BIDU цепочка опционов Baidu, Inc.
Cboe delayed options data · по состоянию на 00:33 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 ±9.8% (86.20–104.95) · ATM IV 39.0% · P/C открытого интереса 6.27
| 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 | |
| 43.80 | 47.75 | 1.00 | 0.0004 | 0.000 | 50 | 0 | 1.15 | 126.9% | -0.00 | 0.0004 | -0.004 | |||||
| 39.20 | 42.80 | 89.4% | 0.99 | 0.0007 | 0.000 | 55 | 0 | 0.9500 | 106.5% | -0.01 | 0.0007 | -0.004 | ||||
| 34.15 | 37.80 | 73.2% | 0.99 | 0.0011 | 0.000 | 60 | 0 | 1.00 | 93.1% | -0.01 | 0.0011 | -0.005 | ||||
| 28.85 | 32.85 | 0.99 | 0.0018 | 0.000 | 65 | 0 | 0.9500 | 78.8% | -0.01 | 0.0018 | -0.007 | |||||
| 24.35 | 27.90 | 57.3% | 0.98 | 0.0030 | 0.000 | 70 | 0 | 0.1500 | 1 | 47.6% | -0.02 | 0.0030 | -0.009 | |||
| 18.90 | 23.00 | 34.4% | 0.97 | 0.0053 | -0.004 | 75 | 0 | 0.1500 | 1 | 38.4% | -0.03 | 0.0054 | -0.012 | |||
| 14.20 | 18.20 | 37.3% | 0.94 | 0.0103 | -0.013 | 80 | 0 | 0.5300 | 45 | 37.4% | -0.06 | 0.0104 | -0.019 | |||
| 13.75 | 16.05 | 0.93 | 0.0118 | -0.015 | 81 | 0 | 1.35 | 3 | 44.7% | -0.07 | 0.0119 | -0.022 | ||||
| 13.00 | 15.55 | 35.0% | 0.92 | 0.0135 | -0.018 | 82 | 0 | 2.10 | 3 | 48.5% | -0.08 | 0.0136 | -0.024 | |||
| 12.10 | 15.15 | 39.9% | 0.90 | 0.0154 | -0.021 | 83 | 0 | 2.63 | 1 | 49.7% | -0.10 | 0.0155 | -0.027 | |||
| 11.25 | 13.95 | 37.0% | 0.88 | 0.0174 | -0.025 | 84 | 0.3200 | 1.04 | 418 | 37.5% | -0.12 | 0.0175 | -0.030 | |||
| 10.40 | 13.40 | 39.2% | 0.86 | 0.0195 | -0.029 | 85 | 0.4300 | 1.07 | 96 | 36.3% | -0.14 | 0.0197 | -0.034 | |||
| 9.60 | 11.50 | 31.3% | 0.84 | 0.0216 | -0.033 | 86 | 0.1900 | 1.45 | 30 | 34.9% | -0.16 | 0.0218 | -0.037 | |||
| 8.80 | 10.85 | 32.9% | 0.81 | 0.0238 | -0.037 | 87 | 0 | 2.07 | 35.2% | -0.19 | 0.0240 | -0.041 | ||||
| 8.05 | 11.45 | 41.3% | 0.79 | 0.0258 | -0.041 | 88 | 0.7500 | 2.46 | 4 | 39.3% | -0.21 | 0.0260 | -0.045 | |||
| 7.35 | 10.55 | 40.3% | 0.76 | 0.0276 | -0.045 | 89 | 0.3400 | 3.25 | 1 | 38.4% | -0.24 | 0.0279 | -0.049 | |||
| 6.65 | 10.05 | 41.2% | 0.73 | 0.0294 | -0.049 | 90 | 0.7000 | 2.50 | 2 | 33.3% | -0.27 | 0.0297 | -0.052 | |||
| 6.05 | 8.00 | 34.8% | 0.70 | 0.0309 | -0.052 | 91 | 1.05 | 3.80 | 38.3% | -0.31 | 0.0312 | -0.055 | ||||
| 5.45 | 8.20 | 38.8% | 0.66 | 0.0321 | -0.055 | 92 | 1.40 | 4.35 | 39.1% | -0.34 | 0.0325 | -0.057 | ||||
| 4.90 | 6.70 | 35.0% | 0.63 | 0.0332 | -0.057 | 93 | 2.04 | 4.55 | 4 | 39.2% | -0.38 | 0.0336 | -0.059 | |||
| 4.40 | 6.20 | 35.6% | 0.59 | 0.0339 | -0.059 | 94 | 3.00 | 3.95 | 1 | 36.9% | -0.41 | 0.0344 | -0.061 | |||
| 4.50 | 5.45 | 10 | 37.4% | 0.56 | 0.0344 | -0.061 | 95 | 3.85 | 4.50 | 323 | 38.9% | -0.45 | 0.0349 | -0.062 | ||
| 3.45 | 6.05 | 3 | 3 | 39.6% | 0.52 | 0.0346 | -0.062 | 96 | 4.20 | 5.05 | 38.4% | -0.48 | 0.0351 | -0.063 | ||
| 2.94 | 4.95 | 1 | 36.7% | 0.49 | 0.0345 | -0.062 | 97 | 4.05 | 5.80 | 36.3% | -0.51 | 0.0350 | -0.063 | |||
| 3.20 | 4.15 | 38.4% | 0.46 | 0.0342 | -0.063 | 98 | 5.35 | 6.60 | 40.3% | -0.55 | 0.0347 | -0.063 | ||||
| 2.80 | 3.70 | 1 | 37.7% | 0.42 | 0.0336 | -0.062 | 99 | 5.70 | 7.30 | 39.6% | -0.58 | 0.0342 | -0.062 | |||
| 2.35 | 3.40 | 1 | 12 | 37.5% | 0.39 | 0.0328 | -0.061 | 100 | 6.60 | 7.45 | 82 | 38.6% | -0.61 | 0.0335 | -0.061 | |
| 2.32 | 3.10 | 22 | 39.0% | 0.36 | 0.0318 | -0.060 | 101 | 7.35 | 8.60 | 4 | 41.1% | -0.64 | 0.0325 | -0.060 | ||
| 2.03 | 3.15 | 1 | 40.6% | 0.34 | 0.0307 | -0.059 | 102 | 7.50 | 9.50 | 39.5% | -0.67 | 0.0315 | -0.058 | |||
| 0.9600 | 3.85 | 1 | 41.6% | 0.31 | 0.0295 | -0.057 | 103 | 8.45 | 9.80 | 38.5% | -0.70 | 0.0303 | -0.056 | |||
| 1.46 | 3.35 | 44.0% | 0.28 | 0.0282 | -0.055 | 104 | 9.55 | 10.40 | 39.5% | -0.73 | 0.0290 | -0.054 | ||||
| 1.38 | 2.27 | 1 | 40.7% | 0.26 | 0.0268 | -0.053 | 105 | 9.70 | 11.95 | 240 | 40.2% | -0.75 | 0.0277 | -0.051 | ||
| 1.32 | 2.01 | 2 | 4 | 41.3% | 0.24 | 0.0254 | -0.051 | 106 | 11.05 | 12.80 | 43.5% | -0.77 | 0.0263 | -0.049 | ||
| 0.5400 | 2.41 | 1 | 2 | 41.3% | 0.22 | 0.0240 | -0.049 | 107 | 11.85 | 13.60 | 1 | 43.5% | -0.79 | 0.0249 | -0.046 | |
| 0.2900 | 2.24 | 1 | 1 | 40.9% | 0.20 | 0.0226 | -0.047 | 108 | 12.65 | 14.45 | 43.5% | -0.81 | 0.0236 | -0.043 | ||
| 0.3600 | 1.96 | 1 | 2 | 41.5% | 0.18 | 0.0212 | -0.044 | 109 | 12.85 | 15.35 | 39.7% | -0.83 | 0.0222 | -0.041 | ||
| 0.7300 | 1.30 | 3 | 41.5% | 0.16 | 0.0198 | -0.042 | 110 | 13.75 | 15.85 | 36.8% | -0.85 | 0.0208 | -0.038 | |||
| 0.4000 | 0.7100 | 2 | 20 | 41.7% | 0.10 | 0.0138 | -0.031 | 115 | 18.90 | 21.00 | 47.6% | -0.91 | 0.0147 | -0.025 | ||
| 0.2800 | 0.6000 | 102 | 119 | 46.8% | 0.06 | 0.0094 | -0.023 | 120 | 24.00 | 25.85 | 54.8% | -0.95 | 0.0106 | -0.014 | ||
| 0.1100 | 0.3400 | 46.7% | 0.04 | 0.0065 | -0.017 | 125 | 27.30 | 31.45 | -0.98 | 0.0087 | -0.009 | |||||
| 0.0200 | 0.4300 | 52.1% | 0.03 | 0.0046 | -0.013 | 130 | 32.35 | 36.50 | 52.0% | -0.99 | 0.0050 | -0.014 | ||||
| 0 | 0.1800 | 49.8% | 0.02 | 0.0035 | -0.011 | 135 | 37.55 | 41.50 | 63.0% | -1.00 | 0.0016 | -0.025 | ||||
| 0 | 0.1500 | 52.9% | 0.02 | 0.0027 | -0.010 | 140 | 42.50 | 46.50 | 67.2% | -1.00 | 0.0000 | -0.031 | ||||
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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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