DE цепочка опционов Deere & Company
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 ±7.6% (579.60–674.40) · ATM IV 31.8% · P/C открытого интереса 0.97
| 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 | |
| 97.30 | 105.00 | 35.6% | 0.95 | 0.0015 | -0.094 | 530 | 1.20 | 1.90 | 14 | 1 | 37.1% | -0.05 | 0.0015 | -0.106 | ||
| 87.80 | 95.70 | 1 | 35.2% | 0.93 | 0.0019 | -0.121 | 540 | 0.3500 | 3.80 | 5 | 43 | 36.2% | -0.07 | 0.0019 | -0.132 | |
| 78.90 | 86.40 | 35.0% | 0.91 | 0.0024 | -0.151 | 550 | 0.4000 | 4.00 | 1 | 12 | 33.2% | -0.09 | 0.0025 | -0.162 | ||
| 69.00 | 77.80 | 33.6% | 0.88 | 0.0030 | -0.185 | 560 | 1.55 | 5.20 | 12 | 24 | 33.5% | -0.12 | 0.0030 | -0.195 | ||
| 61.10 | 69.00 | 1 | 34.0% | 0.85 | 0.0036 | -0.221 | 570 | 3.40 | 5.40 | 67 | 49 | 32.4% | -0.15 | 0.0037 | -0.231 | |
| 52.10 | 60.90 | 3 | 32.9% | 0.81 | 0.0043 | -0.257 | 580 | 5.60 | 7.20 | 82 | 156 | 32.8% | -0.19 | 0.0044 | -0.266 | |
| 46.00 | 52.60 | 1 | 8 | 33.6% | 0.76 | 0.0050 | -0.292 | 590 | 6.50 | 9.80 | 35 | 124 | 31.3% | -0.24 | 0.0050 | -0.301 |
| 40.80 | 49.00 | 1 | 32.2% | 0.74 | 0.0053 | -0.308 | 595 | 5.60 | 14.40 | 2 | 32.5% | -0.27 | 0.0054 | -0.317 | ||
| 37.30 | 45.70 | 4 | 32.3% | 0.71 | 0.0056 | -0.323 | 600 | 10.00 | 12.00 | 5 | 145 | 31.6% | -0.29 | 0.0057 | -0.331 | |
| 34.90 | 42.00 | 32.7% | 0.68 | 0.0058 | -0.336 | 605 | 8.60 | 17.40 | 32.1% | -0.32 | 0.0059 | -0.344 | ||||
| 30.80 | 39.00 | 5 | 32.1% | 0.65 | 0.0061 | -0.348 | 610 | 14.10 | 17.20 | 4 | 395 | 33.3% | -0.35 | 0.0062 | -0.356 | |
| 27.80 | 36.00 | 32.0% | 0.62 | 0.0063 | -0.357 | 615 | 14.20 | 19.20 | 31.9% | -0.39 | 0.0064 | -0.365 | ||||
| 26.10 | 33.00 | 9 | 32.7% | 0.59 | 0.0064 | -0.364 | 620 | 18.00 | 23.00 | 3 | 234 | 34.1% | -0.42 | 0.0066 | -0.372 | |
| 23.30 | 31.80 | 31.8% | 0.57 | 0.0065 | -0.367 | 622.5 | 15.80 | 22.80 | 30.9% | -0.44 | 0.0066 | -0.375 | ||||
| 23.30 | 30.50 | 32.7% | 0.55 | 0.0066 | -0.369 | 625 | 17.00 | 24.50 | 31.2% | -0.45 | 0.0067 | -0.377 | ||||
| 20.90 | 29.00 | 5 | 31.8% | 0.54 | 0.0066 | -0.371 | 627.5 | 19.10 | 25.80 | 31.8% | -0.47 | 0.0067 | -0.379 | |||
| 20.90 | 26.80 | 1 | 45 | 31.9% | 0.52 | 0.0066 | -0.372 | 630 | 19.50 | 28.00 | 5 | 90 | 31.9% | -0.49 | 0.0068 | -0.380 |
| 18.30 | 26.80 | 31.8% | 0.51 | 0.0066 | -0.372 | 632.5 | 21.80 | 29.00 | 32.3% | -0.50 | 0.0068 | -0.380 | ||||
| 17.20 | 25.70 | 31.8% | 0.49 | 0.0067 | -0.371 | 635 | 22.10 | 31.00 | 32.0% | -0.52 | 0.0068 | -0.380 | ||||
| 16.00 | 24.50 | 31.7% | 0.47 | 0.0066 | -0.370 | 637.5 | 23.50 | 30.50 | 30.7% | -0.54 | 0.0068 | -0.379 | ||||
| 15.80 | 20.80 | 5 | 73 | 30.5% | 0.46 | 0.0066 | -0.369 | 640 | 25.40 | 34.00 | 9 | 80 | 32.4% | -0.55 | 0.0068 | -0.377 |
| 13.90 | 22.40 | 2 | 31.7% | 0.44 | 0.0066 | -0.367 | 642.5 | 27.00 | 34.10 | 31.5% | -0.57 | 0.0068 | -0.375 | |||
| 14.20 | 21.20 | 1 | 32.4% | 0.42 | 0.0066 | -0.364 | 645 | 28.60 | 35.70 | 31.6% | -0.59 | 0.0067 | -0.372 | |||
| 12.10 | 20.50 | 31.8% | 0.41 | 0.0065 | -0.361 | 647.5 | 29.70 | 37.60 | 31.5% | -0.60 | 0.0067 | -0.369 | ||||
| 12.20 | 16.40 | 18 | 26 | 30.2% | 0.39 | 0.0064 | -0.357 | 650 | 32.50 | 39.40 | 12 | 115 | 32.5% | -0.62 | 0.0066 | -0.365 |
| 10.50 | 18.70 | 31.9% | 0.38 | 0.0064 | -0.352 | 652.5 | 32.80 | 40.90 | 31.4% | -0.63 | 0.0066 | -0.361 | ||||
| 10.30 | 17.80 | 32.2% | 0.36 | 0.0063 | -0.348 | 655 | 36.30 | 43.30 | 33.2% | -0.65 | 0.0065 | -0.357 | ||||
| 10.50 | 17.00 | 33.0% | 0.35 | 0.0062 | -0.342 | 657.5 | 36.10 | 45.00 | 1 | 31.8% | -0.67 | 0.0064 | -0.351 | |||
| 8.80 | 16.10 | 3 | 51 | 32.2% | 0.33 | 0.0061 | -0.337 | 660 | 40.40 | 44.40 | 2 | 32 | 31.9% | -0.68 | 0.0063 | -0.346 |
| 7.20 | 15.60 | 31.7% | 0.32 | 0.0060 | -0.331 | 662.5 | 40.80 | 48.80 | 32.9% | -0.70 | 0.0062 | -0.340 | ||||
| 7.50 | 14.90 | 7 | 32.4% | 0.30 | 0.0058 | -0.324 | 665 | 41.60 | 50.30 | 31.8% | -0.71 | 0.0061 | -0.334 | |||
| 7.10 | 14.10 | 32.5% | 0.29 | 0.0057 | -0.318 | 667.5 | 45.20 | 52.40 | 33.4% | -0.72 | 0.0060 | -0.327 | ||||
| 5.70 | 11.00 | 12 | 97 | 29.9% | 0.28 | 0.0056 | -0.311 | 670 | 45.30 | 54.20 | 23 | 31.8% | -0.74 | 0.0059 | -0.320 | |
| 6.70 | 12.50 | 3 | 33.9% | 0.25 | 0.0053 | -0.296 | 675 | 49.30 | 57.70 | 31.6% | -0.76 | 0.0056 | -0.305 | |||
| 6.10 | 8.10 | 35 | 97 | 31.4% | 0.23 | 0.0050 | -0.281 | 680 | 53.30 | 62.20 | 252 | 32.0% | -0.79 | 0.0053 | -0.290 | |
| 2.40 | 10.50 | 3 | 31.9% | 0.21 | 0.0048 | -0.265 | 685 | 57.70 | 66.40 | 32.3% | -0.81 | 0.0050 | -0.274 | |||
| 4.50 | 6.90 | 13 | 193 | 32.1% | 0.19 | 0.0044 | -0.248 | 690 | 62.00 | 70.70 | 37 | 32.5% | -0.83 | 0.0048 | -0.258 | |
| 2.35 | 5.70 | 13 | 293 | 31.5% | 0.15 | 0.0038 | -0.216 | 700 | 71.00 | 79.50 | 1 | 59 | 33.0% | -0.87 | 0.0042 | -0.227 |
| 2.30 | 5.70 | 25 | 198 | 34.2% | 0.12 | 0.0033 | -0.186 | 710 | 80.90 | 88.10 | 1 | 12 | 33.7% | -0.91 | 0.0036 | -0.197 |
| 0.0500 | 8.00 | 144 | 37.1% | 0.09 | 0.0028 | -0.157 | 720 | 89.60 | 97.50 | 5 | 32.9% | -0.93 | 0.0031 | -0.169 | ||
| 1.50 | 4.90 | 4 | 57 | 37.3% | 0.07 | 0.0023 | -0.132 | 730 | 99.20 | 107.10 | 1 | 33.2% | -0.96 | 0.0027 | -0.146 | |
| 0.0500 | 1.70 | 3 | 109 | 30.2% | 0.06 | 0.0019 | -0.109 | 740 | 109.50 | 116.90 | 35.8% | -0.98 | 0.0023 | -0.111 | ||
| 0.4000 | 1.45 | 8 | 85 | 32.5% | 0.05 | 0.0015 | -0.090 | 750 | 118.90 | 126.80 | 35.0% | -0.99 | 0.0014 | -0.101 | ||
| 0.0500 | 7.20 | 34 | 45.9% | 0.04 | 0.0012 | -0.074 | 760 | 128.40 | 137.10 | -1.00 | 0.0006 | -0.085 | ||||
| 0 | 4.90 | 1 | 62 | 44.0% | 0.03 | 0.0010 | -0.060 | 770 | 139.00 | 146.90 | 40.4% | -1.00 | 0.0000 | -0.085 | ||
| 0 | 2.60 | 2 | 35 | 40.7% | 0.02 | 0.0008 | -0.049 | 780 | 149.00 | 156.90 | 1 | 42.4% | -1.00 | 0.0000 | -0.085 | |
| 0 | 4.90 | 36 | 48.3% | 0.02 | 0.0006 | -0.039 | 790 | 158.90 | 167.30 | 43.8% | -1.00 | 0.0000 | -0.085 | |||
| 0 | 1.65 | 1 | 129 | 41.2% | 0.01 | 0.0005 | -0.032 | 800 | 169.00 | 176.90 | 46.4% | -1.00 | 0.0000 | -0.085 | ||
| 0 | 4.90 | 75 | 52.4% | 0.01 | 0.0004 | -0.025 | 810 | 179.00 | 187.50 | 48.3% | -1.00 | 0.0000 | -0.085 | |||
| 0 | 4.90 | 8 | 54.3% | 0.01 | 0.0003 | -0.020 | 820 | 189.00 | 197.30 | 50.2% | -1.00 | 0.0000 | -0.085 | |||
| 0 | 4.90 | 17 | 56.3% | 0.01 | 0.0002 | -0.016 | 830 | 199.00 | 207.00 | 52.0% | -1.00 | 0.0000 | -0.085 | |||
| 0 | 4.90 | 12 | 58.1% | 0.00 | 0.0002 | -0.013 | 840 | 209.00 | 216.90 | 53.8% | -1.00 | 0.0000 | -0.085 | |||
| 0 | 2.00 | 5 | 20 | 51.2% | 0.00 | 0.0002 | -0.011 | 850 | 219.00 | 227.50 | 55.6% | -1.00 | 0.0000 | -0.085 | ||
| 0 | 1.75 | 33 | 16 | 51.7% | 0.00 | 0.0001 | -0.009 | 860 | 229.00 | 237.50 | 57.3% | -1.00 | 0.0000 | -0.085 | ||
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.