CVS цепочка опционов CVS Health Corp.
Cboe delayed options data · по состоянию на 21:53 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 ±8.8% (84.38–100.62) · ATM IV 37.1% · P/C открытого интереса 1.14
| 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 | |
| 43.10 | 47.00 | 1.00 | 0.0000 | 0.000 | 47.5 | 0 | 2.13 | 19 | 158.2% | -0.00 | 0.0004 | -0.003 | ||||
| 40.55 | 44.65 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.2400 | 82 | 69.1% | -0.00 | 0.0004 | -0.003 | ||||
| 35.60 | 39.50 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.3000 | 252 | 87.2% | -0.00 | 0.0007 | -0.004 | ||||
| 30.55 | 34.50 | 2 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.1600 | 179 | 67.5% | -0.01 | 0.0012 | -0.005 | |||
| 28.10 | 32.00 | 5 | 1.00 | 0.0000 | 0.000 | 62.5 | 0 | 0.1300 | 209 | 60.0% | -0.01 | 0.0015 | -0.005 | |||
| 25.95 | 28.50 | 44 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.1200 | 90 | 54.0% | -0.01 | 0.0020 | -0.006 | |||
| 23.10 | 26.40 | 21 | 1.00 | 0.0002 | 0.000 | 67.5 | 0.0100 | 0.1800 | 329 | 52.3% | -0.02 | 0.0028 | -0.008 | |||
| 20.60 | 23.90 | 46 | 1.00 | 0.0006 | 0.000 | 70 | 0 | 0.1500 | 3 | 374 | 45.3% | -0.02 | 0.0039 | -0.010 | ||
| 18.15 | 21.65 | 10 | 1.00 | 0.0027 | -0.001 | 72.5 | 0.0600 | 0.2200 | 57 | 1,183 | 43.1% | -0.03 | 0.0057 | -0.013 | ||
| 15.65 | 18.90 | 41 | 0.98 | 0.0078 | -0.013 | 75 | 0.1500 | 0.3700 | 2 | 762 | 44.3% | -0.05 | 0.0083 | -0.018 | ||
| 13.35 | 15.70 | 5 | 55 | 0.96 | 0.0154 | -0.031 | 77.5 | 0.2600 | 0.4400 | 13 | 891 | 41.3% | -0.07 | 0.0119 | -0.024 | |
| 11.70 | 13.15 | 4 | 316 | 0.91 | 0.0212 | -0.041 | 80 | 0.5500 | 0.6900 | 4 | 6,653 | 41.3% | -0.11 | 0.0166 | -0.031 | |
| 10.35 | 12.40 | 0.89 | 0.0227 | -0.041 | 81 | 0.5500 | 1.00 | 41.5% | -0.12 | 0.0187 | -0.035 | |||||
| 9.50 | 11.45 | 0.86 | 0.0239 | -0.042 | 82 | 0.6900 | 1.07 | 1 | 40.5% | -0.14 | 0.0210 | -0.038 | ||||
| 9.75 | 10.95 | 237 | 32.3% | 0.85 | 0.0244 | -0.042 | 82.5 | 0.7400 | 1.19 | 22 | 776 | 40.4% | -0.16 | 0.0221 | -0.040 | |
| 8.65 | 10.65 | 0.84 | 0.0250 | -0.042 | 83 | 0.4600 | 1.25 | 37.3% | -0.17 | 0.0233 | -0.042 | |||||
| 7.90 | 9.85 | 29.0% | 0.81 | 0.0265 | -0.045 | 84 | 1.02 | 1.33 | 3 | 39.0% | -0.19 | 0.0257 | -0.045 | |||
| 7.35 | 8.90 | 1 | 513 | 30.6% | 0.78 | 0.0282 | -0.048 | 85 | 1.30 | 1.44 | 86 | 6,701 | 38.4% | -0.22 | 0.0281 | -0.049 |
| 6.95 | 8.15 | 33.4% | 0.75 | 0.0303 | -0.051 | 86 | 1.50 | 1.84 | 2 | 38.8% | -0.25 | 0.0304 | -0.052 | |||
| 6.85 | 7.50 | 37.3% | 0.72 | 0.0323 | -0.054 | 87 | 1.74 | 2.13 | 2 | 38.3% | -0.28 | 0.0326 | -0.055 | |||
| 6.50 | 7.30 | 6 | 630 | 38.0% | 0.70 | 0.0333 | -0.055 | 87.5 | 1.93 | 2.33 | 4 | 704 | 38.7% | -0.30 | 0.0337 | -0.056 |
| 5.45 | 6.70 | 32.7% | 0.69 | 0.0343 | -0.056 | 88 | 2.01 | 2.46 | 1 | 37.9% | -0.32 | 0.0347 | -0.057 | |||
| 5.45 | 6.05 | 36.0% | 0.65 | 0.0360 | -0.059 | 89 | 2.39 | 2.81 | 37.9% | -0.35 | 0.0365 | -0.060 | ||||
| 5.05 | 5.40 | 84 | 1,444 | 36.6% | 0.61 | 0.0375 | -0.060 | 90 | 2.85 | 3.20 | 23 | 1,396 | 38.0% | -0.39 | 0.0380 | -0.061 |
| 4.15 | 4.80 | 2 | 34.8% | 0.58 | 0.0386 | -0.061 | 91 | 2.86 | 3.70 | 36.1% | -0.43 | 0.0392 | -0.062 | |||
| 3.75 | 4.45 | 36.0% | 0.54 | 0.0394 | -0.062 | 92 | 3.75 | 4.15 | 14 | 37.8% | -0.47 | 0.0400 | -0.063 | |||
| 3.85 | 4.05 | 28 | 1,390 | 36.7% | 0.52 | 0.0396 | -0.062 | 92.5 | 4.00 | 4.35 | 1 | 849 | 37.5% | -0.49 | 0.0402 | -0.063 |
| 3.15 | 4.75 | 14 | 39.0% | 0.50 | 0.0397 | -0.062 | 93 | 4.25 | 4.65 | 37.5% | -0.51 | 0.0404 | -0.063 | |||
| 2.85 | 3.40 | 40 | 35.4% | 0.46 | 0.0396 | -0.062 | 94 | 4.80 | 5.20 | 37.3% | -0.55 | 0.0403 | -0.063 | |||
| 2.72 | 2.85 | 67 | 3,856 | 35.9% | 0.42 | 0.0391 | -0.061 | 95 | 5.40 | 5.80 | 7 | 1,513 | 37.3% | -0.59 | 0.0400 | -0.061 |
| 2.12 | 2.73 | 15 | 35.8% | 0.38 | 0.0383 | -0.059 | 96 | 6.00 | 6.45 | 37.1% | -0.63 | 0.0392 | -0.060 | |||
| 1.66 | 2.37 | 1 | 34.9% | 0.35 | 0.0371 | -0.057 | 97 | 6.65 | 8.10 | 41.8% | -0.66 | 0.0381 | -0.058 | |||
| 1.89 | 2.08 | 33 | 615 | 36.1% | 0.33 | 0.0364 | -0.056 | 97.5 | 7.05 | 8.45 | 1 | 332 | 42.1% | -0.68 | 0.0374 | -0.057 |
| 1.54 | 2.01 | 327 | 35.4% | 0.31 | 0.0356 | -0.054 | 98 | 7.45 | 9.00 | 43.3% | -0.70 | 0.0367 | -0.055 | |||
| 1.16 | 2.00 | 1 | 36.0% | 0.28 | 0.0339 | -0.051 | 99 | 8.15 | 9.75 | 43.4% | -0.73 | 0.0351 | -0.052 | |||
| 1.29 | 1.45 | 85 | 4,194 | 36.2% | 0.25 | 0.0320 | -0.048 | 100 | 8.95 | 10.60 | 251 | 44.3% | -0.77 | 0.0332 | -0.049 | |
| 0.8200 | 1.55 | 9 | 36.4% | 0.22 | 0.0299 | -0.045 | 101 | 9.50 | 11.55 | 44.1% | -0.80 | 0.0312 | -0.045 | |||
| 0.8400 | 1.17 | 11 | 36.3% | 0.19 | 0.0277 | -0.041 | 102 | 10.55 | 12.40 | 46.0% | -0.82 | 0.0291 | -0.042 | |||
| 0.6300 | 0.9700 | 35.6% | 0.17 | 0.0255 | -0.037 | 103 | 11.00 | 13.30 | 44.4% | -0.85 | 0.0269 | -0.038 | ||||
| 0.5600 | 0.7900 | 1 | 35.6% | 0.14 | 0.0232 | -0.034 | 104 | 12.15 | 14.20 | 47.0% | -0.87 | 0.0248 | -0.035 | |||
| 0.4600 | 0.6200 | 18 | 1,933 | 35.2% | 0.12 | 0.0210 | -0.031 | 105 | 12.30 | 15.00 | 627 | 41.7% | -0.89 | 0.0225 | -0.032 | |
| 0.3400 | 0.6400 | 36.0% | 0.11 | 0.0189 | -0.028 | 106 | 14.00 | 15.75 | 47.1% | -0.91 | 0.0204 | -0.028 | ||||
| 0.2800 | 0.5600 | 36.3% | 0.09 | 0.0170 | -0.025 | 107 | 14.95 | 17.00 | 50.6% | -0.93 | 0.0182 | -0.025 | ||||
| 0.1900 | 0.3000 | 13 | 2,851 | 36.6% | 0.06 | 0.0121 | -0.019 | 110 | 17.55 | 19.85 | 67 | 52.1% | -0.96 | 0.0126 | -0.018 | |
| 0.0500 | 0.3300 | 818 | 41.6% | 0.04 | 0.0072 | -0.012 | 115 | 21.60 | 25.05 | 17 | 52.8% | -0.98 | 0.0060 | -0.007 | ||
| 0.0200 | 0.0800 | 1,133 | 39.2% | 0.02 | 0.0045 | -0.009 | 120 | 27.10 | 29.30 | 13 | 56.5% | -0.99 | 0.0028 | -0.002 | ||
| 0 | 0.1400 | 308 | 46.4% | 0.02 | 0.0031 | -0.007 | 125 | 32.00 | 34.65 | 67.2% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.5200 | 575 | 62.8% | 0.01 | 0.0022 | -0.005 | 130 | 37.10 | 39.65 | 75.3% | -1.00 | 0.0007 | 0.000 | |||
| 0 | 0.5100 | 161 | 68.0% | 0.01 | 0.0016 | -0.005 | 135 | 42.10 | 44.65 | 81.5% | -1.00 | 0.0003 | 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.
Улыбка волатильности — Nov 20, 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