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 ±8.1% (309.20–363.65) · ATM IV 38.4% · 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 | |
| 125.45 | 128.70 | 0.99 | 0.0003 | -0.009 | 210 | 0.0100 | 0.6600 | 13 | 84.3% | -0.01 | 0.0003 | -0.028 | ||||
| 120.50 | 123.70 | 0.99 | 0.0004 | -0.011 | 215 | 0.0200 | 0.6100 | 13 | 79.9% | -0.01 | 0.0004 | -0.030 | ||||
| 115.50 | 118.75 | 0.99 | 0.0004 | -0.013 | 220 | 0.0200 | 0.4300 | 10 | 72.8% | -0.01 | 0.0004 | -0.031 | ||||
| 110.55 | 113.80 | 0.99 | 0.0005 | -0.016 | 225 | 0.0300 | 0.4500 | 31 | 70.0% | -0.01 | 0.0005 | -0.033 | ||||
| 106.05 | 108.80 | 58.2% | 0.99 | 0.0005 | -0.018 | 230 | 0.0300 | 0.4700 | 14 | 67.0% | -0.01 | 0.0005 | -0.035 | |||
| 100.65 | 103.85 | 0.99 | 0.0006 | -0.021 | 235 | 0.0400 | 0.4900 | 15 | 64.1% | -0.01 | 0.0006 | -0.037 | ||||
| 95.70 | 98.90 | 0.99 | 0.0007 | -0.024 | 240 | 0.0500 | 0.5200 | 6 | 61.5% | -0.02 | 0.0007 | -0.039 | ||||
| 90.75 | 93.95 | 0.98 | 0.0008 | -0.028 | 245 | 0.0700 | 0.5600 | 8 | 59.1% | -0.02 | 0.0008 | -0.042 | ||||
| 85.85 | 89.05 | 42.9% | 0.98 | 0.0009 | -0.032 | 250 | 0.0900 | 0.6100 | 14 | 56.7% | -0.02 | 0.0009 | -0.046 | |||
| 81.35 | 84.10 | 40 | 52.1% | 0.98 | 0.0011 | -0.037 | 255 | 0.1200 | 0.4800 | 20 | 52.2% | -0.02 | 0.0011 | -0.050 | ||
| 76.00 | 78.95 | 1 | 36.6% | 0.97 | 0.0013 | -0.043 | 260 | 0.4100 | 0.8200 | 19 | 55.3% | -0.03 | 0.0013 | -0.055 | ||
| 71.10 | 73.60 | 0.97 | 0.0015 | -0.049 | 265 | 0.5000 | 0.6100 | 5 | 226 | 50.9% | -0.03 | 0.0016 | -0.061 | |||
| 66.70 | 68.70 | 10 | 40.9% | 0.96 | 0.0018 | -0.058 | 270 | 0.5900 | 0.7000 | 28 | 36 | 48.9% | -0.04 | 0.0019 | -0.068 | |
| 61.60 | 63.80 | 1 | 37.5% | 0.96 | 0.0022 | -0.067 | 275 | 0.7300 | 0.8400 | 157 | 47.3% | -0.05 | 0.0022 | -0.077 | ||
| 57.10 | 59.50 | 25 | 44.0% | 0.94 | 0.0027 | -0.079 | 280 | 0.9100 | 1.04 | 49 | 46.0% | -0.06 | 0.0027 | -0.088 | ||
| 51.90 | 54.45 | 25 | 38.9% | 0.93 | 0.0033 | -0.093 | 285 | 1.18 | 1.30 | 241 | 44.9% | -0.07 | 0.0033 | -0.102 | ||
| 47.70 | 50.50 | 2 | 43.7% | 0.92 | 0.0040 | -0.109 | 290 | 1.50 | 1.64 | 200 | 456 | 43.8% | -0.09 | 0.0040 | -0.117 | |
| 43.15 | 45.50 | 62 | 41.3% | 0.89 | 0.0048 | -0.128 | 295 | 1.93 | 2.06 | 154 | 42.8% | -0.11 | 0.0048 | -0.135 | ||
| 38.90 | 41.50 | 35 | 42.4% | 0.87 | 0.0057 | -0.148 | 300 | 2.45 | 2.66 | 1 | 726 | 42.0% | -0.13 | 0.0057 | -0.155 | |
| 34.45 | 36.95 | 15 | 40.5% | 0.84 | 0.0067 | -0.170 | 305 | 3.15 | 3.35 | 6 | 265 | 41.1% | -0.16 | 0.0067 | -0.176 | |
| 30.35 | 32.80 | 44 | 39.9% | 0.80 | 0.0077 | -0.191 | 310 | 4.05 | 4.30 | 5 | 538 | 40.7% | -0.20 | 0.0078 | -0.197 | |
| 26.85 | 29.05 | 55 | 40.3% | 0.76 | 0.0087 | -0.212 | 315 | 5.20 | 5.40 | 27 | 423 | 40.2% | -0.24 | 0.0088 | -0.217 | |
| 23.10 | 24.85 | 88 | 38.7% | 0.72 | 0.0097 | -0.231 | 320 | 6.50 | 6.80 | 5 | 784 | 39.7% | -0.29 | 0.0098 | -0.236 | |
| 20.55 | 20.95 | 2 | 89 | 38.9% | 0.66 | 0.0105 | -0.246 | 325 | 8.15 | 8.40 | 24 | 643 | 39.3% | -0.34 | 0.0107 | -0.251 |
| 17.45 | 17.85 | 10 | 172 | 38.5% | 0.61 | 0.0112 | -0.258 | 330 | 10.05 | 10.35 | 11 | 1,491 | 39.0% | -0.39 | 0.0114 | -0.262 |
| 14.60 | 15.10 | 422 | 153 | 38.1% | 0.55 | 0.0116 | -0.264 | 335 | 12.20 | 12.55 | 34 | 1,570 | 38.6% | -0.45 | 0.0118 | -0.268 |
| 12.25 | 12.60 | 16 | 290 | 38.1% | 0.49 | 0.0118 | -0.265 | 340 | 14.70 | 15.10 | 38 | 1,275 | 38.4% | -0.51 | 0.0120 | -0.269 |
| 10.05 | 10.40 | 39 | 251 | 37.8% | 0.44 | 0.0117 | -0.261 | 345 | 17.45 | 17.90 | 1 | 808 | 38.2% | -0.57 | 0.0119 | -0.265 |
| 8.25 | 8.55 | 9 | 350 | 37.9% | 0.38 | 0.0113 | -0.253 | 350 | 20.55 | 21.10 | 4 | 1,025 | 37.9% | -0.63 | 0.0115 | -0.256 |
| 6.70 | 7.00 | 72 | 412 | 38.0% | 0.33 | 0.0107 | -0.240 | 355 | 23.45 | 24.60 | 9 | 292 | 37.1% | -0.68 | 0.0110 | -0.243 |
| 5.40 | 5.70 | 6 | 1,369 | 38.1% | 0.28 | 0.0099 | -0.224 | 360 | 27.30 | 29.10 | 1 | 367 | 38.8% | -0.73 | 0.0102 | -0.227 |
| 4.30 | 4.60 | 11 | 1,151 | 38.2% | 0.24 | 0.0091 | -0.206 | 365 | 31.15 | 33.05 | 228 | 38.8% | -0.77 | 0.0094 | -0.209 | |
| 3.50 | 3.80 | 19 | 841 | 38.8% | 0.20 | 0.0081 | -0.188 | 370 | 35.45 | 37.85 | 283 | 40.7% | -0.81 | 0.0085 | -0.190 | |
| 2.85 | 3.05 | 111 | 673 | 39.1% | 0.17 | 0.0072 | -0.169 | 375 | 39.40 | 42.25 | 83 | 40.5% | -0.85 | 0.0076 | -0.171 | |
| 2.29 | 2.39 | 109 | 610 | 39.3% | 0.14 | 0.0064 | -0.151 | 380 | 44.15 | 46.80 | 304 | 42.0% | -0.87 | 0.0067 | -0.153 | |
| 1.86 | 2.00 | 57 | 357 | 40.0% | 0.12 | 0.0055 | -0.135 | 385 | 48.95 | 51.45 | 18 | 43.5% | -0.90 | 0.0059 | -0.137 | |
| 1.51 | 1.63 | 73 | 2,257 | 40.5% | 0.10 | 0.0048 | -0.121 | 390 | 53.15 | 55.95 | 1 | 16 | 42.4% | -0.92 | 0.0052 | -0.123 |
| 1.23 | 1.37 | 3 | 263 | 41.2% | 0.08 | 0.0042 | -0.108 | 395 | 57.60 | 60.95 | 11 | 42.9% | -0.93 | 0.0046 | -0.110 | |
| 1.02 | 1.15 | 10 | 455 | 41.9% | 0.07 | 0.0036 | -0.098 | 400 | 62.75 | 65.80 | 23 | 45.4% | -0.95 | 0.0041 | -0.099 | |
| 0.8600 | 1.01 | 160 | 42.8% | 0.06 | 0.0032 | -0.089 | 405 | 67.65 | 70.60 | 25 | 46.5% | -0.96 | 0.0036 | -0.089 | ||
| 0.7300 | 0.8100 | 73 | 298 | 43.4% | 0.05 | 0.0028 | -0.082 | 410 | 72.55 | 75.55 | 35 | 48.1% | -0.97 | 0.0032 | -0.083 | |
| 0.6200 | 0.7600 | 83 | 44.6% | 0.05 | 0.0025 | -0.075 | 415 | 77.20 | 80.50 | 1 | 48.0% | -0.97 | 0.0028 | -0.075 | ||
| 0.5500 | 0.7100 | 217 | 45.9% | 0.04 | 0.0022 | -0.070 | 420 | 82.25 | 85.50 | 1 | 50.5% | -0.98 | 0.0024 | -0.067 | ||
| 0.4900 | 0.6000 | 67 | 46.7% | 0.04 | 0.0020 | -0.066 | 425 | 87.45 | 90.55 | 10 | 54.2% | -0.98 | 0.0021 | -0.065 | ||
| 0.4400 | 0.8700 | 133 | 50.1% | 0.03 | 0.0018 | -0.062 | 430 | 92.45 | 95.50 | 56.0% | -0.99 | 0.0018 | -0.065 | |||
| 0.4000 | 0.8200 | 25 | 51.4% | 0.03 | 0.0016 | -0.059 | 435 | 97.20 | 100.45 | 56.0% | -0.99 | 0.0016 | -0.062 | |||
| 0.3700 | 0.7700 | 1 | 59 | 52.7% | 0.03 | 0.0015 | -0.057 | 440 | 102.25 | 105.45 | 58.4% | -0.99 | 0.0014 | -0.058 | ||
| 0.3400 | 0.4700 | 39 | 36 | 51.6% | 0.03 | 0.0013 | -0.054 | 445 | 107.20 | 110.50 | 60.4% | -0.99 | 0.0012 | -0.055 | ||
| 0.3100 | 0.6000 | 49 | 54.3% | 0.03 | 0.0012 | -0.052 | 450 | 112.15 | 115.50 | 61.9% | -0.99 | 0.0010 | -0.053 | |||
| 0.2800 | 0.6500 | 139 | 56.2% | 0.02 | 0.0011 | -0.050 | 455 | 117.45 | 120.60 | 66.8% | -0.99 | 0.0009 | -0.053 | |||
| 0.0700 | 0.6200 | 31 | 55.4% | 0.02 | 0.0010 | -0.049 | 460 | 122.45 | 125.50 | 68.0% | -1.00 | 0.0008 | -0.055 | |||
| 0.2400 | 0.5800 | 15 | 58.5% | 0.02 | 0.0010 | -0.047 | 465 | 127.45 | 130.45 | 69.5% | -1.00 | 0.0006 | -0.056 | |||
| 0.2200 | 0.5600 | 24 | 59.6% | 0.02 | 0.0009 | -0.046 | 470 | 132.45 | 135.45 | 71.4% | -1.00 | 0.0006 | -0.056 | |||
| 0.2000 | 0.5200 | 54 | 60.5% | 0.02 | 0.0008 | -0.044 | 475 | 137.45 | 140.45 | 73.2% | -1.00 | 0.0005 | -0.055 | |||
| 0.1800 | 0.5100 | 12 | 61.7% | 0.02 | 0.0008 | -0.043 | 480 | 142.45 | 145.45 | 75.0% | -1.00 | 0.0004 | -0.054 | |||
| 0.0500 | 0.5000 | 12 | 61.3% | 0.02 | 0.0007 | -0.042 | 485 | 147.45 | 150.45 | 76.7% | -1.00 | 0.0004 | -0.054 | |||
| 0.0500 | 0.4900 | 9 | 62.6% | 0.02 | 0.0007 | -0.041 | 490 | 152.45 | 155.45 | 78.5% | -1.00 | 0.0003 | -0.053 | |||
| 0.0400 | 0.4800 | 81 | 63.7% | 0.01 | 0.0007 | -0.040 | 495 | 157.45 | 160.45 | 80.2% | -1.00 | 0.0003 | -0.053 | |||
| 0.0400 | 0.4000 | 160 | 63.8% | 0.01 | 0.0006 | -0.039 | 500 | 162.15 | 165.45 | 79.1% | -1.00 | 0.0002 | -0.052 | |||
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.
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