DELL цепочка опционов Dell Technologies Inc.
Cboe delayed options data · по состоянию на 18:36 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 ±32.1% (308.32–600.22) · ATM IV 63.5% · P/C открытого интереса 1.21
| 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 | |
| 230.35 | 233.00 | 233 | 70.2% | 0.97 | 0.0004 | -0.025 | 230 | 2.95 | 3.75 | 2 | 227 | 68.6% | -0.03 | 0.0004 | -0.049 | |
| 221.35 | 224.45 | 39 | 70.4% | 0.96 | 0.0004 | -0.034 | 240 | 3.50 | 4.65 | 6 | 130 | 67.8% | -0.04 | 0.0005 | -0.057 | |
| 212.60 | 215.00 | 48 | 68.9% | 0.95 | 0.0005 | -0.044 | 250 | 4.40 | 5.55 | 5 | 216 | 67.3% | -0.05 | 0.0005 | -0.066 | |
| 203.40 | 206.50 | 66 | 68.0% | 0.94 | 0.0006 | -0.055 | 260 | 5.40 | 6.40 | 3 | 383 | 66.4% | -0.06 | 0.0006 | -0.075 | |
| 194.55 | 198.00 | 42 | 67.3% | 0.93 | 0.0007 | -0.066 | 270 | 6.80 | 7.65 | 2 | 262 | 66.3% | -0.07 | 0.0007 | -0.086 | |
| 186.55 | 189.70 | 93 | 67.4% | 0.92 | 0.0008 | -0.077 | 280 | 8.35 | 9.05 | 48 | 200 | 66.1% | -0.08 | 0.0008 | -0.096 | |
| 178.35 | 181.15 | 25 | 66.7% | 0.91 | 0.0009 | -0.089 | 290 | 10.00 | 10.70 | 12 | 313 | 65.9% | -0.10 | 0.0009 | -0.107 | |
| 169.90 | 173.50 | 3 | 92 | 66.2% | 0.89 | 0.0010 | -0.100 | 300 | 11.20 | 12.60 | 16 | 435 | 65.2% | -0.11 | 0.0010 | -0.118 |
| 162.55 | 165.35 | 20 | 66.0% | 0.88 | 0.0011 | -0.112 | 310 | 13.55 | 14.75 | 6 | 224 | 65.4% | -0.12 | 0.0011 | -0.129 | |
| 154.25 | 157.75 | 53 | 65.2% | 0.86 | 0.0012 | -0.124 | 320 | 16.00 | 17.00 | 40 | 456 | 65.3% | -0.14 | 0.0012 | -0.140 | |
| 147.70 | 150.00 | 25 | 65.2% | 0.85 | 0.0012 | -0.135 | 330 | 17.85 | 19.50 | 2 | 174 | 64.7% | -0.16 | 0.0013 | -0.150 | |
| 140.50 | 142.95 | 39 | 65.0% | 0.83 | 0.0014 | -0.146 | 340 | 19.85 | 22.30 | 87 | 64.1% | -0.17 | 0.0014 | -0.160 | ||
| 133.75 | 136.50 | 158 | 65.2% | 0.81 | 0.0014 | -0.157 | 350 | 23.00 | 25.15 | 10 | 1,851 | 64.0% | -0.19 | 0.0015 | -0.170 | |
| 126.75 | 129.55 | 23 | 64.7% | 0.79 | 0.0015 | -0.167 | 360 | 25.90 | 28.35 | 1 | 146 | 63.7% | -0.21 | 0.0015 | -0.180 | |
| 120.20 | 122.90 | 14 | 64.3% | 0.77 | 0.0016 | -0.176 | 370 | 29.35 | 31.90 | 240 | 63.7% | -0.23 | 0.0016 | -0.189 | ||
| 114.10 | 116.95 | 27 | 64.3% | 0.75 | 0.0017 | -0.185 | 380 | 33.25 | 35.55 | 15 | 446 | 63.7% | -0.25 | 0.0017 | -0.197 | |
| 107.85 | 111.05 | 1 | 59 | 64.0% | 0.73 | 0.0018 | -0.194 | 390 | 37.65 | 39.40 | 17 | 174 | 63.8% | -0.27 | 0.0018 | -0.204 |
| 102.65 | 105.30 | 239 | 64.2% | 0.71 | 0.0018 | -0.201 | 400 | 42.05 | 43.75 | 1 | 1,284 | 64.0% | -0.29 | 0.0018 | -0.211 | |
| 97.00 | 99.95 | 40 | 64.0% | 0.69 | 0.0019 | -0.208 | 410 | 45.85 | 48.15 | 2 | 504 | 63.6% | -0.31 | 0.0019 | -0.218 | |
| 92.25 | 94.70 | 1 | 119 | 64.1% | 0.67 | 0.0019 | -0.215 | 420 | 50.75 | 52.85 | 235 | 63.6% | -0.33 | 0.0020 | -0.223 | |
| 86.90 | 89.75 | 346 | 63.9% | 0.65 | 0.0020 | -0.220 | 430 | 55.55 | 57.75 | 1 | 79 | 63.5% | -0.36 | 0.0020 | -0.228 | |
| 82.50 | 85.10 | 146 | 64.0% | 0.63 | 0.0020 | -0.225 | 440 | 60.80 | 62.90 | 9 | 337 | 63.6% | -0.38 | 0.0021 | -0.232 | |
| 77.40 | 80.55 | 1 | 285 | 63.7% | 0.61 | 0.0021 | -0.229 | 450 | 65.55 | 68.40 | 5 | 428 | 63.3% | -0.40 | 0.0021 | -0.236 |
| 73.05 | 76.25 | 148 | 63.7% | 0.59 | 0.0021 | -0.232 | 460 | 71.10 | 73.65 | 5 | 135 | 63.1% | -0.42 | 0.0022 | -0.239 | |
| 69.20 | 72.15 | 196 | 63.7% | 0.57 | 0.0021 | -0.235 | 470 | 76.85 | 79.80 | 7 | 181 | 63.2% | -0.44 | 0.0022 | -0.241 | |
| 65.65 | 68.20 | 2 | 76 | 63.8% | 0.55 | 0.0021 | -0.237 | 480 | 82.85 | 85.50 | 3 | 281 | 63.1% | -0.46 | 0.0022 | -0.242 |
| 61.65 | 64.50 | 1 | 175 | 63.7% | 0.53 | 0.0021 | -0.238 | 490 | 89.15 | 91.60 | 31 | 225 | 63.0% | -0.48 | 0.0022 | -0.243 |
| 59.15 | 60.80 | 5 | 4,033 | 64.0% | 0.51 | 0.0022 | -0.239 | 500 | 96.10 | 98.05 | 1 | 1,253 | 63.3% | -0.50 | 0.0022 | -0.243 |
| 55.85 | 57.50 | 74 | 64.0% | 0.49 | 0.0022 | -0.239 | 510 | 102.60 | 105.00 | 456 | 63.4% | -0.52 | 0.0022 | -0.243 | ||
| 52.70 | 54.45 | 2 | 118 | 64.1% | 0.47 | 0.0021 | -0.238 | 520 | 109.05 | 111.90 | 74 | 63.3% | -0.54 | 0.0022 | -0.242 | |
| 48.50 | 51.50 | 87 | 63.5% | 0.45 | 0.0021 | -0.238 | 530 | 116.35 | 118.60 | 90 | 63.3% | -0.56 | 0.0022 | -0.240 | ||
| 46.10 | 48.80 | 8 | 133 | 63.8% | 0.43 | 0.0021 | -0.236 | 540 | 123.50 | 125.75 | 58 | 63.3% | -0.58 | 0.0022 | -0.239 | |
| 43.10 | 46.05 | 7 | 196 | 63.6% | 0.42 | 0.0021 | -0.234 | 550 | 130.80 | 133.30 | 66 | 63.5% | -0.60 | 0.0022 | -0.236 | |
| 40.90 | 43.55 | 9 | 147 | 63.7% | 0.40 | 0.0021 | -0.232 | 560 | 138.30 | 140.40 | 5 | 145 | 63.4% | -0.62 | 0.0022 | -0.234 |
| 38.65 | 41.00 | 1 | 487 | 63.7% | 0.38 | 0.0020 | -0.229 | 570 | 145.30 | 148.20 | 62 | 63.2% | -0.63 | 0.0022 | -0.231 | |
| 36.85 | 38.90 | 2 | 236 | 64.0% | 0.37 | 0.0020 | -0.227 | 580 | 153.55 | 155.75 | 2 | 187 | 63.4% | -0.65 | 0.0021 | -0.228 |
| 34.20 | 36.80 | 256 | 63.8% | 0.35 | 0.0020 | -0.223 | 590 | 160.85 | 163.80 | 128 | 63.2% | -0.67 | 0.0021 | -0.224 | ||
| 32.20 | 34.75 | 9 | 1,047 | 63.8% | 0.34 | 0.0020 | -0.220 | 600 | 169.25 | 171.80 | 310 | 63.5% | -0.68 | 0.0021 | -0.220 | |
| 30.25 | 32.80 | 126 | 63.8% | 0.32 | 0.0019 | -0.216 | 610 | 177.35 | 179.75 | 86 | 63.4% | -0.70 | 0.0021 | -0.216 | ||
| 28.65 | 31.05 | 7 | 212 | 63.9% | 0.31 | 0.0019 | -0.212 | 620 | 185.70 | 188.25 | 183 | 63.6% | -0.71 | 0.0020 | -0.212 | |
| 26.95 | 29.50 | 166 | 64.0% | 0.29 | 0.0018 | -0.208 | 630 | 193.90 | 196.35 | 52 | 63.5% | -0.73 | 0.0020 | -0.208 | ||
| 25.35 | 28.10 | 4 | 346 | 64.1% | 0.28 | 0.0018 | -0.204 | 640 | 202.45 | 205.20 | 27 | 63.8% | -0.74 | 0.0020 | -0.203 | |
| 23.90 | 26.55 | 17 | 133 | 64.2% | 0.27 | 0.0018 | -0.199 | 650 | 210.50 | 213.55 | 172 | 63.5% | -0.75 | 0.0019 | -0.199 | |
| 22.65 | 25.15 | 19 | 127 | 64.3% | 0.26 | 0.0017 | -0.195 | 660 | 219.20 | 222.15 | 6 | 63.5% | -0.77 | 0.0019 | -0.194 | |
| 21.30 | 23.85 | 83 | 64.3% | 0.25 | 0.0017 | -0.190 | 670 | 227.90 | 230.80 | 7 | 63.5% | -0.78 | 0.0018 | -0.189 | ||
| 20.20 | 22.15 | 652 | 64.2% | 0.23 | 0.0016 | -0.186 | 680 | 237.20 | 239.70 | 2 | 63.9% | -0.79 | 0.0018 | -0.184 | ||
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 — Mar 19, 2027
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