CVS цепочка опционов CVS Health Corp.
Cboe delayed options data · по состоянию на 12:35 UTC
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 ±4.7% (87.70–96.34) · ATM IV 29.7% · P/C открытого интереса 0.66
| 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 | |
| 36.50 | 38.75 | 159.7% | 1.00 | 0.0001 | -0.001 | 55 | 0 | 2.13 | 193.0% | -0.00 | 0.0005 | -0.005 | ||||
| 31.85 | 33.10 | 1 | 1 | 118.1% | 1.00 | 0.0001 | -0.001 | 60 | 0 | 2.13 | 3 | 166.1% | -0.00 | 0.0008 | -0.006 | |
| 26.80 | 28.80 | 126.2% | 1.00 | 0.0003 | -0.001 | 65 | 0 | 2.13 | 1 | 141.0% | -0.01 | 0.0014 | -0.008 | |||
| 21.60 | 23.25 | 2 | 12 | 70.0% | 1.00 | 0.0007 | -0.002 | 70 | 0 | 0.7500 | 63 | 90.1% | -0.01 | 0.0025 | -0.010 | |
| 17.90 | 19.75 | 88.9% | 1.00 | 0.0014 | -0.003 | 74 | 0 | 0.9500 | 43 | 79.3% | -0.02 | 0.0042 | -0.012 | |||
| 16.70 | 18.05 | 1.00 | 0.0017 | -0.004 | 75 | 0.0200 | 0.2000 | 4 | 294 | 55.7% | -0.02 | 0.0048 | -0.013 | |||
| 15.75 | 18.20 | 86.1% | 1.00 | 0.0021 | -0.004 | 76 | 0 | 0.3400 | 42 | 57.0% | -0.02 | 0.0055 | -0.014 | |||
| 14.85 | 16.75 | 75.5% | 0.99 | 0.0026 | -0.005 | 77 | 0.0100 | 0.3800 | 50 | 55.2% | -0.02 | 0.0064 | -0.015 | |||
| 13.70 | 15.75 | 68.3% | 0.99 | 0.0031 | -0.005 | 78 | 0 | 0.3500 | 24 | 50.8% | -0.03 | 0.0075 | -0.015 | |||
| 12.90 | 15.20 | 75.6% | 0.99 | 0.0039 | -0.006 | 79 | 0 | 0.4000 | 1 | 188 | 48.9% | -0.03 | 0.0089 | -0.017 | ||
| 11.95 | 13.15 | 1 | 2 | 52.2% | 0.99 | 0.0049 | -0.007 | 80 | 0.0300 | 0.2900 | 10 | 477 | 43.5% | -0.03 | 0.0106 | -0.018 |
| 10.85 | 12.75 | 1 | 59.3% | 0.99 | 0.0065 | -0.009 | 81 | 0.0100 | 0.2200 | 2 | 316 | 37.8% | -0.04 | 0.0128 | -0.020 | |
| 9.90 | 12.15 | 2 | 61.9% | 0.98 | 0.0086 | -0.011 | 82 | 0 | 0.3700 | 6 | 611 | 38.4% | -0.05 | 0.0157 | -0.022 | |
| 8.80 | 10.60 | 48.0% | 0.98 | 0.0120 | -0.014 | 83 | 0.1100 | 0.1800 | 51 | 138 | 33.3% | -0.06 | 0.0195 | -0.025 | ||
| 7.95 | 9.65 | 1 | 47.2% | 0.97 | 0.0169 | -0.019 | 84 | 0.1400 | 0.2300 | 86 | 200 | 31.8% | -0.08 | 0.0245 | -0.029 | |
| 7.10 | 8.80 | 371 | 47.1% | 0.95 | 0.0242 | -0.026 | 85 | 0.2000 | 0.3300 | 38 | 172 | 31.3% | -0.10 | 0.0308 | -0.034 | |
| 6.10 | 7.20 | 25 | 197 | 34.6% | 0.93 | 0.0340 | -0.035 | 86 | 0.3100 | 0.5200 | 1 | 167 | 31.9% | -0.13 | 0.0386 | -0.041 |
| 5.35 | 5.95 | 1 | 59 | 30.7% | 0.89 | 0.0462 | -0.047 | 87 | 0.4100 | 0.5800 | 37 | 228 | 29.8% | -0.17 | 0.0473 | -0.048 |
| 4.25 | 5.25 | 4 | 172 | 29.3% | 0.84 | 0.0594 | -0.060 | 88 | 0.4600 | 1.32 | 136 | 220 | 33.1% | -0.22 | 0.0564 | -0.056 |
| 3.75 | 4.40 | 13 | 313 | 31.5% | 0.77 | 0.0716 | -0.071 | 89 | 0.8000 | 1.53 | 30 | 86 | 32.8% | -0.28 | 0.0650 | -0.064 |
| 3.00 | 3.65 | 72 | 1,066 | 30.6% | 0.69 | 0.0809 | -0.079 | 90 | 0.9300 | 1.94 | 23 | 188 | 31.5% | -0.35 | 0.0720 | -0.070 |
| 2.29 | 2.72 | 21 | 902 | 27.6% | 0.61 | 0.0860 | -0.083 | 91 | 1.47 | 1.95 | 97 | 29.4% | -0.43 | 0.0766 | -0.074 | |
| 1.90 | 2.62 | 18 | 270 | 31.9% | 0.52 | 0.0863 | -0.083 | 92 | 1.78 | 2.34 | 6 | 12 | 27.5% | -0.50 | 0.0783 | -0.075 |
| 1.27 | 1.70 | 49 | 268 | 27.4% | 0.44 | 0.0827 | -0.079 | 93 | 2.36 | 2.95 | 26 | 15 | 27.9% | -0.58 | 0.0770 | -0.074 |
| 1.04 | 1.46 | 37 | 514 | 29.4% | 0.36 | 0.0764 | -0.073 | 94 | 2.95 | 3.50 | 143 | 26.9% | -0.65 | 0.0728 | -0.070 | |
| 0.8200 | 0.9800 | 95 | 856 | 28.7% | 0.29 | 0.0683 | -0.066 | 95 | 3.50 | 4.45 | 1 | 2 | 27.4% | -0.72 | 0.0664 | -0.064 |
| 0.5900 | 0.9200 | 33 | 97 | 30.5% | 0.23 | 0.0594 | -0.058 | 96 | 3.75 | 5.60 | 1 | 25.8% | -0.78 | 0.0587 | -0.057 | |
| 0.2000 | 0.7800 | 39 | 300 | 29.0% | 0.18 | 0.0506 | -0.050 | 97 | 4.35 | 6.20 | 1 | 16.8% | -0.83 | 0.0503 | -0.050 | |
| 0.1800 | 0.8500 | 13 | 94 | 33.0% | 0.14 | 0.0422 | -0.042 | 98 | 5.25 | 7.35 | 1 | 20.9% | -0.87 | 0.0420 | -0.042 | |
| 0.1600 | 0.7900 | 31 | 35.4% | 0.11 | 0.0347 | -0.036 | 99 | 6.10 | 8.20 | -0.90 | 0.0344 | -0.035 | ||||
| 0.0800 | 0.4900 | 7 | 60 | 33.3% | 0.09 | 0.0283 | -0.030 | 100 | 7.05 | 9.20 | 6 | -0.92 | 0.0279 | -0.030 | ||
| 0.0300 | 0.2000 | 55 | 55 | 29.4% | 0.07 | 0.0231 | -0.026 | 101 | 8.00 | 10.15 | -0.94 | 0.0226 | -0.025 | |||
| 0.0100 | 0.4100 | 55 | 59 | 36.1% | 0.06 | 0.0190 | -0.022 | 102 | 8.95 | 11.15 | -0.95 | 0.0183 | -0.021 | |||
| 0 | 2.20 | 3 | 62.0% | 0.05 | 0.0157 | -0.019 | 103 | 9.90 | 12.10 | -0.96 | 0.0149 | -0.018 | ||||
| 0 | 2.18 | 65.0% | 0.04 | 0.0130 | -0.017 | 104 | 10.90 | 13.10 | 1 | -0.97 | 0.0123 | -0.016 | ||||
| 0 | 2.17 | 3 | 68.0% | 0.03 | 0.0109 | -0.015 | 105 | 11.65 | 14.10 | -0.97 | 0.0102 | -0.014 | ||||
| 0 | 2.16 | 1 | 71.0% | 0.03 | 0.0093 | -0.014 | 106 | 12.90 | 15.10 | -0.98 | 0.0085 | -0.012 | ||||
| 0 | 2.15 | 1 | 73.8% | 0.02 | 0.0079 | -0.012 | 107 | 13.85 | 16.10 | -0.98 | 0.0071 | -0.011 | ||||
| 0 | 0.7500 | 2 | 57.4% | 0.02 | 0.0068 | -0.011 | 108 | 14.85 | 17.15 | -0.98 | 0.0061 | -0.010 | ||||
| 0 | 0.7500 | 1 | 59.8% | 0.02 | 0.0059 | -0.010 | 109 | 15.65 | 18.05 | -0.99 | 0.0052 | -0.009 | ||||
| 0 | 0.5000 | 56.9% | 0.02 | 0.0051 | -0.009 | 110 | 16.85 | 19.10 | -0.99 | 0.0044 | -0.008 | |||||
| 0 | 0.7500 | 2 | 73.4% | 0.01 | 0.0028 | -0.006 | 115 | 21.85 | 24.05 | 3 | -0.99 | 0.0023 | -0.005 | |||
| 0 | 0.7500 | 83.9% | 0.01 | 0.0016 | -0.005 | 120 | 26.85 | 29.05 | -1.00 | 0.0013 | -0.003 | |||||
| 0 | 0.7500 | 93.6% | 0.00 | 0.0011 | -0.004 | 125 | 31.85 | 34.05 | -1.00 | 0.0008 | -0.003 | |||||
| 0 | 2.13 | 129.0% | 0.00 | 0.0007 | -0.003 | 130 | 36.85 | 39.10 | -1.00 | 0.0005 | -0.002 | |||||
| 0 | 2.13 | 138.9% | 0.00 | 0.0005 | -0.002 | 135 | 41.85 | 44.45 | -1.00 | 0.0004 | -0.001 | |||||
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 — Oct 30, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы