CAT цепочка опционов Caterpillar Inc.
Cboe delayed options data · по состоянию на 12:33 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 ±22.0% (619.83–968.67) · ATM IV 40.5% · P/C открытого интереса 1.78
| 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 | |
| 390.25 | 406.20 | 56.2% | 0.99 | 0.0001 | 0.000 | 400 | 0.5000 | 1.00 | 1 | 23 | 45.9% | -0.01 | 0.0001 | -0.018 | ||
| 380.45 | 396.90 | 46.4% | 0.99 | 0.0001 | 0.000 | 410 | 0.1400 | 1.45 | 56 | 44.8% | -0.01 | 0.0001 | -0.021 | |||
| 372.30 | 386.90 | 45.1% | 0.99 | 0.0001 | 0.000 | 420 | 0.7100 | 1.92 | 2 | 50 | 46.6% | -0.01 | 0.0001 | -0.024 | ||
| 361.50 | 377.35 | 47.5% | 0.98 | 0.0002 | 0.000 | 430 | 1.18 | 1.77 | 4 | 12 | 45.9% | -0.02 | 0.0002 | -0.028 | ||
| 353.60 | 367.95 | 44.7% | 0.98 | 0.0002 | 0.000 | 440 | 1.51 | 2.06 | 6 | 64 | 45.7% | -0.02 | 0.0002 | -0.031 | ||
| 342.45 | 358.50 | 5 | 48.6% | 0.98 | 0.0002 | 0.000 | 450 | 1.59 | 2.83 | 4 | 91 | 45.8% | -0.02 | 0.0002 | -0.035 | |
| 334.70 | 346.15 | 42.5% | 0.98 | 0.0002 | 0.000 | 460 | 2.20 | 2.86 | 35 | 45.4% | -0.02 | 0.0002 | -0.040 | |||
| 323.55 | 340.05 | 3 | 43.9% | 0.97 | 0.0003 | 0.000 | 470 | 2.19 | 3.40 | 83 | 44.6% | -0.03 | 0.0003 | -0.045 | ||
| 315.50 | 330.75 | 1 | 46.3% | 0.97 | 0.0003 | 0.000 | 480 | 0.8000 | 4.10 | 13 | 42.1% | -0.03 | 0.0003 | -0.050 | ||
| 309.00 | 321.40 | 48.5% | 0.96 | 0.0003 | 0.000 | 490 | 3.15 | 4.75 | 5 | 44.5% | -0.04 | 0.0003 | -0.056 | |||
| 297.90 | 308.95 | 42.9% | 0.96 | 0.0004 | 0.000 | 500 | 4.30 | 5.05 | 18 | 44.5% | -0.04 | 0.0004 | -0.061 | |||
| 282.45 | 292.50 | 2 | 46.3% | 0.95 | 0.0005 | -0.012 | 520 | 5.70 | 6.40 | 1 | 62 | 43.9% | -0.05 | 0.0005 | -0.074 | |
| 265.05 | 273.60 | 1 | 45.1% | 0.93 | 0.0006 | -0.030 | 540 | 7.15 | 9.35 | 27 | 44.1% | -0.07 | 0.0006 | -0.088 | ||
| 247.65 | 254.70 | 3 | 43.6% | 0.92 | 0.0007 | -0.049 | 560 | 7.60 | 11.35 | 2 | 31 | 42.4% | -0.08 | 0.0007 | -0.103 | |
| 230.55 | 239.90 | 2 | 44.2% | 0.90 | 0.0008 | -0.069 | 580 | 11.75 | 13.50 | 19 | 128 | 42.7% | -0.10 | 0.0008 | -0.119 | |
| 213.95 | 221.95 | 4 | 43.0% | 0.88 | 0.0009 | -0.089 | 600 | 14.40 | 16.45 | 4 | 62 | 42.0% | -0.12 | 0.0009 | -0.135 | |
| 197.85 | 206.70 | 1 | 42.8% | 0.85 | 0.0010 | -0.109 | 620 | 16.95 | 20.85 | 2 | 41 | 41.5% | -0.15 | 0.0010 | -0.151 | |
| 183.35 | 191.65 | 42.8% | 0.83 | 0.0011 | -0.128 | 640 | 22.80 | 24.55 | 15 | 45 | 41.6% | -0.17 | 0.0011 | -0.166 | ||
| 167.80 | 176.00 | 2 | 41.8% | 0.80 | 0.0012 | -0.147 | 660 | 25.35 | 32.55 | 25 | 179 | 41.6% | -0.20 | 0.0013 | -0.181 | |
| 151.20 | 162.10 | 6 | 40.8% | 0.77 | 0.0014 | -0.164 | 680 | 31.40 | 37.70 | 9 | 117 | 41.3% | -0.23 | 0.0014 | -0.195 | |
| 141.70 | 149.05 | 19 | 41.8% | 0.74 | 0.0015 | -0.180 | 700 | 39.90 | 43.80 | 3 | 99 | 41.6% | -0.26 | 0.0015 | -0.208 | |
| 127.75 | 136.85 | 5 | 41.2% | 0.71 | 0.0016 | -0.195 | 720 | 43.25 | 52.90 | 5 | 76 | 40.9% | -0.30 | 0.0016 | -0.219 | |
| 116.25 | 124.25 | 4 | 40.9% | 0.67 | 0.0016 | -0.208 | 740 | 53.35 | 58.75 | 10 | 123 | 40.7% | -0.33 | 0.0017 | -0.228 | |
| 104.20 | 112.50 | 2 | 23 | 40.3% | 0.64 | 0.0017 | -0.218 | 760 | 62.05 | 67.95 | 14 | 102 | 40.7% | -0.37 | 0.0018 | -0.235 |
| 94.00 | 103.60 | 8 | 32 | 40.6% | 0.60 | 0.0018 | -0.227 | 780 | 69.00 | 76.85 | 19 | 49 | 39.8% | -0.41 | 0.0018 | -0.240 |
| 87.10 | 92.75 | 35 | 40.7% | 0.57 | 0.0018 | -0.233 | 800 | 80.00 | 89.00 | 4 | 110 | 40.3% | -0.44 | 0.0019 | -0.243 | |
| 76.00 | 83.80 | 22 | 40.1% | 0.53 | 0.0018 | -0.237 | 820 | 91.50 | 99.70 | 29 | 50 | 40.3% | -0.48 | 0.0019 | -0.244 | |
| 72.00 | 78.75 | 16 | 27 | 39.8% | 0.51 | 0.0018 | -0.238 | 830 | 97.85 | 105.00 | 137 | 40.2% | -0.50 | 0.0019 | -0.243 | |
| 68.00 | 75.00 | 14 | 39.8% | 0.50 | 0.0018 | -0.238 | 840 | 101.30 | 112.35 | 5 | 65 | 39.9% | -0.52 | 0.0019 | -0.242 | |
| 64.95 | 71.55 | 11 | 14 | 40.0% | 0.48 | 0.0018 | -0.239 | 850 | 110.25 | 117.70 | 45 | 40.3% | -0.54 | 0.0019 | -0.241 | |
| 62.70 | 67.25 | 9 | 40.2% | 0.46 | 0.0018 | -0.238 | 860 | 116.85 | 124.00 | 33 | 40.4% | -0.55 | 0.0019 | -0.239 | ||
| 57.00 | 64.95 | 7 | 22 | 39.9% | 0.44 | 0.0018 | -0.237 | 870 | 119.95 | 131.10 | 2 | 27 | 39.7% | -0.57 | 0.0019 | -0.236 |
| 54.00 | 61.45 | 15 | 39.9% | 0.43 | 0.0018 | -0.236 | 880 | 129.10 | 135.45 | 15 | 39.7% | -0.59 | 0.0019 | -0.234 | ||
| 53.05 | 57.40 | 38 | 40.2% | 0.41 | 0.0018 | -0.234 | 890 | 134.15 | 142.30 | 58 | 39.2% | -0.61 | 0.0019 | -0.230 | ||
| 48.45 | 54.20 | 3 | 48 | 39.7% | 0.40 | 0.0018 | -0.232 | 900 | 141.70 | 150.50 | 8 | 39.6% | -0.62 | 0.0019 | -0.226 | |
| 45.00 | 51.40 | 26 | 39.6% | 0.38 | 0.0018 | -0.230 | 910 | 149.25 | 157.65 | 11 | 39.7% | -0.64 | 0.0019 | -0.222 | ||
| 43.45 | 48.25 | 54 | 39.7% | 0.36 | 0.0017 | -0.227 | 920 | 156.90 | 165.45 | 51 | 39.9% | -0.66 | 0.0019 | -0.218 | ||
| 40.75 | 46.60 | 1 | 17 | 39.9% | 0.35 | 0.0017 | -0.224 | 930 | 164.25 | 172.35 | 5 | 39.8% | -0.67 | 0.0018 | -0.213 | |
| 37.00 | 45.05 | 9 | 27 | 39.8% | 0.34 | 0.0017 | -0.221 | 940 | 172.10 | 179.95 | 16 | 39.8% | -0.69 | 0.0018 | -0.208 | |
| 35.00 | 42.60 | 4 | 12 | 39.8% | 0.32 | 0.0017 | -0.217 | 950 | 179.40 | 187.95 | 6 | 39.8% | -0.70 | 0.0018 | -0.203 | |
| 33.00 | 38.40 | 11 | 39.4% | 0.31 | 0.0016 | -0.214 | 960 | 187.30 | 195.80 | 8 | 39.8% | -0.72 | 0.0018 | -0.198 | ||
| 31.00 | 37.45 | 12 | 42 | 39.7% | 0.29 | 0.0016 | -0.210 | 970 | 194.95 | 203.80 | 4 | 39.7% | -0.73 | 0.0017 | -0.192 | |
| 29.00 | 36.10 | 2 | 23 | 39.8% | 0.28 | 0.0016 | -0.205 | 980 | 202.95 | 211.90 | 59 | 39.7% | -0.75 | 0.0017 | -0.187 | |
| 27.80 | 34.75 | 4 | 6 | 40.2% | 0.27 | 0.0015 | -0.201 | 990 | 210.65 | 220.10 | 6 | 39.5% | -0.76 | 0.0017 | -0.181 | |
| 25.45 | 32.45 | 2 | 23 | 39.9% | 0.26 | 0.0015 | -0.197 | 1,000 | 221.10 | 229.25 | 4 | 40.5% | -0.77 | 0.0017 | -0.175 | |
| 23.90 | 31.30 | 5 | 20 | 40.1% | 0.25 | 0.0015 | -0.192 | 1,010 | 228.75 | 236.85 | 4 | 40.0% | -0.79 | 0.0016 | -0.170 | |
| 22.30 | 29.90 | 9 | 21 | 40.1% | 0.24 | 0.0014 | -0.188 | 1,020 | 235.65 | 245.40 | 4 | 39.5% | -0.80 | 0.0016 | -0.164 | |
| 21.40 | 26.50 | 4 | 20 | 39.7% | 0.22 | 0.0014 | -0.183 | 1,030 | 243.90 | 254.00 | 5 | 39.3% | -0.81 | 0.0016 | -0.158 | |
| 21.20 | 25.50 | 3 | 5 | 40.2% | 0.21 | 0.0014 | -0.179 | 1,040 | 254.60 | 262.75 | 4 | 40.0% | -0.82 | 0.0015 | -0.152 | |
| 18.80 | 23.15 | 28 | 39.6% | 0.20 | 0.0013 | -0.174 | 1,050 | 262.55 | 271.55 | 3 | 39.7% | -0.83 | 0.0015 | -0.147 | ||
| 18.15 | 23.15 | 23 | 40.2% | 0.20 | 0.0013 | -0.169 | 1,060 | 271.30 | 280.00 | 6 | 39.5% | -0.84 | 0.0015 | -0.142 | ||
| 15.60 | 22.70 | 15 | 40.0% | 0.19 | 0.0012 | -0.165 | 1,070 | 281.00 | 289.00 | 7 | 39.8% | -0.85 | 0.0015 | -0.137 | ||
| 15.55 | 19.55 | 7 | 39.7% | 0.18 | 0.0012 | -0.160 | 1,080 | 288.95 | 298.45 | 6 | 39.5% | -0.86 | 0.0014 | -0.131 | ||
| 13.45 | 20.35 | 4 | 10 | 40.0% | 0.17 | 0.0012 | -0.155 | 1,090 | 299.00 | 307.55 | 3 | 39.9% | -0.87 | 0.0014 | -0.126 | |
| 13.85 | 18.90 | 2 | 18 | 40.4% | 0.16 | 0.0011 | -0.151 | 1,100 | 307.65 | 316.70 | 9 | 39.6% | -0.88 | 0.0014 | -0.120 | |
| 11.75 | 16.90 | 5 | 21 | 40.3% | 0.15 | 0.0010 | -0.142 | 1,120 | 325.50 | 338.25 | 1 | 40.8% | -0.90 | 0.0013 | -0.110 | |
| 12.00 | 15.90 | 20 | 41.4% | 0.13 | 0.0010 | -0.134 | 1,140 | 344.45 | 357.00 | 1 | 41.0% | -0.92 | 0.0013 | -0.098 | ||
| 10.40 | 13.10 | 18 | 40.8% | 0.12 | 0.0009 | -0.125 | 1,160 | 364.50 | 376.05 | 4 | 41.8% | -0.94 | 0.0013 | -0.086 | ||
| 9.05 | 12.55 | 1 | 51 | 41.3% | 0.11 | 0.0008 | -0.117 | 1,180 | 382.95 | 395.35 | 41.4% | -0.95 | 0.0013 | -0.070 | ||
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 — Feb 19, 2027
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