0.42 | 0.0021 | -1.205 | ||||
| 86.10 | 89.20 | 20 | 78 | 39.8% | 0.57 | 0.0021 | -1.191 | 1,620 | 62.90 | 65.50 | 16 | 266 | 39.5% | -0.43 | 0.0021 | -1.211 |
| 83.70 | 86.50 | 15 | 39.8% | 0.56 | 0.0021 | -1.196 | 1,625 | 65.20 | 67.80 | 3 | 8 | 39.5% | -0.44 | 0.0021 | -1.215 | |
| 80.60 | 83.90 | 47 | 39.7% | 0.55 | 0.0021 | -1.200 | 1,630 | 67.60 | 70.20 | 3 | 77 | 39.4% | -0.45 | 0.0021 | -1.219 | |
| 78.60 | 81.30 | 10 | 39.8% | 0.54 | 0.0021 | -1.203 | 1,635 | 70.10 | 72.70 | 1 | 9 | 39.4% | -0.46 | 0.0021 | -1.221 | |
| 76.10 | 78.80 | 5 | 110 | 39.7% | 0.53 | 0.0021 | -1.205 | 1,640 | 72.50 | 75.20 | 7 | 80 | 39.4% | -0.47 | 0.0021 | -1.224 |
| 73.10 | 76.30 | 6 | 1 | 39.5% | 0.52 | 0.0021 | -1.207 | 1,645 | 75.00 | 77.70 | 5 | 1 | 39.3% | -0.48 | 0.0021 | -1.225 |
| 70.80 | 73.90 | 21 | 87 | 39.5% | 0.51 | 0.0021 | -1.207 | 1,650 | 77.60 | 80.80 | 21 | 215 | 39.4% | -0.50 | 0.0021 | -1.226 |
| 68.80 | 70.60 | 10 | 39.3% | 0.50 | 0.0021 | -1.207 | 1,655 | 80.30 | 83.10 | 4 | 2 | 39.3% | -0.51 | 0.0021 | -1.225 | |
| 66.60 | 69.30 | 2 | 151 | 39.6% | 0.49 | 0.0021 | -1.206 | 1,660 | 83.10 | 85.70 | 205 | 39.2% | -0.52 | 0.0021 | -1.224 | |
| 64.70 | 67.10 | 7 | 39.6% | 0.48 | 0.0021 | -1.204 | 1,665 | 85.90 | 88.50 | 2 | 39.2% | -0.53 | 0.0021 | -1.222 | ||
| 62.50 | 64.90 | 167 | 39.6% | 0.47 | 0.0021 | -1.202 | 1,670 | 88.70 | 91.80 | 5 | 169 | 39.3% | -0.54 | 0.0021 | -1.219 | |
| 60.40 | 62.70 | 102 | 39.6% | 0.46 | 0.0021 | -1.198 | 1,675 | 91.60 | 94.30 | 1 | 39.2% | -0.55 | 0.0021 | -1.216 | ||
| 58.30 | 60.70 | 91 | 39.6% | 0.45 | 0.0021 | -1.194 | 1,680 | 94.50 | 97.60 | 4 | 341 | 39.3% | -0.56 | 0.0021 | -1.211 | |
| 56.30 | 58.60 | 39.5% | 0.44 | 0.0021 | -1.190 | 1,685 | 97.60 | 100.50 | 8 | 1 | 39.2% | -0.57 | 0.0021 | -1.207 | ||
| 53.90 | 56.70 | 56 | 39.4% | 0.43 | 0.0021 | -1.184 | 1,690 | 100.50 | 103.70 | 58 | 39.2% | -0.58 | 0.0021 | -1.201 | ||
| 52.10 | 54.70 | 3 | 39.4% | 0.42 | 0.0021 | -1.178 | 1,695 | 103.70 | 106.80 | 3 | 17 | 39.2% | -0.59 | 0.0021 | -1.195 | |
| 50.50 | 52.80 | 7 | 415 | 39.5% | 0.41 | 0.0021 | -1.171 | 1,700 | 106.80 | 110.10 | 360 | 39.2% | -0.60 | 0.0021 | -1.187 | |
| 48.70 | 51.10 | 12 | 17 | 39.5% | 0.40 | 0.0020 | -1.163 | 1,705 | 109.70 | 113.00 | 6 | 7 | 39.0% | -0.61 | 0.0021 | -1.179 |
| 46.50 | 49.30 | 1 | 61 | 39.3% | 0.39 | 0.0020 | -1.155 | 1,710 | 113.10 | 116.60 | 1 | 61 | 39.2% | -0.62 | 0.0021 | -1.171 |
| 43.60 | 45.70 | 328 | 39.4% | 0.37 | 0.0020 | -1.136 | 1,720 | 119.60 | 123.90 | 1 | 161 | 39.3% | -0.64 | 0.0020 | -1.153 | |
| 40.30 | 42.80 | 46 | 39.4% | 0.35 | 0.0020 | -1.115 | 1,730 | 125.20 | 131.50 | 2 | 52 | 39.1% | -0.66 | 0.0020 | -1.131 | |
| 37.80 | 39.60 | 10 | 243 | 39.5% | 0.33 | 0.0019 | -1.093 | 1,740 | 133.30 | 139.20 | 3 | 120 | 39.6% | -0.68 | 0.0020 | -1.108 |
| 32.20 | 34.40 | 10 | 575 | 39.5% | 0.30 | 0.0018 | -1.041 | 1,760 | 147.40 | 155.10 | 197 | 39.8% | -0.71 | 0.0019 | -1.057 | |
| 27.40 | 29.60 | 1 | 123 | 39.5% | 0.26 | 0.0017 | -0.985 | 1,780 | 162.20 | 171.70 | 5 | 108 | 40.1% | -0.75 | 0.0018 | -1.000 |
| 23.80 | 25.40 | 27 | 362 | 39.8% | 0.23 | 0.0016 | -0.925 | 1,800 | 179.40 | 188.70 | 1 | 94 | 41.0% | -0.78 | 0.0017 | -0.939 |
| 20.00 | 21.80 | 18 | 110 | 39.8% | 0.21 | 0.0015 | -0.863 | 1,820 | 194.70 | 205.30 | 1 | 78 | 40.7% | -0.81 | 0.0016 | -0.875 |
| 17.00 | 18.80 | 49 | 401 | 40.0% | 0.18 | 0.0014 | -0.801 | 1,840 | 210.70 | 223.30 | 41 | 40.9% | -0.83 | 0.0014 | -0.810 | |
| 14.30 | 16.20 | 16 | 227 | 40.1% | 0.16 | 0.0013 | -0.740 | 1,860 | 228.10 | 240.10 | 1 | 34 | 40.8% | -0.85 | 0.0013 | -0.745 |
| 12.20 | 13.90 | 240 | 40.4% | 0.14 | 0.0012 | -0.680 | 1,880 | 245.70 | 258.90 | 57 | 41.3% | -0.87 | 0.0012 | -0.680 | ||
| 10.30 | 11.30 | 27 | 1,090 | 40.2% | 0.12 | 0.0010 | -0.623 | 1,900 | 266.10 | 277.20 | 102 | 42.8% | -0.89 | 0.0011 | -0.617 | |
| 8.80 | 10.40 | 6 | 276 | 40.9% | 0.11 | 0.0010 | -0.570 | 1,920 | 282.70 | 295.80 | 65 | 42.1% | -0.91 | 0.0010 | -0.555 | |
| 7.50 | 9.00 | 19 | 417 | 41.3% | 0.09 | 0.0008 | -0.520 | 1,940 | 301.80 | 314.40 | 10 | 18 | 42.6% | -0.92 | 0.0009 | -0.497 |
| 6.10 | 7.70 | 18 | 333 | 41.3% | 0.08 | 0.0008 | -0.474 | 1,960 | 320.80 | 333.40 | 27 | 43.1% | -0.93 | 0.0008 | -0.441 | |
| 5.60 | 6.60 | 2 | 136 | 41.9% | 0.07 | 0.0007 | -0.431 | 1,980 | 339.60 | 352.60 | 17 | 43.3% | -0.94 | 0.0007 | -0.390 | |
| 4.80 | 5.60 | 69 | 658 | 42.2% | 0.06 | 0.0006 | -0.393 | 2,000 | 359.40 | 371.70 | 10 | 16 | 44.0% | -0.95 | 0.0006 | -0.342 |
| 3.80 | 4.90 | 1 | 206 | 42.2% | 0.06 | 0.0006 | -0.358 | 2,020 | 378.80 | 391.70 | 24 | 45.1% | -0.96 | 0.0005 | -0.296 | |
| 3.50 | 4.80 | 76 | 43.4% | 0.05 | 0.0005 | -0.326 | 2,040 | 396.30 | 410.70 | 21 | 42.4% | -0.97 | 0.0005 | -0.256 | ||
| 3.10 | 3.70 | 1 | 69 | 43.3% | 0.04 | 0.0004 | -0.297 | 2,060 | 417.60 | 430.60 | 14 | 45.7% | -0.97 | 0.0004 | -0.219 | |
| 2.65 | 3.40 | 11 | 180 | 43.9% | 0.04 | 0.0004 | -0.272 | 2,080 | 435.30 | 450.40 | 25 | 43.0% | -0.98 | 0.0004 | -0.185 | |
| 2.25 | 3.10 | 101 | 204 | 44.4% | 0.03 | 0.0004 | -0.249 | 2,100 | 457.40 | 469.90 | 13 | 47.4% | -0.98 | 0.0003 | -0.155 | |
| 2.00 | 2.95 | 22 | 45.2% | 0.03 | 0.0003 | -0.228 | 2,120 | 477.20 | 489.90 | 1 | 48.6% | -0.98 | 0.0003 | -0.128 | ||
| 1.45 | 2.85 | 53 | 45.5% | 0.03 | 0.0003 | -0.210 | 2,140 | 496.90 | 510.00 | 2 | 49.8% | -0.98 | 0.0002 | -0.104 | ||
| 1.55 | 2.10 | 47 | 45.6% | 0.02 | 0.0003 | -0.193 | 2,160 | 516.60 | 529.80 | 9 | 50.2% | -0.99 | 0.0002 | -0.082 | ||
| 1.30 | 2.20 | 298 | 46.6% | 0.02 | 0.0002 | -0.178 | 2,180 | 536.60 | 549.50 | 7 | 51.0% | -0.99 | 0.0002 | -0.063 | ||
| 1.25 | 1.95 | 2 | 258 | 47.3% | 0.02 | 0.0002 | -0.165 | 2,200 | 556.40 | 569.40 | 1 | 51.8% | -0.99 | 0.0002 | -0.046 | |
| 1.10 | 2.15 | 91 | 48.6% | 0.02 | 0.0002 | -0.153 | 2,220 | 574.80 | 589.30 | 47.5% | -0.99 | 0.0001 | -0.030 | |||
| 0.6000 | 2.05 | 29 | 48.4% | 0.02 | 0.0002 | -0.142 | 2,240 | 596.60 | 609.50 | 55.2% | -0.99 | 0.0001 | -0.017 | |||
| 0.8500 | 1.60 | 177 | 49.0% | 0.01 | 0.0002 | -0.133 | 2,260 | 616.20 | 629.40 | 55.4% | -0.99 | 0.0001 | -0.005 | |||
| 0.4000 | 1.75 | 54 | 49.3% | 0.01 | 0.0001 | -0.124 | 2,280 | 636.20 | 648.90 | 55.4% | -0.99 | 0.0001 | 0.000 | |||
| 0.6000 | 1.35 | 238 | 49.8% | 0.01 | 0.0001 | -0.116 | 2,300 | 656.10 | 668.90 | 56.4% | -1.00 | 0.0001 | 0.000 | |||
| 0.3000 | 1.50 | 34 | 50.4% | 0.01 | 0.0001 | -0.109 | 2,320 | 676.20 | 688.90 | 58.0% | -1.00 | 0.0001 | 0.000 | |||
| 0.3000 | 1.40 | 12 | 51.1% | 0.01 | 0.0001 | -0.103 | 2,340 | 696.20 | 708.90 | 59.2% | -1.00 | 0.0001 | 0.000 | |||
| 0.2000 | 1.30 | 59 | 51.4% | 0.01 | 0.0001 | -0.097 | 2,360 | 716.10 | 728.90 | 60.2% | -1.00 | 0.0001 | 0.000 | |||
| 0.3500 | 1.05 | 119 | 52.0% | 0.01 | 0.0001 | -0.091 | 2,380 | 734.80 | 749.70 | 59.7% | -1.00 | 0.0000 | 0.000 | |||
| 0.1500 | 1.15 | 259 | 52.5% | 0.01 | 0.0001 | -0.086 | 2,400 | 756.20 | 769.70 | 65.1% | -1.00 | 0.0000 | 0.000 | |||
| 0.1500 | 1.05 | 37 | 53.0% | 0.01 | 0.0001 | -0.082 | 2,420 | 776.10 | 788.90 | 63.9% | -1.00 | 0.0000 | 0.000 | |||
| 0.1000 | 1.00 | 49 | 53.5% | 0.01 | 0.0001 | -0.078 | 2,440 | 796.20 | 808.90 | 65.5% | -1.00 | 0.0000 | 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 — Nov 20, 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.