C цепочка опционов Citigroup Inc.
Cboe delayed options data · по состоянию на 21:49 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 ±4.1% (132.61–144.09) · ATM IV 25.8% · P/C открытого интереса 1.04
| 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 | |
| 67.15 | 68.85 | 1 | 1 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.0500 | 1,148 | 124.5% | -0.00 | 0.0000 | -0.000 | ||
| 64.65 | 66.60 | 1.00 | 0.0000 | 0.000 | 72.5 | 0 | 2.13 | 370 | 205.6% | -0.00 | 0.0000 | -0.000 | ||||
| 62.15 | 64.20 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.13 | 599 | 196.3% | -0.00 | 0.0000 | -0.001 | ||||
| 59.65 | 61.40 | 1.00 | 0.0000 | 0.000 | 77.5 | 0 | 0.0100 | 1,332 | 92.6% | -0.00 | 0.0000 | -0.001 | ||||
| 57.15 | 59.05 | 5 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.0700 | 1,267 | 87.8% | -0.00 | 0.0000 | -0.001 | |||
| 54.65 | 56.45 | 1 | 1.00 | 0.0001 | 0.000 | 82.5 | 0 | 0.0200 | 903 | 88.2% | -0.00 | 0.0001 | -0.001 | |||
| 52.15 | 54.20 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 0.0300 | 2,110 | 86.7% | -0.00 | 0.0001 | -0.001 | ||||
| 49.65 | 51.45 | 1.00 | 0.0001 | 0.000 | 87.5 | 0 | 0.0400 | 403 | 84.2% | -0.00 | 0.0001 | -0.001 | ||||
| 47.15 | 48.95 | 37 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.0800 | 2,904 | 85.6% | -0.00 | 0.0001 | -0.002 | |||
| 44.70 | 46.50 | 146 | 362 | 1.00 | 0.0002 | 0.000 | 92.5 | 0 | 0.2800 | 406 | 94.9% | -0.00 | 0.0002 | -0.002 | ||
| 42.25 | 43.95 | 344 | 1.00 | 0.0002 | 0.000 | 95 | 0 | 0.0700 | 5 | 1,857 | 74.6% | -0.00 | 0.0002 | -0.002 | ||
| 39.70 | 41.50 | 5 | 746 | 1.00 | 0.0003 | 0.000 | 97.5 | 0 | 0.0300 | 1,511 | 63.9% | -0.00 | 0.0003 | -0.003 | ||
| 37.20 | 39.20 | 1 | 889 | 1.00 | 0.0004 | 0.000 | 100 | 0 | 0.0900 | 6,851 | 67.3% | -0.00 | 0.0004 | -0.003 | ||
| 32.20 | 34.60 | 25 | 955 | 60.4% | 1.00 | 0.0007 | 0.000 | 105 | 0 | 0.2800 | 5 | 5,979 | 68.2% | -0.00 | 0.0007 | -0.004 |
| 27.70 | 28.95 | 271 | 2,424 | 0.99 | 0.0014 | 0.000 | 110 | 0.0100 | 0.0600 | 18 | 6,556 | 47.9% | -0.01 | 0.0014 | -0.007 | |
| 22.90 | 24.05 | 2 | 1,891 | 46.8% | 0.99 | 0.0026 | 0.000 | 115 | 0.0300 | 0.0700 | 118 | 1,883 | 41.4% | -0.01 | 0.0026 | -0.010 |
| 19.30 | 21.35 | 0.98 | 0.0039 | -0.003 | 118 | 0 | 0.1800 | 1 | 39.7% | -0.02 | 0.0039 | -0.013 | ||||
| 18.60 | 20.45 | 2 | 9 | 41.6% | 0.98 | 0.0045 | -0.005 | 119 | 0 | 0.2900 | 4 | 41.0% | -0.02 | 0.0045 | -0.015 | |
| 17.60 | 19.05 | 5 | 3,370 | 0.98 | 0.0053 | -0.007 | 120 | 0.0700 | 0.1400 | 944 | 6,336 | 37.0% | -0.02 | 0.0053 | -0.016 | |
| 16.35 | 18.35 | 1 | 0.97 | 0.0062 | -0.009 | 121 | 0.0300 | 0.1600 | 15 | 34.6% | -0.03 | 0.0062 | -0.018 | |||
| 15.35 | 18.10 | 42.4% | 0.97 | 0.0072 | -0.012 | 122 | 0.0800 | 0.1600 | 15 | 12 | 34.1% | -0.03 | 0.0072 | -0.020 | ||
| 14.60 | 16.30 | 1 | 29.7% | 0.96 | 0.0085 | -0.015 | 123 | 0.1100 | 0.1500 | 8 | 127 | 32.8% | -0.04 | 0.0085 | -0.023 | |
| 13.95 | 15.55 | 38.6% | 0.96 | 0.0100 | -0.018 | 124 | 0.1400 | 0.1700 | 2 | 28 | 31.9% | -0.04 | 0.0101 | -0.026 | ||
| 12.95 | 13.95 | 8 | 1,605 | 26.0% | 0.95 | 0.0119 | -0.022 | 125 | 0.1700 | 0.2000 | 1,355 | 4,433 | 31.1% | -0.05 | 0.0120 | -0.029 |
| 12.00 | 13.00 | 1 | 26.6% | 0.94 | 0.0141 | -0.027 | 126 | 0.2000 | 0.2500 | 11 | 86 | 30.4% | -0.06 | 0.0142 | -0.033 | |
| 11.05 | 12.05 | 3 | 26.5% | 0.93 | 0.0167 | -0.032 | 127 | 0.2500 | 0.3200 | 2 | 125 | 30.0% | -0.07 | 0.0168 | -0.038 | |
| 10.40 | 11.10 | 2 | 29.6% | 0.91 | 0.0197 | -0.038 | 128 | 0.3200 | 0.3900 | 8 | 79 | 29.4% | -0.09 | 0.0198 | -0.043 | |
| 9.45 | 10.20 | 3 | 24 | 28.9% | 0.89 | 0.0231 | -0.044 | 129 | 0.3900 | 0.4900 | 40 | 408 | 28.9% | -0.11 | 0.0232 | -0.049 |
| 8.40 | 9.15 | 103 | 5,157 | 25.6% | 0.87 | 0.0269 | -0.051 | 130 | 0.5000 | 0.5800 | 384 | 6,061 | 28.3% | -0.13 | 0.0271 | -0.056 |
| 7.50 | 8.45 | 28 | 45 | 26.6% | 0.84 | 0.0310 | -0.058 | 131 | 0.6200 | 0.7400 | 32 | 193 | 28.0% | -0.16 | 0.0312 | -0.062 |
| 6.70 | 7.60 | 38 | 306 | 26.5% | 0.81 | 0.0353 | -0.066 | 132 | 0.6600 | 0.9300 | 61 | 283 | 27.0% | -0.19 | 0.0356 | -0.069 |
| 5.95 | 6.75 | 27 | 419 | 26.3% | 0.77 | 0.0396 | -0.073 | 133 | 0.8500 | 1.14 | 236 | 304 | 26.7% | -0.23 | 0.0400 | -0.076 |
| 5.20 | 5.95 | 26 | 342 | 25.9% | 0.73 | 0.0438 | -0.080 | 134 | 1.05 | 1.32 | 48 | 107 | 25.9% | -0.27 | 0.0442 | -0.083 |
| 4.65 | 5.10 | 513 | 7,305 | 25.9% | 0.69 | 0.0476 | -0.086 | 135 | 1.48 | 1.66 | 176 | 4,875 | 26.8% | -0.31 | 0.0481 | -0.088 |
| 4.05 | 4.40 | 208 | 234 | 25.6% | 0.64 | 0.0508 | -0.091 | 136 | 1.76 | 2.00 | 93 | 30 | 26.3% | -0.36 | 0.0514 | -0.093 |
| 3.45 | 3.75 | 167 | 399 | 25.5% | 0.59 | 0.0532 | -0.094 | 137 | 2.06 | 2.42 | 75 | 15 | 25.8% | -0.42 | 0.0539 | -0.096 |
| 2.93 | 3.20 | 117 | 2,748 | 25.6% | 0.53 | 0.0547 | -0.096 | 138 | 2.53 | 2.82 | 100 | 12 | 26.1% | -0.47 | 0.0554 | -0.097 |
| 2.46 | 2.65 | 42 | 109 | 25.3% | 0.48 | 0.0551 | -0.096 | 139 | 3.05 | 3.50 | 51 | 26.3% | -0.53 | 0.0559 | -0.097 | |
| 2.03 | 2.20 | 3,643 | 8,739 | 25.2% | 0.42 | 0.0544 | -0.094 | 140 | 3.65 | 4.00 | 16 | 2,972 | 26.3% | -0.58 | 0.0553 | -0.094 |
| 1.59 | 1.81 | 129 | 1,654 | 24.8% | 0.37 | 0.0527 | -0.090 | 141 | 4.05 | 4.70 | 2 | 25.3% | -0.64 | 0.0536 | -0.090 | |
| 1.30 | 1.49 | 40 | 278 | 25.0% | 0.32 | 0.0501 | -0.085 | 142 | 4.65 | 5.55 | 2 | 25.7% | -0.69 | 0.0510 | -0.085 | |
| 1.03 | 1.20 | 177 | 228 | 24.9% | 0.27 | 0.0466 | -0.078 | 143 | 5.45 | 6.10 | 3 | 25.2% | -0.74 | 0.0476 | -0.078 | |
| 0.8100 | 1.06 | 69 | 39 | 25.5% | 0.23 | 0.0426 | -0.071 | 144 | 6.15 | 6.85 | 24.5% | -0.78 | 0.0436 | -0.070 | ||
| 0.6500 | 0.7500 | 908 | 8,003 | 25.0% | 0.19 | 0.0382 | -0.063 | 145 | 6.85 | 7.95 | 2 | 1,814 | 25.6% | -0.82 | 0.0392 | -0.062 |
| 0.1600 | 0.2100 | 332 | 7,634 | 25.3% | 0.06 | 0.0175 | -0.029 | 150 | 11.40 | 12.30 | 46 | 21.5% | -0.95 | 0.0223 | -0.025 | |
| 0.0700 | 0.1200 | 14 | 5 | 25.9% | 0.04 | 0.0107 | -0.018 | 152.5 | 12.70 | 16.10 | 29.3% | -0.99 | 0.0115 | -0.033 | ||
| 0.0200 | 0.2500 | 137 | 2,959 | 31.2% | 0.02 | 0.0065 | -0.011 | 155 | 16.25 | 18.60 | 46.4% | -1.00 | 0.0016 | -0.050 | ||
| 0.0100 | 0.0300 | 2 | 3,183 | 29.2% | 0.01 | 0.0026 | -0.005 | 160 | 21.25 | 23.60 | 55.3% | -1.00 | 0.0000 | -0.061 | ||
| 0 | 0.1400 | 5 | 777 | 40.5% | 0.00 | 0.0013 | -0.003 | 165 | 26.25 | 28.60 | 63.5% | -1.00 | 0.0000 | -0.062 | ||
| 0 | 0.1400 | 386 | 46.2% | 0.00 | 0.0008 | -0.002 | 170 | 31.25 | 33.60 | 71.3% | -1.00 | 0.0000 | -0.062 | |||
| 0 | 0.1400 | 731 | 51.7% | 0.00 | 0.0005 | -0.002 | 175 | 36.25 | 38.60 | 78.7% | -1.00 | 0.0000 | -0.063 | |||
| 0 | 0.0200 | 25 | 140 | 46.0% | 0.00 | 0.0003 | -0.001 | 180 | 41.25 | 43.25 | 80.8% | -1.00 | 0.0000 | -0.063 | ||
| 0 | 0.0200 | 330 | 50.2% | 0.00 | 0.0002 | -0.001 | 185 | 46.20 | 48.60 | 91.7% | -1.00 | 0.0000 | -0.063 | |||
| 0 | 0.3400 | 19 | 75.4% | 0.00 | 0.0002 | -0.001 | 190 | 51.10 | 53.60 | 96.6% | -1.00 | 0.0000 | -0.063 | |||
| 0 | 0.3400 | 81 | 80.5% | 0.00 | 0.0001 | -0.001 | 195 | 56.25 | 58.60 | 105.0% | -1.00 | 0.0000 | -0.063 | |||
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