CVNA цепочка опционов Carvana Co.
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 ±29.3% (52.47–96.02) · ATM IV 61.0% · 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 | |
| 36.85 | 39.50 | 1,241 | 85.9% | 0.96 | 0.0025 | -0.002 | 38 | 0.4500 | 0.7400 | 1,606 | 73.1% | -0.04 | 0.0026 | -0.010 | ||
| 36.10 | 38.60 | 501 | 86.1% | 0.96 | 0.0028 | -0.003 | 39 | 0.5600 | 0.8100 | 287 | 73.0% | -0.04 | 0.0028 | -0.011 | ||
| 35.30 | 37.70 | 1,765 | 85.7% | 0.95 | 0.0030 | -0.004 | 40 | 0.5700 | 0.7900 | 10.8K | 70.5% | -0.05 | 0.0031 | -0.012 | ||
| 33.30 | 35.85 | 1,332 | 81.0% | 0.94 | 0.0036 | -0.006 | 42 | 0.8200 | 0.9200 | 109 | 920 | 69.9% | -0.06 | 0.0036 | -0.013 | |
| 31.50 | 34.15 | 527 | 78.9% | 0.93 | 0.0042 | -0.008 | 44 | 1.06 | 1.12 | 20 | 3,830 | 69.3% | -0.07 | 0.0042 | -0.015 | |
| 30.55 | 33.20 | 40 | 76.8% | 0.93 | 0.0045 | -0.009 | 45 | 1.14 | 1.34 | 1,931 | 69.3% | -0.08 | 0.0046 | -0.016 | ||
| 29.85 | 31.05 | 477 | 68.0% | 0.92 | 0.0048 | -0.011 | 46 | 1.30 | 1.46 | 1,573 | 69.0% | -0.08 | 0.0049 | -0.017 | ||
| 28.15 | 29.40 | 383 | 67.4% | 0.91 | 0.0056 | -0.013 | 48 | 1.50 | 1.66 | 1,020 | 67.1% | -0.10 | 0.0056 | -0.019 | ||
| 26.50 | 27.70 | 575 | 66.3% | 0.89 | 0.0063 | -0.015 | 50 | 1.87 | 2.14 | 3,319 | 67.5% | -0.11 | 0.0064 | -0.021 | ||
| 24.95 | 26.10 | 692 | 65.9% | 0.87 | 0.0070 | -0.018 | 52 | 2.14 | 2.52 | 938 | 66.3% | -0.13 | 0.0071 | -0.023 | ||
| 23.35 | 25.85 | 540 | 71.1% | 0.85 | 0.0078 | -0.020 | 54 | 2.63 | 2.95 | 4,656 | 66.0% | -0.15 | 0.0079 | -0.025 | ||
| 22.85 | 25.10 | 27 | 71.7% | 0.84 | 0.0082 | -0.021 | 55 | 2.77 | 3.20 | 343 | 65.3% | -0.16 | 0.0083 | -0.026 | ||
| 21.90 | 24.35 | 2,643 | 70.2% | 0.83 | 0.0086 | -0.022 | 56 | 3.05 | 3.50 | 1,815 | 65.5% | -0.17 | 0.0087 | -0.027 | ||
| 20.50 | 22.90 | 399 | 69.5% | 0.81 | 0.0094 | -0.025 | 58 | 3.50 | 4.00 | 831 | 64.4% | -0.19 | 0.0095 | -0.029 | ||
| 19.15 | 20.15 | 1,621 | 63.6% | 0.79 | 0.0101 | -0.027 | 60 | 4.10 | 4.65 | 4,261 | 64.1% | -0.22 | 0.0103 | -0.031 | ||
| 17.95 | 18.80 | 432 | 63.5% | 0.76 | 0.0109 | -0.029 | 62 | 4.70 | 5.30 | 1,435 | 63.5% | -0.24 | 0.0111 | -0.033 | ||
| 16.55 | 17.30 | 341 | 61.8% | 0.74 | 0.0116 | -0.031 | 64 | 5.40 | 6.00 | 1,324 | 63.0% | -0.27 | 0.0118 | -0.034 | ||
| 16.05 | 16.85 | 251 | 62.6% | 0.72 | 0.0119 | -0.032 | 65 | 5.80 | 6.35 | 621 | 62.8% | -0.28 | 0.0121 | -0.035 | ||
| 15.45 | 16.30 | 473 | 62.5% | 0.71 | 0.0122 | -0.032 | 66 | 6.25 | 6.75 | 1,047 | 62.8% | -0.30 | 0.0125 | -0.035 | ||
| 14.25 | 15.10 | 709 | 61.8% | 0.68 | 0.0128 | -0.034 | 68 | 7.05 | 7.55 | 844 | 62.2% | -0.32 | 0.0131 | -0.036 | ||
| 13.35 | 14.00 | 2,633 | 62.0% | 0.66 | 0.0133 | -0.035 | 70 | 7.95 | 8.50 | 2,105 | 62.0% | -0.35 | 0.0136 | -0.037 | ||
| 12.15 | 12.95 | 3,913 | 61.0% | 0.63 | 0.0137 | -0.036 | 72 | 8.90 | 9.55 | 1,326 | 61.9% | -0.38 | 0.0141 | -0.038 | ||
| 11.25 | 11.95 | 5,251 | 60.8% | 0.60 | 0.0141 | -0.037 | 74 | 9.90 | 10.45 | 1,002 | 61.3% | -0.41 | 0.0145 | -0.038 | ||
| 10.80 | 11.50 | 1,059 | 60.8% | 0.58 | 0.0143 | -0.037 | 75 | 10.45 | 11.10 | 1 | 290 | 61.5% | -0.42 | 0.0147 | -0.039 | |
| 10.40 | 11.05 | 1,759 | 60.7% | 0.57 | 0.0144 | -0.038 | 76 | 10.95 | 11.55 | 311 | 60.9% | -0.44 | 0.0148 | -0.039 | ||
| 9.50 | 10.15 | 500 | 60.2% | 0.54 | 0.0146 | -0.038 | 78 | 12.15 | 12.60 | 1,723 | 60.6% | -0.47 | 0.0151 | -0.039 | ||
| 8.80 | 9.35 | 18.6K | 60.2% | 0.51 | 0.0147 | -0.038 | 80 | 13.15 | 13.75 | 6 | 2,718 | 59.7% | -0.50 | 0.0153 | -0.039 | |
| 7.95 | 8.40 | 2,820 | 59.1% | 0.49 | 0.0148 | -0.038 | 82 | 14.60 | 15.30 | 335 | 60.9% | -0.53 | 0.0154 | -0.038 | ||
| 7.30 | 7.90 | 4,318 | 59.5% | 0.46 | 0.0148 | -0.038 | 84 | 15.90 | 16.50 | 439 | 60.4% | -0.55 | 0.0154 | -0.038 | ||
| 7.05 | 7.55 | 1 | 270 | 59.5% | 0.45 | 0.0147 | -0.038 | 85 | 16.55 | 17.10 | 109 | 60.0% | -0.57 | 0.0154 | -0.038 | |
| 6.65 | 7.25 | 267 | 59.2% | 0.43 | 0.0147 | -0.038 | 86 | 17.05 | 17.85 | 996 | 59.6% | -0.58 | 0.0154 | -0.037 | ||
| 6.05 | 6.50 | 2,475 | 58.6% | 0.41 | 0.0145 | -0.037 | 88 | 18.40 | 19.35 | 276 | 59.6% | -0.61 | 0.0153 | -0.036 | ||
| 5.65 | 5.85 | 21 | 8,254 | 58.5% | 0.38 | 0.0143 | -0.036 | 90 | 20.10 | 20.70 | 351 | 59.8% | -0.64 | 0.0151 | -0.035 | |
| 5.05 | 5.60 | 1 | 722 | 58.9% | 0.36 | 0.0140 | -0.036 | 92 | 21.55 | 22.25 | 139 | 59.7% | -0.66 | 0.0149 | -0.034 | |
| 4.60 | 5.15 | 1 | 1,453 | 58.8% | 0.34 | 0.0137 | -0.035 | 94 | 22.80 | 23.70 | 264 | 58.4% | -0.68 | 0.0146 | -0.033 | |
| 4.30 | 4.90 | 118 | 58.4% | 0.33 | 0.0136 | -0.034 | 95 | 23.60 | 24.50 | 13 | 58.4% | -0.70 | 0.0145 | -0.033 | ||
| 4.15 | 4.70 | 575 | 58.5% | 0.31 | 0.0134 | -0.034 | 96 | 24.35 | 25.40 | 72 | 58.6% | -0.71 | 0.0144 | -0.032 | ||
| 3.80 | 4.30 | 528 | 58.5% | 0.29 | 0.0130 | -0.033 | 98 | 25.95 | 27.05 | 134 | 58.5% | -0.73 | 0.0140 | -0.030 | ||
| 3.50 | 3.80 | 3,188 | 58.2% | 0.27 | 0.0126 | -0.032 | 100 | 27.60 | 28.65 | 132 | 58.2% | -0.75 | 0.0137 | -0.029 | ||
| 3.05 | 3.60 | 452 | 58.1% | 0.26 | 0.0122 | -0.030 | 102 | 29.25 | 30.35 | 40 | 58.1% | -0.77 | 0.0133 | -0.028 | ||
| 2.80 | 3.30 | 1,310 | 58.2% | 0.24 | 0.0117 | -0.029 | 104 | 30.95 | 31.95 | 40 | 57.4% | -0.79 | 0.0129 | -0.026 | ||
| 2.71 | 3.10 | 1 | 71 | 58.1% | 0.23 | 0.0115 | -0.029 | 105 | 31.80 | 32.85 | 57.4% | -0.80 | 0.0127 | -0.025 | ||
| 2.58 | 3.05 | 230 | 58.4% | 0.22 | 0.0113 | -0.028 | 106 | 32.75 | 33.90 | 30 | 58.4% | -0.81 | 0.0125 | -0.025 | ||
| 2.34 | 2.67 | 499 | 57.9% | 0.20 | 0.0108 | -0.027 | 108 | 34.65 | 35.75 | 40 | 59.3% | -0.83 | 0.0121 | -0.023 | ||
| 2.14 | 2.53 | 441 | 58.3% | 0.19 | 0.0103 | -0.026 | 110 | 35.60 | 37.00 | 5 | 330 | 51.9% | -0.84 | 0.0117 | -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 — Jan 15, 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.