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 ±5.8% (751.38–843.34) · ATM IV 35.2% · P/C открытого интереса 1.24
| 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 | |
| 390.10 | 401.90 | 121 | 1.00 | 0.0000 | 0.000 | 400 | 0.0100 | 0.1300 | 3 | 670 | 117.2% | -0.00 | 0.0000 | -0.016 | ||
| 380.10 | 391.70 | 52 | 1.00 | 0.0000 | 0.000 | 410 | 0 | 0.0500 | 507 | 103.9% | -0.00 | 0.0000 | -0.017 | |||
| 370.20 | 381.20 | 102 | 1.00 | 0.0000 | 0.000 | 420 | 0.0100 | 0.1400 | 3 | 443 | 110.1% | -0.00 | 0.0000 | -0.018 | ||
| 360.30 | 371.75 | 29 | 1.00 | 0.0000 | 0.000 | 430 | 0 | 1.54 | 11 | 293 | 137.7% | -0.00 | 0.0000 | -0.018 | ||
| 350.15 | 361.45 | 50 | 1.00 | 0.0000 | 0.000 | 440 | 0 | 2.47 | 1 | 278 | 142.4% | -0.00 | 0.0000 | -0.019 | ||
| 340.20 | 351.25 | 54 | 1.00 | 0.0000 | 0.000 | 450 | 0 | 0.1000 | 4 | 1,058 | 95.4% | -0.00 | 0.0000 | -0.020 | ||
| 330.20 | 341.20 | 24 | 1.00 | 0.0000 | 0.000 | 460 | 0.0100 | 0.1200 | 3 | 246 | 94.2% | -0.00 | 0.0000 | -0.021 | ||
| 320.00 | 331.20 | 195 | 1.00 | 0.0000 | 0.000 | 470 | 0 | 0.1300 | 3 | 177 | 90.8% | -0.00 | 0.0000 | -0.022 | ||
| 310.40 | 321.40 | 154 | 1.00 | 0.0000 | 0.000 | 480 | 0.0100 | 0.1300 | 3 | 331 | 88.0% | -0.00 | 0.0000 | -0.023 | ||
| 300.35 | 313.55 | 53 | 1.00 | 0.0000 | 0.000 | 490 | 0 | 0.1200 | 9 | 336 | 83.5% | -0.00 | 0.0000 | -0.024 | ||
| 290.20 | 301.80 | 203 | 1.00 | 0.0000 | 0.000 | 500 | 0 | 0.0600 | 14 | 268 | 75.6% | -0.00 | 0.0000 | -0.026 | ||
| 270.50 | 281.00 | 252 | 1.00 | 0.0001 | 0.000 | 520 | 0 | 0.5300 | 341 | 86.3% | -0.00 | 0.0001 | -0.028 | |||
| 250.40 | 261.85 | 95 | 1.00 | 0.0001 | 0.000 | 540 | 0 | 0.2400 | 20 | 281 | 72.8% | -0.00 | 0.0001 | -0.032 | ||
| 240.40 | 251.70 | 1.00 | 0.0001 | 0.000 | 550 | 0 | 0.7400 | 98 | 79.3% | -0.00 | 0.0001 | -0.033 | ||||
| 230.45 | 241.00 | 271 | 1.00 | 0.0001 | 0.000 | 560 | 0 | 0.5400 | 814 | 72.9% | -0.00 | 0.0001 | -0.035 | |||
| 220.45 | 230.85 | 1 | 1.00 | 0.0001 | 0.000 | 570 | 0 | 0.6300 | 67 | 71.0% | -0.00 | 0.0001 | -0.038 | |||
| 210.75 | 221.25 | 114 | 1.00 | 0.0001 | 0.000 | 580 | 0 | 0.5600 | 532 | 66.7% | -0.00 | 0.0001 | -0.040 | |||
| 200.80 | 210.80 | 0.99 | 0.0002 | 0.000 | 590 | 0 | 0.7500 | 220 | 65.9% | -0.01 | 0.0002 | -0.043 | ||||
| 190.85 | 201.55 | 537 | 0.99 | 0.0002 | 0.000 | 600 | 0 | 1.13 | 2,403 | 66.3% | -0.01 | 0.0002 | -0.046 | |||
| 180.85 | 191.30 | 0.99 | 0.0002 | 0.000 | 610 | 0 | 1.68 | 282 | 66.9% | -0.01 | 0.0002 | -0.050 | ||||
| 170.90 | 181.50 | 296 | 0.99 | 0.0002 | 0.000 | 620 | 0 | 1.27 | 1,083 | 60.7% | -0.01 | 0.0002 | -0.055 | |||
| 160.95 | 171.80 | 4 | 0.99 | 0.0003 | 0.000 | 630 | 0 | 0.9200 | 76 | 54.7% | -0.01 | 0.0003 | -0.060 | |||
| 151.00 | 161.40 | 175 | 0.99 | 0.0004 | 0.000 | 640 | 0.1500 | 1.51 | 5 | 788 | 56.4% | -0.01 | 0.0004 | -0.068 | ||
| 141.10 | 152.55 | 10 | 0.99 | 0.0004 | -0.004 | 650 | 0.0500 | 0.3400 | 11 | 141 | 43.1% | -0.01 | 0.0004 | -0.078 | ||
| 131.20 | 141.60 | 329 | 0.98 | 0.0006 | -0.022 | 660 | 0.1200 | 0.6700 | 5 | 520 | 44.3% | -0.02 | 0.0006 | -0.090 | ||
| 121.35 | 131.55 | 2 | 0.98 | 0.0007 | -0.044 | 670 | 0.2000 | 0.7200 | 7 | 105 | 42.2% | -0.02 | 0.0007 | -0.108 | ||
| 111.50 | 121.80 | 125 | 0.97 | 0.0009 | -0.071 | 680 | 0.5000 | 0.9200 | 6 | 1,019 | 41.9% | -0.03 | 0.0009 | -0.130 | ||
| 103.50 | 111.75 | 1 | 0.96 | 0.0012 | -0.105 | 690 | 0.2900 | 1.37 | 5 | 279 | 39.8% | -0.04 | 0.0012 | -0.159 | ||
| 97.95 | 103.15 | 374 | 40.1% | 0.95 | 0.0015 | -0.147 | 700 | 1.10 | 1.71 | 13 | 3,341 | 40.5% | -0.05 | 0.0015 | -0.197 | |
| 82.65 | 92.30 | 15 | 0.94 | 0.0019 | -0.199 | 710 | 1.40 | 2.22 | 206 | 39.1% | -0.06 | 0.0019 | -0.244 | |||
| 73.95 | 83.00 | 1,556 | 0.92 | 0.0025 | -0.261 | 720 | 1.83 | 2.92 | 16 | 1,795 | 37.8% | -0.08 | 0.0025 | -0.301 | ||
| 64.30 | 74.10 | 13 | 0.89 | 0.0031 | -0.333 | 730 | 2.86 | 3.90 | 11 | 1,808 | 37.5% | -0.11 | 0.0031 | -0.369 | ||
| 57.10 | 65.20 | 114 | 28.2% | 0.86 | 0.0038 | -0.412 | 740 | 4.10 | 5.30 | 17 | 881 | 37.1% | -0.14 | 0.0038 | -0.444 | |
| 48.45 | 57.45 | 25 | 30.0% | 0.81 | 0.0045 | -0.495 | 750 | 5.80 | 7.15 | 34 | 605 | 36.9% | -0.19 | 0.0045 | -0.522 | |
| 41.20 | 49.15 | 5 | 890 | 30.8% | 0.76 | 0.0052 | -0.576 | 760 | 8.00 | 9.50 | 23 | 1,782 | 36.7% | -0.24 | 0.0052 | -0.599 |
| 33.70 | 41.65 | 28 | 30.7% | 0.71 | 0.0058 | -0.648 | 770 | 10.75 | 12.50 | 7 | 884 | 36.6% | -0.29 | 0.0059 | -0.668 | |
| 31.50 | 38.55 | 7 | 32.2% | 0.68 | 0.0061 | -0.680 | 775 | 12.15 | 14.90 | 4 | 112 | 37.0% | -0.33 | 0.0062 | -0.697 | |
| 28.45 | 35.35 | 2 | 686 | 32.4% | 0.64 | 0.0064 | -0.707 | 780 | 14.05 | 15.40 | 49 | 1,074 | 35.9% | -0.36 | 0.0064 | -0.722 |
| 26.60 | 32.00 | 3 | 6 | 33.1% | 0.61 | 0.0066 | -0.729 | 785 | 15.50 | 20.45 | 16 | 38 | 37.9% | -0.39 | 0.0066 | -0.742 |
| 23.80 | 29.35 | 6 | 271 | 33.3% | 0.58 | 0.0067 | -0.745 | 790 | 17.95 | 20.60 | 22 | 1,256 | 36.5% | -0.42 | 0.0068 | -0.756 |
| 20.95 | 26.40 | 6 | 19 | 33.0% | 0.55 | 0.0068 | -0.756 | 795 | 19.95 | 24.65 | 4 | 55 | 37.5% | -0.46 | 0.0069 | -0.765 |
| 21.60 | 23.75 | 110 | 1,036 | 35.3% | 0.51 | 0.0068 | -0.760 | 800 | 22.15 | 26.05 | 21 | 1,017 | 36.4% | -0.49 | 0.0069 | -0.768 |
| 16.15 | 21.40 | 1 | 27 | 32.9% | 0.48 | 0.0068 | -0.759 | 805 | 24.70 | 29.30 | 42 | 36.7% | -0.53 | 0.0069 | -0.764 | |
| 17.20 | 19.05 | 196 | 35.2% | 0.44 | 0.0068 | -0.752 | 810 | 28.10 | 31.95 | 6 | 473 | 37.0% | -0.56 | 0.0069 | -0.755 | |
| 13.90 | 17.20 | 6 | 28 | 34.2% | 0.41 | 0.0067 | -0.739 | 815 | 31.15 | 40.50 | 19 | 41.3% | -0.60 | 0.0068 | -0.740 | |
| 13.35 | 15.20 | 7 | 501 | 35.1% | 0.38 | 0.0066 | -0.721 | 820 | 34.30 | 38.50 | 2 | 277 | 37.2% | -0.63 | 0.0066 | -0.720 |
| 8.65 | 13.60 | 4 | 78 | 32.6% | 0.35 | 0.0064 | -0.699 | 825 | 37.50 | 46.95 | 8 | 41.4% | -0.66 | 0.0065 | -0.696 | |
| 7.80 | 12.05 | 29 | 359 | 33.0% | 0.32 | 0.0062 | -0.673 | 830 | 38.25 | 45.60 | 3 | 236 | 35.1% | -0.69 | 0.0062 | -0.668 |
| 6.80 | 10.95 | 32 | 90 | 33.5% | 0.29 | 0.0059 | -0.644 | 835 | 44.35 | 53.35 | 1 | 40.9% | -0.72 | 0.0060 | -0.637 | |
| 7.05 | 9.00 | 7 | 645 | 34.2% | 0.26 | 0.0056 | -0.612 | 840 | 48.20 | 53.45 | 11 | 607 | 37.8% | -0.75 | 0.0057 | -0.603 |
| 4.75 | 8.20 | 2 | 511 | 33.2% | 0.23 | 0.0053 | -0.579 | 845 | 51.25 | 60.10 | 21 | 39.8% | -0.77 | 0.0054 | -0.568 | |
| 5.90 | 7.15 | 21 | 1,793 | 35.3% | 0.21 | 0.0050 | -0.545 | 850 | 56.00 | 60.90 | 5 | 768 | 37.5% | -0.80 | 0.0051 | -0.531 |
| 3.90 | 6.30 | 30 | 70 | 34.1% | 0.19 | 0.0046 | -0.511 | 855 | 60.15 | 70.15 | 2 | 43.0% | -0.82 | 0.0047 | -0.494 | |
| 3.45 | 5.55 | 3 | 318 | 34.4% | 0.17 | 0.0043 | -0.477 | 860 | 64.75 | 70.45 | 2 | 1,174 | 39.6% | -0.84 | 0.0044 | -0.457 |
| 2.22 | 7.50 | 15 | 37.1% | 0.15 | 0.0040 | -0.444 | 865 | 69.10 | 78.60 | 17 | 44.3% | -0.86 | 0.0041 | -0.421 | ||
| 3.40 | 4.40 | 5 | 288 | 36.3% | 0.13 | 0.0037 | -0.411 | 870 | 73.20 | 79.30 | 11 | 318 | 40.0% | -0.87 | 0.0037 | -0.385 |
| 1.94 | 3.40 | 52 | 907 | 35.7% | 0.11 | 0.0031 | -0.351 | 880 | 82.40 | 89.00 | 15 | 193 | 41.9% | -0.90 | 0.0031 | -0.317 |
| 1.40 | 2.68 | 3 | 253 | 36.3% | 0.08 | 0.0026 | -0.296 | 890 | 91.60 | 97.95 | 1 | 170 | 42.2% | -0.93 | 0.0027 | -0.254 |
| 1.22 | 2.02 | 49 | 657 | 37.1% | 0.07 | 0.0021 | -0.249 | 900 | 100.35 | 108.55 | 1,753 | 44.2% | -0.95 | 0.0024 | -0.205 | |
| 0.2700 | 1.96 | 118 | 36.9% | 0.05 | 0.0017 | -0.208 | 910 | 109.95 | 117.40 | 25 | 43.9% | -0.96 | 0.0021 | -0.168 | ||
| 0.6500 | 1.41 | 5 | 2,156 | 38.8% | 0.04 | 0.0014 | -0.174 | 920 | 119.40 | 128.85 | 98 | 48.7% | -0.97 | 0.0018 | -0.166 | |
| 0.2300 | 1.23 | 163 | 38.8% | 0.03 | 0.0012 | -0.146 | 930 | 129.70 | 137.20 | 2 | 48.2% | -0.98 | 0.0014 | -0.178 | ||
| 0.2500 | 0.8800 | 4 | 396 | 39.4% | 0.03 | 0.0009 | -0.124 | 940 | 139.70 | 147.20 | 94 | 50.8% | -0.99 | 0.0010 | -0.208 | |
| 0.2200 | 0.5700 | 1 | 175 | 39.4% | 0.02 | 0.0008 | -0.106 | 950 | 149.75 | 157.00 | 53.0% | -0.99 | 0.0006 | -0.236 | ||
| 0 | 1.10 | 1,290 | 43.5% | 0.02 | 0.0006 | -0.091 | 960 | 160.40 | 170.50 | 63 | 65.0% | -1.00 | 0.0004 | -0.271 | ||
| 0 | 1.59 | 1,451 | 48.2% | 0.02 | 0.0005 | -0.079 | 970 | 169.80 | 180.50 | 1 | 66.5% | -1.00 | 0.0002 | -0.294 | ||
| 0 | 1.33 | 1 | 739 | 48.9% | 0.01 | 0.0005 | -0.070 | 980 | 180.20 | 190.50 | 20 | 69.9% | -1.00 | 0.0001 | -0.315 | |
| 0 | 0.8500 | 81 | 47.8% | 0.01 | 0.0004 | -0.062 | 990 | 189.95 | 200.50 | 72.0% | -1.00 | 0.0001 | -0.331 | |||
| 0 | 0.2000 | 2,510 | 41.8% | 0.01 | 0.0003 | -0.055 | 1,000 | 199.60 | 210.50 | 19 | 73.7% | -1.00 | 0.0000 | -0.342 | ||
| 0 | 0.8100 | 101 | 51.2% | 0.01 | 0.0003 | -0.050 | 1,010 | 210.00 | 220.50 | 77.1% | -1.00 | 0.0000 | -0.351 | |||
| 0 | 0.7800 | 169 | 1,989 | 52.8% | 0.01 | 0.0003 | -0.045 | 1,020 | 220.35 | 230.50 | 2 | 80.3% | -1.00 | 0.0000 | -0.357 | |
| 0 | 0.2200 | 5 | 123 | 47.1% | 0.01 | 0.0002 | -0.041 | 1,030 | 230.35 | 240.70 | 83.1% | -1.00 | 0.0000 | -0.362 | ||
| 0 | 0.1800 | 10 | 250 | 47.7% | 0.01 | 0.0002 | -0.038 | 1,040 | 240.00 | 250.70 | 9 | 84.7% | -1.00 | 0.0000 | -0.367 | |
| 0 | 0.2500 | 9 | 148 | 50.9% | 0.01 | 0.0002 | -0.035 | 1,050 | 249.40 | 260.75 | 85.8% | -1.00 | 0.0000 | -0.369 | ||
| 0 | 0.6500 | 231 | 58.5% | 0.00 | 0.0002 | -0.032 | 1,060 | 259.65 | 270.70 | 1 | 88.5% | -1.00 | 0.0000 | -0.372 | ||
| 0 | 0.6500 | 549 | 60.1% | 0.00 | 0.0001 | -0.030 | 1,070 | 269.55 | 280.75 | 90.6% | -1.00 | 0.0000 | -0.374 | |||
| 0.0200 | 0.1300 | 2 | 343 | 52.8% | 0.00 | 0.0001 | -0.027 | 1,080 | 280.00 | 288.05 | 86.6% | -1.00 | 0.0000 | -0.376 | ||
| 0.0100 | 0.0500 | 3,130 | 51.3% | 0.00 | 0.0001 | -0.024 | 1,100 | 299.70 | 310.80 | 10 | 97.7% | -1.00 | 0.0000 | -0.379 | ||
| 0 | 0.2500 | 905 | 61.4% | 0.00 | 0.0001 | -0.021 | 1,120 | 319.65 | 330.75 | 101.6% | -1.00 | 0.0000 | -0.380 | |||
| 0 | 2.68 | 388 | 86.2% | 0.00 | 0.0001 | -0.018 | 1,140 | 340.15 | 350.75 | 107.0% | -1.00 | 0.0000 | -0.382 | |||
| 0 | 1.50 | 78 | 82.5% | 0.00 | 0.0001 | -0.016 | 1,160 | 360.00 | 370.70 | 110.5% | -1.00 | 0.0000 | -0.383 | |||
| 0 | 0.1000 | 8 | 282 | 64.1% | 0.00 | 0.0000 | -0.014 | 1,180 | 380.00 | 390.70 | 114.5% | -1.00 | 0.0000 | -0.383 | ||
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
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