AVGO цепочка опционов Broadcom Inc.
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 ±4.1% (322.68–350.18) · ATM IV 36.1% · P/C открытого интереса 0.84
| 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 | |
| 55.40 | 58.25 | 25 | 54.4% | 0.99 | 0.0013 | -0.057 | 280 | 0.0100 | 0.3800 | 5 | 63.5% | -0.01 | 0.0013 | -0.063 | ||
| 49.95 | 53.30 | 2 | 0.98 | 0.0016 | -0.067 | 285 | 0.0100 | 0.7500 | 2 | 64.9% | -0.02 | 0.0016 | -0.073 | |||
| 45.50 | 48.35 | 63 | 51.0% | 0.98 | 0.0022 | -0.081 | 290 | 0.0300 | 0.7500 | 6 | 59.5% | -0.02 | 0.0022 | -0.087 | ||
| 40.55 | 43.00 | 26 | 0.97 | 0.0029 | -0.100 | 295 | 0.0400 | 0.7500 | 30 | 54.0% | -0.03 | 0.0029 | -0.104 | |||
| 35.80 | 37.70 | 4 | 0.96 | 0.0039 | -0.125 | 300 | 0.1300 | 0.7500 | 1 | 22 | 49.3% | -0.04 | 0.0039 | -0.129 | ||
| 30.95 | 33.25 | 1 | 6 | 40.7% | 0.94 | 0.0054 | -0.159 | 305 | 0.2400 | 0.5300 | 3 | 72 | 42.4% | -0.06 | 0.0054 | -0.163 |
| 25.80 | 28.30 | 4 | 33.9% | 0.92 | 0.0074 | -0.205 | 310 | 0.5400 | 1.50 | 87 | 46.2% | -0.08 | 0.0074 | -0.208 | ||
| 23.80 | 26.60 | 4 | 41.6% | 0.90 | 0.0087 | -0.233 | 312.5 | 0.7600 | 1.30 | 1 | 42 | 43.0% | -0.10 | 0.0088 | -0.236 | |
| 21.50 | 23.60 | 36.4% | 0.88 | 0.0102 | -0.263 | 315 | 0.9600 | 1.29 | 1 | 37 | 40.7% | -0.12 | 0.0102 | -0.266 | ||
| 19.30 | 21.45 | 36.8% | 0.85 | 0.0118 | -0.297 | 317.5 | 1.11 | 1.84 | 1 | 18 | 40.6% | -0.15 | 0.0118 | -0.299 | ||
| 17.15 | 19.30 | 5 | 36.5% | 0.83 | 0.0136 | -0.332 | 320 | 1.46 | 2.40 | 1 | 27 | 40.7% | -0.17 | 0.0136 | -0.334 | |
| 15.15 | 17.70 | 40 | 38.3% | 0.79 | 0.0154 | -0.367 | 322.5 | 1.83 | 2.96 | 1 | 12 | 40.2% | -0.21 | 0.0154 | -0.369 | |
| 13.20 | 15.20 | 36.0% | 0.75 | 0.0173 | -0.401 | 325 | 2.47 | 3.05 | 1 | 13 | 38.5% | -0.25 | 0.0173 | -0.404 | ||
| 11.35 | 13.70 | 36.9% | 0.71 | 0.0190 | -0.433 | 327.5 | 3.05 | 3.80 | 2 | 36 | 38.1% | -0.29 | 0.0191 | -0.435 | ||
| 9.65 | 11.95 | 22 | 20 | 36.6% | 0.66 | 0.0206 | -0.459 | 330 | 3.70 | 5.20 | 4 | 116 | 39.2% | -0.34 | 0.0207 | -0.461 |
| 8.05 | 10.05 | 6 | 22 | 35.4% | 0.61 | 0.0219 | -0.477 | 332.5 | 4.10 | 6.25 | 1 | 123 | 37.8% | -0.39 | 0.0220 | -0.479 |
| 7.15 | 8.25 | 1 | 18 | 35.7% | 0.55 | 0.0228 | -0.487 | 335 | 5.25 | 7.30 | 4 | 187 | 37.7% | -0.45 | 0.0229 | -0.489 |
| 5.45 | 6.95 | 56 | 11 | 34.4% | 0.49 | 0.0232 | -0.487 | 337.5 | 6.45 | 8.65 | 10 | 92 | 37.9% | -0.51 | 0.0233 | -0.489 |
| 4.60 | 5.50 | 54 | 42 | 34.2% | 0.44 | 0.0230 | -0.476 | 340 | 8.20 | 9.15 | 2 | 87 | 36.5% | -0.57 | 0.0232 | -0.479 |
| 3.65 | 4.70 | 11 | 22 | 34.7% | 0.38 | 0.0224 | -0.456 | 342.5 | 9.35 | 11.85 | 2 | 13 | 38.6% | -0.62 | 0.0226 | -0.460 |
| 2.90 | 3.60 | 3 | 141 | 33.9% | 0.33 | 0.0213 | -0.428 | 345 | 11.15 | 13.55 | 11 | 106 | 39.3% | -0.68 | 0.0216 | -0.432 |
| 2.26 | 3.05 | 10 | 110 | 34.7% | 0.28 | 0.0198 | -0.393 | 347.5 | 12.30 | 14.65 | 42 | 35.3% | -0.73 | 0.0201 | -0.397 | |
| 1.72 | 2.40 | 4 | 39 | 34.6% | 0.23 | 0.0180 | -0.354 | 350 | 14.75 | 16.95 | 61 | 38.5% | -0.77 | 0.0184 | -0.359 | |
| 1.43 | 1.90 | 24 | 18 | 35.2% | 0.19 | 0.0160 | -0.313 | 352.5 | 15.85 | 19.35 | 52 | 36.7% | -0.82 | 0.0164 | -0.320 | |
| 0.8600 | 3.05 | 135 | 40.8% | 0.16 | 0.0140 | -0.274 | 355 | 19.00 | 21.50 | 188 | 41.3% | -0.85 | 0.0144 | -0.281 | ||
| 0.6300 | 1.15 | 52 | 34.4% | 0.13 | 0.0121 | -0.238 | 357.5 | 20.20 | 23.00 | 10 | 33.7% | -0.88 | 0.0125 | -0.245 | ||
| 0.5800 | 0.9200 | 5 | 207 | 35.5% | 0.10 | 0.0104 | -0.207 | 360 | 22.65 | 25.75 | 75 | 37.7% | -0.90 | 0.0108 | -0.213 | |
| 0.3500 | 0.7600 | 2 | 26 | 35.5% | 0.09 | 0.0088 | -0.180 | 362.5 | 25.05 | 28.30 | 4 | 1 | 40.2% | -0.92 | 0.0092 | -0.185 |
| 0.1900 | 0.9400 | 57 | 38.2% | 0.07 | 0.0075 | -0.158 | 365 | 28.25 | 30.70 | 2 | 46.5% | -0.94 | 0.0079 | -0.163 | ||
| 0.1400 | 0.8000 | 7 | 39.1% | 0.06 | 0.0064 | -0.141 | 367.5 | 29.85 | 33.10 | 42.6% | -0.95 | 0.0068 | -0.144 | |||
| 0.1300 | 0.4000 | 85 | 37.1% | 0.05 | 0.0056 | -0.128 | 370 | 32.30 | 35.55 | 16 | 44.2% | -0.96 | 0.0059 | -0.131 | ||
| 0.0500 | 0.2700 | 3 | 36.1% | 0.05 | 0.0048 | -0.117 | 372.5 | 34.75 | 38.00 | 45.7% | -0.96 | 0.0052 | -0.120 | |||
| 0.0300 | 0.6200 | 46 | 42.9% | 0.04 | 0.0043 | -0.110 | 375 | 37.35 | 40.45 | 11 | 48.5% | -0.97 | 0.0046 | -0.111 | ||
| 0.0300 | 0.7500 | 46.6% | 0.04 | 0.0038 | -0.103 | 377.5 | 39.75 | 42.95 | 49.8% | -0.97 | 0.0040 | -0.105 | ||||
| 0.0200 | 0.7500 | 124 | 48.6% | 0.03 | 0.0034 | -0.099 | 380 | 42.20 | 45.45 | 4 | 51.5% | -0.98 | 0.0036 | -0.100 | ||
| 0.0100 | 0.7500 | 17 | 50.6% | 0.03 | 0.0031 | -0.095 | 382.5 | 44.80 | 47.90 | 54.2% | -0.98 | 0.0032 | -0.096 | |||
| 0.0100 | 0.7500 | 57 | 52.7% | 0.03 | 0.0028 | -0.092 | 385 | 47.15 | 50.40 | 54.6% | -0.98 | 0.0029 | -0.093 | |||
| 0 | 0.6900 | 53.8% | 0.03 | 0.0026 | -0.089 | 387.5 | 49.65 | 52.90 | 56.7% | -0.98 | 0.0027 | -0.090 | ||||
| 0 | 0.7500 | 17 | 56.6% | 0.03 | 0.0024 | -0.086 | 390 | 52.15 | 55.40 | 58.8% | -0.98 | 0.0024 | -0.087 | |||
| 0 | 0.7500 | 10 | 58.6% | 0.02 | 0.0022 | -0.084 | 392.5 | 54.85 | 57.90 | 63.4% | -0.98 | 0.0022 | -0.085 | |||
| 0 | 0.1900 | 105 | 49.4% | 0.02 | 0.0020 | -0.082 | 395 | 57.15 | 60.40 | 62.8% | -0.99 | 0.0021 | -0.083 | |||
| 0 | 0.7500 | 62.5% | 0.02 | 0.0019 | -0.080 | 397.5 | 59.60 | 62.90 | 64.1% | -0.99 | 0.0019 | -0.080 | ||||
| 0 | 0.7500 | 12 | 64.5% | 0.02 | 0.0018 | -0.078 | 400 | 62.10 | 65.40 | 66.0% | -0.99 | 0.0018 | -0.079 | |||
| 0 | 0.7500 | 66.4% | 0.02 | 0.0016 | -0.076 | 402.5 | 65.20 | 67.90 | 75.6% | -0.99 | 0.0016 | -0.077 | ||||
| 0 | 0.7300 | 17 | 21 | 67.9% | 0.02 | 0.0015 | -0.075 | 405 | 67.15 | 70.40 | 70.7% | -0.99 | 0.0015 | -0.075 | ||
| 0 | 0.7500 | 70.1% | 0.02 | 0.0014 | -0.073 | 407.5 | 69.90 | 72.90 | 76.1% | -0.99 | 0.0014 | -0.074 | ||||
| 0 | 0.7500 | 11 | 71.9% | 0.02 | 0.0013 | -0.071 | 410 | 72.15 | 75.40 | 74.5% | -0.99 | 0.0013 | -0.072 | |||
| 0 | 0.7500 | 2 | 75.6% | 0.01 | 0.0012 | -0.068 | 415 | 77.00 | 80.40 | 75.4% | -0.99 | 0.0011 | -0.069 | |||
| 0 | 0.7500 | 272 | 79.1% | 0.01 | 0.0010 | -0.065 | 420 | 82.35 | 85.40 | 85.0% | -0.99 | 0.0010 | -0.067 | |||
| 0 | 0.2500 | 2 | 70.8% | 0.01 | 0.0009 | -0.061 | 425 | 87.10 | 90.40 | 84.5% | -0.99 | 0.0008 | -0.064 | |||
| 0 | 0.7500 | 86.0% | 0.01 | 0.0008 | -0.058 | 430 | 92.15 | 95.40 | 88.9% | -0.99 | 0.0007 | -0.061 | ||||
| 0 | 0.7500 | 89.4% | 0.01 | 0.0008 | -0.055 | 435 | 97.40 | 100.40 | 96.6% | -1.00 | 0.0006 | -0.059 | ||||
| 0 | 0.7500 | 92.7% | 0.01 | 0.0007 | -0.052 | 440 | 102.15 | 105.40 | 95.8% | -1.00 | 0.0006 | -0.057 | ||||
| 0 | 0.7500 | 95.9% | 0.01 | 0.0006 | -0.049 | 445 | 107.10 | 110.40 | 98.1% | -1.00 | 0.0005 | -0.055 | ||||
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 — Oct 26, 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.