BAC цепочка опционов Bank of America Corporation
Cboe delayed options data · по состоянию на 20:03 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 ±3.3% (61.05–65.25) · ATM IV 20.5% · P/C открытого интереса 1.25
| 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 | |
| 29.95 | 30.35 | 140 | 29 | 171.3% | 1.00 | 0.0000 | -0.253 | 33 | 0 | 0.0300 | 3,830 | 121.7% | -0.00 | 0.0001 | -0.001 | |
| 27.90 | 28.25 | 830 | 159 | 1.00 | 0.0000 | -0.250 | 35 | 0 | 0.0300 | 2,969 | 111.4% | -0.00 | 0.0002 | -0.001 | ||
| 26.85 | 27.45 | 1 | 150.2% | 1.00 | 0.0000 | -0.248 | 36 | 0 | 0.0300 | 118 | 106.5% | -0.00 | 0.0002 | -0.001 | ||
| 26.00 | 26.30 | 1,123 | 207 | 143.5% | 1.00 | 0.0000 | -0.246 | 37 | 0 | 0.0300 | 3,288 | 101.6% | -0.00 | 0.0003 | -0.001 | |
| 24.45 | 25.35 | 285 | 69 | 1.00 | 0.0000 | -0.244 | 38 | 0 | 0.0300 | 52 | 96.9% | -0.00 | 0.0003 | -0.001 | ||
| 23.95 | 24.35 | 72 | 11 | 130.7% | 1.00 | 0.0000 | -0.242 | 39 | 0 | 0.0300 | 47 | 92.3% | -0.00 | 0.0004 | -0.001 | |
| 22.95 | 23.35 | 4,181 | 1,126 | 124.6% | 1.00 | 0.0000 | -0.241 | 40 | 0 | 0.0300 | 14.9K | 87.8% | -0.00 | 0.0004 | -0.001 | |
| 22.00 | 22.35 | 70 | 11 | 126.2% | 1.00 | 0.0000 | -0.239 | 41 | 0 | 0.0300 | 144 | 83.5% | -0.00 | 0.0005 | -0.001 | |
| 20.90 | 21.35 | 3,061 | 909 | 1.00 | 0.0000 | -0.237 | 42 | 0 | 0.0300 | 11.0K | 79.2% | -0.00 | 0.0006 | -0.001 | ||
| 19.50 | 20.25 | 80 | 11 | 1.00 | 0.0000 | -0.235 | 43 | 0 | 0.0200 | 352 | 71.7% | -0.00 | 0.0007 | -0.001 | ||
| 18.20 | 19.35 | 1 | 1.00 | 0.0000 | -0.233 | 44 | 0 | 0.0200 | 627 | 67.8% | -0.00 | 0.0008 | -0.002 | |||
| 18.10 | 18.35 | 4,092 | 1,151 | 107.2% | 1.00 | 0.0000 | -0.231 | 45 | 0 | 0.0100 | 17.1K | 71.0% | -0.00 | 0.0010 | -0.002 | |
| 16.85 | 17.35 | 2,040 | 734 | 1.00 | 0.0000 | -0.229 | 46 | 0 | 0.0300 | 888 | 62.8% | -0.00 | 0.0012 | -0.002 | ||
| 15.85 | 16.35 | 4,082 | 1,159 | 1.00 | 0.0000 | -0.227 | 47 | 0 | 0.0200 | 5 | 10.3K | 56.3% | -0.00 | 0.0014 | -0.002 | |
| 14.55 | 15.35 | 1,360 | 254 | 1.00 | 0.0000 | -0.224 | 48 | 0 | 0.0200 | 7 | 1,286 | 52.6% | -0.00 | 0.0018 | -0.002 | |
| 13.95 | 14.35 | 595 | 111 | 74.6% | 1.00 | 0.0000 | -0.222 | 49 | 0 | 0.0100 | 2,548 | 45.6% | -0.00 | 0.0022 | -0.002 | |
| 13.10 | 13.35 | 15.3K | 3,021 | 78.6% | 1.00 | 0.0000 | -0.219 | 50 | 0 | 0.0200 | 23 | 49.3K | 45.4% | -0.01 | 0.0028 | -0.003 |
| 12.10 | 12.35 | 30 | 10 | 73.2% | 1.00 | 0.0000 | -0.215 | 51 | 0 | 0.0400 | 2 | 45.6% | -0.01 | 0.0036 | -0.003 | |
| 11.10 | 11.35 | 2 | 67.7% | 1.00 | 0.0000 | -0.211 | 52 | 0 | 0.0400 | 60 | 41.8% | -0.01 | 0.0047 | -0.004 | ||
| 10.60 | 10.75 | 51.1K | 11.2K | 61.5% | 1.00 | 0.0000 | -0.209 | 52.5 | 0.0100 | 0.0300 | 3 | 11.6K | 40.0% | -0.01 | 0.0054 | -0.004 |
| 10.10 | 10.35 | 70 | 12 | 62.4% | 1.00 | 0.0000 | -0.207 | 53 | 0.0100 | 0.0400 | 4 | 2 | 39.3% | -0.01 | 0.0062 | -0.004 |
| 9.10 | 9.35 | 2 | 57.0% | 1.00 | 0.0000 | -0.201 | 54 | 0.0200 | 0.0400 | 3 | 10 | 36.6% | -0.02 | 0.0084 | -0.005 | |
| 8.10 | 8.25 | 81.8K | 21.2K | 48.6% | 1.00 | 0.0000 | -0.191 | 55 | 0.0300 | 0.0400 | 294 | 27.1K | 33.6% | -0.02 | 0.0119 | -0.007 |
| 7.10 | 7.25 | 80 | 18 | 43.5% | 1.00 | 0.0000 | -0.178 | 56 | 0.0400 | 0.0600 | 4 | 274 | 31.6% | -0.03 | 0.0172 | -0.009 |
| 6.10 | 6.30 | 265 | 63 | 39.8% | 1.00 | 0.0000 | -0.160 | 57 | 0.0500 | 0.0700 | 73 | 334 | 28.5% | -0.04 | 0.0247 | -0.011 |
| 5.60 | 5.70 | 37.4K | 11.7K | 32.9% | 1.00 | 0.0000 | -0.149 | 57.5 | 0.0700 | 0.0800 | 384 | 14.3K | 27.6% | -0.05 | 0.0297 | -0.012 |
| 5.10 | 5.30 | 136 | 61 | 34.6% | 1.00 | 0.0000 | -0.134 | 58 | 0.0800 | 0.0900 | 2 | 1,651 | 26.2% | -0.06 | 0.0359 | -0.013 |
| 4.05 | 4.30 | 9 | 19 | 28.1% | 0.99 | 0.0512 | -0.088 | 59 | 0.1200 | 0.1400 | 17 | 329 | 24.2% | -0.09 | 0.0534 | -0.017 |
| 3.10 | 3.25 | 2,634 | 28.1K | 22.8% | 0.90 | 0.1684 | -0.034 | 60 | 0.2200 | 0.2300 | 328 | 15.2K | 22.9% | -0.15 | 0.0793 | -0.022 |
| 2.30 | 2.45 | 46 | 355 | 23.0% | 0.77 | 0.1127 | -0.028 | 61 | 0.3700 | 0.4000 | 225 | 1,757 | 21.7% | -0.24 | 0.1107 | -0.029 |
| 1.58 | 1.66 | 231 | 4,090 | 21.4% | 0.65 | 0.1375 | -0.033 | 62 | 0.6500 | 0.6700 | 128 | 2,773 | 21.0% | -0.36 | 0.1396 | -0.034 |
| 1.27 | 1.33 | 461 | 11.4K | 20.9% | 0.58 | 0.1475 | -0.034 | 62.5 | 0.8400 | 0.8700 | 223 | 12.1K | 20.8% | -0.43 | 0.1500 | -0.035 |
| 1.00 | 1.04 | 2,759 | 814 | 20.6% | 0.50 | 0.1530 | -0.035 | 63 | 1.06 | 1.10 | 148 | 143 | 20.4% | -0.51 | 0.1559 | -0.035 |
| 0.5700 | 0.6100 | 258 | 2,147 | 20.1% | 0.35 | 0.1457 | -0.031 | 64 | 1.62 | 1.67 | 59 | 76 | 19.7% | -0.66 | 0.1495 | -0.032 |
| 0.2900 | 0.3200 | 951 | 58.0K | 19.7% | 0.22 | 0.1169 | -0.025 | 65 | 2.25 | 2.43 | 43 | 2,522 | 18.3% | -0.80 | 0.1206 | -0.024 |
| 0.1400 | 0.1600 | 211 | 591 | 19.8% | 0.13 | 0.0811 | -0.017 | 66 | 3.10 | 3.30 | 6 | 17.3% | -0.89 | 0.0854 | -0.016 | |
| 0.0600 | 0.0800 | 39 | 530 | 19.9% | 0.07 | 0.0510 | -0.011 | 67 | 4.00 | 4.25 | 183 | -0.96 | 0.0693 | -0.011 | ||
| 0.0500 | 0.0600 | 315 | 5,672 | 20.7% | 0.05 | 0.0392 | -0.009 | 67.5 | 4.50 | 4.75 | 82 | -0.98 | 0.0477 | -0.014 | ||
| 0.0300 | 0.0600 | 248 | 21.6% | 0.04 | 0.0297 | -0.007 | 68 | 4.95 | 5.25 | -0.99 | 0.0181 | -0.020 | ||||
| 0.0100 | 0.0400 | 1 | 12 | 22.6% | 0.02 | 0.0170 | -0.004 | 69 | 5.95 | 6.20 | -1.00 | 0.0000 | -0.027 | |||
| 0.0100 | 0.0200 | 41 | 7,090 | 23.7% | 0.01 | 0.0104 | -0.003 | 70 | 7.00 | 7.20 | 221 | -1.00 | 0.0000 | -0.029 | ||
| 0 | 0.0100 | 23.1% | 0.01 | 0.0071 | -0.002 | 71 | 7.95 | 8.20 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 0.0300 | 29.0% | 0.01 | 0.0053 | -0.002 | 72 | 8.95 | 9.20 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 0.0300 | 31.6% | 0.01 | 0.0041 | -0.002 | 73 | 9.95 | 11.30 | 63.7% | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.0300 | 34.1% | 0.00 | 0.0033 | -0.001 | 74 | 10.95 | 12.15 | 64.8% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 0.0100 | 15 | 935 | 32.3% | 0.00 | 0.0027 | -0.001 | 75 | 11.95 | 13.05 | 66.4% | -1.00 | 0.0000 | -0.030 | ||
| 0 | 0.0100 | 3 | 343 | 42.7% | 0.00 | 0.0011 | -0.001 | 80 | 16.85 | 18.10 | 82.1% | -1.00 | 0.0000 | -0.030 | ||
| 0 | 0.0300 | 14 | 58.4% | 0.00 | 0.0006 | -0.001 | 85 | 21.95 | 23.10 | 100.0% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 0.0300 | 16 | 68.0% | 0.00 | 0.0003 | -0.000 | 90 | 26.95 | 28.30 | 119.3% | -1.00 | 0.0000 | -0.030 | |||
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 — Sep 18, 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