CMG цепочка опционов Chipotle Mexican Grill, 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 ±5.1% (35.69–39.54) · ATM IV 31.5% · P/C открытого интереса 0.78
| 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 | |
| 17.50 | 18.25 | 70 | 199.3% | 1.00 | 0.0007 | 0.000 | 20 | 0 | 0.1400 | 2,815 | 112.6% | -0.00 | 0.0007 | -0.001 | ||
| 14.55 | 15.25 | 1 | 57 | 1.00 | 0.0012 | 0.000 | 22.5 | 0 | 0.0500 | 3 | 3,066 | 111.4% | -0.00 | 0.0012 | -0.002 | |
| 12.50 | 13.15 | 762 | 130.8% | 1.00 | 0.0022 | 0.000 | 25 | 0 | 0.0700 | 7 | 9,069 | 95.0% | -0.00 | 0.0022 | -0.002 | |
| 11.45 | 12.15 | 1 | 116.9% | 0.99 | 0.0028 | 0.000 | 26 | 0 | 0.2900 | 1 | 110.8% | -0.01 | 0.0028 | -0.003 | ||
| 10.40 | 11.15 | 5 | 1 | 103.4% | 0.99 | 0.0036 | 0.000 | 27 | 0 | 0.2900 | 101.3% | -0.01 | 0.0036 | -0.003 | ||
| 10.05 | 10.65 | 1 | 452 | 107.5% | 0.99 | 0.0041 | 0.000 | 27.5 | 0 | 0.0500 | 1 | 10.4K | 71.6% | -0.01 | 0.0041 | -0.003 |
| 9.45 | 9.80 | 58.5% | 0.99 | 0.0047 | 0.000 | 28 | 0 | 0.0600 | 69.8% | -0.01 | 0.0047 | -0.003 | ||||
| 8.55 | 9.45 | 105.6% | 0.99 | 0.0062 | 0.000 | 29 | 0 | 0.0600 | 62.5% | -0.01 | 0.0062 | -0.004 | ||||
| 7.05 | 8.00 | 28 | 3,165 | 0.99 | 0.0084 | -0.000 | 30 | 0.0100 | 0.1000 | 29 | 17.3K | 61.2% | -0.01 | 0.0084 | -0.004 | |
| 7.00 | 7.65 | 75.7% | 0.99 | 0.0098 | -0.001 | 30.5 | 0 | 0.0700 | 2 | 53.2% | -0.01 | 0.0099 | -0.004 | |||
| 6.50 | 7.45 | 2 | 82.9% | 0.98 | 0.0116 | -0.001 | 31 | 0 | 0.0300 | 43.7% | -0.02 | 0.0117 | -0.004 | |||
| 6.00 | 6.95 | 77.8% | 0.98 | 0.0139 | -0.002 | 31.5 | 0 | 0.0400 | 22 | 42.2% | -0.02 | 0.0140 | -0.005 | |||
| 5.55 | 6.05 | 2 | 1 | 59.7% | 0.98 | 0.0170 | -0.002 | 32 | 0 | 0.0400 | 13 | 39.0% | -0.02 | 0.0171 | -0.005 | |
| 5.05 | 5.20 | 81 | 17.6K | 0.97 | 0.0213 | -0.003 | 32.5 | 0.0100 | 0.0400 | 28 | 22.6K | 37.0% | -0.03 | 0.0214 | -0.006 | |
| 4.55 | 5.45 | 4 | 105 | 64.1% | 0.97 | 0.0276 | -0.004 | 33 | 0 | 0.0900 | 22 | 37.4% | -0.03 | 0.0278 | -0.007 | |
| 4.05 | 4.70 | 1 | 9 | 51.5% | 0.95 | 0.0368 | -0.006 | 33.5 | 0.0100 | 0.1000 | 22 | 35.2% | -0.05 | 0.0370 | -0.008 | |
| 3.60 | 3.90 | 40 | 38.0% | 0.93 | 0.0495 | -0.009 | 34 | 0.0400 | 0.1500 | 1 | 77 | 35.8% | -0.07 | 0.0498 | -0.011 | |
| 3.10 | 3.60 | 8 | 1,752 | 40.5% | 0.91 | 0.0657 | -0.012 | 34.5 | 0.0100 | 0.2400 | 45 | 16 | 34.2% | -0.09 | 0.0662 | -0.014 |
| 2.71 | 2.91 | 80 | 14.6K | 33.5% | 0.87 | 0.0849 | -0.016 | 35 | 0.1500 | 0.2100 | 135 | 14.4K | 33.5% | -0.13 | 0.0856 | -0.017 |
| 2.29 | 2.56 | 1 | 32 | 34.7% | 0.82 | 0.1059 | -0.020 | 35.5 | 0.1900 | 0.3700 | 5 | 185 | 34.0% | -0.18 | 0.1068 | -0.021 |
| 1.89 | 2.22 | 207 | 256 | 35.0% | 0.77 | 0.1272 | -0.024 | 36 | 0.3100 | 0.4300 | 14 | 1,780 | 32.8% | -0.24 | 0.1284 | -0.025 |
| 1.47 | 1.91 | 51 | 311 | 34.2% | 0.70 | 0.1468 | -0.027 | 36.5 | 0.4200 | 0.5400 | 3 | 61 | 31.3% | -0.31 | 0.1484 | -0.028 |
| 1.22 | 1.39 | 39 | 245 | 31.6% | 0.62 | 0.1621 | -0.029 | 37 | 0.5900 | 0.7500 | 36 | 527 | 31.5% | -0.38 | 0.1639 | -0.030 |
| 0.9600 | 1.08 | 419 | 7,067 | 31.3% | 0.54 | 0.1701 | -0.031 | 37.5 | 0.8100 | 1.00 | 320 | 8,055 | 31.8% | -0.47 | 0.1722 | -0.031 |
| 0.7100 | 0.8500 | 274 | 2,450 | 31.1% | 0.45 | 0.1694 | -0.031 | 38 | 1.07 | 1.24 | 58 | 1,377 | 31.2% | -0.55 | 0.1719 | -0.031 |
| 0.5400 | 0.6000 | 923 | 2,040 | 30.5% | 0.37 | 0.1606 | -0.030 | 38.5 | 1.36 | 1.62 | 5 | 459 | 32.1% | -0.64 | 0.1634 | -0.030 |
| 0.4000 | 0.4700 | 185 | 1,079 | 31.2% | 0.30 | 0.1460 | -0.027 | 39 | 1.67 | 1.88 | 12 | 256 | 29.8% | -0.71 | 0.1490 | -0.027 |
| 0.2000 | 0.2400 | 542 | 36.1K | 31.8% | 0.18 | 0.1089 | -0.021 | 40 | 2.40 | 2.74 | 70 | 1,122 | 29.3% | -0.83 | 0.1114 | -0.020 |
| 0.0900 | 0.1400 | 102 | 750 | 32.3% | 0.10 | 0.0728 | -0.015 | 41 | 3.00 | 3.60 | 1 | -0.91 | 0.0739 | -0.013 | ||
| 0.0400 | 0.0900 | 10 | 849 | 34.0% | 0.06 | 0.0476 | -0.011 | 42 | 3.95 | 4.65 | -0.95 | 0.0565 | -0.009 | |||
| 0.0200 | 0.0600 | 66 | 11.6K | 33.6% | 0.05 | 0.0389 | -0.009 | 42.5 | 4.60 | 5.05 | 183 | -0.96 | 0.0508 | -0.008 | ||
| 0 | 0.0600 | 14 | 98 | 34.4% | 0.04 | 0.0323 | -0.008 | 43 | 4.70 | 5.55 | -0.97 | 0.0421 | -0.008 | |||
| 0 | 0.1000 | 30 | 42.8% | 0.03 | 0.0229 | -0.007 | 44 | 5.65 | 6.55 | 1 | -0.99 | 0.0277 | -0.009 | |||
| 0.0100 | 0.0400 | 52 | 5,641 | 42.7% | 0.02 | 0.0170 | -0.006 | 45 | 7.00 | 7.55 | 53 | -0.99 | 0.0149 | -0.012 | ||
| 0 | 0.0700 | 8 | 49.5% | 0.02 | 0.0130 | -0.005 | 46 | 7.75 | 8.55 | -1.00 | 0.0073 | -0.013 | ||||
| 0 | 0.0500 | 51.3% | 0.02 | 0.0102 | -0.004 | 47 | 8.75 | 9.55 | -1.00 | 0.0038 | -0.015 | |||||
| 0 | 0.0700 | 2,336 | 56.0% | 0.01 | 0.0091 | -0.004 | 47.5 | 9.25 | 10.05 | 29 | -1.00 | 0.0027 | -0.015 | |||
| 0 | 0.0700 | 58.1% | 0.01 | 0.0082 | -0.004 | 48 | 9.75 | 10.55 | -1.00 | 0.0019 | -0.016 | |||||
| 0 | 0.0100 | 9,742 | 52.3% | 0.01 | 0.0056 | -0.003 | 50 | 11.90 | 12.55 | 22 | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.0300 | 603 | 67.7% | 0.01 | 0.0037 | -0.003 | 52.5 | 14.25 | 15.10 | 17 | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.0600 | 600 | 82.5% | 0.01 | 0.0026 | -0.002 | 55 | 16.75 | 17.55 | -1.00 | 0.0000 | -0.019 | ||||
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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