CAVA цепочка опционов CAVA Group, 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 ±15.6% (48.88–66.92) · ATM IV 74.8% · P/C открытого интереса 27.58
| 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 | |
| 16.85 | 19.25 | 78.6% | 0.97 | 0.0058 | -0.014 | 40 | 0 | 0.5000 | 9,604 | 88.0% | -0.03 | 0.0056 | -0.016 | |||
| 15.95 | 18.80 | 95.9% | 0.96 | 0.0071 | -0.017 | 41 | 0.0300 | 0.4900 | 3 | 83.8% | -0.04 | 0.0069 | -0.019 | |||
| 15.00 | 17.05 | 66.9% | 0.95 | 0.0085 | -0.021 | 42 | 0.0500 | 0.7700 | 10 | 1 | 87.7% | -0.05 | 0.0084 | -0.023 | ||
| 13.30 | 16.15 | 0.94 | 0.0102 | -0.026 | 43 | 0.0100 | 0.5500 | 3 | 8 | 75.4% | -0.06 | 0.0100 | -0.028 | |||
| 13.15 | 15.35 | 73.8% | 0.93 | 0.0119 | -0.030 | 44 | 0.0400 | 0.8000 | 2 | 58 | 78.0% | -0.07 | 0.0118 | -0.032 | ||
| 12.25 | 14.35 | 1 | 71.4% | 0.91 | 0.0138 | -0.036 | 45 | 0.1000 | 0.7000 | 1 | 102 | 72.1% | -0.09 | 0.0137 | -0.037 | |
| 11.40 | 13.40 | 1 | 70.7% | 0.89 | 0.0158 | -0.041 | 46 | 0.4100 | 0.9900 | 5 | 78.8% | -0.11 | 0.0157 | -0.042 | ||
| 10.65 | 12.60 | 73.7% | 0.87 | 0.0180 | -0.046 | 47 | 0.3700 | 1.38 | 12 | 79.0% | -0.13 | 0.0178 | -0.048 | |||
| 9.15 | 12.40 | 72.9% | 0.85 | 0.0201 | -0.052 | 48 | 0.6100 | 1.49 | 1 | 4 | 78.4% | -0.15 | 0.0200 | -0.053 | ||
| 8.35 | 11.50 | 3 | 71.4% | 0.82 | 0.0222 | -0.058 | 49 | 0.9900 | 1.59 | 2 | 23 | 78.9% | -0.17 | 0.0221 | -0.059 | |
| 8.05 | 10.85 | 6 | 78.5% | 0.80 | 0.0244 | -0.063 | 50 | 1.23 | 1.98 | 1 | 7 | 80.3% | -0.20 | 0.0243 | -0.064 | |
| 6.70 | 10.10 | 3 | 71.1% | 0.77 | 0.0264 | -0.068 | 51 | 1.40 | 2.32 | 32 | 79.5% | -0.23 | 0.0263 | -0.069 | ||
| 6.80 | 8.95 | 24 | 74.7% | 0.74 | 0.0283 | -0.073 | 52 | 1.55 | 3.60 | 87.3% | -0.26 | 0.0282 | -0.073 | |||
| 6.10 | 8.75 | 5 | 78.7% | 0.71 | 0.0300 | -0.077 | 53 | 1.89 | 2.69 | 2 | 74.8% | -0.29 | 0.0300 | -0.078 | ||
| 5.45 | 7.15 | 3 | 69.2% | 0.67 | 0.0315 | -0.081 | 54 | 2.22 | 3.50 | 12 | 78.3% | -0.32 | 0.0315 | -0.081 | ||
| 5.60 | 7.40 | 1 | 17 | 83.3% | 0.64 | 0.0328 | -0.084 | 55 | 2.85 | 3.40 | 17 | 75.5% | -0.36 | 0.0328 | -0.084 | |
| 5.15 | 5.95 | 1 | 19 | 76.1% | 0.61 | 0.0338 | -0.086 | 56 | 3.25 | 3.85 | 4 | 2 | 75.1% | -0.39 | 0.0338 | -0.086 |
| 4.75 | 6.10 | 12 | 24 | 82.6% | 0.57 | 0.0346 | -0.088 | 57 | 3.70 | 5.15 | 16 | 2 | 81.6% | -0.43 | 0.0346 | -0.088 |
| 4.10 | 4.90 | 4 | 12 | 75.0% | 0.54 | 0.0351 | -0.089 | 58 | 4.20 | 4.85 | 11 | 74.5% | -0.46 | 0.0351 | -0.089 | |
| 3.50 | 5.80 | 2 | 9 | 84.8% | 0.50 | 0.0353 | -0.089 | 59 | 4.75 | 5.55 | 2 | 75.6% | -0.50 | 0.0353 | -0.089 | |
| 3.25 | 5.00 | 1 | 47 | 82.9% | 0.47 | 0.0352 | -0.089 | 60 | 5.30 | 6.15 | 6 | 75.4% | -0.53 | 0.0353 | -0.089 | |
| 2.42 | 3.60 | 19 | 70.5% | 0.43 | 0.0349 | -0.088 | 61 | 5.90 | 6.60 | 73.7% | -0.56 | 0.0350 | -0.087 | |||
| 2.44 | 3.40 | 8 | 74.8% | 0.40 | 0.0343 | -0.086 | 62 | 6.30 | 7.65 | 74.9% | -0.60 | 0.0344 | -0.086 | |||
| 2.19 | 3.15 | 3 | 75.9% | 0.37 | 0.0335 | -0.084 | 63 | 7.15 | 7.85 | 72.1% | -0.63 | 0.0336 | -0.083 | |||
| 1.80 | 2.59 | 9 | 72.5% | 0.34 | 0.0326 | -0.081 | 64 | 7.70 | 8.65 | 71.4% | -0.66 | 0.0326 | -0.081 | |||
| 1.67 | 2.30 | 45 | 73.3% | 0.31 | 0.0314 | -0.078 | 65 | 8.50 | 9.45 | 72.4% | -0.69 | 0.0315 | -0.077 | |||
| 1.29 | 2.25 | 12 | 73.7% | 0.28 | 0.0301 | -0.075 | 66 | 8.40 | 10.90 | 70.5% | -0.72 | 0.0302 | -0.074 | |||
| 0.8800 | 1.20 | 7 | 51 | 73.2% | 0.19 | 0.0241 | -0.060 | 70 | 11.90 | 14.25 | 73.3% | -0.81 | 0.0243 | -0.058 | ||
| 0.2200 | 0.7500 | 6 | 38 | 72.0% | 0.11 | 0.0165 | -0.041 | 75 | 16.30 | 19.35 | 82.5% | -0.89 | 0.0168 | -0.039 | ||
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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