CCL цепочка опционов Carnival Corporation & plc
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 ±9.4% (24.86–30.00) · ATM IV 40.3% · P/C открытого интереса 1.44
| 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 | |
| 10.90 | 13.70 | 38 | 0.99 | 0.0038 | -0.002 | 15 | 0 | 0.2000 | 950 | 115.8% | -0.01 | 0.0034 | -0.003 | |||
| 10.25 | 12.75 | 11 | 104.2% | 0.99 | 0.0049 | -0.002 | 16 | 0 | 0.4100 | 155 | 121.4% | -0.01 | 0.0045 | -0.003 | ||
| 9.25 | 11.75 | 93.6% | 0.98 | 0.0062 | -0.003 | 17 | 0 | 1.00 | 138.4% | -0.01 | 0.0058 | -0.004 | ||||
| 8.75 | 11.30 | 201 | 92.8% | 0.98 | 0.0071 | -0.003 | 17.5 | 0 | 0.0500 | 7 | 1,063 | 71.4% | -0.02 | 0.0067 | -0.004 | |
| 7.85 | 10.75 | 0.98 | 0.0081 | -0.003 | 18 | 0 | 0.8500 | 119.5% | -0.02 | 0.0077 | -0.004 | |||||
| 7.35 | 9.80 | 186 | 84.2% | 0.98 | 0.0109 | -0.004 | 19 | 0.0300 | 0.0500 | 2 | 1,132 | 64.2% | -0.02 | 0.0105 | -0.005 | |
| 6.30 | 8.15 | 2,340 | 0.97 | 0.0148 | -0.005 | 20 | 0.0300 | 0.1000 | 3,638 | 61.3% | -0.03 | 0.0144 | -0.005 | |||
| 5.30 | 7.15 | 730 | 0.96 | 0.0208 | -0.006 | 21 | 0.0600 | 0.1000 | 4 | 4,632 | 55.5% | -0.04 | 0.0204 | -0.006 | ||
| 4.85 | 7.35 | 62.3% | 0.95 | 0.0248 | -0.006 | 21.5 | 0.0600 | 0.1800 | 1 | 56.1% | -0.05 | 0.0244 | -0.007 | |||
| 4.35 | 6.85 | 57.6% | 0.94 | 0.0297 | -0.007 | 22 | 0.0200 | 0.5800 | 1 | 66.3% | -0.06 | 0.0294 | -0.008 | |||
| 3.90 | 5.75 | 3 | 2,081 | 0.92 | 0.0358 | -0.008 | 22.5 | 0.1100 | 0.1900 | 9 | 3,851 | 50.4% | -0.07 | 0.0356 | -0.009 | |
| 3.45 | 5.70 | 46.5% | 0.91 | 0.0432 | -0.009 | 23 | 0.0500 | 0.2500 | 1 | 200 | 46.1% | -0.09 | 0.0430 | -0.010 | ||
| 2.98 | 5.50 | 52.5% | 0.88 | 0.0518 | -0.011 | 23.5 | 0.0400 | 0.4500 | 2 | 48.2% | -0.11 | 0.0516 | -0.011 | |||
| 3.45 | 4.15 | 3 | 7,494 | 50.6% | 0.86 | 0.0616 | -0.013 | 24 | 0.2500 | 0.3600 | 19 | 6,449 | 47.1% | -0.14 | 0.0615 | -0.013 |
| 2.15 | 3.90 | 1 | 29.6% | 0.82 | 0.0723 | -0.014 | 24.5 | 0.2900 | 0.4000 | 5,001 | 6 | 43.9% | -0.17 | 0.0722 | -0.015 | |
| 2.75 | 3.15 | 26 | 2,037 | 46.6% | 0.78 | 0.0834 | -0.016 | 25 | 0.4100 | 0.4600 | 81 | 19.2K | 43.1% | -0.21 | 0.0834 | -0.016 |
| 2.34 | 3.25 | 2 | 1 | 53.8% | 0.74 | 0.0945 | -0.017 | 25.5 | 0.4800 | 0.5800 | 1 | 41.2% | -0.26 | 0.0946 | -0.018 | |
| 2.04 | 2.35 | 135 | 3,360 | 43.9% | 0.69 | 0.1049 | -0.018 | 26 | 0.6000 | 0.7300 | 153 | 3,621 | 40.3% | -0.31 | 0.1052 | -0.019 |
| 1.72 | 2.15 | 24 | 53 | 45.3% | 0.63 | 0.1140 | -0.019 | 26.5 | 0.7300 | 0.9000 | 116 | 77 | 39.2% | -0.36 | 0.1143 | -0.020 |
| 1.43 | 1.60 | 330 | 4,457 | 40.6% | 0.58 | 0.1209 | -0.020 | 27 | 0.9800 | 1.13 | 5,327 | 19.5K | 39.8% | -0.42 | 0.1213 | -0.020 |
| 1.15 | 1.31 | 43 | 689 | 39.5% | 0.51 | 0.1250 | -0.020 | 27.5 | 1.11 | 1.58 | 1 | 41.1% | -0.48 | 0.1255 | -0.020 | |
| 0.9400 | 1.07 | 367 | 5,729 | 39.3% | 0.45 | 0.1258 | -0.020 | 28 | 1.35 | 1.68 | 48 | 550 | 37.6% | -0.55 | 0.1265 | -0.020 |
| 0.5700 | 0.6700 | 84 | 5,950 | 37.9% | 0.33 | 0.1177 | -0.018 | 29 | 1.85 | 3.65 | 385 | 56.9% | -0.67 | 0.1186 | -0.018 | |
| 0.3400 | 0.4400 | 5,204 | 3,115 | 38.4% | 0.23 | 0.0990 | -0.014 | 30 | 2.57 | 4.25 | 403 | 55.6% | -0.77 | 0.1003 | -0.014 | |
| 0.2100 | 0.2600 | 164 | 944 | 38.7% | 0.15 | 0.0756 | -0.011 | 31 | 3.35 | 4.65 | 69 | 48.4% | -0.86 | 0.0772 | -0.011 | |
| 0.0900 | 0.1700 | 75 | 1,434 | 38.4% | 0.09 | 0.0542 | -0.008 | 32 | 4.10 | 5.80 | 36 | 53.4% | -0.91 | 0.0560 | -0.008 | |
| 0.0500 | 0.1000 | 5 | 532 | 38.9% | 0.06 | 0.0387 | -0.006 | 33 | 5.15 | 6.85 | 62.5% | -0.94 | 0.0406 | -0.006 | ||
| 0 | 0.2400 | 2,009 | 48.3% | 0.05 | 0.0289 | -0.005 | 34 | 6.20 | 7.85 | 70.1% | -0.96 | 0.0310 | -0.005 | |||
| 0 | 0.8100 | 630 | 72.4% | 0.04 | 0.0228 | -0.005 | 35 | 6.95 | 8.85 | 69.4% | -0.97 | 0.0248 | -0.004 | |||
| 0 | 0.1000 | 75 | 1,021 | 49.1% | 0.03 | 0.0185 | -0.004 | 36 | 8.10 | 9.85 | 79.2% | -0.97 | 0.0204 | -0.004 | ||
| 0 | 0.0800 | 75 | 219 | 51.2% | 0.03 | 0.0154 | -0.004 | 37 | 9.10 | 10.80 | 83.1% | -0.98 | 0.0176 | -0.003 | ||
| 0 | 0.0500 | 457 | 58.0% | 0.02 | 0.0096 | -0.003 | 40 | 11.75 | 14.35 | 103.9% | -0.99 | 0.0114 | -0.002 | |||
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.