CAT цепочка опционов Caterpillar Inc.
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 ±11.6% (645.58–815.58) · ATM IV 47.1% · P/C открытого интереса 0.94
| 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 | |
| 352.45 | 368.65 | 1 | 1.00 | 0.0000 | -0.004 | 370 | 0 | 4.30 | 57 | 117.3% | -0.00 | 0.0000 | -0.006 | |||
| 342.45 | 358.65 | 1 | 1.00 | 0.0000 | -0.005 | 380 | 0 | 0.3500 | 119 | 80.9% | -0.00 | 0.0000 | -0.006 | |||
| 332.40 | 348.45 | 1 | 1.00 | 0.0000 | -0.006 | 390 | 0 | 4.30 | 80 | 109.2% | -0.00 | 0.0000 | -0.007 | |||
| 322.60 | 338.30 | 6 | 1.00 | 0.0000 | -0.007 | 400 | 0 | 1.00 | 48 | 84.8% | -0.00 | 0.0000 | -0.008 | |||
| 312.70 | 328.15 | 1.00 | 0.0000 | -0.009 | 410 | 0 | 4.30 | 61 | 101.5% | -0.00 | 0.0000 | -0.009 | ||||
| 302.55 | 318.15 | 4 | 1.00 | 0.0000 | -0.010 | 420 | 0 | 0.1500 | 46 | 63.7% | -0.00 | 0.0000 | -0.010 | |||
| 292.60 | 308.25 | 1 | 1.00 | 0.0000 | -0.011 | 430 | 0 | 4.30 | 30 | 94.1% | -0.00 | 0.0000 | -0.011 | |||
| 285.15 | 295.60 | 3 | 1.00 | 0.0000 | -0.013 | 440 | 0 | 2.70 | 76 | 83.7% | -0.00 | 0.0000 | -0.013 | |||
| 275.20 | 288.30 | 71.1% | 1.00 | 0.0001 | -0.015 | 450 | 0 | 2.00 | 156 | 76.8% | -0.00 | 0.0001 | -0.015 | |||
| 264.95 | 278.35 | 14 | 65.7% | 1.00 | 0.0001 | -0.018 | 460 | 0 | 4.35 | 13 | 10 | 83.9% | -0.00 | 0.0001 | -0.018 | |
| 253.00 | 268.45 | 2 | 14 | 1.00 | 0.0001 | -0.022 | 470 | 0 | 3.55 | 44 | 77.6% | -0.00 | 0.0001 | -0.022 | ||
| 245.10 | 258.50 | 11 | 61.3% | 0.99 | 0.0001 | -0.026 | 480 | 0 | 1.00 | 174 | 61.3% | -0.01 | 0.0001 | -0.027 | ||
| 232.90 | 248.90 | 1 | 13 | 0.99 | 0.0002 | -0.032 | 490 | 0 | 1.50 | 49 | 62.1% | -0.01 | 0.0002 | -0.033 | ||
| 225.70 | 239.05 | 1 | 50 | 61.9% | 0.99 | 0.0002 | -0.040 | 500 | 0 | 0.9800 | 5 | 111 | 55.8% | -0.01 | 0.0002 | -0.040 |
| 215.85 | 226.30 | 2 | 33 | 0.99 | 0.0002 | -0.049 | 510 | 0 | 1.90 | 26 | 58.7% | -0.01 | 0.0002 | -0.049 | ||
| 205.65 | 216.40 | 119 | 0.99 | 0.0003 | -0.060 | 520 | 0 | 3.10 | 109 | 60.7% | -0.01 | 0.0003 | -0.060 | |||
| 196.70 | 206.65 | 3 | 41.6% | 0.98 | 0.0004 | -0.073 | 530 | 0.3200 | 1.41 | 5 | 41 | 52.4% | -0.02 | 0.0004 | -0.073 | |
| 186.85 | 197.40 | 1 | 17 | 46.6% | 0.98 | 0.0005 | -0.089 | 540 | 0 | 2.01 | 4 | 119 | 51.0% | -0.02 | 0.0005 | -0.089 |
| 174.55 | 190.05 | 16 | 45.6% | 0.97 | 0.0006 | -0.107 | 550 | 0.5300 | 2.38 | 14 | 74 | 51.5% | -0.03 | 0.0006 | -0.108 | |
| 165.05 | 180.45 | 1 | 46.4% | 0.96 | 0.0007 | -0.128 | 560 | 0.6600 | 2.69 | 2 | 172 | 50.1% | -0.04 | 0.0007 | -0.129 | |
| 158.00 | 171.10 | 1 | 26 | 52.8% | 0.95 | 0.0008 | -0.152 | 570 | 0.0900 | 3.35 | 4 | 115 | 47.6% | -0.05 | 0.0008 | -0.153 |
| 146.90 | 161.70 | 4 | 48.7% | 0.94 | 0.0010 | -0.179 | 580 | 1.65 | 4.00 | 98 | 117 | 49.7% | -0.06 | 0.0010 | -0.180 | |
| 137.50 | 152.50 | 5 | 48.2% | 0.93 | 0.0012 | -0.209 | 590 | 2.15 | 4.90 | 21 | 196 | 49.3% | -0.07 | 0.0012 | -0.210 | |
| 130.50 | 141.45 | 33 | 26 | 48.2% | 0.92 | 0.0014 | -0.241 | 600 | 3.40 | 5.00 | 38 | 798 | 48.3% | -0.08 | 0.0014 | -0.242 |
| 119.45 | 134.75 | 5 | 48.0% | 0.90 | 0.0016 | -0.275 | 610 | 2.23 | 6.20 | 157 | 45.2% | -0.10 | 0.0016 | -0.277 | ||
| 112.95 | 126.05 | 82 | 50.2% | 0.88 | 0.0018 | -0.310 | 620 | 4.80 | 8.55 | 179 | 200 | 48.2% | -0.12 | 0.0018 | -0.312 | |
| 101.90 | 117.60 | 17 | 47.2% | 0.86 | 0.0020 | -0.346 | 630 | 5.85 | 9.55 | 20 | 174 | 47.0% | -0.14 | 0.0021 | -0.349 | |
| 98.60 | 106.95 | 24 | 49.3% | 0.84 | 0.0023 | -0.382 | 640 | 8.60 | 12.20 | 25 | 254 | 48.5% | -0.17 | 0.0023 | -0.385 | |
| 90.10 | 99.85 | 40 | 49.1% | 0.81 | 0.0025 | -0.418 | 650 | 10.00 | 14.95 | 60 | 358 | 48.3% | -0.19 | 0.0025 | -0.421 | |
| 83.05 | 91.70 | 54 | 48.9% | 0.78 | 0.0027 | -0.452 | 660 | 12.95 | 17.35 | 90 | 319 | 48.5% | -0.22 | 0.0028 | -0.456 | |
| 75.50 | 84.50 | 5 | 72 | 48.5% | 0.75 | 0.0030 | -0.484 | 670 | 14.50 | 19.15 | 28 | 283 | 46.7% | -0.25 | 0.0030 | -0.488 |
| 68.85 | 77.35 | 130 | 28 | 48.3% | 0.72 | 0.0032 | -0.513 | 680 | 17.70 | 22.70 | 45 | 240 | 47.2% | -0.28 | 0.0032 | -0.518 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 685 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 61.50 | 70.65 | 15 | 28 | 47.5% | 0.69 | 0.0034 | -0.538 | 690 | 20.05 | 25.85 | 51 | 310 | 45.1% | -0.32 | 0.0034 | -0.543 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 695 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 54.50 | 61.00 | 17 | 83 | 44.9% | 0.65 | 0.0035 | -0.558 | 700 | 26.00 | 27.70 | 148 | 517 | 46.3% | -0.35 | 0.0036 | -0.565 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 705 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 49.50 | 56.00 | 1 | 54 | 45.8% | 0.61 | 0.0036 | -0.574 | 710 | 29.30 | 32.35 | 17 | 583 | 46.0% | -0.39 | 0.0037 | -0.581 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 712.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 715 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 717.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 42.75 | 50.25 | 2 | 47 | 44.8% | 0.58 | 0.0038 | -0.585 | 720 | 34.30 | 38.75 | 15 | 542 | 47.2% | -0.43 | 0.0038 | -0.592 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 722.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 725 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 727.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 41.35 | 47.10 | 96 | 58 | 47.8% | 0.54 | 0.0038 | -0.589 | 730 | 39.75 | 41.80 | 38 | 472 | 46.3% | -0.47 | 0.0039 | -0.598 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 732.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 735 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 737.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 36.05 | 37.70 | 87 | 566 | 44.8% | 0.50 | 0.0039 | -0.589 | 740 | 44.70 | 47.40 | 49 | 508 | 46.2% | -0.51 | 0.0039 | -0.598 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 742.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 745 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 747.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 31.70 | 36.15 | 41 | 147 | 46.2% | 0.46 | 0.0039 | -0.582 | 750 | 50.35 | 56.65 | 125 | 764 | 48.0% | -0.54 | 0.0039 | -0.592 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 755 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 25.85 | 30.85 | 50 | 381 | 44.2% | 0.42 | 0.0038 | -0.571 | 760 | 55.95 | 59.75 | 5 | 697 | 46.0% | -0.58 | 0.0039 | -0.581 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 765 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 21.30 | 27.25 | 8 | 133 | 43.5% | 0.39 | 0.0038 | -0.554 | 770 | 61.05 | 68.65 | 2 | 417 | 46.6% | -0.62 | 0.0038 | -0.566 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 775 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 18.50 | 23.25 | 93 | 134 | 43.2% | 0.35 | 0.0037 | -0.533 | 780 | 67.50 | 74.90 | 18 | 522 | 46.0% | -0.66 | 0.0038 | -0.545 |
| 15.95 | 21.30 | 29 | 64 | 43.9% | 0.32 | 0.0036 | -0.508 | 790 | 72.15 | 80.65 | 20 | 461 | 43.6% | -0.69 | 0.0036 | -0.521 |
| 13.95 | 18.85 | 111 | 659 | 44.3% | 0.28 | 0.0034 | -0.480 | 800 | 80.55 | 89.35 | 14 | 752 | 44.9% | -0.73 | 0.0035 | -0.494 |
| 12.05 | 16.25 | 41 | 438 | 44.2% | 0.25 | 0.0032 | -0.451 | 810 | 87.15 | 97.10 | 27 | 472 | 44.0% | -0.76 | 0.0033 | -0.464 |
| 9.10 | 14.45 | 47 | 280 | 43.6% | 0.22 | 0.0030 | -0.419 | 820 | 95.15 | 103.90 | 2 | 318 | 42.9% | -0.79 | 0.0031 | -0.433 |
| 8.00 | 12.50 | 51 | 249 | 41.9% | 0.20 | 0.0028 | -0.387 | 830 | 103.50 | 114.15 | 269 | 44.4% | -0.82 | 0.0029 | -0.400 | |
| 7.30 | 9.20 | 19 | 310 | 43.1% | 0.17 | 0.0026 | -0.355 | 840 | 112.05 | 124.70 | 1 | 129 | 46.2% | -0.84 | 0.0027 | -0.367 |
| 6.20 | 7.80 | 33 | 592 | 43.1% | 0.15 | 0.0024 | -0.324 | 850 | 120.80 | 131.45 | 2 | 158 | 44.5% | -0.86 | 0.0024 | -0.334 |
| 5.25 | 6.85 | 15 | 160 | 43.5% | 0.13 | 0.0022 | -0.293 | 860 | 133.15 | 136.85 | 5 | 107 | 44.3% | -0.88 | 0.0022 | -0.301 |
| 4.00 | 6.60 | 45 | 458 | 44.0% | 0.11 | 0.0020 | -0.265 | 870 | 138.10 | 151.15 | 6 | 107 | 45.6% | -0.90 | 0.0020 | -0.271 |
| 3.00 | 5.50 | 8 | 731 | 43.4% | 0.10 | 0.0018 | -0.238 | 880 | 148.30 | 158.55 | 70 | 44.6% | -0.92 | 0.0018 | -0.241 | |
| 3.05 | 5.00 | 6 | 324 | 44.8% | 0.09 | 0.0016 | -0.214 | 890 | 157.70 | 168.35 | 180 | 45.4% | -0.93 | 0.0016 | -0.214 | |
| 2.71 | 3.50 | 13 | 854 | 43.9% | 0.07 | 0.0014 | -0.192 | 900 | 167.25 | 177.90 | 1 | 155 | 45.9% | -0.94 | 0.0014 | -0.188 |
| 2.25 | 2.50 | 1 | 51 | 43.4% | 0.06 | 0.0012 | -0.171 | 910 | 174.55 | 189.95 | 18 | 46.5% | -0.95 | 0.0012 | -0.165 | |
| 1.80 | 2.30 | 41 | 611 | 43.5% | 0.06 | 0.0011 | -0.153 | 920 | 183.95 | 199.40 | 129 | 45.9% | -0.96 | 0.0010 | -0.144 | |
| 1.43 | 2.24 | 24 | 1,360 | 44.2% | 0.05 | 0.0010 | -0.137 | 930 | 194.00 | 208.80 | 16 | 46.2% | -0.97 | 0.0009 | -0.125 | |
| 1.45 | 1.59 | 11 | 343 | 44.2% | 0.04 | 0.0009 | -0.122 | 940 | 203.65 | 218.90 | 51 | 47.2% | -0.97 | 0.0008 | -0.108 | |
| 1.00 | 2.00 | 4 | 89 | 45.6% | 0.04 | 0.0008 | -0.109 | 950 | 213.60 | 227.30 | 34 | 42.4% | -0.98 | 0.0007 | -0.094 | |
| 0.4700 | 2.05 | 1 | 240 | 45.7% | 0.03 | 0.0007 | -0.098 | 960 | 223.45 | 236.80 | 48 | 37.5% | -0.98 | 0.0006 | -0.081 | |
| 0 | 3.85 | 72 | 50.7% | 0.03 | 0.0006 | -0.087 | 970 | 233.35 | 246.70 | -0.98 | 0.0005 | -0.069 | ||||
| 0.0100 | 1.86 | 6 | 370 | 46.3% | 0.02 | 0.0005 | -0.078 | 980 | 246.10 | 256.60 | 88 | 53.9% | -0.99 | 0.0004 | -0.059 | |
| 0 | 4.90 | 28 | 56.0% | 0.02 | 0.0005 | -0.070 | 990 | 252.90 | 266.20 | 1 | -0.99 | 0.0004 | -0.051 | |||
| 0.3700 | 0.9700 | 12 | 777 | 46.7% | 0.02 | 0.0004 | -0.063 | 1,000 | 265.95 | 276.45 | 57 | 56.0% | -0.99 | 0.0003 | -0.044 | |
| 0.3000 | 0.9000 | 206 | 48.4% | 0.01 | 0.0003 | -0.051 | 1,020 | 285.30 | 296.05 | 51 | 54.9% | -0.99 | 0.0002 | -0.032 | ||
| 0.0200 | 1.14 | 244 | 50.5% | 0.01 | 0.0003 | -0.042 | 1,040 | 305.15 | 316.25 | 26 | 57.9% | -1.00 | 0.0002 | -0.024 | ||
| 0.0500 | 2.10 | 173 | 57.6% | 0.01 | 0.0002 | -0.034 | 1,060 | 325.10 | 335.90 | 20 | 58.5% | -1.00 | 0.0001 | -0.017 | ||
| 0 | 0.4600 | 12 | 119 | 46.5% | 0.01 | 0.0002 | -0.028 | 1,080 | 345.75 | 356.20 | 9 | 65.6% | -1.00 | 0.0001 | -0.013 | |
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.
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