CB цепочка опционов Chubb Limited
Cboe delayed options data · по состоянию на 03:34 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 ±10.1% (320.22–392.32) · ATM IV 21.6% · P/C открытого интереса 1.77
| 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 | |
| 127.70 | 131.40 | 2 | 42.9% | 0.99 | 0.0004 | 0.000 | 230 | 0 | 2.35 | 49 | 44.4% | -0.01 | 0.0004 | -0.008 | ||
| 122.50 | 126.50 | 2 | 40.1% | 0.99 | 0.0004 | 0.000 | 235 | 0 | 2.40 | 24 | 42.7% | -0.01 | 0.0004 | -0.009 | ||
| 117.50 | 121.20 | 36.4% | 0.98 | 0.0005 | 0.000 | 240 | 0 | 2.45 | 42 | 41.1% | -0.01 | 0.0005 | -0.010 | |||
| 112.60 | 116.30 | 4 | 35.0% | 0.98 | 0.0006 | 0.000 | 245 | 0 | 2.50 | 6 | 39.5% | -0.02 | 0.0006 | -0.011 | ||
| 107.70 | 111.50 | 34.0% | 0.98 | 0.0007 | 0.000 | 250 | 0 | 2.55 | 14 | 37.9% | -0.02 | 0.0007 | -0.013 | |||
| 103.30 | 106.60 | 34.4% | 0.98 | 0.0009 | -0.001 | 255 | 0 | 2.60 | 31 | 36.3% | -0.02 | 0.0009 | -0.014 | |||
| 98.40 | 102.00 | 33.8% | 0.97 | 0.0010 | -0.004 | 260 | 0 | 2.70 | 5 | 34.8% | -0.03 | 0.0010 | -0.016 | |||
| 93.20 | 97.00 | 17 | 31.1% | 0.97 | 0.0012 | -0.006 | 265 | 0.0500 | 2.75 | 3 | 33.4% | -0.03 | 0.0012 | -0.018 | ||
| 88.30 | 92.10 | 8 | 29.6% | 0.96 | 0.0014 | -0.009 | 270 | 0.4500 | 2.80 | 10 | 32.8% | -0.04 | 0.0014 | -0.020 | ||
| 83.50 | 87.30 | 28.7% | 0.95 | 0.0016 | -0.012 | 275 | 0.5500 | 2.90 | 2 | 31.5% | -0.05 | 0.0016 | -0.023 | |||
| 79.30 | 82.40 | 28.8% | 0.95 | 0.0018 | -0.015 | 280 | 0.7000 | 3.10 | 9 | 30.4% | -0.05 | 0.0019 | -0.025 | |||
| 74.00 | 78.00 | 30 | 27.5% | 0.94 | 0.0021 | -0.018 | 285 | 0.7500 | 3.30 | 5 | 29.2% | -0.06 | 0.0022 | -0.028 | ||
| 69.80 | 73.30 | 27.6% | 0.93 | 0.0024 | -0.022 | 290 | 0.1000 | 3.40 | 6 | 26.5% | -0.07 | 0.0025 | -0.031 | |||
| 64.70 | 68.60 | 25.9% | 0.92 | 0.0028 | -0.025 | 295 | 1.30 | 3.60 | 12 | 27.1% | -0.09 | 0.0029 | -0.034 | |||
| 60.20 | 64.00 | 2 | 25.4% | 0.90 | 0.0032 | -0.029 | 300 | 1.25 | 3.80 | 11 | 25.6% | -0.10 | 0.0033 | -0.038 | ||
| 56.20 | 59.10 | 1 | 24.9% | 0.89 | 0.0037 | -0.034 | 305 | 1.85 | 4.00 | 19 | 24.9% | -0.12 | 0.0038 | -0.041 | ||
| 51.90 | 55.20 | 1 | 25.1% | 0.87 | 0.0042 | -0.038 | 310 | 1.65 | 4.80 | 16 | 23.9% | -0.14 | 0.0043 | -0.045 | ||
| 47.00 | 51.20 | 3 | 24.2% | 0.85 | 0.0047 | -0.042 | 315 | 3.20 | 5.20 | 3 | 29 | 24.1% | -0.16 | 0.0048 | -0.049 | |
| 43.10 | 46.90 | 23.9% | 0.82 | 0.0052 | -0.046 | 320 | 3.80 | 5.20 | 23 | 22.8% | -0.18 | 0.0054 | -0.053 | |||
| 39.50 | 42.40 | 1 | 23.4% | 0.80 | 0.0058 | -0.050 | 325 | 4.60 | 7.20 | 4 | 23.3% | -0.21 | 0.0060 | -0.057 | ||
| 35.60 | 38.50 | 26 | 23.0% | 0.77 | 0.0064 | -0.054 | 330 | 5.80 | 8.20 | 20 | 23.0% | -0.24 | 0.0067 | -0.060 | ||
| 32.00 | 34.90 | 11 | 22.8% | 0.73 | 0.0070 | -0.058 | 335 | 6.80 | 10.00 | 26 | 22.8% | -0.27 | 0.0073 | -0.064 | ||
| 28.50 | 31.30 | 1 | 22.5% | 0.70 | 0.0076 | -0.061 | 340 | 8.00 | 11.50 | 29 | 22.4% | -0.31 | 0.0079 | -0.067 | ||
| 25.30 | 28.20 | 22.4% | 0.66 | 0.0081 | -0.064 | 345 | 10.00 | 13.20 | 18 | 22.3% | -0.35 | 0.0085 | -0.069 | |||
| 23.10 | 25.30 | 3 | 38 | 22.8% | 0.62 | 0.0085 | -0.066 | 350 | 11.60 | 15.10 | 15 | 21.9% | -0.40 | 0.0090 | -0.071 | |
| 19.20 | 22.90 | 14 | 22.2% | 0.57 | 0.0089 | -0.068 | 355 | 13.40 | 16.60 | 21.1% | -0.44 | 0.0094 | -0.072 | |||
| 16.40 | 19.50 | 22 | 21.5% | 0.53 | 0.0091 | -0.068 | 360 | 16.00 | 19.50 | 3 | 21.3% | -0.49 | 0.0096 | -0.072 | ||
| 13.60 | 17.50 | 12 | 21.3% | 0.48 | 0.0092 | -0.068 | 365 | 18.40 | 21.30 | 1 | 20.5% | -0.54 | 0.0098 | -0.072 | ||
| 11.70 | 14.60 | 17 | 20.8% | 0.44 | 0.0092 | -0.067 | 370 | 22.20 | 23.80 | 12 | 20.7% | -0.59 | 0.0098 | -0.070 | ||
| 9.90 | 12.50 | 20.7% | 0.40 | 0.0090 | -0.065 | 375 | 24.50 | 27.30 | 20.2% | -0.63 | 0.0096 | -0.068 | ||||
| 8.20 | 10.70 | 3 | 20.5% | 0.35 | 0.0088 | -0.063 | 380 | 27.90 | 30.80 | 20.2% | -0.68 | 0.0094 | -0.065 | |||
| 6.70 | 9.10 | 20.4% | 0.31 | 0.0084 | -0.060 | 385 | 30.90 | 33.60 | 19.0% | -0.72 | 0.0091 | -0.061 | ||||
| 4.60 | 7.80 | 6 | 19.7% | 0.28 | 0.0079 | -0.056 | 390 | 35.10 | 38.30 | 19.9% | -0.76 | 0.0088 | -0.058 | |||
| 4.30 | 6.60 | 20.2% | 0.24 | 0.0074 | -0.052 | 395 | 39.40 | 42.50 | 20.2% | -0.80 | 0.0084 | -0.055 | ||||
| 3.00 | 5.90 | 1 | 20.1% | 0.21 | 0.0068 | -0.049 | 400 | 43.70 | 47.30 | 20.8% | -0.84 | 0.0081 | -0.053 | |||
| 2.65 | 4.70 | 2 | 20.1% | 0.18 | 0.0062 | -0.045 | 405 | 47.80 | 51.80 | 20.7% | -0.87 | 0.0079 | -0.050 | |||
| 1.70 | 4.70 | 1 | 20.4% | 0.16 | 0.0056 | -0.041 | 410 | 52.90 | 56.00 | 21.1% | -0.91 | 0.0077 | -0.050 | |||
| 1.60 | 4.30 | 14 | 21.2% | 0.14 | 0.0051 | -0.037 | 415 | 57.10 | 61.00 | 21.0% | -0.94 | 0.0075 | -0.050 | |||
| 1.45 | 3.50 | 21.3% | 0.12 | 0.0045 | -0.034 | 420 | 62.40 | 65.80 | 22.4% | -0.96 | 0.0068 | -0.046 | ||||
| 0.8500 | 2.75 | 1 | 20.6% | 0.10 | 0.0040 | -0.030 | 425 | 67.20 | 70.30 | 21.5% | -0.98 | 0.0045 | -0.043 | |||
| 0.0500 | 3.40 | 21.5% | 0.09 | 0.0036 | -0.027 | 430 | 71.50 | 75.80 | -0.99 | 0.0015 | -0.043 | |||||
| 0 | 2.90 | 6 | 22.6% | 0.06 | 0.0028 | -0.022 | 440 | 81.50 | 85.20 | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 2.65 | 1 | 24.1% | 0.05 | 0.0022 | -0.018 | 450 | 92.10 | 95.20 | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 2.45 | 1 | 25.5% | 0.04 | 0.0017 | -0.014 | 460 | 102.10 | 105.20 | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 2.35 | 1 | 27.0% | 0.03 | 0.0013 | -0.011 | 470 | 112.10 | 115.20 | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 2.30 | 2 | 28.5% | 0.02 | 0.0010 | -0.009 | 480 | 121.50 | 125.20 | -1.00 | 0.0000 | -0.043 | ||||
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