CL цепочка опционов Colgate-Palmolive Company
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 ±4.3% (85.97–93.67) · ATM IV 21.6% · P/C открытого интереса 0.42
| 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 | |
| 33.00 | 37.10 | 0.99 | 0.0016 | 0.000 | 55 | 0 | 2.15 | 150.9% | -0.01 | 0.0016 | -0.016 | |||||
| 28.10 | 32.00 | 0.98 | 0.0023 | -0.003 | 60 | 0 | 0.9500 | 106.3% | -0.02 | 0.0023 | -0.017 | |||||
| 23.00 | 27.20 | 0.98 | 0.0035 | -0.006 | 65 | 0 | 0.9500 | 88.8% | -0.02 | 0.0035 | -0.018 | |||||
| 18.40 | 22.20 | 0.97 | 0.0054 | -0.010 | 70 | 0 | 0.7500 | 68.5% | -0.03 | 0.0054 | -0.019 | |||||
| 13.30 | 17.20 | 0.96 | 0.0090 | -0.013 | 75 | 0 | 0.8000 | 54.2% | -0.04 | 0.0091 | -0.020 | |||||
| 9.20 | 13.20 | 0.94 | 0.0148 | -0.015 | 79 | 0 | 1.15 | 46.7% | -0.06 | 0.0149 | -0.021 | |||||
| 8.90 | 12.20 | 33.7% | 0.94 | 0.0170 | -0.016 | 80 | 0 | 0.7500 | 34.7% | -0.07 | 0.0171 | -0.021 | ||||
| 7.30 | 10.70 | 0.93 | 0.0198 | -0.017 | 81 | 0 | 1.35 | 42.4% | -0.07 | 0.0200 | -0.021 | |||||
| 6.40 | 9.70 | 0.92 | 0.0234 | -0.017 | 82 | 0 | 0.7500 | 26 | 32.5% | -0.08 | 0.0236 | -0.021 | ||||
| 6.10 | 8.70 | 19.4% | 0.91 | 0.0280 | -0.018 | 83 | 0 | 0.7000 | 2 | 28.9% | -0.09 | 0.0283 | -0.022 | |||
| 5.30 | 7.30 | 0.89 | 0.0342 | -0.020 | 84 | 0.0500 | 0.5500 | 7 | 24.8% | -0.11 | 0.0347 | -0.023 | ||||
| 5.10 | 6.30 | 23.1% | 0.87 | 0.0424 | -0.022 | 85 | 0.1000 | 0.9500 | 1 | 27 | 26.3% | -0.14 | 0.0430 | -0.025 | ||
| 4.00 | 5.40 | 19.9% | 0.83 | 0.0527 | -0.026 | 86 | 0 | 1.15 | 1 | 33 | 23.8% | -0.17 | 0.0536 | -0.028 | ||
| 3.30 | 4.40 | 19.2% | 0.78 | 0.0644 | -0.030 | 87 | 0.1000 | 0.9500 | 12 | 19.5% | -0.23 | 0.0656 | -0.032 | |||
| 1.80 | 4.40 | 3 | 19.1% | 0.71 | 0.0760 | -0.034 | 88 | 0.4000 | 1.70 | 17 | 22.9% | -0.29 | 0.0776 | -0.035 | ||
| 2.00 | 2.75 | 18.3% | 0.63 | 0.0853 | -0.037 | 89 | 0.3000 | 2.25 | 17 | 21.2% | -0.38 | 0.0874 | -0.038 | |||
| 1.50 | 2.20 | 2 | 18.9% | 0.54 | 0.0905 | -0.039 | 90 | 1.00 | 3.00 | 4 | 6 | 24.4% | -0.47 | 0.0931 | -0.040 | |
| 0.3500 | 1.70 | 5 | 14.9% | 0.45 | 0.0907 | -0.039 | 91 | 0.8500 | 3.70 | 19 | 21.5% | -0.56 | 0.0938 | -0.040 | ||
| 0.0500 | 2.55 | 4 | 7 | 22.6% | 0.37 | 0.0860 | -0.037 | 92 | 2.40 | 3.30 | 21.0% | -0.65 | 0.0896 | -0.038 | ||
| 0.5000 | 1.05 | 1 | 9 | 20.0% | 0.29 | 0.0773 | -0.034 | 93 | 2.25 | 4.90 | 1 | 21.4% | -0.73 | 0.0813 | -0.034 | |
| 0.2500 | 1.50 | 4 | 7 | 24.8% | 0.22 | 0.0663 | -0.030 | 94 | 3.10 | 4.90 | 15.0% | -0.80 | 0.0702 | -0.030 | ||
| 0 | 1.10 | 3 | 20 | 23.2% | 0.17 | 0.0550 | -0.027 | 95 | 4.50 | 6.20 | 1 | 24.6% | -0.85 | 0.0582 | -0.026 | |
| 0 | 0.8500 | 8 | 320 | 23.9% | 0.14 | 0.0452 | -0.024 | 96 | 5.40 | 7.10 | 1 | 25.7% | -0.89 | 0.0474 | -0.023 | |
| 0 | 0.7500 | 5 | 25.5% | 0.11 | 0.0373 | -0.022 | 97 | 6.10 | 8.40 | 28.4% | -0.91 | 0.0422 | -0.020 | |||
| 0 | 1.15 | 10 | 32.0% | 0.10 | 0.0312 | -0.021 | 98 | 6.10 | 10.10 | 27.6% | -0.93 | 0.0376 | -0.018 | |||
| 0 | 0.7500 | 2 | 30.4% | 0.08 | 0.0265 | -0.020 | 99 | 7.00 | 11.10 | 28.5% | -0.94 | 0.0333 | -0.016 | |||
| 0 | 0.2000 | 8 | 12 | 24.2% | 0.07 | 0.0228 | -0.019 | 100 | 7.90 | 12.10 | 29.0% | -0.95 | 0.0295 | -0.017 | ||
| 0 | 0.7500 | 2 | 35.0% | 0.07 | 0.0198 | -0.018 | 101 | 8.90 | 13.10 | 31.1% | -0.96 | 0.0262 | -0.017 | |||
| 0 | 0.9500 | 39.6% | 0.06 | 0.0174 | -0.018 | 102 | 9.90 | 14.10 | 33.1% | -0.97 | 0.0235 | -0.017 | ||||
| 0 | 0.9500 | 41.9% | 0.06 | 0.0155 | -0.018 | 103 | 10.90 | 15.10 | 35.1% | -0.97 | 0.0212 | -0.017 | ||||
| 0 | 0.7500 | 41.5% | 0.05 | 0.0139 | -0.017 | 104 | 11.90 | 16.10 | 37.1% | -0.97 | 0.0192 | -0.016 | ||||
| 0 | 0.7500 | 43.5% | 0.05 | 0.0125 | -0.017 | 105 | 12.90 | 17.10 | 39.0% | -0.98 | 0.0175 | -0.016 | ||||
| 0 | 0.7500 | 53.2% | 0.03 | 0.0080 | -0.015 | 110 | 17.90 | 22.10 | 48.1% | -0.99 | 0.0090 | -0.022 | ||||
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 — Sep 25, 2026
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