COST цепочка опционов Costco Wholesale 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 ±4.8% (939.89–1,034.55) · ATM IV 19.2% · P/C открытого интереса 1.34
| 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 | |
| 445.70 | 454.60 | 12 | 83.7% | 1.00 | 0.0000 | -0.002 | 540 | 0 | 1.90 | 89 | 87.1% | -0.00 | 0.0000 | -0.002 | ||
| 426.30 | 434.65 | 3 | 79.2% | 1.00 | 0.0000 | -0.003 | 560 | 0 | 4.90 | 33 | 95.2% | -0.00 | 0.0000 | -0.003 | ||
| 406.35 | 415.00 | 6 | 75.4% | 1.00 | 0.0000 | -0.003 | 580 | 0 | 4.90 | 1 | 242 | 92.0% | -0.00 | 0.0000 | -0.003 | |
| 386.45 | 394.30 | 7 | 65.4% | 1.00 | 0.0000 | -0.003 | 600 | 0 | 2.50 | 15 | 73 | 78.1% | -0.00 | 0.0000 | -0.003 | |
| 366.55 | 373.45 | 9 | 1.00 | 0.0000 | -0.004 | 620 | 0 | 4.30 | 22 | 80.1% | -0.00 | 0.0000 | -0.004 | |||
| 346.65 | 355.00 | 2 | 62.2% | 1.00 | 0.0000 | -0.004 | 640 | 0 | 0.4000 | 485 | 848 | 44.5% | -0.00 | 0.0000 | -0.004 | |
| 326.70 | 335.00 | 4 | 57.4% | 1.00 | 0.0000 | -0.005 | 660 | 0 | 0.4000 | 14 | 259 | 42.2% | -0.00 | 0.0000 | -0.005 | |
| 306.30 | 314.75 | 122 | 45.0% | 1.00 | 0.0000 | -0.006 | 680 | 0 | 0.5000 | 22 | 238 | 44.5% | -0.00 | 0.0000 | -0.006 | |
| 286.90 | 295.50 | 6 | 51.1% | 1.00 | 0.0000 | -0.007 | 700 | 0.0100 | 0.4200 | 6 | 463 | 37.5% | -0.00 | 0.0000 | -0.007 | |
| 266.45 | 273.90 | 14 | 1.00 | 0.0000 | -0.009 | 720 | 0 | 4.90 | 96 | 57.6% | -0.00 | 0.0000 | -0.009 | |||
| 246.55 | 255.05 | 26 | 35.9% | 1.00 | 0.0001 | -0.010 | 740 | 0 | 0.1500 | 50 | 860 | 34.2% | -0.00 | 0.0001 | -0.010 | |
| 242.10 | 250.75 | 42.9% | 1.00 | 0.0001 | -0.011 | 745 | 0 | 1.02 | 4 | 6 | 41.7% | -0.00 | 0.0001 | -0.011 | ||
| 237.15 | 245.10 | 39.6% | 1.00 | 0.0001 | -0.011 | 750 | 0 | 4.35 | 106 | 51.4% | -0.00 | 0.0001 | -0.011 | |||
| 232.15 | 240.65 | 1 | 41.4% | 1.00 | 0.0001 | -0.012 | 755 | 0 | 0.3400 | 36 | 34.9% | -0.00 | 0.0001 | -0.012 | ||
| 226.80 | 235.65 | 2 | 40.6% | 1.00 | 0.0001 | -0.013 | 760 | 0 | 1.04 | 186 | 39.3% | -0.00 | 0.0001 | -0.013 | ||
| 222.20 | 230.65 | 39.5% | 1.00 | 0.0001 | -0.013 | 765 | 0 | 1.06 | 107 | 38.5% | -0.00 | 0.0001 | -0.013 | |||
| 217.25 | 225.65 | 38.7% | 1.00 | 0.0001 | -0.014 | 770 | 0 | 1.34 | 41 | 38.9% | -0.00 | 0.0001 | -0.014 | |||
| 212.25 | 220.70 | 38.0% | 1.00 | 0.0001 | -0.015 | 775 | 0 | 4.35 | 18 | 46.3% | -0.00 | 0.0001 | -0.015 | |||
| 207.30 | 215.95 | 1 | 37 | 37.2% | 1.00 | 0.0001 | -0.016 | 780 | 0.1000 | 0.3600 | 454 | 32.3% | -0.00 | 0.0001 | -0.016 | |
| 202.35 | 209.60 | 28.6% | 0.99 | 0.0001 | -0.017 | 785 | 0 | 1.11 | 2 | 6 | 35.4% | -0.00 | 0.0001 | -0.017 | ||
| 197.35 | 206.00 | 31 | 35.7% | 0.99 | 0.0002 | -0.018 | 790 | 0 | 0.7400 | 61 | 32.6% | -0.01 | 0.0002 | -0.018 | ||
| 192.40 | 201.00 | 34.9% | 0.99 | 0.0002 | -0.019 | 795 | 0 | 0.6400 | 31 | 31.2% | -0.01 | 0.0002 | -0.019 | |||
| 187.00 | 194.75 | 1 | 48 | 0.99 | 0.0002 | -0.021 | 800 | 0 | 0.5700 | 733 | 30.0% | -0.01 | 0.0002 | -0.021 | ||
| 182.50 | 190.45 | 1 | 31.6% | 0.99 | 0.0002 | -0.022 | 805 | 0 | 0.7000 | 43 | 30.0% | -0.01 | 0.0002 | -0.022 | ||
| 177.50 | 186.00 | 2 | 32.7% | 0.99 | 0.0002 | -0.024 | 810 | 0 | 0.8500 | 150 | 30.0% | -0.01 | 0.0002 | -0.024 | ||
| 172.55 | 181.00 | 6 | 31.9% | 0.99 | 0.0003 | -0.026 | 815 | 0 | 0.7900 | 111 | 28.9% | -0.01 | 0.0003 | -0.026 | ||
| 167.60 | 175.45 | 20 | 29.0% | 0.99 | 0.0003 | -0.028 | 820 | 0.1500 | 0.4200 | 375 | 26.9% | -0.01 | 0.0003 | -0.028 | ||
| 162.65 | 169.80 | 7 | 24.5% | 0.99 | 0.0004 | -0.030 | 825 | 0 | 0.8600 | 4 | 157 | 27.7% | -0.01 | 0.0004 | -0.031 | |
| 157.75 | 164.85 | 2 | 24.6% | 0.99 | 0.0004 | -0.033 | 830 | 0 | 0.6000 | 14 | 333 | 25.6% | -0.01 | 0.0004 | -0.033 | |
| 152.80 | 159.95 | 1 | 24.5% | 0.99 | 0.0004 | -0.036 | 835 | 0.1000 | 0.8100 | 6 | 229 | 26.3% | -0.01 | 0.0004 | -0.036 | |
| 147.25 | 154.95 | 70 | 0.98 | 0.0005 | -0.040 | 840 | 0.3500 | 0.5200 | 40 | 1,305 | 25.3% | -0.02 | 0.0005 | -0.040 | ||
| 142.95 | 149.90 | 1 | 12 | 23.1% | 0.98 | 0.0006 | -0.044 | 845 | 0.2500 | 0.5800 | 35 | 1,022 | 24.4% | -0.02 | 0.0006 | -0.044 |
| 138.05 | 145.20 | 1 | 17 | 23.9% | 0.98 | 0.0006 | -0.048 | 850 | 0.1400 | 0.6600 | 16 | 1,653 | 23.5% | -0.02 | 0.0006 | -0.048 |
| 133.15 | 139.90 | 10 | 22.1% | 0.98 | 0.0007 | -0.053 | 855 | 0.0100 | 0.9700 | 167 | 23.4% | -0.02 | 0.0007 | -0.053 | ||
| 129.55 | 135.00 | 67 | 25.7% | 0.97 | 0.0008 | -0.058 | 860 | 0.3300 | 0.8300 | 26 | 1,092 | 23.2% | -0.03 | 0.0008 | -0.059 | |
| 123.60 | 130.40 | 22 | 23.4% | 0.97 | 0.0009 | -0.064 | 865 | 0.4300 | 1.70 | 12 | 123 | 24.9% | -0.03 | 0.0009 | -0.065 | |
| 119.90 | 125.55 | 16 | 25.5% | 0.97 | 0.0010 | -0.071 | 870 | 0.6600 | 1.06 | 17 | 592 | 23.2% | -0.03 | 0.0010 | -0.072 | |
| 113.75 | 120.70 | 19 | 22.6% | 0.96 | 0.0011 | -0.079 | 875 | 0.7600 | 1.20 | 8 | 146 | 22.7% | -0.04 | 0.0012 | -0.079 | |
| 108.75 | 115.90 | 54 | 22.1% | 0.96 | 0.0013 | -0.087 | 880 | 1.02 | 1.35 | 63 | 696 | 22.7% | -0.04 | 0.0013 | -0.088 | |
| 104.00 | 110.05 | 39 | 19.8% | 0.95 | 0.0014 | -0.096 | 885 | 1.11 | 1.71 | 14 | 236 | 22.6% | -0.05 | 0.0015 | -0.097 | |
| 99.40 | 105.30 | 1 | 50 | 20.3% | 0.94 | 0.0016 | -0.106 | 890 | 1.52 | 1.93 | 10 | 349 | 22.7% | -0.06 | 0.0016 | -0.107 |
| 95.70 | 101.65 | 49 | 23.2% | 0.94 | 0.0018 | -0.116 | 895 | 1.41 | 2.71 | 12 | 289 | 22.6% | -0.06 | 0.0018 | -0.118 | |
| 90.00 | 95.90 | 1 | 222 | 20.3% | 0.93 | 0.0020 | -0.128 | 900 | 1.85 | 2.81 | 106 | 651 | 22.3% | -0.07 | 0.0021 | -0.130 |
| 86.40 | 92.35 | 53 | 22.6% | 0.92 | 0.0023 | -0.140 | 905 | 0.5900 | 2.83 | 3 | 136 | 19.8% | -0.08 | 0.0023 | -0.142 | |
| 80.65 | 87.80 | 121 | 21.3% | 0.91 | 0.0025 | -0.154 | 910 | 1.93 | 3.85 | 13 | 179 | 21.4% | -0.09 | 0.0026 | -0.156 | |
| 77.25 | 82.15 | 9 | 144 | 21.1% | 0.89 | 0.0028 | -0.168 | 915 | 3.00 | 3.85 | 18 | 130 | 21.4% | -0.11 | 0.0028 | -0.170 |
| 73.40 | 78.00 | 17 | 336 | 21.7% | 0.88 | 0.0031 | -0.182 | 920 | 3.70 | 4.55 | 122 | 681 | 21.5% | -0.12 | 0.0031 | -0.185 |
| 67.55 | 73.40 | 32 | 153 | 20.2% | 0.86 | 0.0034 | -0.197 | 925 | 4.00 | 5.55 | 56 | 326 | 21.5% | -0.14 | 0.0034 | -0.200 |
| 63.10 | 69.15 | 1 | 225 | 20.0% | 0.85 | 0.0037 | -0.213 | 930 | 4.60 | 5.40 | 94 | 113 | 20.5% | -0.15 | 0.0038 | -0.216 |
| 59.50 | 64.95 | 6 | 207 | 20.3% | 0.83 | 0.0040 | -0.229 | 935 | 5.50 | 6.20 | 53 | 146 | 20.5% | -0.17 | 0.0041 | -0.232 |
| 55.70 | 60.25 | 1 | 290 | 20.1% | 0.81 | 0.0043 | -0.244 | 940 | 6.45 | 7.90 | 31 | 437 | 21.0% | -0.19 | 0.0044 | -0.249 |
| 50.90 | 56.90 | 11 | 194 | 19.9% | 0.79 | 0.0046 | -0.260 | 945 | 7.25 | 9.25 | 38 | 82 | 20.8% | -0.22 | 0.0047 | -0.264 |
| 47.60 | 53.05 | 11 | 451 | 20.1% | 0.76 | 0.0050 | -0.275 | 950 | 8.55 | 9.75 | 42 | 193 | 20.4% | -0.24 | 0.0050 | -0.280 |
| 43.35 | 48.85 | 12 | 382 | 19.5% | 0.74 | 0.0053 | -0.289 | 955 | 9.05 | 11.35 | 16 | 97 | 20.1% | -0.27 | 0.0054 | -0.295 |
| 42.10 | 45.05 | 15 | 440 | 20.5% | 0.71 | 0.0055 | -0.302 | 960 | 10.40 | 12.95 | 99 | 285 | 20.1% | -0.30 | 0.0057 | -0.308 |
| 38.40 | 42.30 | 9 | 268 | 20.6% | 0.68 | 0.0058 | -0.314 | 965 | 11.35 | 14.60 | 25 | 25 | 19.7% | -0.32 | 0.0059 | -0.321 |
| 33.10 | 38.80 | 10 | 379 | 19.5% | 0.65 | 0.0060 | -0.324 | 970 | 12.35 | 16.35 | 19 | 169 | 19.4% | -0.35 | 0.0062 | -0.332 |
| 31.35 | 35.05 | 46 | 212 | 19.7% | 0.62 | 0.0062 | -0.333 | 975 | 15.65 | 18.45 | 13 | 27 | 20.2% | -0.39 | 0.0064 | -0.341 |
| 29.50 | 31.40 | 48 | 880 | 19.9% | 0.59 | 0.0064 | -0.339 | 980 | 17.55 | 21.50 | 211 | 157 | 20.4% | -0.42 | 0.0065 | -0.348 |
| 25.75 | 29.35 | 34 | 218 | 19.7% | 0.56 | 0.0065 | -0.343 | 985 | 17.50 | 22.05 | 72 | 12 | 18.7% | -0.45 | 0.0067 | -0.352 |
| 23.65 | 26.75 | 40 | 351 | 19.9% | 0.52 | 0.0066 | -0.345 | 990 | 21.95 | 25.00 | 23 | 11 | 19.7% | -0.49 | 0.0067 | -0.355 |
| 19.80 | 24.15 | 329 | 111 | 19.2% | 0.49 | 0.0066 | -0.345 | 995 | 24.45 | 27.30 | 198 | 12 | 19.5% | -0.52 | 0.0068 | -0.355 |
| 19.15 | 21.55 | 683 | 1,526 | 19.7% | 0.46 | 0.0066 | -0.342 | 1,000 | 26.35 | 31.30 | 75 | 139 | 19.6% | -0.55 | 0.0068 | -0.352 |
| 16.90 | 19.30 | 15 | 160 | 19.6% | 0.43 | 0.0065 | -0.337 | 1,005 | 30.20 | 33.60 | 18 | 54 | 19.7% | -0.59 | 0.0067 | -0.347 |
| 14.85 | 18.20 | 60 | 308 | 19.9% | 0.39 | 0.0064 | -0.330 | 1,010 | 32.10 | 38.15 | 156 | 91 | 19.8% | -0.62 | 0.0066 | -0.340 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 1,015 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.80 | 13.60 | 83 | 669 | 19.5% | 0.33 | 0.0061 | -0.309 | 1,020 | 38.80 | 43.40 | 42 | 144 | 19.1% | -0.68 | 0.0063 | -0.318 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 1,025 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 1,030 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 1,035 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.75 | 8.60 | 297 | 586 | 19.1% | 0.23 | 0.0050 | -0.253 | 1,040 | 53.45 | 60.75 | 8 | 11 | 20.0% | -0.79 | 0.0051 | -0.258 |
| 3.80 | 4.50 | 130 | 745 | 19.4% | 0.14 | 0.0038 | -0.191 | 1,060 | 70.25 | 75.95 | 5 | 6 | 18.6% | -0.87 | 0.0038 | -0.190 |
| 2.08 | 2.61 | 25 | 412 | 19.8% | 0.09 | 0.0026 | -0.137 | 1,080 | 88.95 | 95.75 | 2 | 20.6% | -0.93 | 0.0027 | -0.137 | |
| 0.8300 | 1.48 | 102 | 481 | 19.7% | 0.05 | 0.0018 | -0.094 | 1,100 | 108.00 | 115.05 | 21.3% | -0.97 | 0.0018 | -0.101 | ||
| 0.6000 | 1.14 | 85 | 197 | 21.3% | 0.03 | 0.0011 | -0.063 | 1,120 | 127.65 | 135.85 | 2 | 23.9% | -0.99 | 0.0010 | -0.056 | |
| 0.0900 | 0.6300 | 51 | 676 | 20.8% | 0.02 | 0.0007 | -0.043 | 1,140 | 147.60 | 156.00 | 2 | 26.4% | -1.00 | 0.0004 | -0.019 | |
| 0.0100 | 0.9900 | 435 | 24.0% | 0.01 | 0.0005 | -0.030 | 1,160 | 166.10 | 175.00 | -1.00 | 0.0001 | -0.004 | ||||
| 0 | 1.08 | 107 | 26.5% | 0.01 | 0.0003 | -0.022 | 1,180 | 186.65 | 195.15 | 27.5% | -1.00 | 0.0000 | -0.001 | |||
| 0 | 0.7800 | 2 | 286 | 27.4% | 0.01 | 0.0002 | -0.017 | 1,200 | 207.40 | 215.40 | 34.2% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.9400 | 25 | 123 | 30.1% | 0.00 | 0.0002 | -0.014 | 1,220 | 227.40 | 235.15 | 35.8% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 1.04 | 95 | 32.6% | 0.00 | 0.0001 | -0.011 | 1,240 | 246.95 | 256.00 | 38.0% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.30 | 75 | 43.1% | 0.00 | 0.0001 | -0.009 | 1,260 | 266.15 | 275.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 38 | 46.4% | 0.00 | 0.0001 | -0.008 | 1,280 | 286.15 | 295.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 31 | 48.7% | 0.00 | 0.0001 | -0.007 | 1,300 | 306.15 | 315.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 9 | 50.9% | 0.00 | 0.0000 | -0.006 | 1,320 | 326.10 | 335.00 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 2 | 53.0% | 0.00 | 0.0000 | -0.005 | 1,340 | 346.10 | 355.00 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 4 | 55.1% | 0.00 | 0.0000 | -0.004 | 1,360 | 366.10 | 375.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 38 | 57.1% | 0.00 | 0.0000 | -0.004 | 1,380 | 386.10 | 395.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 113 | 59.1% | 0.00 | 0.0000 | -0.003 | 1,400 | 406.15 | 415.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 13 | 61.0% | 0.00 | 0.0000 | -0.003 | 1,420 | 426.15 | 435.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0500 | 34 | 37.8% | 0.00 | 0.0000 | -0.003 | 1,440 | 446.25 | 455.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0800 | 37 | 39.6% | 0.00 | 0.0000 | -0.002 | 1,460 | 466.15 | 475.10 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.2600 | 21 | 40.8% | 0.00 | 0.0000 | -0.002 | 1,480 | 486.30 | 495.10 | -1.00 | 0.0000 | 0.000 | ||||
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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