CEG цепочка опционов Constellation Energy Corporation
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 ±11.4% (234.16–294.56) · ATM IV 48.1% · P/C открытого интереса 2.12
| 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 | 131.50 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 4.30 | 1 | 147.1% | -0.00 | 0.0000 | -0.000 | ||||
| 122.70 | 126.50 | 2 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 4.30 | 6 | 140.3% | -0.00 | 0.0000 | -0.001 | |||
| 117.80 | 121.60 | 1.00 | 0.0000 | 0.000 | 145 | 0 | 3.40 | 2 | 127.0% | -0.00 | 0.0000 | -0.001 | ||||
| 112.80 | 116.60 | 1 | 1.00 | 0.0000 | 0.000 | 150 | 0 | 4.40 | 55 | 127.9% | -0.00 | 0.0000 | -0.002 | |||
| 107.80 | 111.60 | 2 | 1.00 | 0.0001 | 0.000 | 155 | 0 | 4.40 | 8 | 121.7% | -0.00 | 0.0001 | -0.002 | |||
| 102.80 | 106.60 | 1.00 | 0.0001 | 0.000 | 160 | 0 | 4.40 | 172 | 115.7% | -0.00 | 0.0001 | -0.003 | ||||
| 97.90 | 101.70 | 1 | 50.1% | 1.00 | 0.0001 | 0.000 | 165 | 0 | 1.00 | 55 | 82.2% | -0.00 | 0.0002 | -0.005 | ||
| 92.90 | 96.70 | 1.00 | 0.0002 | 0.000 | 170 | 0 | 2.00 | 104 | 87.8% | -0.00 | 0.0002 | -0.007 | ||||
| 88.00 | 91.80 | 2 | 56.9% | 0.99 | 0.0003 | 0.000 | 175 | 0 | 2.85 | 34 | 89.2% | -0.01 | 0.0004 | -0.010 | ||
| 83.00 | 86.80 | 19 | 51.7% | 0.99 | 0.0005 | -0.003 | 180 | 0 | 2.85 | 473 | 84.1% | -0.01 | 0.0005 | -0.014 | ||
| 78.30 | 81.80 | 56.4% | 0.99 | 0.0006 | -0.008 | 185 | 0 | 3.10 | 87 | 80.7% | -0.01 | 0.0007 | -0.019 | |||
| 73.30 | 77.00 | 8 | 55.5% | 0.98 | 0.0009 | -0.015 | 190 | 0.2000 | 0.7000 | 36 | 394 | 59.4% | -0.02 | 0.0010 | -0.025 | |
| 68.40 | 71.80 | 1 | 49.6% | 0.98 | 0.0012 | -0.024 | 195 | 0.2000 | 0.6500 | 304 | 54.8% | -0.02 | 0.0013 | -0.033 | ||
| 63.40 | 66.60 | 29 | 41.0% | 0.97 | 0.0016 | -0.034 | 200 | 0.4500 | 0.6500 | 20 | 3,793 | 53.3% | -0.03 | 0.0017 | -0.043 | |
| 54.00 | 56.80 | 17 | 44.5% | 0.95 | 0.0027 | -0.061 | 210 | 0.3500 | 1.70 | 6,599 | 51.7% | -0.06 | 0.0028 | -0.070 | ||
| 44.80 | 48.30 | 26 | 48.8% | 0.91 | 0.0042 | -0.097 | 220 | 1.80 | 1.90 | 2,248 | 7,870 | 50.3% | -0.10 | 0.0043 | -0.104 | |
| 40.30 | 43.40 | 46.4% | 0.88 | 0.0051 | -0.117 | 225 | 2.15 | 3.00 | 5 | 50.5% | -0.12 | 0.0052 | -0.123 | |||
| 36.10 | 39.20 | 30 | 46.7% | 0.85 | 0.0060 | -0.138 | 230 | 3.10 | 3.60 | 9 | 2,026 | 50.0% | -0.15 | 0.0060 | -0.143 | |
| 32.00 | 35.20 | 46.6% | 0.81 | 0.0069 | -0.159 | 235 | 4.00 | 4.30 | 14 | 49.0% | -0.19 | 0.0070 | -0.163 | |||
| 28.50 | 31.70 | 69 | 48.0% | 0.77 | 0.0078 | -0.178 | 240 | 5.30 | 5.80 | 22 | 1,136 | 49.5% | -0.23 | 0.0078 | -0.182 | |
| 25.20 | 28.20 | 48.6% | 0.73 | 0.0086 | -0.197 | 245 | 6.70 | 7.50 | 3 | 49.7% | -0.27 | 0.0086 | -0.199 | |||
| 24.60 | 26.50 | 50.5% | 0.71 | 0.0089 | -0.205 | 247.5 | 7.40 | 9.70 | 51.9% | -0.30 | 0.0090 | -0.207 | ||||
| 22.20 | 24.80 | 164 | 48.8% | 0.68 | 0.0093 | -0.212 | 250 | 8.40 | 9.20 | 38 | 1,565 | 49.5% | -0.32 | 0.0093 | -0.214 | |
| 21.00 | 23.50 | 49.8% | 0.66 | 0.0096 | -0.219 | 252.5 | 9.20 | 10.20 | 102 | 49.2% | -0.35 | 0.0096 | -0.220 | |||
| 20.00 | 21.30 | 49.4% | 0.63 | 0.0098 | -0.225 | 255 | 10.30 | 11.70 | 2 | 50.1% | -0.37 | 0.0098 | -0.226 | |||
| 18.30 | 20.70 | 1 | 50.2% | 0.61 | 0.0100 | -0.229 | 257.5 | 11.00 | 12.90 | 49.6% | -0.40 | 0.0100 | -0.230 | |||
| 17.50 | 18.30 | 2 | 315 | 49.4% | 0.58 | 0.0102 | -0.233 | 260 | 12.40 | 13.50 | 33 | 2,110 | 49.1% | -0.42 | 0.0102 | -0.234 |
| 15.60 | 18.00 | 2 | 49.9% | 0.56 | 0.0103 | -0.236 | 262.5 | 13.40 | 15.00 | 4 | 49.2% | -0.45 | 0.0103 | -0.236 | ||
| 15.00 | 15.40 | 58 | 48.6% | 0.53 | 0.0103 | -0.238 | 265 | 14.60 | 15.40 | 42 | 47.6% | -0.47 | 0.0103 | -0.237 | ||
| 13.70 | 14.20 | 38 | 48.3% | 0.50 | 0.0104 | -0.239 | 267.5 | 16.20 | 17.00 | 11 | 48.4% | -0.50 | 0.0104 | -0.238 | ||
| 12.80 | 13.40 | 44 | 510 | 48.8% | 0.48 | 0.0103 | -0.238 | 270 | 17.80 | 18.70 | 24 | 3,579 | 49.1% | -0.52 | 0.0103 | -0.237 |
| 11.80 | 13.80 | 13 | 51.3% | 0.45 | 0.0103 | -0.237 | 272.5 | 19.20 | 21.40 | 12 | 51.0% | -0.55 | 0.0103 | -0.236 | ||
| 10.80 | 12.00 | 23 | 49.9% | 0.43 | 0.0102 | -0.235 | 275 | 20.10 | 23.00 | 33 | 50.0% | -0.57 | 0.0102 | -0.234 | ||
| 9.90 | 11.80 | 10 | 51.1% | 0.41 | 0.0100 | -0.233 | 277.5 | 22.30 | 24.60 | 5 | 51.0% | -0.60 | 0.0100 | -0.231 | ||
| 9.10 | 9.70 | 71 | 331 | 49.0% | 0.38 | 0.0098 | -0.229 | 280 | 24.00 | 25.70 | 15 | 894 | 50.4% | -0.62 | 0.0098 | -0.227 |
| 8.20 | 9.40 | 12 | 49.7% | 0.36 | 0.0096 | -0.225 | 282.5 | 25.30 | 28.00 | 50.5% | -0.64 | 0.0096 | -0.223 | |||
| 7.50 | 8.50 | 32 | 49.5% | 0.34 | 0.0094 | -0.220 | 285 | 26.70 | 29.80 | 50.0% | -0.66 | 0.0094 | -0.218 | |||
| 6.90 | 9.10 | 51.9% | 0.32 | 0.0091 | -0.215 | 287.5 | 28.60 | 31.60 | 50.2% | -0.69 | 0.0092 | -0.212 | ||||
| 6.30 | 6.90 | 23 | 1,972 | 49.2% | 0.30 | 0.0089 | -0.209 | 290 | 30.40 | 33.10 | 662 | 49.4% | -0.71 | 0.0089 | -0.206 | |
| 5.40 | 8.00 | 10 | 51.8% | 0.28 | 0.0086 | -0.203 | 292.5 | 32.20 | 35.70 | 50.5% | -0.72 | 0.0086 | -0.200 | |||
| 5.10 | 5.80 | 4 | 49.1% | 0.26 | 0.0082 | -0.196 | 295 | 34.60 | 37.80 | 51.7% | -0.74 | 0.0083 | -0.193 | |||
| 4.20 | 4.80 | 69 | 1,069 | 49.2% | 0.23 | 0.0076 | -0.182 | 300 | 39.00 | 41.30 | 1 | 307 | 49.0% | -0.78 | 0.0077 | -0.179 |
| 3.50 | 4.20 | 9 | 50.0% | 0.20 | 0.0070 | -0.168 | 305 | 42.70 | 45.90 | 51.7% | -0.81 | 0.0070 | -0.165 | |||
| 2.90 | 3.30 | 27 | 785 | 49.7% | 0.17 | 0.0063 | -0.153 | 310 | 47.20 | 50.20 | 9 | 321 | 52.4% | -0.84 | 0.0064 | -0.151 |
| 2.20 | 4.80 | 55.1% | 0.14 | 0.0057 | -0.139 | 315 | 51.40 | 54.30 | 51.2% | -0.86 | 0.0058 | -0.137 | ||||
| 2.00 | 2.60 | 18 | 973 | 51.4% | 0.12 | 0.0051 | -0.126 | 320 | 56.10 | 59.20 | 26 | 53.2% | -0.88 | 0.0053 | -0.124 | |
| 1.30 | 1.70 | 113 | 4,084 | 51.3% | 0.09 | 0.0040 | -0.101 | 330 | 65.50 | 68.30 | 7 | 28 | 53.9% | -0.92 | 0.0043 | -0.100 |
| 0.8000 | 1.20 | 2 | 1,464 | 51.7% | 0.07 | 0.0031 | -0.080 | 340 | 74.70 | 78.00 | 42 | 54.2% | -0.94 | 0.0034 | -0.081 | |
| 0.7000 | 1.00 | 7 | 394 | 54.5% | 0.05 | 0.0024 | -0.062 | 350 | 84.30 | 87.80 | 47 | 55.2% | -0.96 | 0.0028 | -0.065 | |
| 0.1500 | 1.45 | 2 | 408 | 58.2% | 0.03 | 0.0018 | -0.048 | 360 | 94.40 | 97.00 | 4 | 51.4% | -0.98 | 0.0022 | -0.050 | |
| 0.1000 | 1.60 | 297 | 62.9% | 0.03 | 0.0014 | -0.037 | 370 | 104.10 | 107.60 | 60.3% | -0.99 | 0.0015 | -0.035 | |||
| 0.0500 | 1.35 | 1 | 1,023 | 64.6% | 0.02 | 0.0010 | -0.029 | 380 | 114.10 | 117.60 | 64.3% | -1.00 | 0.0006 | -0.031 | ||
| 0 | 1.65 | 710 | 70.3% | 0.01 | 0.0008 | -0.022 | 390 | 124.20 | 127.60 | 69.3% | -1.00 | 0.0002 | -0.028 | |||
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.