CAT цепочка опционов Caterpillar Inc.
Cboe delayed options data · по состоянию на 00:34 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 ±18.8% (589.90–863.86) · ATM IV 41.0% · P/C открытого интереса 1.40
| 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 | |
| 321.85 | 335.35 | 0.99 | 0.0001 | 0.000 | 400 | 0 | 1.61 | 29 | 48.4% | -0.01 | 0.0001 | -0.022 | ||||
| 312.20 | 325.50 | 0.99 | 0.0002 | 0.000 | 410 | 0 | 2.31 | 59 | 49.2% | -0.01 | 0.0002 | -0.026 | ||||
| 302.55 | 318.60 | 47.6% | 0.99 | 0.0002 | 0.000 | 420 | 0.2000 | 2.07 | 53 | 47.2% | -0.02 | 0.0002 | -0.030 | |||
| 293.75 | 306.15 | 39.3% | 0.98 | 0.0002 | 0.000 | 430 | 0.3700 | 2.22 | 42 | 46.4% | -0.02 | 0.0002 | -0.035 | |||
| 283.50 | 299.60 | 47.3% | 0.98 | 0.0003 | -0.003 | 440 | 1.16 | 2.24 | 14 | 107 | 46.7% | -0.02 | 0.0003 | -0.040 | ||
| 274.00 | 290.05 | 5 | 46.8% | 0.98 | 0.0003 | -0.010 | 450 | 1.55 | 2.56 | 11 | 144 | 46.4% | -0.03 | 0.0003 | -0.045 | |
| 266.30 | 280.55 | 49.1% | 0.97 | 0.0004 | -0.018 | 460 | 1.69 | 3.30 | 43 | 46.2% | -0.03 | 0.0004 | -0.052 | |||
| 256.55 | 269.65 | 3 | 45.7% | 0.97 | 0.0004 | -0.026 | 470 | 2.04 | 3.85 | 133 | 45.8% | -0.04 | 0.0004 | -0.059 | ||
| 247.55 | 261.95 | 1 | 47.9% | 0.96 | 0.0005 | -0.035 | 480 | 2.82 | 4.00 | 2 | 37 | 45.3% | -0.04 | 0.0005 | -0.066 | |
| 238.30 | 252.30 | 46.8% | 0.95 | 0.0005 | -0.044 | 490 | 3.25 | 4.90 | 2 | 27 | 45.1% | -0.05 | 0.0005 | -0.074 | ||
| 228.60 | 243.55 | 46.2% | 0.95 | 0.0006 | -0.053 | 500 | 3.90 | 5.65 | 3 | 20 | 44.8% | -0.05 | 0.0006 | -0.083 | ||
| 210.25 | 225.55 | 6 | 2 | 45.1% | 0.93 | 0.0007 | -0.074 | 520 | 5.20 | 7.30 | 22 | 62 | 43.8% | -0.07 | 0.0007 | -0.102 |
| 196.20 | 206.00 | 3 | 45.5% | 0.91 | 0.0009 | -0.097 | 540 | 7.05 | 10.00 | 3 | 60 | 43.5% | -0.09 | 0.0009 | -0.122 | |
| 176.70 | 190.95 | 7 | 3 | 44.4% | 0.89 | 0.0011 | -0.120 | 560 | 10.30 | 12.30 | 8 | 34 | 43.2% | -0.12 | 0.0011 | -0.143 |
| 160.75 | 174.60 | 2 | 44.0% | 0.86 | 0.0012 | -0.144 | 580 | 12.20 | 17.20 | 122 | 42.8% | -0.14 | 0.0013 | -0.165 | ||
| 145.55 | 158.90 | 1 | 8 | 43.7% | 0.83 | 0.0014 | -0.167 | 600 | 16.25 | 19.60 | 48 | 125 | 41.6% | -0.18 | 0.0015 | -0.187 |
| 128.80 | 144.00 | 3 | 42.4% | 0.79 | 0.0016 | -0.190 | 620 | 23.00 | 26.35 | 1 | 44 | 42.9% | -0.21 | 0.0016 | -0.207 | |
| 116.85 | 127.55 | 21 | 26 | 42.0% | 0.75 | 0.0018 | -0.210 | 640 | 26.05 | 31.95 | 1 | 92 | 41.5% | -0.25 | 0.0018 | -0.226 |
| 104.55 | 115.20 | 5 | 42.3% | 0.71 | 0.0020 | -0.228 | 660 | 33.85 | 38.60 | 88 | 248 | 41.7% | -0.29 | 0.0020 | -0.242 | |
| 92.10 | 101.35 | 8 | 5 | 41.4% | 0.67 | 0.0021 | -0.243 | 680 | 40.90 | 45.55 | 6 | 262 | 41.0% | -0.34 | 0.0021 | -0.255 |
| 81.55 | 89.10 | 24 | 34 | 41.1% | 0.63 | 0.0022 | -0.255 | 700 | 48.85 | 55.85 | 10 | 186 | 41.2% | -0.38 | 0.0022 | -0.265 |
| 71.05 | 80.60 | 29 | 18 | 41.4% | 0.58 | 0.0023 | -0.263 | 720 | 58.00 | 64.30 | 6 | 172 | 40.6% | -0.43 | 0.0023 | -0.272 |
| 63.15 | 68.50 | 27 | 15 | 40.9% | 0.54 | 0.0023 | -0.267 | 740 | 69.80 | 74.10 | 6 | 246 | 40.6% | -0.47 | 0.0024 | -0.275 |
| 54.70 | 58.00 | 86 | 35 | 40.1% | 0.49 | 0.0024 | -0.268 | 760 | 78.15 | 87.00 | 3 | 135 | 40.0% | -0.52 | 0.0024 | -0.274 |
| 47.25 | 50.90 | 84 | 107 | 40.2% | 0.45 | 0.0023 | -0.265 | 780 | 90.70 | 100.55 | 1 | 107 | 40.3% | -0.57 | 0.0024 | -0.270 |
| 39.65 | 44.65 | 6 | 106 | 40.0% | 0.40 | 0.0023 | -0.259 | 800 | 103.55 | 114.50 | 223 | 40.3% | -0.61 | 0.0024 | -0.264 | |
| 34.10 | 38.15 | 16 | 45 | 39.8% | 0.36 | 0.0022 | -0.250 | 820 | 117.55 | 128.40 | 70 | 40.2% | -0.66 | 0.0024 | -0.254 | |
| 30.95 | 36.40 | 34 | 40.0% | 0.34 | 0.0022 | -0.244 | 830 | 124.80 | 135.65 | 103 | 40.1% | -0.68 | 0.0023 | -0.249 | ||
| 28.95 | 33.80 | 28 | 55 | 40.1% | 0.32 | 0.0022 | -0.238 | 840 | 132.30 | 140.90 | 84 | 39.3% | -0.70 | 0.0023 | -0.243 | |
| 25.50 | 30.35 | 2 | 23 | 39.3% | 0.30 | 0.0021 | -0.232 | 850 | 140.15 | 150.20 | 61 | 39.9% | -0.72 | 0.0023 | -0.237 | |
| 23.10 | 27.30 | 59 | 28 | 38.9% | 0.29 | 0.0020 | -0.226 | 860 | 145.50 | 158.35 | 63 | 39.0% | -0.74 | 0.0022 | -0.230 | |
| 21.05 | 28.15 | 1 | 33 | 39.9% | 0.27 | 0.0020 | -0.219 | 870 | 152.95 | 167.75 | 31 | 39.2% | -0.76 | 0.0022 | -0.224 | |
| 19.60 | 23.55 | 6 | 24 | 39.1% | 0.25 | 0.0019 | -0.212 | 880 | 161.60 | 174.45 | 25 | 38.8% | -0.77 | 0.0021 | -0.217 | |
| 17.90 | 22.90 | 3 | 58 | 39.5% | 0.24 | 0.0019 | -0.204 | 890 | 169.50 | 181.90 | 77 | 38.1% | -0.79 | 0.0021 | -0.210 | |
| 15.45 | 20.20 | 4 | 124 | 38.7% | 0.22 | 0.0018 | -0.197 | 900 | 178.15 | 193.40 | 12 | 39.5% | -0.81 | 0.0020 | -0.203 | |
| 14.35 | 20.95 | 45 | 39.8% | 0.21 | 0.0017 | -0.189 | 910 | 186.85 | 201.15 | 9 | 39.1% | -0.83 | 0.0020 | -0.196 | ||
| 12.35 | 17.00 | 105 | 38.4% | 0.19 | 0.0017 | -0.182 | 920 | 195.80 | 209.10 | 49 | 38.7% | -0.84 | 0.0019 | -0.189 | ||
| 12.35 | 17.35 | 6 | 40 | 39.7% | 0.18 | 0.0016 | -0.174 | 930 | 204.70 | 220.70 | 6 | 40.2% | -0.86 | 0.0019 | -0.182 | |
| 12.15 | 14.60 | 1 | 44 | 39.5% | 0.17 | 0.0015 | -0.167 | 940 | 213.60 | 229.75 | 14 | 40.2% | -0.87 | 0.0018 | -0.174 | |
| 10.05 | 14.65 | 35 | 39.5% | 0.16 | 0.0014 | -0.160 | 950 | 223.35 | 237.45 | 6 | 39.8% | -0.88 | 0.0017 | -0.167 | ||
| 8.65 | 14.25 | 37 | 39.7% | 0.15 | 0.0014 | -0.153 | 960 | 234.85 | 245.45 | 8 | 40.5% | -0.90 | 0.0017 | -0.158 | ||
| 8.00 | 11.80 | 53 | 39.0% | 0.14 | 0.0013 | -0.146 | 970 | 241.30 | 256.50 | 4 | 39.8% | -0.91 | 0.0016 | -0.149 | ||
| 8.45 | 11.55 | 26 | 28 | 40.1% | 0.13 | 0.0013 | -0.139 | 980 | 250.70 | 265.50 | 59 | 39.5% | -0.92 | 0.0015 | -0.139 | |
| 7.30 | 10.30 | 34 | 39.7% | 0.12 | 0.0012 | -0.132 | 990 | 260.20 | 276.30 | 6 | 40.8% | -0.93 | 0.0014 | -0.127 | ||
| 6.30 | 9.15 | 47 | 55 | 39.2% | 0.11 | 0.0011 | -0.126 | 1,000 | 269.75 | 284.40 | 5 | 39.4% | -0.94 | 0.0013 | -0.115 | |
| 5.40 | 8.80 | 29 | 39.3% | 0.10 | 0.0011 | -0.119 | 1,010 | 279.45 | 291.70 | 4 | 34.8% | -0.95 | 0.0012 | -0.102 | ||
| 5.10 | 7.95 | 8 | 40 | 39.4% | 0.10 | 0.0010 | -0.114 | 1,020 | 288.95 | 303.65 | 2 | 39.1% | -0.95 | 0.0011 | -0.089 | |
| 4.60 | 8.30 | 56 | 40.1% | 0.09 | 0.0010 | -0.108 | 1,030 | 298.80 | 314.60 | 5 | 41.2% | -0.96 | 0.0010 | -0.074 | ||
| 5.05 | 6.85 | 2 | 170 | 40.2% | 0.08 | 0.0009 | -0.102 | 1,040 | 308.65 | 322.95 | 4 | 38.8% | -0.97 | 0.0009 | -0.060 | |
| 3.75 | 6.70 | 1 | 48 | 39.8% | 0.08 | 0.0009 | -0.097 | 1,050 | 318.35 | 332.70 | 2 | 37.8% | -0.97 | 0.0008 | -0.046 | |
| 4.05 | 5.70 | 45 | 40.0% | 0.07 | 0.0008 | -0.092 | 1,060 | 328.15 | 341.25 | 6 | -0.98 | 0.0007 | -0.034 | |||
| 3.25 | 6.50 | 16 | 40.8% | 0.07 | 0.0008 | -0.087 | 1,070 | 338.00 | 352.80 | 7 | 38.1% | -0.98 | 0.0006 | -0.021 | ||
| 2.50 | 7.55 | 25 | 41.8% | 0.06 | 0.0007 | -0.083 | 1,080 | 347.80 | 363.50 | 6 | 41.3% | -0.99 | 0.0005 | -0.009 | ||
| 2.82 | 7.40 | 28 | 42.7% | 0.06 | 0.0007 | -0.079 | 1,090 | 357.80 | 373.10 | 3 | 40.4% | -0.99 | 0.0004 | 0.000 | ||
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