CAT цепочка опционов Caterpillar 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 ±36.4% (502.87–1,078.87) · ATM IV 40.8% · P/C открытого интереса 0.50
| 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 | |
| 410.00 | 424.80 | 26 | 44.4% | 0.95 | 0.0002 | 0.000 | 400 | 7.30 | 11.10 | 7 | 46 | 44.9% | -0.05 | 0.0002 | -0.043 | |
| 402.00 | 420.00 | 17 | 46.5% | 0.95 | 0.0003 | 0.000 | 410 | 6.95 | 12.45 | 21 | 44.2% | -0.05 | 0.0003 | -0.046 | ||
| 392.00 | 412.00 | 13 | 45.5% | 0.94 | 0.0003 | 0.000 | 420 | 11.60 | 13.15 | 201 | 45.6% | -0.06 | 0.0003 | -0.049 | ||
| 384.00 | 404.00 | 69 | 45.6% | 0.94 | 0.0003 | -0.003 | 430 | 12.90 | 14.85 | 35 | 45.7% | -0.06 | 0.0003 | -0.052 | ||
| 376.00 | 396.00 | 40 | 45.2% | 0.93 | 0.0003 | -0.007 | 440 | 10.00 | 17.60 | 195 | 44.5% | -0.07 | 0.0003 | -0.055 | ||
| 368.00 | 388.00 | 13 | 45.3% | 0.93 | 0.0003 | -0.011 | 450 | 15.85 | 21.00 | 51 | 45.9% | -0.07 | 0.0004 | -0.058 | ||
| 360.00 | 380.00 | 91 | 45.8% | 0.92 | 0.0004 | -0.015 | 460 | 13.00 | 22.75 | 39 | 45.0% | -0.08 | 0.0004 | -0.062 | ||
| 352.00 | 372.00 | 12 | 44.9% | 0.92 | 0.0004 | -0.020 | 470 | 14.00 | 22.40 | 10 | 43.9% | -0.09 | 0.0004 | -0.065 | ||
| 344.00 | 364.00 | 9 | 44.4% | 0.91 | 0.0004 | -0.024 | 480 | 16.00 | 26.00 | 47 | 44.6% | -0.09 | 0.0004 | -0.068 | ||
| 338.00 | 353.90 | 13 | 44.2% | 0.91 | 0.0004 | -0.028 | 490 | 18.00 | 28.00 | 21 | 44.6% | -0.10 | 0.0004 | -0.071 | ||
| 330.00 | 350.00 | 84 | 44.1% | 0.90 | 0.0004 | -0.032 | 500 | 20.00 | 28.30 | 168 | 44.0% | -0.11 | 0.0005 | -0.074 | ||
| 314.00 | 331.90 | 108 | 43.5% | 0.88 | 0.0005 | -0.041 | 520 | 26.05 | 33.95 | 39 | 44.8% | -0.12 | 0.0005 | -0.081 | ||
| 300.00 | 317.20 | 19 | 43.4% | 0.87 | 0.0005 | -0.049 | 540 | 28.00 | 38.00 | 25 | 43.7% | -0.14 | 0.0006 | -0.087 | ||
| 288.00 | 302.95 | 41 | 43.6% | 0.86 | 0.0006 | -0.057 | 560 | 35.00 | 41.45 | 52 | 43.6% | -0.15 | 0.0006 | -0.093 | ||
| 272.00 | 289.70 | 16 | 43.0% | 0.84 | 0.0006 | -0.065 | 580 | 40.15 | 45.30 | 1 | 279 | 43.0% | -0.17 | 0.0007 | -0.100 | |
| 260.00 | 273.65 | 162 | 42.4% | 0.82 | 0.0007 | -0.073 | 600 | 45.15 | 54.00 | 115 | 43.3% | -0.19 | 0.0007 | -0.105 | ||
| 246.00 | 264.10 | 42 | 42.7% | 0.80 | 0.0007 | -0.080 | 620 | 50.00 | 59.90 | 58 | 42.7% | -0.20 | 0.0008 | -0.111 | ||
| 236.00 | 248.85 | 111 | 42.4% | 0.79 | 0.0008 | -0.087 | 640 | 59.40 | 64.65 | 120 | 42.7% | -0.22 | 0.0008 | -0.116 | ||
| 224.00 | 236.15 | 100 | 42.1% | 0.77 | 0.0008 | -0.094 | 660 | 64.95 | 73.15 | 143 | 42.4% | -0.24 | 0.0009 | -0.121 | ||
| 212.00 | 227.05 | 2 | 340 | 42.2% | 0.75 | 0.0008 | -0.100 | 680 | 74.35 | 78.95 | 103 | 42.2% | -0.26 | 0.0009 | -0.126 | |
| 201.00 | 215.00 | 386 | 41.9% | 0.73 | 0.0009 | -0.105 | 700 | 82.35 | 88.30 | 93 | 42.3% | -0.28 | 0.0010 | -0.130 | ||
| 191.00 | 201.90 | 292 | 41.5% | 0.71 | 0.0009 | -0.111 | 720 | 89.65 | 94.00 | 71 | 41.5% | -0.30 | 0.0010 | -0.134 | ||
| 183.75 | 192.30 | 101 | 41.9% | 0.69 | 0.0010 | -0.116 | 740 | 99.95 | 102.85 | 8 | 157 | 41.5% | -0.33 | 0.0010 | -0.137 | |
| 171.00 | 181.95 | 123 | 41.2% | 0.67 | 0.0010 | -0.120 | 760 | 108.90 | 112.10 | 73 | 41.2% | -0.35 | 0.0011 | -0.140 | ||
| 164.50 | 175.00 | 711 | 41.9% | 0.65 | 0.0010 | -0.124 | 780 | 117.70 | 123.80 | 31 | 41.2% | -0.37 | 0.0011 | -0.142 | ||
| 156.00 | 171.70 | 78 | 41.5% | 0.64 | 0.0010 | -0.126 | 790 | 118.05 | 130.25 | 26 | 40.2% | -0.38 | 0.0011 | -0.144 | ||
| 152.00 | 165.05 | 70 | 41.2% | 0.63 | 0.0010 | -0.128 | 800 | 123.00 | 136.00 | 128 | 40.6% | -0.39 | 0.0011 | -0.145 | ||
| 147.00 | 163.00 | 15 | 41.0% | 0.62 | 0.0010 | -0.129 | 810 | 129.00 | 141.50 | 23 | 40.7% | -0.40 | 0.0011 | -0.146 | ||
| 147.20 | 154.50 | 38 | 41.2% | 0.61 | 0.0010 | -0.131 | 820 | 139.45 | 143.45 | 196 | 40.8% | -0.42 | 0.0012 | -0.146 | ||
| 145.35 | 154.95 | 32 | 42.1% | 0.60 | 0.0011 | -0.132 | 830 | 145.60 | 149.00 | 1 | 58 | 40.8% | -0.43 | 0.0012 | -0.147 | |
| 135.00 | 151.00 | 32 | 41.2% | 0.59 | 0.0011 | -0.133 | 840 | 150.55 | 155.00 | 1 | 19 | 40.7% | -0.44 | 0.0012 | -0.148 | |
| 137.65 | 145.05 | 32 | 41.8% | 0.58 | 0.0011 | -0.135 | 850 | 151.00 | 163.60 | 62 | 39.9% | -0.45 | 0.0012 | -0.148 | ||
| 128.00 | 143.00 | 10 | 390 | 41.1% | 0.57 | 0.0011 | -0.136 | 860 | 159.15 | 166.85 | 50 | 40.2% | -0.46 | 0.0012 | -0.149 | |
| 129.55 | 134.70 | 10 | 153 | 41.2% | 0.56 | 0.0011 | -0.136 | 870 | 166.35 | 172.90 | 9 | 40.3% | -0.47 | 0.0012 | -0.149 | |
| 126.05 | 131.95 | 41 | 41.3% | 0.55 | 0.0011 | -0.137 | 880 | 175.10 | 182.35 | 20 | 41.1% | -0.48 | 0.0012 | -0.149 | ||
| 118.00 | 125.95 | 2 | 108 | 40.2% | 0.54 | 0.0011 | -0.138 | 890 | 176.00 | 185.35 | 7 | 39.8% | -0.49 | 0.0012 | -0.150 | |
| 113.25 | 124.45 | 2 | 209 | 40.3% | 0.53 | 0.0011 | -0.139 | 900 | 187.60 | 191.70 | 47 | 40.6% | -0.50 | 0.0012 | -0.150 | |
| 107.00 | 115.80 | 187 | 40.0% | 0.51 | 0.0011 | -0.140 | 920 | 198.90 | 204.65 | 6 | 40.2% | -0.53 | 0.0013 | -0.150 | ||
| 101.05 | 111.50 | 180 | 40.2% | 0.49 | 0.0011 | -0.140 | 940 | 211.90 | 225.70 | 117 | 41.2% | -0.55 | 0.0013 | -0.149 | ||
| 98.00 | 103.40 | 10 | 70 | 40.3% | 0.47 | 0.0011 | -0.140 | 960 | 226.45 | 239.35 | 52 | 41.2% | -0.57 | 0.0013 | -0.149 | |
| 94.60 | 97.95 | 25 | 29 | 40.6% | 0.46 | 0.0011 | -0.140 | 980 | 241.95 | 253.55 | 1 | 41.4% | -0.59 | 0.0013 | -0.147 | |
| 88.00 | 92.80 | 24 | 85 | 40.4% | 0.44 | 0.0011 | -0.140 | 1,000 | 252.60 | 263.55 | 3 | 40.1% | -0.61 | 0.0013 | -0.146 | |
| 83.00 | 87.90 | 1 | 20 | 40.4% | 0.42 | 0.0011 | -0.139 | 1,020 | 269.90 | 283.60 | 4 | 41.2% | -0.63 | 0.0013 | -0.144 | |
| 79.90 | 83.25 | 43 | 40.6% | 0.40 | 0.0011 | -0.138 | 1,040 | 285.00 | 298.00 | 5 | 41.0% | -0.65 | 0.0013 | -0.142 | ||
| 75.65 | 78.80 | 27 | 40.6% | 0.39 | 0.0011 | -0.137 | 1,060 | 296.00 | 313.60 | 1 | 40.3% | -0.67 | 0.0013 | -0.140 | ||
| 70.05 | 74.50 | 41 | 40.3% | 0.37 | 0.0010 | -0.136 | 1,080 | 310.00 | 330.00 | 4 | 40.2% | -0.69 | 0.0013 | -0.138 | ||
| 66.00 | 70.40 | 64 | 40.3% | 0.36 | 0.0010 | -0.134 | 1,100 | 328.00 | 346.00 | 1 | 40.3% | -0.71 | 0.0013 | -0.135 | ||
| 62.20 | 66.80 | 93 | 40.3% | 0.34 | 0.0010 | -0.132 | 1,120 | 344.00 | 364.00 | 1 | 40.5% | -0.73 | 0.0013 | -0.132 | ||
| 58.60 | 63.20 | 71 | 40.3% | 0.33 | 0.0010 | -0.131 | 1,140 | 363.00 | 380.00 | 1 | 40.8% | -0.75 | 0.0013 | -0.129 | ||
| 55.15 | 60.00 | 64 | 337 | 40.3% | 0.32 | 0.0010 | -0.129 | 1,160 | 383.85 | 396.00 | 41.3% | -0.76 | 0.0013 | -0.126 | ||
| 51.00 | 61.00 | 6 | 250 | 40.8% | 0.30 | 0.0010 | -0.127 | 1,180 | 401.00 | 414.00 | 41.5% | -0.78 | 0.0013 | -0.124 | ||
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 — Dec 17, 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