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 ±11.7% (241.81–305.61) · ATM IV 47.6% · 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 | |
| 130.10 | 133.70 | 2 | 86.2% | 1.00 | 0.0000 | -0.001 | 140 | 0 | 3.70 | 6 | 134.2% | -0.00 | 0.0000 | -0.001 | ||
| 125.10 | 128.70 | 80.1% | 1.00 | 0.0000 | -0.001 | 145 | 0 | 3.70 | 2 | 128.1% | -0.00 | 0.0000 | -0.001 | |||
| 120.10 | 123.80 | 1 | 79.2% | 1.00 | 0.0000 | -0.002 | 150 | 0 | 3.70 | 55 | 122.1% | -0.00 | 0.0000 | -0.002 | ||
| 115.10 | 118.80 | 2 | 73.6% | 1.00 | 0.0001 | -0.002 | 155 | 0 | 3.50 | 8 | 115.0% | -0.00 | 0.0001 | -0.003 | ||
| 110.70 | 113.80 | 83.9% | 1.00 | 0.0001 | -0.003 | 160 | 0 | 3.50 | 172 | 109.4% | -0.00 | 0.0001 | -0.004 | |||
| 105.90 | 108.80 | 1 | 82.0% | 1.00 | 0.0001 | -0.005 | 165 | 0.0500 | 3.50 | 1 | 55 | 104.4% | -0.00 | 0.0002 | -0.005 | |
| 100.80 | 103.90 | 77.2% | 1.00 | 0.0002 | -0.006 | 170 | 0 | 3.10 | 104 | 96.3% | -0.00 | 0.0002 | -0.007 | |||
| 95.20 | 98.90 | 2 | 60.9% | 0.99 | 0.0003 | -0.009 | 175 | 0 | 3.50 | 34 | 93.7% | -0.01 | 0.0003 | -0.010 | ||
| 90.30 | 94.00 | 19 | 61.5% | 0.99 | 0.0004 | -0.012 | 180 | 0 | 2.85 | 473 | 84.8% | -0.01 | 0.0004 | -0.013 | ||
| 85.90 | 89.00 | 66.0% | 0.99 | 0.0006 | -0.016 | 185 | 0 | 3.20 | 87 | 82.2% | -0.01 | 0.0006 | -0.017 | |||
| 81.00 | 84.10 | 8 | 63.7% | 0.99 | 0.0008 | -0.022 | 190 | 0.1500 | 2.80 | 5 | 394 | 76.1% | -0.01 | 0.0008 | -0.023 | |
| 76.00 | 79.20 | 1 | 60.4% | 0.98 | 0.0010 | -0.028 | 195 | 0 | 0.6000 | 304 | 53.2% | -0.02 | 0.0010 | -0.029 | ||
| 71.10 | 74.40 | 29 | 58.6% | 0.97 | 0.0013 | -0.036 | 200 | 0.2000 | 0.6500 | 18 | 3,793 | 52.6% | -0.03 | 0.0014 | -0.038 | |
| 61.60 | 64.70 | 17 | 55.2% | 0.95 | 0.0022 | -0.058 | 210 | 0.3500 | 1.00 | 2 | 6,599 | 49.4% | -0.05 | 0.0022 | -0.059 | |
| 52.20 | 55.40 | 26 | 52.6% | 0.92 | 0.0034 | -0.086 | 220 | 1.25 | 1.70 | 6 | 7,870 | 50.0% | -0.08 | 0.0034 | -0.088 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 43.20 | 45.90 | 30 | 48.7% | 0.88 | 0.0048 | -0.121 | 230 | 1.65 | 3.10 | 7 | 2,026 | 47.9% | -0.12 | 0.0049 | -0.122 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 235 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 35.80 | 38.40 | 69 | 51.8% | 0.82 | 0.0064 | -0.157 | 240 | 3.70 | 4.90 | 39 | 1,136 | 48.4% | -0.19 | 0.0065 | -0.158 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 245 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 247.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 27.50 | 31.20 | 164 | 49.6% | 0.74 | 0.0080 | -0.191 | 250 | 6.40 | 7.20 | 47 | 1,565 | 47.8% | -0.26 | 0.0080 | -0.192 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 252.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 255 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 257.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 21.80 | 25.00 | 15 | 315 | 50.9% | 0.65 | 0.0091 | -0.217 | 260 | 8.80 | 11.60 | 20 | 2,110 | 47.2% | -0.35 | 0.0091 | -0.217 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 262.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 265 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 267.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.50 | 19.00 | 60 | 510 | 48.4% | 0.55 | 0.0098 | -0.231 | 270 | 13.10 | 16.20 | 151 | 3,579 | 46.8% | -0.45 | 0.0098 | -0.231 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 272.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 275 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 277.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.80 | 14.90 | 38 | 331 | 50.0% | 0.46 | 0.0098 | -0.231 | 280 | 18.70 | 22.20 | 11 | 894 | 47.5% | -0.55 | 0.0098 | -0.231 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 282.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 285 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 287.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.70 | 11.70 | 48 | 1,972 | 51.2% | 0.37 | 0.0092 | -0.219 | 290 | 25.60 | 29.00 | 5 | 662 | 48.6% | -0.64 | 0.0092 | -0.220 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 292.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 295 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.10 | 7.00 | 26 | 1,069 | 48.1% | 0.29 | 0.0083 | -0.199 | 300 | 32.50 | 36.20 | 10 | 307 | 47.7% | -0.72 | 0.0084 | -0.200 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 305 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.10 | 5.30 | 135 | 785 | 48.8% | 0.22 | 0.0071 | -0.174 | 310 | 40.60 | 44.20 | 321 | 47.9% | -0.78 | 0.0073 | -0.176 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 315 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.05 | 3.80 | 41 | 973 | 47.4% | 0.17 | 0.0060 | -0.147 | 320 | 49.20 | 52.70 | 26 | 47.8% | -0.84 | 0.0061 | -0.151 | |
| 1.95 | 3.30 | 94 | 4,084 | 51.6% | 0.12 | 0.0048 | -0.121 | 330 | 58.70 | 61.70 | 28 | 49.3% | -0.88 | 0.0051 | -0.128 | |
| 1.25 | 2.95 | 11 | 1,464 | 53.7% | 0.09 | 0.0038 | -0.098 | 340 | 67.80 | 70.80 | 42 | 47.5% | -0.92 | 0.0042 | -0.107 | |
| 1.00 | 1.20 | 17 | 394 | 50.6% | 0.07 | 0.0030 | -0.078 | 350 | 77.30 | 80.50 | 47 | 47.1% | -0.94 | 0.0033 | -0.088 | |
| 0.0500 | 3.00 | 408 | 58.9% | 0.05 | 0.0023 | -0.062 | 360 | 86.90 | 90.40 | 4 | 43.8% | -0.96 | 0.0026 | -0.071 | ||
| 0.2000 | 0.8500 | 297 | 51.7% | 0.04 | 0.0018 | -0.049 | 370 | 97.00 | 100.10 | -0.98 | 0.0019 | -0.052 | ||||
| 0.3000 | 0.9500 | 4 | 1,023 | 56.9% | 0.03 | 0.0014 | -0.038 | 380 | 106.90 | 110.00 | -0.99 | 0.0013 | -0.034 | |||
| 0 | 2.85 | 710 | 70.2% | 0.02 | 0.0011 | -0.030 | 390 | 116.90 | 120.90 | 62.9% | -0.99 | 0.0008 | -0.019 | |||
| 0.0500 | 2.10 | 1 | 229 | 70.1% | 0.01 | 0.0008 | -0.023 | 400 | 126.90 | 130.60 | 62.6% | -1.00 | 0.0004 | -0.009 | ||
| 0 | 2.25 | 1 | 117 | 74.2% | 0.01 | 0.0006 | -0.018 | 410 | 136.90 | 139.80 | -1.00 | 0.0002 | -0.003 | |||
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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