BMY цепочка опционов Bristol-Myers Squibb Company
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 ±6.8% (55.55–63.66) · ATM IV 37.1% · P/C открытого интереса 0.41
| 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 | |
| 24.15 | 26.75 | 191.7% | 0.99 | 0.0013 | -0.007 | 35 | 0 | 0.0900 | 121.9% | -0.01 | 0.0013 | -0.007 | ||||
| 19.40 | 21.75 | 159.2% | 0.99 | 0.0025 | -0.009 | 40 | 0 | 0.7500 | 4 | 136.9% | -0.01 | 0.0025 | -0.010 | |||
| 14.15 | 15.95 | 17 | 86.1% | 0.98 | 0.0053 | -0.013 | 45 | 0 | 1.20 | 12 | 117.0% | -0.02 | 0.0053 | -0.013 | ||
| 12.40 | 14.10 | 89.8% | 0.98 | 0.0076 | -0.015 | 47 | 0 | 2.13 | 123.8% | -0.03 | 0.0076 | -0.015 | ||||
| 11.40 | 13.10 | 83.6% | 0.97 | 0.0092 | -0.016 | 48 | 0 | 1.20 | 4 | 96.5% | -0.03 | 0.0093 | -0.016 | |||
| 10.40 | 12.00 | 74.5% | 0.96 | 0.0113 | -0.018 | 49 | 0 | 1.20 | 3 | 89.8% | -0.04 | 0.0113 | -0.018 | |||
| 9.45 | 11.00 | 26 | 70.0% | 0.96 | 0.0139 | -0.020 | 50 | 0 | 0.7000 | 38 | 71.2% | -0.04 | 0.0140 | -0.020 | ||
| 8.25 | 10.15 | 62.6% | 0.95 | 0.0173 | -0.022 | 51 | 0 | 0.7500 | 138 | 66.5% | -0.05 | 0.0174 | -0.022 | |||
| 7.50 | 9.20 | 63.8% | 0.94 | 0.0216 | -0.024 | 52 | 0 | 0.7500 | 122 | 60.5% | -0.06 | 0.0217 | -0.024 | |||
| 6.55 | 8.25 | 2 | 59.6% | 0.92 | 0.0273 | -0.027 | 53 | 0 | 0.9500 | 199 | 58.7% | -0.08 | 0.0275 | -0.027 | ||
| 4.85 | 7.35 | 2 | 40.1% | 0.90 | 0.0350 | -0.030 | 54 | 0.0600 | 0.4900 | 2 | 45 | 44.1% | -0.10 | 0.0352 | -0.031 | |
| 3.95 | 6.35 | 13 | 37.0% | 0.87 | 0.0450 | -0.035 | 55 | 0.1300 | 0.5200 | 3 | 755 | 40.4% | -0.13 | 0.0454 | -0.036 | |
| 3.75 | 5.40 | 4 | 28 | 45.5% | 0.82 | 0.0571 | -0.042 | 56 | 0.3300 | 0.6600 | 4 | 381 | 40.1% | -0.18 | 0.0576 | -0.042 |
| 3.00 | 3.90 | 47 | 34.8% | 0.76 | 0.0698 | -0.050 | 57 | 0.4400 | 1.02 | 168 | 1,189 | 40.0% | -0.24 | 0.0704 | -0.050 | |
| 2.54 | 3.20 | 2 | 867 | 38.0% | 0.68 | 0.0808 | -0.056 | 58 | 0.6900 | 1.20 | 25 | 1,140 | 35.4% | -0.32 | 0.0815 | -0.057 |
| 2.01 | 3.25 | 34 | 599 | 35.9% | 0.60 | 0.0883 | -0.061 | 59 | 1.02 | 1.56 | 20 | 282 | 34.7% | -0.41 | 0.0891 | -0.062 |
| 1.65 | 2.49 | 16 | 1,097 | 37.5% | 0.51 | 0.0914 | -0.063 | 60 | 1.69 | 2.28 | 43 | 2,216 | 36.7% | -0.50 | 0.0923 | -0.063 |
| 1.19 | 1.79 | 60 | 499 | 37.1% | 0.42 | 0.0896 | -0.061 | 61 | 2.07 | 2.53 | 4 | 374 | 34.5% | -0.59 | 0.0906 | -0.062 |
| 0.7900 | 1.22 | 86 | 1,523 | 36.4% | 0.33 | 0.0833 | -0.057 | 62 | 2.67 | 3.30 | 6 | 21 | 36.2% | -0.67 | 0.0844 | -0.058 |
| 0.5000 | 0.9200 | 17 | 3,427 | 38.8% | 0.26 | 0.0737 | -0.051 | 63 | 3.50 | 5.00 | 145 | 49.5% | -0.75 | 0.0750 | -0.052 | |
| 0.2900 | 0.7100 | 77 | 343 | 38.8% | 0.20 | 0.0626 | -0.044 | 64 | 3.65 | 5.90 | 26 | 43.6% | -0.81 | 0.0640 | -0.045 | |
| 0.1600 | 0.5000 | 120 | 5,161 | 38.3% | 0.15 | 0.0514 | -0.037 | 65 | 4.30 | 6.55 | 12 | 37.3% | -0.86 | 0.0528 | -0.038 | |
| 0.0700 | 0.5600 | 4 | 1,569 | 42.4% | 0.11 | 0.0415 | -0.031 | 66 | 5.25 | 7.60 | 1 | 41.9% | -0.90 | 0.0427 | -0.032 | |
| 0.0500 | 0.2000 | 28 | 1,350 | 37.2% | 0.09 | 0.0332 | -0.026 | 67 | 6.20 | 8.55 | 43.9% | -0.92 | 0.0342 | -0.027 | ||
| 0 | 0.2200 | 7 | 319 | 39.9% | 0.07 | 0.0267 | -0.022 | 68 | 7.15 | 9.45 | 43.6% | -0.94 | 0.0274 | -0.023 | ||
| 0.0200 | 0.2500 | 14 | 105 | 45.3% | 0.06 | 0.0216 | -0.019 | 69 | 8.05 | 10.40 | 40.3% | -0.96 | 0.0219 | -0.020 | ||
| 0.0100 | 0.2700 | 8 | 138 | 49.2% | 0.04 | 0.0177 | -0.017 | 70 | 9.00 | 11.40 | 38.6% | -0.97 | 0.0177 | -0.017 | ||
| 0.0100 | 0.3400 | 4 | 41 | 55.2% | 0.04 | 0.0146 | -0.015 | 71 | 10.00 | 11.70 | -0.97 | 0.0144 | -0.015 | |||
| 0 | 0.5000 | 6 | 63.5% | 0.03 | 0.0122 | -0.013 | 72 | 11.00 | 12.65 | -0.98 | 0.0117 | -0.013 | ||||
| 0 | 0.9500 | 35 | 78.5% | 0.03 | 0.0103 | -0.012 | 73 | 12.00 | 15.20 | 74.0% | -0.98 | 0.0097 | -0.011 | |||
| 0 | 1.15 | 4 | 86.6% | 0.02 | 0.0088 | -0.011 | 74 | 13.00 | 16.15 | 81.5% | -0.99 | 0.0080 | -0.010 | |||
| 0 | 0.9500 | 11 | 85.9% | 0.02 | 0.0075 | -0.010 | 75 | 13.35 | 16.35 | -0.99 | 0.0066 | -0.009 | ||||
| 0 | 0.9500 | 89.5% | 0.02 | 0.0065 | -0.009 | 76 | 14.30 | 16.90 | -0.99 | 0.0056 | -0.007 | |||||
| 0 | 2.13 | 116.7% | 0.02 | 0.0057 | -0.008 | 77 | 15.30 | 17.70 | -0.99 | 0.0047 | -0.007 | |||||
| 0 | 1.20 | 109.2% | 0.01 | 0.0039 | -0.007 | 80 | 18.35 | 20.75 | -0.99 | 0.0029 | -0.004 | |||||
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 30, 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