CVX цепочка опционов Chevron Corporation
Cboe delayed options data · по состоянию на 14:03 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% (213.47–234.66) · ATM IV 33.5% · P/C открытого интереса 0.49
| 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 | |
| 107.65 | 110.60 | 163.9% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 1.83 | 214.7% | -0.00 | 0.0000 | -0.002 | ||||
| 102.75 | 105.80 | 168.4% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 1.83 | 202.6% | -0.00 | 0.0000 | -0.002 | ||||
| 97.65 | 100.60 | 142.9% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 1.83 | 191.0% | -0.00 | 0.0000 | -0.003 | ||||
| 92.65 | 95.60 | 133.1% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 1.15 | 165.3% | -0.00 | 0.0001 | -0.003 | ||||
| 87.70 | 90.65 | 129.2% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 1.20 | 156.4% | -0.00 | 0.0001 | -0.003 | ||||
| 82.70 | 85.65 | 120.0% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.9500 | 140.8% | -0.00 | 0.0001 | -0.004 | ||||
| 77.70 | 79.95 | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.7500 | 126.6% | -0.00 | 0.0001 | -0.004 | |||||
| 72.70 | 74.95 | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.9500 | 10 | 122.7% | -0.00 | 0.0001 | -0.005 | ||||
| 67.70 | 70.00 | 1.00 | 0.0002 | 0.000 | 155 | 0 | 1.00 | 115.1% | -0.00 | 0.0002 | -0.006 | |||||
| 62.75 | 65.90 | 96.6% | 1.00 | 0.0003 | 0.000 | 160 | 0 | 0.5500 | 96.4% | -0.00 | 0.0003 | -0.007 | ||||
| 57.75 | 60.00 | 1.00 | 0.0004 | -0.002 | 165 | 0 | 0.7500 | 12 | 93.3% | -0.00 | 0.0004 | -0.009 | ||||
| 52.75 | 55.00 | 1.00 | 0.0005 | -0.004 | 170 | 0 | 0.7500 | 22 | 85.5% | -0.00 | 0.0005 | -0.011 | ||||
| 47.75 | 50.70 | 2 | 4 | 67.4% | 0.99 | 0.0007 | -0.007 | 175 | 0 | 0.7500 | 19 | 77.9% | -0.01 | 0.0007 | -0.013 | |
| 42.80 | 45.05 | 2 | 0.99 | 0.0010 | -0.012 | 180 | 0 | 0.7500 | 21 | 70.3% | -0.01 | 0.0010 | -0.017 | |||
| 37.85 | 40.05 | 28 | 0.99 | 0.0015 | -0.017 | 185 | 0 | 0.5700 | 295 | 59.9% | -0.01 | 0.0015 | -0.022 | |||
| 32.90 | 35.10 | 45 | 0.98 | 0.0023 | -0.025 | 190 | 0 | 0.6000 | 405 | 53.3% | -0.02 | 0.0023 | -0.029 | |||
| 30.35 | 32.95 | 37.5% | 0.98 | 0.0029 | -0.030 | 192.5 | 0 | 0.7900 | 6 | 52.5% | -0.02 | 0.0029 | -0.033 | |||
| 28.00 | 30.15 | 221 | 0.97 | 0.0036 | -0.036 | 195 | 0.0500 | 0.6300 | 510 | 47.4% | -0.03 | 0.0037 | -0.040 | |||
| 25.45 | 28.40 | 43.2% | 0.97 | 0.0047 | -0.044 | 197.5 | 0 | 0.7500 | 14 | 44.8% | -0.03 | 0.0047 | -0.047 | |||
| 23.10 | 25.55 | 78 | 36.7% | 0.96 | 0.0060 | -0.055 | 200 | 0.1000 | 0.6700 | 1,900 | 41.4% | -0.04 | 0.0060 | -0.058 | ||
| 20.60 | 23.00 | 4 | 32.5% | 0.94 | 0.0078 | -0.069 | 202.5 | 0.0400 | 0.8400 | 23 | 38.9% | -0.06 | 0.0078 | -0.071 | ||
| 18.95 | 20.75 | 118 | 40.0% | 0.92 | 0.0101 | -0.086 | 205 | 0.3500 | 0.8900 | 170 | 38.3% | -0.08 | 0.0101 | -0.089 | ||
| 16.25 | 18.55 | 1 | 36.5% | 0.89 | 0.0128 | -0.108 | 207.5 | 0.3000 | 1.05 | 150 | 35.1% | -0.11 | 0.0129 | -0.111 | ||
| 14.35 | 15.80 | 3 | 443 | 34.5% | 0.86 | 0.0160 | -0.134 | 210 | 0.8800 | 1.12 | 9 | 605 | 35.1% | -0.14 | 0.0161 | -0.137 |
| 11.90 | 13.60 | 13 | 31.9% | 0.81 | 0.0193 | -0.162 | 212.5 | 1.00 | 1.75 | 77 | 34.4% | -0.19 | 0.0195 | -0.164 | ||
| 10.50 | 11.90 | 200 | 4,179 | 35.5% | 0.76 | 0.0226 | -0.188 | 215 | 1.75 | 2.10 | 2 | 436 | 34.3% | -0.24 | 0.0228 | -0.191 |
| 8.15 | 10.25 | 119 | 33.7% | 0.70 | 0.0255 | -0.211 | 217.5 | 2.16 | 3.20 | 36 | 34.5% | -0.30 | 0.0257 | -0.214 | ||
| 7.00 | 8.40 | 957 | 34.5% | 0.63 | 0.0278 | -0.229 | 220 | 3.00 | 3.50 | 103 | 32.4% | -0.37 | 0.0280 | -0.231 | ||
| 5.60 | 6.50 | 1 | 100 | 33.1% | 0.56 | 0.0293 | -0.239 | 222.5 | 4.10 | 5.10 | 27 | 34.2% | -0.44 | 0.0295 | -0.241 | |
| 4.60 | 5.10 | 6 | 1,227 | 33.4% | 0.49 | 0.0298 | -0.240 | 225 | 5.00 | 6.50 | 14 | 33.6% | -0.52 | 0.0301 | -0.242 | |
| 3.40 | 4.15 | 177 | 33.4% | 0.41 | 0.0294 | -0.232 | 227.5 | 6.50 | 8.20 | 17 | 34.6% | -0.59 | 0.0296 | -0.234 | ||
| 2.42 | 3.30 | 1 | 999 | 33.1% | 0.34 | 0.0279 | -0.216 | 230 | 8.15 | 9.45 | 6 | 33.5% | -0.66 | 0.0282 | -0.217 | |
| 1.86 | 2.54 | 457 | 33.6% | 0.28 | 0.0256 | -0.194 | 232.5 | 9.90 | 11.20 | 3 | 33.2% | -0.73 | 0.0259 | -0.195 | ||
| 1.27 | 2.02 | 2 | 280 | 33.7% | 0.22 | 0.0226 | -0.168 | 235 | 11.55 | 13.60 | 33.9% | -0.79 | 0.0229 | -0.169 | ||
| 0.8200 | 1.57 | 122 | 33.8% | 0.17 | 0.0192 | -0.142 | 237.5 | 13.70 | 15.65 | 34.3% | -0.84 | 0.0196 | -0.143 | |||
| 0.5000 | 1.03 | 1 | 125 | 32.7% | 0.13 | 0.0159 | -0.117 | 240 | 15.95 | 18.20 | 37.1% | -0.88 | 0.0163 | -0.119 | ||
| 0.2400 | 0.9000 | 9 | 33.4% | 0.10 | 0.0129 | -0.097 | 242.5 | 18.30 | 20.80 | 40.4% | -0.91 | 0.0134 | -0.098 | |||
| 0.1100 | 0.8600 | 40 | 35.2% | 0.07 | 0.0104 | -0.081 | 245 | 20.35 | 23.15 | 40.0% | -0.93 | 0.0109 | -0.082 | |||
| 0.0100 | 0.7500 | 70 | 39.0% | 0.05 | 0.0068 | -0.058 | 250 | 25.30 | 28.00 | 44.8% | -0.96 | 0.0073 | -0.059 | |||
| 0 | 0.7500 | 2 | 44.3% | 0.03 | 0.0046 | -0.044 | 255 | 30.25 | 33.00 | 50.2% | -0.98 | 0.0049 | -0.044 | |||
| 0 | 0.7500 | 2 | 49.5% | 0.02 | 0.0033 | -0.034 | 260 | 35.25 | 37.95 | 55.4% | -0.99 | 0.0033 | -0.034 | |||
| 0 | 1.00 | 57.6% | 0.02 | 0.0024 | -0.028 | 265 | 40.25 | 42.95 | 60.8% | -0.99 | 0.0022 | -0.028 | ||||
| 0 | 0.7500 | 59.3% | 0.01 | 0.0018 | -0.023 | 270 | 45.25 | 47.95 | 66.0% | -1.00 | 0.0014 | -0.025 | ||||
| 0 | 0.7000 | 63.1% | 0.01 | 0.0014 | -0.019 | 275 | 50.25 | 52.95 | 71.0% | -1.00 | 0.0008 | -0.022 | ||||
| 0 | 1.00 | 6 | 72.0% | 0.01 | 0.0011 | -0.016 | 280 | 55.20 | 57.90 | 74.5% | -1.00 | 0.0005 | -0.021 | |||
| 0 | 0.7500 | 190 | 72.8% | 0.01 | 0.0008 | -0.014 | 285 | 60.20 | 62.95 | 79.8% | -1.00 | 0.0003 | -0.020 | |||
| 0 | 0.9500 | 80.2% | 0.01 | 0.0007 | -0.012 | 290 | 65.20 | 67.95 | 84.4% | -1.00 | 0.0002 | -0.020 | ||||
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