CB цепочка опционов Chubb Limited
Cboe delayed options data · по состоянию на 21:53 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 ±5.4% (336.43–374.93) · ATM IV 22.7% · P/C открытого интереса 0.72
| 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 | |
| 145.10 | 149.30 | 1 | 76.5% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 2.15 | 1 | 98.9% | -0.00 | 0.0000 | -0.000 | ||
| 135.80 | 139.40 | 81.6% | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.15 | 6 | 91.3% | -0.00 | 0.0000 | -0.001 | |||
| 125.80 | 129.30 | 72.9% | 1.00 | 0.0000 | 0.000 | 230 | 0 | 2.15 | 5 | 84.1% | -0.00 | 0.0000 | -0.001 | |||
| 120.90 | 124.50 | 72.5% | 1.00 | 0.0000 | 0.000 | 235 | 0 | 2.15 | 24 | 80.5% | -0.00 | 0.0000 | -0.001 | |||
| 115.90 | 119.50 | 68.9% | 1.00 | 0.0000 | 0.000 | 240 | 0 | 2.15 | 11 | 77.1% | -0.00 | 0.0000 | -0.002 | |||
| 110.30 | 114.50 | 58.0% | 1.00 | 0.0001 | 0.000 | 245 | 0 | 2.15 | 3 | 73.7% | -0.00 | 0.0001 | -0.002 | |||
| 105.30 | 109.40 | 52.6% | 1.00 | 0.0001 | 0.000 | 250 | 0 | 0.2000 | 6 | 49.4% | -0.00 | 0.0001 | -0.002 | |||
| 100.40 | 104.40 | 51.1% | 1.00 | 0.0001 | 0.000 | 255 | 0 | 2.20 | 22 | 67.3% | -0.00 | 0.0001 | -0.003 | |||
| 95.40 | 99.50 | 1 | 49.4% | 1.00 | 0.0002 | 0.000 | 260 | 0 | 0.7500 | 1 | 248 | 44.5% | -0.00 | 0.0002 | -0.004 | |
| 90.40 | 94.50 | 46.1% | 1.00 | 0.0002 | 0.000 | 265 | 0 | 2.20 | 36 | 60.9% | -0.00 | 0.0002 | -0.005 | |||
| 86.10 | 89.50 | 50.5% | 1.00 | 0.0003 | 0.000 | 270 | 0 | 2.25 | 9 | 58.0% | -0.00 | 0.0003 | -0.006 | |||
| 80.50 | 84.70 | 1 | 43.6% | 0.99 | 0.0004 | 0.000 | 275 | 0 | 2.25 | 11 | 54.8% | -0.01 | 0.0004 | -0.008 | ||
| 76.20 | 79.50 | 45.0% | 0.99 | 0.0005 | -0.001 | 280 | 0 | 2.25 | 7 | 51.7% | -0.01 | 0.0005 | -0.010 | |||
| 70.60 | 74.80 | 1 | 39.5% | 0.99 | 0.0007 | -0.004 | 285 | 0 | 2.30 | 22 | 48.9% | -0.01 | 0.0007 | -0.013 | ||
| 66.30 | 69.80 | 17 | 41.4% | 0.99 | 0.0009 | -0.008 | 290 | 0 | 2.35 | 212 | 46.0% | -0.01 | 0.0010 | -0.016 | ||
| 61.40 | 64.90 | 1 | 39.4% | 0.98 | 0.0013 | -0.013 | 295 | 0 | 1.50 | 48 | 39.1% | -0.02 | 0.0013 | -0.020 | ||
| 55.90 | 58.90 | 11 | 18.0% | 0.98 | 0.0017 | -0.019 | 300 | 0 | 2.00 | 354 | 38.6% | -0.02 | 0.0017 | -0.026 | ||
| 51.10 | 54.00 | 3 | 24.9% | 0.97 | 0.0022 | -0.026 | 305 | 0.2000 | 0.7500 | 2 | 27 | 30.6% | -0.03 | 0.0022 | -0.032 | |
| 46.20 | 49.90 | 21 | 29.4% | 0.96 | 0.0029 | -0.034 | 310 | 0.2000 | 1.00 | 206 | 29.3% | -0.04 | 0.0030 | -0.040 | ||
| 42.00 | 45.30 | 3 | 31.1% | 0.94 | 0.0038 | -0.044 | 315 | 0.4500 | 1.15 | 5 | 72 | 28.3% | -0.06 | 0.0039 | -0.050 | |
| 36.70 | 40.30 | 17 | 27.1% | 0.93 | 0.0050 | -0.056 | 320 | 0.5500 | 1.55 | 21 | 144 | 27.2% | -0.07 | 0.0050 | -0.061 | |
| 32.00 | 35.10 | 13 | 24.3% | 0.90 | 0.0064 | -0.069 | 325 | 0.8500 | 1.65 | 76 | 101 | 25.4% | -0.10 | 0.0065 | -0.074 | |
| 27.90 | 31.20 | 65 | 26.0% | 0.87 | 0.0081 | -0.084 | 330 | 1.35 | 2.00 | 37 | 251 | 24.4% | -0.13 | 0.0081 | -0.088 | |
| 23.80 | 26.20 | 45 | 24.3% | 0.83 | 0.0100 | -0.099 | 335 | 2.20 | 2.65 | 18 | 1,514 | 24.1% | -0.18 | 0.0101 | -0.103 | |
| 20.00 | 21.80 | 85 | 23.6% | 0.77 | 0.0120 | -0.115 | 340 | 3.10 | 3.60 | 16 | 141 | 23.5% | -0.23 | 0.0122 | -0.119 | |
| 16.50 | 18.60 | 7 | 423 | 24.2% | 0.71 | 0.0139 | -0.129 | 345 | 4.20 | 4.90 | 20 | 1,550 | 23.0% | -0.29 | 0.0142 | -0.132 |
| 13.40 | 14.60 | 192 | 23.3% | 0.64 | 0.0156 | -0.139 | 350 | 5.40 | 6.60 | 42 | 158 | 22.2% | -0.37 | 0.0159 | -0.143 | |
| 10.60 | 11.50 | 152 | 23.1% | 0.56 | 0.0167 | -0.145 | 355 | 7.90 | 8.50 | 21 | 46 | 22.3% | -0.45 | 0.0171 | -0.148 | |
| 8.10 | 8.80 | 18 | 331 | 22.7% | 0.47 | 0.0170 | -0.145 | 360 | 10.00 | 11.10 | 52 | 21.7% | -0.54 | 0.0175 | -0.149 | |
| 5.70 | 6.70 | 19 | 981 | 22.1% | 0.39 | 0.0165 | -0.139 | 365 | 12.40 | 14.20 | 2 | 21.1% | -0.62 | 0.0171 | -0.143 | |
| 4.30 | 4.90 | 84 | 1,770 | 22.2% | 0.31 | 0.0152 | -0.128 | 370 | 16.00 | 18.20 | 22.0% | -0.70 | 0.0160 | -0.133 | ||
| 3.10 | 3.60 | 109 | 386 | 22.3% | 0.25 | 0.0135 | -0.114 | 375 | 19.70 | 22.30 | 22.4% | -0.77 | 0.0143 | -0.119 | ||
| 2.15 | 3.30 | 14 | 1,718 | 23.6% | 0.19 | 0.0115 | -0.098 | 380 | 23.80 | 26.90 | 2 | 23.3% | -0.83 | 0.0124 | -0.103 | |
| 1.45 | 1.95 | 5 | 168 | 22.6% | 0.14 | 0.0095 | -0.083 | 385 | 27.50 | 30.80 | 2 | 20.6% | -0.88 | 0.0105 | -0.088 | |
| 0.9000 | 1.45 | 11 | 247 | 22.7% | 0.11 | 0.0076 | -0.068 | 390 | 33.10 | 35.50 | 24.1% | -0.92 | 0.0087 | -0.075 | ||
| 0.1000 | 1.75 | 2 | 8 | 23.7% | 0.08 | 0.0060 | -0.056 | 395 | 37.70 | 40.90 | 26.5% | -0.95 | 0.0074 | -0.063 | ||
| 0.3500 | 2.35 | 25 | 28.4% | 0.06 | 0.0047 | -0.045 | 400 | 41.80 | 45.90 | 25.0% | -0.98 | 0.0055 | -0.048 | |||
| 0 | 2.60 | 170 | 30.4% | 0.04 | 0.0037 | -0.036 | 405 | 47.40 | 50.10 | 25.0% | -0.99 | 0.0030 | -0.040 | |||
| 0 | 2.50 | 2 | 32.3% | 0.03 | 0.0028 | -0.029 | 410 | 51.50 | 55.10 | -1.00 | 0.0006 | -0.038 | ||||
| 0 | 2.40 | 1 | 34.1% | 0.02 | 0.0022 | -0.023 | 415 | 56.60 | 60.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 0.8500 | 151 | 28.1% | 0.02 | 0.0017 | -0.018 | 420 | 61.50 | 65.70 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.25 | 3 | 37.6% | 0.01 | 0.0013 | -0.015 | 425 | 66.90 | 70.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0.0500 | 0.6500 | 319 | 31.8% | 0.01 | 0.0010 | -0.012 | 430 | 72.30 | 75.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.20 | 7 | 43.1% | 0.01 | 0.0006 | -0.007 | 440 | 82.30 | 85.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 0.0500 | 1 | 27.8% | 0.00 | 0.0004 | -0.005 | 450 | 92.30 | 95.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.15 | 49.9% | 0.00 | 0.0002 | -0.003 | 460 | 101.50 | 105.00 | -1.00 | 0.0000 | -0.038 | |||||
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 — Nov 20, 2026
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