BA цепочка опционов The Boeing Company
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 ±2.9% (186.26–197.44) · ATM IV 34.7% · P/C открытого интереса 0.79
| 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 | |
| 74.90 | 79.50 | 155.1% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.0500 | 14 | 14 | 177.9% | 0.00 | 0.0000 | 0.000 | ||
| 69.70 | 74.65 | 42 | 247.4% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.1500 | 16 | 14 | 184.9% | 0.00 | 0.0000 | 0.000 | |
| 64.45 | 70.60 | 80 | 247.0% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.0100 | 7 | 130.7% | 0.00 | 0.0000 | -0.000 | ||
| 59.75 | 64.70 | 40 | 206.4% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 0.3100 | 1 | 122 | 119.4% | 0.00 | 0.0000 | -0.000 | |
| 53.55 | 58.55 | 4 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 4.30 | 3 | 4 | 263.2% | -0.00 | 0.0000 | -0.000 | ||
| 49.55 | 55.30 | 2 | 143.2% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.0500 | 6 | 130 | 97.9% | -0.00 | 0.0000 | -0.000 | |
| 42.95 | 50.70 | 117.5% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 0.0100 | 1 | 3 | 87.7% | -0.00 | 0.0000 | -0.001 | ||
| 40.40 | 45.80 | 1 | 4 | 180.4% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.0100 | 2 | 446 | 77.8% | -0.00 | 0.0001 | -0.001 |
| 35.95 | 44.00 | 136.6% | 1.00 | 0.0001 | 0.000 | 152.5 | 0 | 0.0100 | 1 | 1 | 72.9% | -0.00 | 0.0001 | -0.001 | ||
| 35.25 | 39.50 | 4 | 124.8% | 1.00 | 0.0002 | 0.000 | 155 | 0 | 0.0800 | 74 | 53 | 84.0% | -0.00 | 0.0002 | -0.002 | |
| 30.95 | 35.85 | 1.00 | 0.0003 | 0.000 | 157.5 | 0 | 0.5700 | 22 | 104.9% | -0.00 | 0.0003 | -0.003 | ||||
| 28.60 | 33.35 | 1 | 8 | 1.00 | 0.0004 | 0.000 | 160 | 0 | 0.0200 | 3 | 1,581 | 62.5% | -0.00 | 0.0004 | -0.004 | |
| 25.95 | 30.70 | 1.00 | 0.0006 | -0.002 | 162.5 | 0 | 2.11 | 121.9% | -0.00 | 0.0006 | -0.005 | |||||
| 24.25 | 28.55 | 1.00 | 0.0009 | -0.004 | 165 | 0 | 0.0500 | 102 | 288 | 58.2% | -0.00 | 0.0009 | -0.007 | |||
| 22.85 | 25.60 | 4 | 71.2% | 1.00 | 0.0014 | -0.008 | 167.5 | 0 | 0.2300 | 4 | 48 | 65.3% | -0.00 | 0.0014 | -0.011 | |
| 20.90 | 23.15 | 14 | 111 | 78.6% | 0.99 | 0.0022 | -0.014 | 170 | 0.0200 | 0.0300 | 90 | 567 | 47.7% | -0.01 | 0.0022 | -0.017 |
| 17.35 | 20.55 | 70 | 2 | 0.99 | 0.0035 | -0.023 | 172.5 | 0 | 0.0500 | 78 | 385 | 43.5% | -0.01 | 0.0035 | -0.026 | |
| 15.90 | 18.00 | 137 | 101 | 60.8% | 0.98 | 0.0058 | -0.038 | 175 | 0.0500 | 0.0700 | 436 | 1,247 | 42.1% | -0.02 | 0.0058 | -0.041 |
| 13.45 | 15.50 | 86 | 29 | 54.1% | 0.96 | 0.0095 | -0.063 | 177.5 | 0.0900 | 0.1100 | 430 | 458 | 39.6% | -0.04 | 0.0095 | -0.065 |
| 10.55 | 12.80 | 37 | 175 | 35.4% | 0.94 | 0.0155 | -0.102 | 180 | 0.1800 | 0.2300 | 612 | 2,826 | 38.7% | -0.06 | 0.0155 | -0.104 |
| 8.85 | 10.70 | 21 | 71 | 45.6% | 0.89 | 0.0243 | -0.160 | 182.5 | 0.3400 | 0.4500 | 439 | 731 | 37.2% | -0.11 | 0.0244 | -0.162 |
| 6.20 | 7.80 | 141 | 880 | 31.2% | 0.82 | 0.0355 | -0.234 | 185 | 0.5800 | 0.7300 | 511 | 5,348 | 36.6% | -0.18 | 0.0357 | -0.236 |
| 5.05 | 5.70 | 88 | 873 | 36.8% | 0.72 | 0.0470 | -0.308 | 187.5 | 1.11 | 1.34 | 1,477 | 551 | 35.2% | -0.28 | 0.0474 | -0.311 |
| 3.50 | 3.90 | 2,121 | 2,849 | 35.8% | 0.59 | 0.0554 | -0.358 | 190 | 1.89 | 2.28 | 766 | 1,519 | 34.8% | -0.41 | 0.0559 | -0.362 |
| 2.13 | 2.45 | 1,477 | 1,084 | 34.9% | 0.45 | 0.0572 | -0.364 | 192.5 | 3.00 | 3.60 | 116 | 121 | 34.6% | -0.55 | 0.0578 | -0.368 |
| 1.37 | 1.50 | 2,992 | 2,278 | 34.7% | 0.32 | 0.0515 | -0.322 | 195 | 4.35 | 5.30 | 107 | 672 | 33.7% | -0.69 | 0.0520 | -0.325 |
| 0.7400 | 0.8800 | 1,406 | 1,318 | 35.0% | 0.21 | 0.0409 | -0.250 | 197.5 | 6.35 | 7.25 | 50 | 25 | 34.9% | -0.80 | 0.0413 | -0.252 |
| 0.4100 | 0.4500 | 5,563 | 4,721 | 35.2% | 0.13 | 0.0292 | -0.173 | 200 | 8.15 | 9.60 | 49 | 479 | 33.4% | -0.88 | 0.0295 | -0.174 |
| 0.2000 | 0.2600 | 339 | 314 | 35.9% | 0.07 | 0.0192 | -0.111 | 202.5 | 10.55 | 12.00 | 5 | 71 | 36.6% | -0.94 | 0.0196 | -0.110 |
| 0.1000 | 0.1500 | 1,421 | 1,565 | 37.0% | 0.04 | 0.0120 | -0.068 | 205 | 13.10 | 15.25 | 53 | 539 | 54.9% | -0.97 | 0.0125 | -0.066 |
| 0.0100 | 0.0800 | 95 | 231 | 35.9% | 0.02 | 0.0073 | -0.042 | 207.5 | 15.40 | 17.90 | 2 | 61.0% | -0.99 | 0.0073 | -0.042 | |
| 0.0200 | 0.0500 | 500 | 1,770 | 39.1% | 0.01 | 0.0046 | -0.027 | 210 | 16.85 | 22.25 | 1 | 72.1% | -0.99 | 0.0038 | -0.032 | |
| 0 | 0.0500 | 115 | 135 | 41.6% | 0.01 | 0.0031 | -0.019 | 212.5 | 20.45 | 23.50 | 82.4% | -1.00 | 0.0019 | -0.028 | ||
| 0 | 0.0300 | 112 | 857 | 43.1% | 0.01 | 0.0022 | -0.014 | 215 | 22.95 | 25.05 | 74.5% | -1.00 | 0.0010 | -0.026 | ||
| 0 | 0.1700 | 5 | 4 | 49.6% | 0.01 | 0.0016 | -0.011 | 217.5 | 25.45 | 28.10 | 89.3% | -1.00 | 0.0006 | -0.026 | ||
| 0 | 0.0200 | 20 | 1,343 | 45.5% | 0.00 | 0.0013 | -0.010 | 220 | 28.05 | 29.95 | 2 | 1 | 85.5% | -1.00 | 0.0004 | -0.026 |
| 0 | 0.0100 | 8 | 8 | 48.8% | 0.00 | 0.0010 | -0.009 | 222.5 | 30.40 | 33.10 | 12 | 100.0% | -1.00 | 0.0002 | -0.025 | |
| 0 | 0.0100 | 18 | 814 | 52.1% | 0.00 | 0.0008 | -0.008 | 225 | 32.90 | 35.55 | 13 | 1 | 104.7% | -1.00 | 0.0002 | -0.025 |
| 0 | 0.0100 | 694 | 58.5% | 0.00 | 0.0006 | -0.006 | 230 | 37.95 | 40.00 | 104.8% | -1.00 | 0.0001 | -0.025 | |||
| 0 | 0.0200 | 10 | 399 | 68.8% | 0.00 | 0.0004 | -0.005 | 235 | 41.35 | 45.50 | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.0500 | 151 | 82.2% | 0.00 | 0.0003 | -0.004 | 240 | 46.60 | 49.60 | 4 | -1.00 | 0.0000 | -0.025 | |||
| 0 | 4.30 | 27 | 187.7% | 0.00 | 0.0002 | -0.003 | 245 | 51.75 | 54.75 | 4 | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.0100 | 205 | 82.3% | 0.00 | 0.0001 | -0.002 | 250 | 56.95 | 60.55 | 124.7% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.1000 | 25 | 109.3% | 0.00 | 0.0001 | -0.002 | 255 | 62.10 | 66.15 | 157.7% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.1000 | 21 | 115.7% | 0.00 | 0.0001 | -0.001 | 260 | 66.55 | 71.30 | 2 | 154.3% | -1.00 | 0.0000 | -0.025 | ||
| 0 | 0.1000 | 4 | 122.0% | 0.00 | 0.0000 | -0.001 | 265 | 71.60 | 76.65 | 2 | 174.2% | -1.00 | 0.0000 | -0.025 | ||
| 0 | 0.1000 | 5 | 128.1% | 0.00 | 0.0000 | -0.000 | 270 | 76.65 | 81.30 | 2 | 173.1% | -1.00 | 0.0000 | -0.025 | ||
| 0 | 0.1000 | 1 | 134.1% | 0.00 | 0.0000 | -0.000 | 275 | 82.10 | 86.25 | 2 | 192.6% | -1.00 | 0.0000 | -0.025 | ||
| 0 | 0.1000 | 5 | 139.9% | 0.00 | 0.0000 | -0.000 | 280 | 86.75 | 91.45 | 195.8% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.1000 | 2 | 145.6% | 0.00 | 0.0000 | 0.000 | 285 | 91.55 | 96.40 | 8 | 194.9% | -1.00 | 0.0000 | -0.025 | ||
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 23, 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.