DG цепочка опционов Dollar General 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 ±5.4% (124.08–138.32) · ATM IV 32.4% · P/C открытого интереса 1.84
| 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 | |
| 59.85 | 63.10 | 158.6% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.13 | 85 | 196.6% | -0.00 | 0.0000 | -0.000 | |||
| 54.70 | 58.10 | 29 | 136.6% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.13 | 696 | 178.1% | -0.00 | 0.0000 | -0.000 | ||
| 49.15 | 53.15 | 12 | 75.6% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.13 | 668 | 160.7% | -0.00 | 0.0001 | -0.001 | ||
| 44.55 | 48.15 | 18 | 103.9% | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.13 | 641 | 144.3% | -0.00 | 0.0001 | -0.001 | ||
| 39.60 | 43.10 | 57 | 91.0% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 0.1300 | 1 | 1,461 | 78.5% | -0.00 | 0.0002 | -0.002 | |
| 35.65 | 37.50 | 46 | 91.4% | 1.00 | 0.0005 | 0.000 | 95 | 0.0100 | 0.1000 | 4 | 812 | 66.9% | -0.00 | 0.0005 | -0.003 | |
| 30.55 | 33.10 | 107 | 87.6% | 1.00 | 0.0010 | -0.002 | 100 | 0.0200 | 0.0600 | 3 | 1,569 | 55.1% | -0.00 | 0.0010 | -0.005 | |
| 25.75 | 27.45 | 103 | 67.4% | 0.99 | 0.0020 | -0.006 | 105 | 0 | 0.3700 | 5 | 1,030 | 58.1% | -0.01 | 0.0020 | -0.009 | |
| 21.15 | 23.75 | 52.4% | 0.98 | 0.0038 | -0.013 | 109 | 0 | 2.17 | 68 | 74.9% | -0.02 | 0.0038 | -0.015 | |||
| 20.75 | 23.20 | 257 | 65.5% | 0.98 | 0.0044 | -0.015 | 110 | 0.0100 | 0.2700 | 15 | 1,514 | 45.4% | -0.02 | 0.0044 | -0.017 | |
| 19.80 | 21.35 | 52.4% | 0.98 | 0.0051 | -0.017 | 111 | 0 | 2.19 | 10 | 69.7% | -0.03 | 0.0052 | -0.020 | |||
| 18.80 | 21.25 | 61.4% | 0.97 | 0.0060 | -0.020 | 112 | 0 | 2.21 | 67.1% | -0.03 | 0.0060 | -0.022 | ||||
| 17.60 | 19.75 | 50.6% | 0.97 | 0.0069 | -0.023 | 113 | 0 | 0.8400 | 8 | 49.5% | -0.04 | 0.0070 | -0.025 | |||
| 16.05 | 19.30 | 2 | 2 | 48.2% | 0.96 | 0.0081 | -0.026 | 114 | 0.0500 | 0.3300 | 2 | 1 | 39.8% | -0.04 | 0.0081 | -0.028 |
| 15.70 | 17.70 | 232 | 46.5% | 0.95 | 0.0094 | -0.030 | 115 | 0.1000 | 0.2500 | 8 | 885 | 37.2% | -0.05 | 0.0095 | -0.032 | |
| 14.95 | 16.70 | 5 | 46.9% | 0.94 | 0.0109 | -0.034 | 116 | 0.0500 | 0.4200 | 2 | 201 | 37.3% | -0.06 | 0.0110 | -0.036 | |
| 13.65 | 15.75 | 2 | 41.7% | 0.93 | 0.0126 | -0.038 | 117 | 0.0700 | 0.4400 | 4 | 35.9% | -0.07 | 0.0127 | -0.041 | ||
| 12.80 | 14.65 | 2 | 39.9% | 0.92 | 0.0145 | -0.043 | 118 | 0.0900 | 0.3800 | 2 | 23 | 33.1% | -0.08 | 0.0146 | -0.045 | |
| 11.80 | 13.75 | 1 | 38.5% | 0.91 | 0.0167 | -0.049 | 119 | 0.2200 | 0.6100 | 3 | 11 | 35.6% | -0.09 | 0.0168 | -0.051 | |
| 10.70 | 13.65 | 9 | 693 | 42.9% | 0.89 | 0.0190 | -0.054 | 120 | 0.2600 | 0.5700 | 50 | 4,459 | 33.3% | -0.11 | 0.0192 | -0.056 |
| 10.05 | 12.05 | 1 | 38.3% | 0.87 | 0.0216 | -0.060 | 121 | 0.2400 | 0.7800 | 2 | 12 | 32.9% | -0.13 | 0.0219 | -0.062 | |
| 9.00 | 11.90 | 1 | 64 | 41.3% | 0.85 | 0.0244 | -0.067 | 122 | 0.6000 | 1.14 | 39 | 97 | 36.3% | -0.15 | 0.0247 | -0.069 |
| 8.80 | 11.05 | 9 | 44.4% | 0.83 | 0.0274 | -0.073 | 123 | 0.6400 | 1.16 | 80 | 34.1% | -0.17 | 0.0277 | -0.075 | ||
| 7.60 | 10.20 | 17 | 40.9% | 0.80 | 0.0304 | -0.080 | 124 | 0.9000 | 1.31 | 16 | 70 | 34.0% | -0.20 | 0.0308 | -0.082 | |
| 6.80 | 8.15 | 5 | 649 | 32.8% | 0.77 | 0.0334 | -0.086 | 125 | 1.09 | 1.50 | 50 | 611 | 33.4% | -0.23 | 0.0339 | -0.088 |
| 6.40 | 7.95 | 4 | 28 | 37.5% | 0.73 | 0.0364 | -0.092 | 126 | 1.30 | 1.75 | 8 | 22 | 32.9% | -0.27 | 0.0369 | -0.094 |
| 5.80 | 6.75 | 35 | 35.1% | 0.70 | 0.0391 | -0.098 | 127 | 1.58 | 2.04 | 8 | 94 | 32.6% | -0.31 | 0.0396 | -0.100 | |
| 4.40 | 6.10 | 20 | 31.3% | 0.66 | 0.0414 | -0.102 | 128 | 1.92 | 2.40 | 7 | 103 | 32.6% | -0.35 | 0.0421 | -0.104 | |
| 4.25 | 5.90 | 16 | 35 | 35.4% | 0.61 | 0.0433 | -0.106 | 129 | 2.30 | 2.94 | 2 | 20 | 33.2% | -0.39 | 0.0440 | -0.108 |
| 4.00 | 4.55 | 93 | 854 | 33.2% | 0.57 | 0.0446 | -0.109 | 130 | 2.73 | 3.30 | 13 | 175 | 32.8% | -0.44 | 0.0454 | -0.111 |
| 3.10 | 4.25 | 19 | 113 | 32.4% | 0.53 | 0.0454 | -0.110 | 131 | 3.15 | 3.75 | 5 | 8 | 32.3% | -0.48 | 0.0462 | -0.112 |
| 3.00 | 3.55 | 16 | 66 | 33.1% | 0.48 | 0.0454 | -0.110 | 132 | 3.60 | 4.35 | 5 | 13 | 32.3% | -0.53 | 0.0463 | -0.112 |
| 2.48 | 3.40 | 79 | 34.0% | 0.44 | 0.0448 | -0.109 | 133 | 3.55 | 5.05 | 29.9% | -0.57 | 0.0458 | -0.111 | |||
| 2.13 | 2.57 | 24 | 44 | 32.1% | 0.39 | 0.0436 | -0.107 | 134 | 4.75 | 5.85 | 33.5% | -0.62 | 0.0446 | -0.109 | ||
| 1.89 | 2.30 | 49 | 779 | 33.0% | 0.35 | 0.0419 | -0.103 | 135 | 5.40 | 6.60 | 105 | 33.9% | -0.66 | 0.0430 | -0.105 | |
| 1.56 | 1.84 | 11 | 40 | 32.1% | 0.31 | 0.0398 | -0.099 | 136 | 6.10 | 7.35 | 3 | 34.2% | -0.70 | 0.0408 | -0.101 | |
| 0.5900 | 0.9700 | 25 | 1,536 | 31.6% | 0.19 | 0.0294 | -0.077 | 140 | 8.25 | 10.10 | 44 | 19.9% | -0.83 | 0.0306 | -0.079 | |
| 0.0900 | 1.00 | 2 | 689 | 37.9% | 0.10 | 0.0176 | -0.051 | 145 | 12.85 | 15.50 | 3 | 27.6% | -0.92 | 0.0196 | -0.057 | |
| 0.0100 | 0.5500 | 1 | 1,119 | 40.1% | 0.05 | 0.0099 | -0.032 | 150 | 17.10 | 20.70 | 12 | -0.98 | 0.0120 | -0.036 | ||
| 0 | 0.3900 | 271 | 44.5% | 0.03 | 0.0055 | -0.019 | 155 | 22.10 | 25.40 | 1 | -1.00 | 0.0022 | -0.023 | |||
| 0 | 0.3300 | 179 | 49.8% | 0.01 | 0.0031 | -0.012 | 160 | 28.00 | 29.70 | 6 | -1.00 | 0.0000 | -0.023 | |||
| 0 | 2.13 | 53 | 82.0% | 0.01 | 0.0018 | -0.007 | 165 | 32.75 | 35.10 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.13 | 158 | 89.5% | 0.00 | 0.0010 | -0.005 | 170 | 38.00 | 40.05 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.13 | 11 | 96.7% | 0.00 | 0.0006 | -0.003 | 175 | 43.00 | 45.30 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.13 | 50 | 103.5% | 0.00 | 0.0004 | -0.002 | 180 | 48.00 | 50.20 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.13 | 28 | 110.0% | 0.00 | 0.0002 | -0.001 | 185 | 53.00 | 55.30 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.13 | 8 | 116.2% | 0.00 | 0.0002 | -0.001 | 190 | 58.00 | 60.30 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.13 | 3 | 122.2% | 0.00 | 0.0001 | -0.001 | 195 | 63.00 | 65.30 | -1.00 | 0.0000 | -0.023 | ||||
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.