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 ±8.7% (174.79–207.94) · ATM IV 36.4% · P/C открытого интереса 0.73
| 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 | |
| 87.60 | 96.05 | 6 | 81.5% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.1500 | 13 | 88.9% | -0.00 | 0.0001 | -0.002 | ||
| 82.65 | 90.85 | 11 | 1.00 | 0.0001 | 0.000 | 105 | 0 | 1.50 | 176 | 115.8% | -0.00 | 0.0001 | -0.002 | |||
| 77.65 | 86.05 | 42 | 65.2% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.7800 | 47 | 96.3% | -0.00 | 0.0001 | -0.002 | ||
| 72.55 | 81.20 | 60 | 61.5% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.0500 | 310 | 63.3% | -0.00 | 0.0002 | -0.003 | ||
| 68.25 | 75.00 | 60 | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.2200 | 121 | 69.0% | -0.00 | 0.0002 | -0.004 | |||
| 63.90 | 70.30 | 50 | 69.1% | 1.00 | 0.0003 | 0.000 | 125 | 0.0200 | 0.0800 | 2 | 164 | 57.8% | -0.00 | 0.0003 | -0.005 | |
| 58.95 | 64.70 | 22 | 1.00 | 0.0005 | 0.000 | 130 | 0.0100 | 0.0600 | 19 | 1,051 | 50.9% | -0.00 | 0.0005 | -0.006 | ||
| 54.00 | 59.80 | 29 | 0.99 | 0.0007 | -0.001 | 135 | 0.0200 | 0.0700 | 26 | 768 | 47.8% | -0.01 | 0.0007 | -0.008 | ||
| 50.05 | 54.80 | 75 | 60.7% | 0.99 | 0.0010 | -0.004 | 140 | 0.0400 | 0.1100 | 10 | 99 | 46.0% | -0.01 | 0.0010 | -0.010 | |
| 44.45 | 49.50 | 82 | 0.99 | 0.0014 | -0.008 | 145 | 0.0500 | 0.1600 | 8 | 241 | 43.4% | -0.01 | 0.0014 | -0.013 | ||
| 39.85 | 44.10 | 239 | 0.98 | 0.0021 | -0.013 | 150 | 0.1300 | 0.2300 | 14 | 462 | 41.9% | -0.02 | 0.0021 | -0.018 | ||
| 35.00 | 38.05 | 30 | 0.97 | 0.0031 | -0.020 | 155 | 0.2500 | 0.3200 | 186 | 1,083 | 40.1% | -0.03 | 0.0031 | -0.024 | ||
| 31.30 | 33.60 | 132 | 37.5% | 0.95 | 0.0046 | -0.030 | 160 | 0.4400 | 0.5000 | 178 | 660 | 38.8% | -0.05 | 0.0046 | -0.034 | |
| 25.75 | 28.80 | 33 | 28.3% | 0.92 | 0.0068 | -0.044 | 165 | 0.7200 | 0.8400 | 104 | 1,369 | 37.6% | -0.08 | 0.0068 | -0.047 | |
| 23.85 | 26.25 | 30.8% | 0.90 | 0.0081 | -0.052 | 167.5 | 0.8700 | 1.13 | 39 | 37.1% | -0.10 | 0.0082 | -0.056 | |||
| 22.05 | 24.10 | 2 | 102 | 34.0% | 0.88 | 0.0096 | -0.062 | 170 | 1.23 | 1.41 | 170 | 3,086 | 37.1% | -0.12 | 0.0096 | -0.065 |
| 18.35 | 22.90 | 31.4% | 0.85 | 0.0111 | -0.072 | 172.5 | 1.56 | 1.83 | 28 | 36.9% | -0.15 | 0.0112 | -0.075 | |||
| 18.25 | 19.40 | 2 | 387 | 33.7% | 0.82 | 0.0126 | -0.082 | 175 | 1.99 | 2.25 | 105 | 8,670 | 36.5% | -0.18 | 0.0127 | -0.085 |
| 14.80 | 18.05 | 30.9% | 0.78 | 0.0141 | -0.092 | 177.5 | 2.50 | 2.87 | 16 | 36.4% | -0.22 | 0.0143 | -0.094 | |||
| 14.40 | 15.95 | 1 | 736 | 34.8% | 0.75 | 0.0155 | -0.101 | 180 | 3.20 | 3.50 | 684 | 12.6K | 36.4% | -0.26 | 0.0157 | -0.104 |
| 13.20 | 14.55 | 2 | 37.0% | 0.70 | 0.0168 | -0.109 | 182.5 | 3.85 | 4.45 | 36.5% | -0.30 | 0.0170 | -0.112 | |||
| 11.65 | 12.50 | 31 | 968 | 36.0% | 0.66 | 0.0179 | -0.116 | 185 | 4.90 | 5.15 | 56 | 4,984 | 36.3% | -0.34 | 0.0181 | -0.118 |
| 10.00 | 10.85 | 35.2% | 0.61 | 0.0187 | -0.121 | 187.5 | 5.75 | 6.30 | 14 | 36.2% | -0.39 | 0.0190 | -0.123 | |||
| 9.10 | 9.45 | 199 | 7,426 | 36.2% | 0.56 | 0.0193 | -0.125 | 190 | 6.95 | 7.15 | 982 | 12.4K | 35.7% | -0.44 | 0.0196 | -0.127 |
| 7.85 | 8.45 | 20 | 36.6% | 0.52 | 0.0196 | -0.126 | 192.5 | 7.90 | 8.95 | 53 | 36.2% | -0.49 | 0.0199 | -0.128 | ||
| 6.70 | 7.05 | 166 | 2,011 | 35.9% | 0.47 | 0.0196 | -0.125 | 195 | 9.55 | 9.75 | 60 | 2,191 | 35.4% | -0.54 | 0.0199 | -0.128 |
| 5.70 | 6.05 | 27 | 35.9% | 0.42 | 0.0193 | -0.123 | 197.5 | 11.05 | 11.85 | 10 | 36.8% | -0.59 | 0.0197 | -0.125 | ||
| 4.70 | 4.95 | 745 | 13.3K | 35.1% | 0.37 | 0.0187 | -0.119 | 200 | 12.55 | 13.05 | 55 | 4,270 | 35.5% | -0.64 | 0.0192 | -0.121 |
| 3.75 | 4.30 | 13 | 35.0% | 0.33 | 0.0179 | -0.113 | 202.5 | 13.85 | 17.00 | 39.8% | -0.68 | 0.0184 | -0.116 | |||
| 3.25 | 3.50 | 90 | 2,814 | 35.1% | 0.29 | 0.0169 | -0.107 | 205 | 16.00 | 17.20 | 41 | 1,956 | 36.7% | -0.72 | 0.0175 | -0.109 |
| 2.58 | 3.00 | 12 | 35.1% | 0.25 | 0.0158 | -0.099 | 207.5 | 17.75 | 19.40 | 37.0% | -0.76 | 0.0164 | -0.101 | |||
| 2.21 | 2.35 | 1,857 | 11.8K | 35.0% | 0.22 | 0.0145 | -0.091 | 210 | 19.45 | 21.40 | 3 | 2,137 | 36.1% | -0.80 | 0.0152 | -0.093 |
| 1.71 | 2.03 | 3 | 35.1% | 0.18 | 0.0132 | -0.083 | 212.5 | 21.45 | 25.50 | 42.3% | -0.83 | 0.0140 | -0.085 | |||
| 1.45 | 1.59 | 178 | 2,187 | 35.2% | 0.16 | 0.0119 | -0.074 | 215 | 24.00 | 26.10 | 1 | 2,818 | 38.9% | -0.86 | 0.0127 | -0.076 |
| 0.9200 | 1.05 | 634 | 7,670 | 35.2% | 0.11 | 0.0093 | -0.058 | 220 | 28.50 | 30.65 | 3 | 3,810 | 40.0% | -0.91 | 0.0102 | -0.061 |
| 0.6300 | 0.7100 | 211 | 4,295 | 35.9% | 0.08 | 0.0071 | -0.045 | 225 | 32.70 | 35.30 | 5 | 1,403 | 38.1% | -0.95 | 0.0079 | -0.047 |
| 0.4100 | 0.4500 | 324 | 6,540 | 36.1% | 0.05 | 0.0053 | -0.034 | 230 | 37.50 | 39.50 | 4 | 3,066 | -0.97 | 0.0065 | -0.035 | |
| 0.2500 | 0.3600 | 65 | 8,951 | 37.0% | 0.04 | 0.0039 | -0.025 | 235 | 42.25 | 46.55 | 2,228 | 50.9% | -0.99 | 0.0034 | -0.027 | |
| 0.1600 | 0.2200 | 2 | 2,508 | 37.2% | 0.03 | 0.0028 | -0.019 | 240 | 46.45 | 51.80 | 64 | 51.2% | -1.00 | 0.0007 | -0.023 | |
| 0.1100 | 0.1500 | 32 | 4,221 | 37.9% | 0.02 | 0.0021 | -0.014 | 245 | 52.30 | 56.10 | 55.8% | -1.00 | 0.0000 | -0.023 | ||
| 0.0700 | 0.1000 | 43 | 3,568 | 38.3% | 0.01 | 0.0015 | -0.011 | 250 | 57.40 | 61.95 | 28 | 65.1% | -1.00 | 0.0000 | -0.023 | |
| 0.0500 | 0.0900 | 9 | 1,403 | 39.8% | 0.01 | 0.0012 | -0.009 | 255 | 62.15 | 68.00 | 72.8% | -1.00 | 0.0000 | -0.023 | ||
| 0.0200 | 0.0800 | 13 | 2,417 | 40.6% | 0.01 | 0.0009 | -0.007 | 260 | 67.45 | 72.40 | 74.8% | -1.00 | 0.0000 | -0.023 | ||
| 0 | 0.0800 | 391 | 41.8% | 0.01 | 0.0007 | -0.006 | 265 | 72.00 | 77.75 | 77.7% | -1.00 | 0.0000 | -0.023 | |||
| 0.0300 | 0.0500 | 3 | 2,666 | 43.9% | 0.00 | 0.0006 | -0.005 | 270 | 77.45 | 81.90 | 8 | 78.6% | -1.00 | 0.0000 | -0.023 | |
| 0.0100 | 0.0500 | 5 | 273 | 44.6% | 0.00 | 0.0005 | -0.004 | 275 | 82.35 | 86.10 | 75.5% | -1.00 | 0.0000 | -0.023 | ||
| 0.0100 | 0.0500 | 1 | 3,922 | 46.6% | 0.00 | 0.0004 | -0.004 | 280 | 87.45 | 91.10 | 79.2% | -1.00 | 0.0000 | -0.023 | ||
| 0 | 0.5500 | 2,150 | 63.2% | 0.00 | 0.0003 | -0.003 | 285 | 92.45 | 96.15 | 82.5% | -1.00 | 0.0000 | -0.023 | |||
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.