CVX цепочка опционов Chevron Corporation
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 ±3.9% (204.12–220.77) · ATM IV 23.9% · P/C открытого интереса 1.00
| 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 | |
| 101.65 | 104.05 | 142.0% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.13 | 357 | 190.9% | 0.00 | 0.0000 | -0.000 | |||
| 96.65 | 99.10 | 1 | 134.8% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 495 | 179.7% | 0.00 | 0.0000 | -0.000 | ||
| 91.65 | 94.10 | 125.3% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.13 | 1,059 | 168.9% | 0.00 | 0.0000 | -0.000 | |||
| 86.65 | 88.90 | 10 | 102.9% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 1.97 | 438 | 156.1% | -0.00 | 0.0000 | -0.000 | ||
| 81.70 | 84.05 | 2 | 107.5% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.13 | 2,811 | 148.5% | -0.00 | 0.0000 | -0.000 | ||
| 76.70 | 78.80 | 1 | 76.5% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.13 | 1,429 | 138.8% | -0.00 | 0.0000 | -0.000 | ||
| 72.05 | 73.75 | 20 | 93.3% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.5400 | 1 | 994 | 101.3% | -0.00 | 0.0000 | -0.001 | |
| 66.70 | 69.10 | 85.5% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 0.2300 | 2,796 | 83.0% | -0.00 | 0.0000 | -0.001 | |||
| 61.75 | 63.15 | 6 | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.0500 | 3,256 | 64.1% | -0.00 | 0.0001 | -0.001 | |||
| 56.70 | 58.85 | 22 | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.1000 | 2,868 | 63.2% | -0.00 | 0.0001 | -0.001 | |||
| 51.95 | 54.00 | 22 | 68.4% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 0.1000 | 7 | 4,333 | 57.5% | -0.00 | 0.0002 | -0.002 | |
| 47.35 | 48.50 | 7 | 58.5% | 1.00 | 0.0003 | 0.000 | 165 | 0 | 0.0500 | 3 | 3,971 | 48.0% | -0.00 | 0.0003 | -0.003 | |
| 42.35 | 43.85 | 2 | 17 | 59.9% | 1.00 | 0.0005 | 0.000 | 170 | 0 | 0.2800 | 15 | 5,626 | 53.3% | -0.00 | 0.0005 | -0.004 |
| 37.35 | 39.25 | 456 | 58.7% | 1.00 | 0.0008 | 0.000 | 175 | 0 | 0.0600 | 5,149 | 38.6% | -0.00 | 0.0008 | -0.006 | ||
| 34.30 | 36.75 | 46.9% | 0.99 | 0.0011 | 0.000 | 177.5 | 0 | 0.2500 | 2 | 43.5% | -0.01 | 0.0011 | -0.008 | |||
| 31.85 | 34.10 | 101 | 41.6% | 0.99 | 0.0014 | 0.000 | 180 | 0.0200 | 0.0500 | 7 | 6,376 | 34.3% | -0.01 | 0.0014 | -0.010 | |
| 29.55 | 31.60 | 42.1% | 0.99 | 0.0020 | 0.000 | 182.5 | 0 | 0.0800 | 140 | 102 | 32.3% | -0.01 | 0.0020 | -0.012 | ||
| 27.10 | 28.50 | 2 | 283 | 0.99 | 0.0026 | -0.002 | 185 | 0.0600 | 0.1100 | 60 | 2,637 | 32.9% | -0.01 | 0.0026 | -0.015 | |
| 24.40 | 26.80 | 36.3% | 0.98 | 0.0036 | -0.007 | 187.5 | 0 | 0.3100 | 60 | 33.2% | -0.02 | 0.0036 | -0.020 | |||
| 22.45 | 24.00 | 24 | 5,779 | 35.9% | 0.97 | 0.0049 | -0.014 | 190 | 0.1000 | 0.1800 | 49 | 4,270 | 29.7% | -0.03 | 0.0050 | -0.025 |
| 19.70 | 21.80 | 2 | 33.0% | 0.96 | 0.0068 | -0.022 | 192.5 | 0.1400 | 0.2300 | 4 | 334 | 28.2% | -0.04 | 0.0068 | -0.032 | |
| 17.90 | 18.60 | 23 | 7,164 | 29.5% | 0.95 | 0.0093 | -0.032 | 195 | 0.2100 | 0.3100 | 10 | 2,538 | 27.0% | -0.05 | 0.0094 | -0.042 |
| 15.00 | 16.75 | 3 | 25 | 28.0% | 0.92 | 0.0127 | -0.045 | 197.5 | 0.3400 | 0.4500 | 40 | 172 | 26.2% | -0.08 | 0.0128 | -0.053 |
| 12.90 | 13.70 | 272 | 7,466 | 26.2% | 0.89 | 0.0170 | -0.060 | 200 | 0.5300 | 0.6100 | 122 | 3,727 | 25.1% | -0.11 | 0.0172 | -0.068 |
| 10.85 | 11.90 | 6 | 255 | 25.9% | 0.84 | 0.0222 | -0.079 | 202.5 | 0.8100 | 0.9500 | 68 | 363 | 24.7% | -0.16 | 0.0224 | -0.085 |
| 9.00 | 9.95 | 29 | 4,243 | 26.4% | 0.78 | 0.0277 | -0.099 | 205 | 1.24 | 1.37 | 108 | 406 | 24.1% | -0.22 | 0.0280 | -0.103 |
| 7.15 | 7.95 | 24 | 227 | 25.6% | 0.71 | 0.0328 | -0.117 | 207.5 | 1.87 | 2.02 | 90 | 189 | 23.9% | -0.30 | 0.0331 | -0.121 |
| 5.60 | 5.90 | 1,684 | 11.0K | 24.2% | 0.62 | 0.0365 | -0.130 | 210 | 2.74 | 2.88 | 64 | 1,106 | 23.7% | -0.39 | 0.0370 | -0.133 |
| 4.25 | 4.50 | 93 | 465 | 24.2% | 0.53 | 0.0384 | -0.136 | 212.5 | 3.85 | 4.05 | 147 | 65 | 23.5% | -0.48 | 0.0389 | -0.138 |
| 3.10 | 3.35 | 151 | 1,175 | 24.3% | 0.43 | 0.0379 | -0.134 | 215 | 5.20 | 5.45 | 47 | 51 | 23.8% | -0.58 | 0.0386 | -0.136 |
| 2.25 | 2.43 | 283 | 188 | 24.4% | 0.34 | 0.0352 | -0.126 | 217.5 | 6.35 | 7.30 | 2 | 2 | 23.2% | -0.67 | 0.0360 | -0.126 |
| 1.58 | 1.69 | 192 | 7,477 | 24.5% | 0.26 | 0.0310 | -0.113 | 220 | 7.85 | 9.15 | 140 | 22.0% | -0.75 | 0.0317 | -0.112 | |
| 1.09 | 1.19 | 30 | 118 | 24.7% | 0.20 | 0.0260 | -0.097 | 222.5 | 10.10 | 11.35 | 2 | 23.6% | -0.81 | 0.0267 | -0.095 | |
| 0.7200 | 0.8800 | 23 | 269 | 25.2% | 0.15 | 0.0210 | -0.081 | 225 | 11.80 | 13.40 | 19.3% | -0.87 | 0.0216 | -0.077 | ||
| 0.4900 | 0.5900 | 6 | 119 | 25.5% | 0.11 | 0.0165 | -0.065 | 227.5 | 14.00 | 15.45 | 2 | -0.91 | 0.0172 | -0.059 | ||
| 0.3500 | 0.4200 | 58 | 2,936 | 26.2% | 0.08 | 0.0127 | -0.051 | 230 | 16.55 | 18.30 | 2 | -0.94 | 0.0149 | -0.044 | ||
| 0 | 0.3500 | 9 | 27.0% | 0.04 | 0.0070 | -0.029 | 235 | 21.40 | 23.40 | -0.99 | 0.0080 | -0.050 | ||||
| 0.0300 | 0.1500 | 5 | 3,707 | 28.4% | 0.02 | 0.0037 | -0.016 | 240 | 26.45 | 28.35 | -1.00 | 0.0005 | -0.083 | |||
| 0 | 0.2800 | 1 | 2 | 34.7% | 0.01 | 0.0020 | -0.009 | 245 | 31.20 | 33.35 | -1.00 | 0.0000 | -0.095 | |||
| 0.0100 | 0.0900 | 2,289 | 33.7% | 0.00 | 0.0011 | -0.005 | 250 | 36.45 | 38.35 | -1.00 | 0.0000 | -0.099 | ||||
| 0 | 0.2500 | 42.1% | 0.00 | 0.0006 | -0.003 | 255 | 41.10 | 43.35 | -1.00 | 0.0000 | -0.100 | |||||
| 0 | 0.0100 | 1,469 | 32.4% | 0.00 | 0.0004 | -0.002 | 260 | 46.50 | 48.25 | -1.00 | 0.0000 | -0.100 | ||||
| 0 | 0.0100 | 5 | 774 | 37.9% | 0.00 | 0.0001 | -0.001 | 270 | 56.50 | 58.15 | -1.00 | 0.0000 | -0.100 | |||
| 0 | 0.1200 | 5 | 533 | 54.7% | 0.00 | 0.0001 | -0.000 | 280 | 66.25 | 68.35 | -1.00 | 0.0000 | -0.100 | |||
| 0 | 0.5000 | 220 | 73.1% | 0.00 | 0.0000 | -0.000 | 290 | 76.10 | 78.35 | -1.00 | 0.0000 | -0.100 | ||||
| 0 | 0.3000 | 420 | 74.3% | 0.00 | 0.0000 | -0.000 | 300 | 86.10 | 88.35 | -1.00 | 0.0000 | -0.100 | ||||
| 0 | 0.0200 | 356 | 60.8% | 0.00 | 0.0000 | -0.000 | 310 | 96.20 | 98.25 | -1.00 | 0.0000 | -0.100 | ||||
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 18, 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.