CRM цепочка опционов Salesforce, 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 ±34.9% (171.62–356.02) · ATM IV 43.9% · P/C открытого интереса 0.98
| 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 | |
| 135.00 | 138.75 | 6 | 46.2% | 0.96 | 0.0007 | 0.000 | 135 | 2.61 | 3.15 | 1 | 561 | 48.1% | -0.05 | 0.0008 | -0.016 | |
| 131.00 | 134.45 | 20 | 46.7% | 0.95 | 0.0008 | -0.002 | 140 | 3.10 | 3.75 | 256 | 48.1% | -0.05 | 0.0008 | -0.018 | ||
| 127.05 | 130.50 | 2 | 21 | 47.4% | 0.94 | 0.0009 | -0.004 | 145 | 3.45 | 4.55 | 150 | 47.8% | -0.06 | 0.0009 | -0.019 | |
| 122.75 | 126.00 | 2 | 32 | 46.5% | 0.94 | 0.0010 | -0.006 | 150 | 4.35 | 4.85 | 1 | 66 | 47.4% | -0.07 | 0.0010 | -0.021 |
| 118.65 | 121.85 | 21 | 46.2% | 0.93 | 0.0011 | -0.009 | 155 | 4.95 | 5.60 | 1 | 51 | 47.2% | -0.08 | 0.0012 | -0.023 | |
| 115.30 | 117.75 | 2 | 328 | 46.8% | 0.92 | 0.0012 | -0.011 | 160 | 5.65 | 6.25 | 261 | 46.7% | -0.09 | 0.0013 | -0.025 | |
| 110.00 | 113.75 | 74 | 45.0% | 0.91 | 0.0013 | -0.014 | 165 | 6.15 | 7.15 | 507 | 46.2% | -0.10 | 0.0014 | -0.027 | ||
| 107.55 | 110.40 | 68 | 47.0% | 0.90 | 0.0014 | -0.016 | 170 | 7.15 | 8.70 | 1 | 304 | 46.8% | -0.11 | 0.0015 | -0.029 | |
| 102.90 | 107.00 | 280 | 46.3% | 0.89 | 0.0016 | -0.019 | 175 | 8.15 | 8.85 | 84 | 45.8% | -0.12 | 0.0016 | -0.031 | ||
| 99.10 | 102.55 | 641 | 45.4% | 0.88 | 0.0017 | -0.021 | 180 | 8.95 | 10.10 | 407 | 45.6% | -0.13 | 0.0017 | -0.033 | ||
| 95.00 | 98.95 | 217 | 44.9% | 0.87 | 0.0018 | -0.024 | 185 | 10.00 | 11.05 | 101 | 45.1% | -0.14 | 0.0019 | -0.035 | ||
| 91.80 | 95.35 | 106 | 45.1% | 0.85 | 0.0019 | -0.026 | 190 | 11.40 | 12.25 | 20 | 236 | 45.1% | -0.15 | 0.0020 | -0.037 | |
| 88.95 | 91.90 | 2 | 141 | 45.4% | 0.84 | 0.0020 | -0.028 | 195 | 12.70 | 14.50 | 1 | 763 | 45.6% | -0.17 | 0.0021 | -0.039 |
| 84.85 | 88.45 | 1 | 274 | 44.7% | 0.83 | 0.0022 | -0.031 | 200 | 14.25 | 15.05 | 16 | 187 | 45.0% | -0.18 | 0.0022 | -0.041 |
| 79.30 | 81.65 | 2 | 246 | 44.9% | 0.80 | 0.0024 | -0.035 | 210 | 17.05 | 18.30 | 68 | 44.6% | -0.21 | 0.0025 | -0.044 | |
| 71.50 | 75.55 | 3 | 156 | 43.7% | 0.77 | 0.0026 | -0.039 | 220 | 20.40 | 21.75 | 530 | 44.3% | -0.24 | 0.0027 | -0.048 | |
| 66.95 | 69.75 | 1 | 125 | 44.3% | 0.74 | 0.0028 | -0.043 | 230 | 23.90 | 25.65 | 286 | 43.9% | -0.27 | 0.0029 | -0.051 | |
| 61.90 | 64.05 | 483 | 44.2% | 0.71 | 0.0029 | -0.047 | 240 | 28.30 | 30.05 | 25 | 194 | 43.9% | -0.31 | 0.0031 | -0.054 | |
| 57.60 | 59.15 | 4 | 177 | 44.5% | 0.67 | 0.0031 | -0.050 | 250 | 32.55 | 35.30 | 514 | 43.9% | -0.34 | 0.0033 | -0.056 | |
| 51.95 | 54.90 | 45 | 343 | 44.1% | 0.64 | 0.0032 | -0.052 | 260 | 37.55 | 40.00 | 40 | 43.6% | -0.38 | 0.0034 | -0.058 | |
| 47.50 | 50.45 | 20 | 238 | 43.9% | 0.61 | 0.0033 | -0.054 | 270 | 42.90 | 45.35 | 1 | 31 | 43.5% | -0.41 | 0.0035 | -0.059 |
| 43.00 | 47.45 | 1 | 279 | 44.1% | 0.58 | 0.0033 | -0.056 | 280 | 48.95 | 51.90 | 39 | 44.0% | -0.44 | 0.0036 | -0.060 | |
| 40.25 | 43.50 | 46 | 131 | 44.4% | 0.55 | 0.0034 | -0.057 | 290 | 54.60 | 57.95 | 36 | 43.7% | -0.48 | 0.0037 | -0.061 | |
| 36.50 | 39.45 | 10 | 804 | 43.9% | 0.52 | 0.0034 | -0.057 | 300 | 60.85 | 64.45 | 4 | 15 | 43.6% | -0.51 | 0.0038 | -0.061 |
| 32.80 | 36.40 | 2 | 92 | 43.7% | 0.49 | 0.0034 | -0.058 | 310 | 67.50 | 71.30 | 24 | 1 | 43.6% | -0.54 | 0.0038 | -0.061 |
| 30.50 | 33.45 | 13 | 140 | 43.9% | 0.46 | 0.0034 | -0.058 | 320 | 74.50 | 77.50 | 15 | 43.2% | -0.58 | 0.0038 | -0.060 | |
| 27.00 | 31.50 | 76 | 43.9% | 0.43 | 0.0034 | -0.057 | 330 | 81.50 | 86.00 | 40 | 43.7% | -0.61 | 0.0038 | -0.059 | ||
| 25.05 | 28.95 | 89 | 44.0% | 0.41 | 0.0033 | -0.057 | 340 | 89.00 | 93.50 | 8 | 43.6% | -0.64 | 0.0039 | -0.059 | ||
| 23.70 | 26.00 | 51 | 56 | 44.1% | 0.38 | 0.0033 | -0.056 | 350 | 96.50 | 100.00 | 42.8% | -0.67 | 0.0038 | -0.058 | ||
| 20.10 | 23.95 | 248 | 43.4% | 0.36 | 0.0032 | -0.055 | 360 | 104.50 | 108.30 | 1 | 43.0% | -0.70 | 0.0038 | -0.056 | ||
| 20.00 | 22.05 | 43 | 44.3% | 0.33 | 0.0031 | -0.054 | 370 | 113.00 | 116.90 | 43.4% | -0.72 | 0.0038 | -0.055 | |||
| 17.90 | 19.20 | 5 | 343 | 43.5% | 0.31 | 0.0030 | -0.052 | 380 | 121.00 | 124.85 | 42.9% | -0.75 | 0.0038 | -0.054 | ||
| 16.35 | 17.90 | 39 | 564 | 43.7% | 0.29 | 0.0029 | -0.051 | 390 | 130.00 | 133.55 | 43.2% | -0.78 | 0.0038 | -0.052 | ||
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 17, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.