BABA цепочка опционов Alibaba Group Holding Limited
Cboe delayed options data · по состоянию на 12:34 UTC
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 ±9.6% (96.54–117.03) · ATM IV 40.8% · P/C открытого интереса 0.32
| 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 | |
| 47.80 | 56.35 | 20 | 0.99 | 0.0008 | -0.006 | 55 | 0 | 2.13 | 27 | 155.0% | -0.01 | 0.0008 | -0.012 | |||
| 42.80 | 51.40 | 13 | 0.99 | 0.0011 | -0.008 | 60 | 0 | 2.13 | 23 | 137.7% | -0.01 | 0.0011 | -0.014 | |||
| 37.85 | 46.40 | 5 | 0.99 | 0.0015 | -0.010 | 65 | 0 | 2.13 | 1 | 1,474 | 121.8% | -0.02 | 0.0015 | -0.015 | ||
| 32.85 | 41.45 | 97 | 0.98 | 0.0020 | -0.012 | 70 | 0 | 2.13 | 20 | 586 | 106.9% | -0.02 | 0.0020 | -0.017 | ||
| 27.90 | 36.50 | 29 | 37.2% | 0.97 | 0.0029 | -0.015 | 75 | 0 | 2.15 | 2 | 134 | 93.1% | -0.03 | 0.0029 | -0.019 | |
| 22.95 | 31.55 | 2 | 174 | 41.8% | 0.97 | 0.0042 | -0.018 | 80 | 0 | 2.19 | 4 | 435 | 80.2% | -0.03 | 0.0042 | -0.021 |
| 18.10 | 26.65 | 30 | 42.2% | 0.95 | 0.0065 | -0.023 | 85 | 0 | 2.31 | 65 | 2,053 | 68.4% | -0.05 | 0.0065 | -0.025 | |
| 13.40 | 21.95 | 122 | 42.0% | 0.92 | 0.0107 | -0.032 | 90 | 0 | 2.59 | 120 | 4,277 | 58.0% | -0.08 | 0.0108 | -0.034 | |
| 11.10 | 15.45 | 1 | 215 | 41.2% | 0.85 | 0.0174 | -0.047 | 95 | 0 | 3.20 | 517 | 3,824 | 49.0% | -0.15 | 0.0176 | -0.049 |
| 9.50 | 13.85 | 2 | 1 | 41.3% | 0.81 | 0.0206 | -0.054 | 97 | 0 | 3.55 | 25 | 16 | 45.6% | -0.19 | 0.0208 | -0.056 |
| 8.70 | 13.05 | 2 | 1 | 40.9% | 0.79 | 0.0222 | -0.058 | 98 | 0 | 3.80 | 101 | 99 | 44.2% | -0.21 | 0.0224 | -0.059 |
| 8.00 | 12.30 | 41.0% | 0.77 | 0.0237 | -0.061 | 99 | 0.0600 | 4.05 | 3 | 2 | 43.0% | -0.23 | 0.0240 | -0.063 | ||
| 7.25 | 11.60 | 183 | 1,546 | 40.9% | 0.74 | 0.0252 | -0.065 | 100 | 0.2000 | 3.00 | 471 | 9,192 | 35.5% | -0.26 | 0.0255 | -0.066 |
| 6.55 | 10.90 | 40.8% | 0.72 | 0.0266 | -0.068 | 101 | 0.3500 | 4.60 | 12 | 12 | 41.1% | -0.29 | 0.0269 | -0.070 | ||
| 5.90 | 10.25 | 40.8% | 0.69 | 0.0278 | -0.071 | 102 | 0.6800 | 4.95 | 3 | 3 | 41.1% | -0.32 | 0.0281 | -0.073 | ||
| 5.30 | 9.60 | 40.8% | 0.66 | 0.0289 | -0.074 | 103 | 1.05 | 5.35 | 98 | 64 | 41.2% | -0.35 | 0.0292 | -0.075 | ||
| 4.70 | 9.00 | 40.8% | 0.63 | 0.0298 | -0.076 | 104 | 1.44 | 5.75 | 24 | 24 | 41.1% | -0.38 | 0.0302 | -0.077 | ||
| 4.10 | 8.45 | 10 | 1,396 | 40.6% | 0.60 | 0.0305 | -0.078 | 105 | 1.88 | 6.15 | 185 | 6,415 | 40.9% | -0.41 | 0.0309 | -0.079 |
| 3.60 | 7.90 | 40.7% | 0.57 | 0.0310 | -0.079 | 106 | 2.34 | 6.65 | 10 | 10 | 41.0% | -0.44 | 0.0314 | -0.081 | ||
| 3.10 | 7.40 | 40.7% | 0.53 | 0.0312 | -0.080 | 107 | 2.84 | 7.15 | 1 | 1 | 41.0% | -0.47 | 0.0317 | -0.081 | ||
| 2.64 | 6.95 | 1,050 | 1,009 | 40.8% | 0.50 | 0.0313 | -0.081 | 108 | 3.35 | 7.65 | 67 | 56 | 40.8% | -0.50 | 0.0319 | -0.082 |
| 2.20 | 6.50 | 9 | 9 | 40.8% | 0.47 | 0.0312 | -0.081 | 109 | 3.90 | 8.25 | 44 | 37 | 40.9% | -0.53 | 0.0318 | -0.082 |
| 1.80 | 6.10 | 301 | 9,375 | 40.8% | 0.44 | 0.0308 | -0.080 | 110 | 4.50 | 8.85 | 89 | 9,624 | 40.9% | -0.56 | 0.0314 | -0.082 |
| 1.43 | 5.70 | 28 | 8 | 40.8% | 0.41 | 0.0303 | -0.080 | 111 | 5.15 | 9.45 | 25 | 16 | 40.9% | -0.59 | 0.0310 | -0.081 |
| 1.09 | 5.40 | 18 | 13 | 41.1% | 0.39 | 0.0296 | -0.078 | 112 | 5.80 | 10.15 | 5 | 4 | 41.1% | -0.62 | 0.0303 | -0.080 |
| 0.7800 | 5.05 | 38 | 11 | 41.0% | 0.36 | 0.0288 | -0.077 | 113 | 6.50 | 10.80 | 28 | 22 | 41.1% | -0.65 | 0.0295 | -0.078 |
| 0.4900 | 4.75 | 6 | 2 | 41.0% | 0.33 | 0.0278 | -0.075 | 114 | 7.20 | 11.55 | 10 | 10 | 41.3% | -0.68 | 0.0286 | -0.076 |
| 0.2900 | 4.50 | 1,038 | 4,899 | 41.5% | 0.31 | 0.0268 | -0.074 | 115 | 7.95 | 12.25 | 106 | 3,566 | 41.2% | -0.70 | 0.0276 | -0.075 |
| 0.1700 | 4.25 | 4 | 3 | 42.1% | 0.29 | 0.0257 | -0.072 | 116 | 8.70 | 13.05 | 41.4% | -0.72 | 0.0265 | -0.073 | ||
| 0.0600 | 4.05 | 7 | 5 | 42.9% | 0.27 | 0.0245 | -0.070 | 117 | 9.50 | 13.80 | 41.4% | -0.74 | 0.0254 | -0.071 | ||
| 0 | 3.85 | 6 | 6 | 43.8% | 0.25 | 0.0234 | -0.068 | 118 | 10.30 | 14.65 | 41.7% | -0.76 | 0.0242 | -0.069 | ||
| 0 | 3.65 | 10 | 10 | 44.8% | 0.23 | 0.0222 | -0.066 | 119 | 11.10 | 15.45 | 41.5% | -0.78 | 0.0230 | -0.067 | ||
| 0 | 3.50 | 638 | 20.0K | 46.1% | 0.21 | 0.0210 | -0.064 | 120 | 11.95 | 16.30 | 425 | 2,362 | 41.7% | -0.80 | 0.0219 | -0.065 |
| 0 | 3.35 | 6 | 3 | 47.2% | 0.20 | 0.0199 | -0.062 | 121 | 10.70 | 19.25 | 41.6% | -0.81 | 0.0208 | -0.063 | ||
| 0 | 3.25 | 7 | 6 | 48.5% | 0.19 | 0.0188 | -0.060 | 122 | 11.60 | 20.15 | 42.1% | -0.83 | 0.0197 | -0.061 | ||
| 0 | 3.10 | 9 | 9 | 49.5% | 0.17 | 0.0178 | -0.058 | 123 | 12.50 | 21.05 | 42.4% | -0.84 | 0.0186 | -0.059 | ||
| 0 | 3.00 | 51 | 51 | 50.7% | 0.16 | 0.0168 | -0.057 | 124 | 13.40 | 21.95 | 42.4% | -0.85 | 0.0176 | -0.058 | ||
| 0 | 2.93 | 767 | 12.1K | 52.0% | 0.15 | 0.0159 | -0.055 | 125 | 14.30 | 22.85 | 159 | 1,819 | 42.3% | -0.86 | 0.0167 | -0.056 |
| 0 | 2.08 | 1,180 | 17.2K | 54.3% | 0.12 | 0.0122 | -0.049 | 130 | 19.05 | 27.60 | 2 | 1,400 | 43.8% | -0.90 | 0.0129 | -0.050 |
| 0 | 2.43 | 58 | 4,338 | 64.2% | 0.09 | 0.0096 | -0.045 | 135 | 23.90 | 32.50 | 502 | 44.5% | -0.92 | 0.0103 | -0.045 | |
| 0 | 2.33 | 353 | 13.1K | 70.3% | 0.08 | 0.0077 | -0.043 | 140 | 28.90 | 37.45 | 356 | 46.7% | -0.94 | 0.0084 | -0.042 | |
| 0 | 2.27 | 76 | 2,501 | 76.2% | 0.07 | 0.0064 | -0.040 | 145 | 33.85 | 42.45 | -0.95 | 0.0070 | -0.040 | |||
| 0 | 2.22 | 245 | 8,875 | 81.7% | 0.06 | 0.0054 | -0.039 | 150 | 38.85 | 47.45 | -0.96 | 0.0061 | -0.038 | |||
| 0 | 2.20 | 37 | 2,850 | 87.2% | 0.05 | 0.0047 | -0.037 | 155 | 43.85 | 52.45 | -0.96 | 0.0053 | -0.036 | |||
| 0 | 2.18 | 107 | 59.8K | 92.4% | 0.05 | 0.0041 | -0.036 | 160 | 48.85 | 57.45 | -0.97 | 0.0047 | -0.034 | |||
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.
call-опционыput-опционы