CELH цепочка опционов Celsius Holdings, Inc.
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 ±4.7% (28.25–31.02) · ATM IV 55.3% · P/C открытого интереса 0.55
| 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 | |
| 14.35 | 15.50 | 2 | 1 | 406.1% | 1.00 | 0.0000 | 0.000 | 15 | 0 | 0.1500 | 2 | 239.7% | 0.00 | 0.0000 | 0.000 | |
| 12.20 | 14.70 | 8 | 2 | 476.0% | 1.00 | 0.0001 | 0.000 | 17 | 0 | 0.1900 | 2 | 294.4% | -0.00 | 0.0001 | -0.000 | |
| 11.30 | 13.45 | 13 | 1 | 422.7% | 1.00 | 0.0002 | 0.000 | 18 | 0 | 2.13 | 1 | 498.6% | -0.00 | 0.0002 | -0.000 | |
| 10.25 | 11.95 | 11 | 329.7% | 1.00 | 0.0002 | 0.000 | 19 | 0 | 2.13 | 458.5% | -0.00 | 0.0002 | -0.000 | |||
| 9.20 | 10.95 | 6 | 5 | 293.7% | 1.00 | 0.0004 | 0.000 | 20 | 0 | 2.13 | 420.3% | -0.00 | 0.0004 | -0.000 | ||
| 8.30 | 9.95 | 1 | 1 | 275.1% | 1.00 | 0.0009 | 0.000 | 21 | 0 | 1.00 | 35 | 294.7% | -0.00 | 0.0009 | -0.001 | |
| 7.20 | 9.30 | 3 | 3 | 268.6% | 1.00 | 0.0027 | -0.001 | 22 | 0 | 2.05 | 61 | 342.9% | -0.00 | 0.0027 | -0.002 | |
| 6.25 | 8.05 | 2 | 1 | 223.2% | 0.99 | 0.0061 | -0.004 | 23 | 0 | 2.13 | 92 | 314.0% | -0.01 | 0.0061 | -0.005 | |
| 4.95 | 6.50 | 3 | 2 | 0.99 | 0.0109 | -0.008 | 24 | 0 | 0.0800 | 71 | 263 | 111.1% | -0.01 | 0.0109 | -0.008 | |
| 4.20 | 5.70 | 3 | 0.98 | 0.0141 | -0.009 | 24.5 | 0 | 0.0400 | 1 | 178 | 91.0% | -0.02 | 0.0142 | -0.010 | ||
| 4.35 | 5.35 | 3 | 17 | 117.2% | 0.98 | 0.0183 | -0.011 | 25 | 0.0100 | 0.0200 | 44 | 685 | 79.2% | -0.02 | 0.0183 | -0.011 |
| 3.10 | 5.00 | 5 | 2 | 0.98 | 0.0241 | -0.013 | 25.5 | 0.0100 | 0.0400 | 52 | 55 | 77.4% | -0.02 | 0.0241 | -0.013 | |
| 3.45 | 4.25 | 11 | 17 | 96.0% | 0.97 | 0.0329 | -0.016 | 26 | 0.0200 | 0.0500 | 607 | 507 | 73.4% | -0.03 | 0.0330 | -0.016 |
| 2.90 | 3.85 | 3 | 90.1% | 0.95 | 0.0470 | -0.021 | 26.5 | 0.0100 | 0.0600 | 640 | 225 | 64.7% | -0.05 | 0.0471 | -0.022 | |
| 2.36 | 3.40 | 2 | 64 | 80.0% | 0.93 | 0.0684 | -0.031 | 27 | 0.0500 | 0.1200 | 137 | 536 | 68.6% | -0.07 | 0.0685 | -0.031 |
| 1.98 | 2.95 | 8 | 95 | 80.6% | 0.89 | 0.0971 | -0.044 | 27.5 | 0.0500 | 0.2000 | 152 | 212 | 65.5% | -0.11 | 0.0973 | -0.044 |
| 1.81 | 2.13 | 117 | 810 | 68.9% | 0.83 | 0.1310 | -0.059 | 28 | 0.1400 | 0.1800 | 97 | 304 | 59.3% | -0.17 | 0.1314 | -0.059 |
| 1.32 | 1.83 | 434 | 314 | 66.8% | 0.76 | 0.1672 | -0.073 | 28.5 | 0.2300 | 0.2800 | 167 | 159 | 58.0% | -0.24 | 0.1678 | -0.074 |
| 1.02 | 1.25 | 938 | 817 | 57.7% | 0.67 | 0.2006 | -0.085 | 29 | 0.3300 | 0.4400 | 79 | 172 | 56.1% | -0.33 | 0.2014 | -0.086 |
| 0.7500 | 0.8800 | 451 | 512 | 55.8% | 0.56 | 0.2232 | -0.092 | 29.5 | 0.4900 | 0.6500 | 122 | 1 | 54.8% | -0.44 | 0.2243 | -0.092 |
| 0.5300 | 0.6200 | 1,410 | 1,748 | 56.0% | 0.45 | 0.2270 | -0.091 | 30 | 0.7400 | 0.9100 | 1,018 | 93 | 54.5% | -0.55 | 0.2282 | -0.092 |
| 0.3000 | 0.4200 | 488 | 230 | 53.5% | 0.34 | 0.2109 | -0.084 | 30.5 | 0.9200 | 1.29 | 10 | 51.4% | -0.66 | 0.2121 | -0.084 | |
| 0.2000 | 0.2700 | 1,048 | 472 | 54.4% | 0.25 | 0.1810 | -0.071 | 31 | 0.6100 | 1.94 | 26 | 22 | -0.75 | 0.1821 | -0.071 | |
| 0.1200 | 0.2000 | 291 | 191 | 56.6% | 0.17 | 0.1452 | -0.056 | 31.5 | 1.55 | 2.38 | 60.8% | -0.83 | 0.1460 | -0.056 | ||
| 0.0100 | 0.1000 | 511 | 479 | 49.1% | 0.12 | 0.1101 | -0.042 | 32 | 1.50 | 2.74 | 23 | 63 | -0.89 | 0.1107 | -0.042 | |
| 0.0200 | 0.3500 | 59 | 140 | 78.8% | 0.08 | 0.0806 | -0.030 | 32.5 | 1.92 | 4.15 | 89.1% | -0.92 | 0.0810 | -0.030 | ||
| 0.0300 | 0.0600 | 103 | 272 | 61.5% | 0.05 | 0.0583 | -0.022 | 33 | 2.31 | 4.30 | 2 | 15 | 56.4% | -0.95 | 0.0589 | -0.022 |
| 0.0100 | 0.0600 | 401 | 107 | 71.6% | 0.03 | 0.0312 | -0.013 | 34 | 3.80 | 5.30 | 2 | 118.1% | -0.98 | 0.0322 | -0.012 | |
| 0 | 0.0200 | 191 | 54 | 69.4% | 0.02 | 0.0176 | -0.008 | 35 | 3.95 | 7.10 | 131.0% | -0.99 | 0.0182 | -0.007 | ||
| 0 | 0.0300 | 72 | 84.0% | 0.01 | 0.0106 | -0.005 | 36 | 5.65 | 7.50 | 1 | 153.9% | -0.99 | 0.0102 | -0.005 | ||
| 0 | 0.6500 | 59 | 171.8% | 0.01 | 0.0068 | -0.004 | 37 | 6.75 | 8.50 | 3 | 176.3% | -1.00 | 0.0056 | -0.004 | ||
| 0 | 2.13 | 7 | 275.6% | 0.00 | 0.0045 | -0.003 | 38 | 7.60 | 9.60 | 3 | 186.9% | -1.00 | 0.0030 | -0.004 | ||
| 0 | 0.5600 | 2 | 191.9% | 0.00 | 0.0031 | -0.002 | 39 | 8.65 | 10.50 | 2 | 196.2% | -1.00 | 0.0016 | -0.003 | ||
| 0 | 0.3200 | 137 | 179.8% | 0.00 | 0.0022 | -0.001 | 40 | 9.70 | 11.30 | 1 | 195.0% | -1.00 | 0.0008 | -0.003 | ||
| 0 | 2.13 | 20 | 321.7% | 0.00 | 0.0016 | -0.001 | 41 | 10.60 | 13.00 | 256.9% | -1.00 | 0.0004 | -0.003 | |||
| 0 | 1.80 | 22 | 316.9% | 0.00 | 0.0012 | -0.001 | 42 | 11.50 | 14.10 | 269.6% | -1.00 | 0.0002 | -0.003 | |||
| 0 | 0.3300 | 213.6% | 0.00 | 0.0009 | -0.001 | 43 | 12.50 | 15.10 | 281.9% | -1.00 | 0.0001 | -0.003 | ||||
| 0 | 2.13 | 362.2% | 0.00 | 0.0007 | -0.001 | 44 | 13.75 | 16.10 | 311.7% | -1.00 | 0.0001 | -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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