DIA цепочка опционов State Street SPDR Dow Jones Industrial Average ETF Trust
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 ±14.3% (444.02–591.77) · ATM IV 16.3% · P/C открытого интереса 1.75
| 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 | |
| 263.00 | 268.00 | 32.6% | 0.98 | 0.0002 | 0.000 | 260 | 0 | 5.00 | 1 | 39.2% | -0.02 | 0.0002 | -0.010 | |||
| 258.50 | 263.50 | 33.0% | 0.98 | 0.0002 | 0.000 | 265 | 0 | 5.00 | 263 | 38.3% | -0.02 | 0.0002 | -0.010 | |||
| 254.00 | 259.00 | 33.2% | 0.98 | 0.0002 | 0.000 | 270 | 0 | 5.00 | 1 | 37.4% | -0.02 | 0.0003 | -0.010 | |||
| 249.50 | 254.00 | 33.3% | 0.98 | 0.0003 | 0.000 | 275 | 0 | 5.00 | 1 | 36.5% | -0.02 | 0.0003 | -0.011 | |||
| 244.50 | 249.50 | 2 | 31.4% | 0.98 | 0.0003 | 0.000 | 280 | 0 | 5.00 | 7 | 35.7% | -0.02 | 0.0003 | -0.011 | ||
| 240.00 | 245.00 | 31.5% | 0.98 | 0.0003 | 0.000 | 285 | 0 | 5.00 | 3 | 34.8% | -0.02 | 0.0003 | -0.011 | |||
| 235.50 | 240.50 | 3 | 31.6% | 0.98 | 0.0003 | 0.000 | 290 | 0 | 5.00 | 4 | 34.0% | -0.03 | 0.0003 | -0.012 | ||
| 231.00 | 236.00 | 31.5% | 0.97 | 0.0003 | 0.000 | 295 | 0 | 5.00 | 553 | 33.2% | -0.03 | 0.0004 | -0.012 | |||
| 226.00 | 231.00 | 8 | 29.8% | 0.97 | 0.0004 | 0.000 | 300 | 1.60 | 5.00 | 28 | 34.3% | -0.03 | 0.0004 | -0.012 | ||
| 221.50 | 226.50 | 6 | 29.8% | 0.97 | 0.0004 | 0.000 | 305 | 0 | 5.00 | 1 | 31.6% | -0.03 | 0.0004 | -0.013 | ||
| 217.00 | 222.00 | 11 | 29.7% | 0.97 | 0.0004 | 0.000 | 310 | 0 | 5.00 | 31 | 30.8% | -0.03 | 0.0004 | -0.013 | ||
| 212.50 | 217.50 | 2 | 29.5% | 0.97 | 0.0004 | 0.000 | 315 | 0 | 5.00 | 4 | 30.0% | -0.03 | 0.0005 | -0.014 | ||
| 208.00 | 212.50 | 2 | 28.7% | 0.97 | 0.0005 | 0.000 | 320 | 0 | 5.00 | 1 | 29.3% | -0.04 | 0.0005 | -0.014 | ||
| 203.00 | 208.00 | 27.9% | 0.96 | 0.0005 | 0.000 | 325 | 0 | 5.00 | 17 | 28.5% | -0.04 | 0.0005 | -0.015 | |||
| 198.50 | 203.50 | 27.7% | 0.96 | 0.0005 | 0.000 | 330 | 0 | 5.00 | 35 | 27.8% | -0.04 | 0.0006 | -0.015 | |||
| 194.00 | 199.00 | 27.5% | 0.96 | 0.0006 | 0.000 | 335 | 0.5000 | 5.00 | 14 | 27.6% | -0.04 | 0.0006 | -0.016 | |||
| 189.50 | 194.50 | 2 | 27.2% | 0.96 | 0.0006 | 0.000 | 340 | 0.5000 | 5.50 | 50 | 27.4% | -0.04 | 0.0006 | -0.016 | ||
| 185.00 | 190.00 | 3 | 26.9% | 0.95 | 0.0006 | 0.000 | 345 | 0.5000 | 5.50 | 40 | 26.7% | -0.05 | 0.0007 | -0.017 | ||
| 180.50 | 185.50 | 3 | 26.6% | 0.95 | 0.0007 | 0.000 | 350 | 1.01 | 5.50 | 1,011 | 24.4% | -0.05 | 0.0007 | -0.017 | ||
| 176.00 | 181.00 | 2 | 26.3% | 0.95 | 0.0007 | 0.000 | 355 | 1.00 | 6.00 | 3 | 26.1% | -0.05 | 0.0008 | -0.018 | ||
| 171.50 | 176.50 | 7 | 25.9% | 0.95 | 0.0008 | 0.000 | 360 | 1.01 | 6.00 | 1 | 194 | 25.4% | -0.06 | 0.0008 | -0.018 | |
| 167.00 | 172.00 | 25.5% | 0.94 | 0.0008 | 0.000 | 365 | 1.50 | 6.50 | 64 | 25.5% | -0.06 | 0.0009 | -0.019 | |||
| 162.50 | 167.50 | 2 | 25.1% | 0.94 | 0.0009 | 0.000 | 370 | 1.50 | 6.50 | 536 | 24.7% | -0.06 | 0.0009 | -0.020 | ||
| 158.00 | 163.00 | 19 | 24.8% | 0.94 | 0.0009 | 0.000 | 375 | 2.00 | 7.00 | 32 | 24.7% | -0.07 | 0.0010 | -0.020 | ||
| 153.50 | 158.50 | 9 | 24.3% | 0.93 | 0.0010 | -0.001 | 380 | 2.00 | 7.00 | 131 | 24.0% | -0.07 | 0.0010 | -0.021 | ||
| 149.00 | 154.00 | 9 | 23.9% | 0.93 | 0.0011 | -0.002 | 385 | 2.50 | 7.50 | 5 | 23.9% | -0.08 | 0.0011 | -0.022 | ||
| 144.50 | 149.50 | 128 | 23.5% | 0.92 | 0.0011 | -0.003 | 390 | 2.50 | 7.50 | 156 | 23.2% | -0.08 | 0.0012 | -0.022 | ||
| 140.00 | 145.00 | 23.0% | 0.92 | 0.0012 | -0.005 | 395 | 3.00 | 8.00 | 76 | 23.1% | -0.09 | 0.0013 | -0.023 | |||
| 135.50 | 140.50 | 25 | 22.6% | 0.91 | 0.0013 | -0.006 | 400 | 3.50 | 8.00 | 1,325 | 22.6% | -0.09 | 0.0014 | -0.024 | ||
| 131.00 | 136.00 | 136 | 22.4% | 0.91 | 0.0014 | -0.007 | 405 | 3.50 | 8.50 | 54 | 22.2% | -0.10 | 0.0014 | -0.025 | ||
| 127.00 | 132.00 | 4 | 22.2% | 0.90 | 0.0014 | -0.008 | 410 | 4.00 | 9.00 | 81 | 22.0% | -0.10 | 0.0015 | -0.025 | ||
| 122.50 | 127.50 | 14 | 21.6% | 0.89 | 0.0015 | -0.010 | 415 | 4.50 | 9.50 | 1,186 | 21.7% | -0.11 | 0.0016 | -0.026 | ||
| 118.00 | 123.00 | 160 | 21.1% | 0.89 | 0.0016 | -0.011 | 420 | 5.00 | 10.00 | 1,318 | 21.4% | -0.12 | 0.0017 | -0.027 | ||
| 114.00 | 119.00 | 4 | 21.1% | 0.88 | 0.0017 | -0.012 | 425 | 5.50 | 10.50 | 372 | 21.1% | -0.13 | 0.0018 | -0.028 | ||
| 109.50 | 114.50 | 5 | 20.5% | 0.87 | 0.0018 | -0.014 | 430 | 6.00 | 11.00 | 212 | 20.8% | -0.14 | 0.0020 | -0.029 | ||
| 105.50 | 110.50 | 13 | 20.4% | 0.86 | 0.0020 | -0.015 | 435 | 6.50 | 11.50 | 9 | 20.5% | -0.14 | 0.0021 | -0.029 | ||
| 101.50 | 106.50 | 12 | 20.2% | 0.86 | 0.0021 | -0.016 | 440 | 7.00 | 12.00 | 1,085 | 20.1% | -0.15 | 0.0022 | -0.030 | ||
| 97.00 | 102.00 | 79 | 19.7% | 0.85 | 0.0022 | -0.018 | 445 | 7.50 | 12.50 | 125 | 19.7% | -0.16 | 0.0024 | -0.031 | ||
| 93.00 | 98.00 | 130 | 19.4% | 0.84 | 0.0023 | -0.019 | 450 | 8.50 | 13.00 | 50 | 19.4% | -0.17 | 0.0025 | -0.032 | ||
| 89.00 | 94.00 | 67 | 19.2% | 0.83 | 0.0024 | -0.020 | 455 | 9.00 | 14.00 | 35 | 19.2% | -0.19 | 0.0027 | -0.033 | ||
| 85.00 | 90.00 | 521 | 18.9% | 0.81 | 0.0026 | -0.022 | 460 | 10.00 | 14.50 | 500 | 18.9% | -0.20 | 0.0028 | -0.034 | ||
| 81.00 | 86.00 | 231 | 18.6% | 0.80 | 0.0027 | -0.023 | 465 | 10.50 | 15.50 | 42 | 18.5% | -0.21 | 0.0030 | -0.035 | ||
| 77.00 | 82.00 | 88 | 18.2% | 0.79 | 0.0029 | -0.024 | 470 | 11.50 | 16.50 | 54 | 18.3% | -0.23 | 0.0032 | -0.036 | ||
| 73.50 | 78.50 | 18 | 18.2% | 0.78 | 0.0030 | -0.025 | 475 | 12.50 | 17.50 | 5 | 18.1% | -0.24 | 0.0033 | -0.037 | ||
| 69.50 | 74.50 | 66 | 17.8% | 0.76 | 0.0032 | -0.027 | 480 | 13.80 | 18.50 | 1,936 | 17.9% | -0.26 | 0.0035 | -0.038 | ||
| 66.00 | 71.00 | 14 | 17.6% | 0.75 | 0.0033 | -0.028 | 485 | 15.00 | 19.50 | 33 | 17.6% | -0.28 | 0.0037 | -0.039 | ||
| 62.50 | 67.50 | 933 | 17.5% | 0.73 | 0.0035 | -0.029 | 490 | 16.00 | 21.00 | 1,190 | 17.4% | -0.29 | 0.0039 | -0.040 | ||
| 59.00 | 64.00 | 88 | 17.2% | 0.72 | 0.0036 | -0.030 | 495 | 17.50 | 22.00 | 9 | 17.1% | -0.31 | 0.0041 | -0.041 | ||
| 55.50 | 60.50 | 886 | 17.0% | 0.70 | 0.0038 | -0.031 | 500 | 19.00 | 23.50 | 2,321 | 16.9% | -0.33 | 0.0044 | -0.041 | ||
| 52.00 | 57.00 | 79 | 16.7% | 0.68 | 0.0039 | -0.032 | 505 | 20.50 | 25.00 | 18 | 16.7% | -0.36 | 0.0046 | -0.042 | ||
| 49.00 | 54.00 | 243 | 16.6% | 0.66 | 0.0040 | -0.033 | 510 | 22.00 | 26.70 | 20 | 16.4% | -0.38 | 0.0048 | -0.043 | ||
| 46.00 | 50.50 | 75 | 16.4% | 0.64 | 0.0042 | -0.033 | 515 | 24.00 | 28.50 | 22 | 16.3% | -0.40 | 0.0050 | -0.044 | ||
| 43.65 | 47.35 | 2 | 225 | 16.3% | 0.62 | 0.0043 | -0.034 | 520 | 26.45 | 30.30 | 2 | 964 | 16.2% | -0.43 | 0.0053 | -0.044 |
| 40.30 | 44.50 | 23 | 16.1% | 0.60 | 0.0044 | -0.034 | 525 | 29.25 | 32.50 | 406 | 16.2% | -0.45 | 0.0055 | -0.045 | ||
| 37.30 | 42.00 | 141 | 15.9% | 0.58 | 0.0045 | -0.035 | 530 | 30.00 | 34.50 | 13 | 15.7% | -0.48 | 0.0057 | -0.046 | ||
| 36.25 | 39.00 | 403 | 16.1% | 0.56 | 0.0046 | -0.035 | 535 | 32.50 | 37.00 | 1 | 15.6% | -0.51 | 0.0059 | -0.046 | ||
| 32.00 | 36.50 | 65 | 15.6% | 0.54 | 0.0047 | -0.035 | 540 | 35.00 | 39.50 | 333 | 15.4% | -0.54 | 0.0061 | -0.047 | ||
| 29.50 | 34.00 | 8 | 15.4% | 0.51 | 0.0048 | -0.035 | 545 | 37.50 | 42.50 | 1 | 15.3% | -0.57 | 0.0064 | -0.047 | ||
| 27.30 | 31.50 | 66 | 15.3% | 0.49 | 0.0048 | -0.035 | 550 | 40.50 | 45.00 | 1 | 15.1% | -0.61 | 0.0065 | -0.047 | ||
| 25.00 | 29.50 | 40 | 15.2% | 0.47 | 0.0049 | -0.035 | 555 | 43.50 | 48.00 | 40 | 14.9% | -0.64 | 0.0067 | -0.047 | ||
| 23.00 | 27.00 | 95 | 15.0% | 0.44 | 0.0049 | -0.035 | 560 | 46.50 | 51.50 | 14.8% | -0.67 | 0.0069 | -0.047 | |||
| 20.50 | 25.00 | 236 | 14.8% | 0.42 | 0.0048 | -0.034 | 565 | 50.00 | 55.00 | 14.7% | -0.71 | 0.0071 | -0.047 | |||
| 18.60 | 23.50 | 448 | 14.8% | 0.40 | 0.0048 | -0.034 | 570 | 53.50 | 58.50 | 14.6% | -0.75 | 0.0074 | -0.047 | |||
| 17.00 | 21.50 | 346 | 14.6% | 0.38 | 0.0048 | -0.033 | 575 | 57.50 | 62.00 | 14.2% | -0.78 | 0.0078 | -0.048 | |||
| 15.30 | 20.00 | 100 | 14.6% | 0.35 | 0.0047 | -0.033 | 580 | 61.50 | 66.00 | 14.1% | -0.83 | 0.0084 | -0.051 | |||
| 13.80 | 18.50 | 102 | 14.5% | 0.33 | 0.0046 | -0.032 | 585 | 65.50 | 70.50 | 14.3% | -0.87 | 0.0091 | -0.055 | |||
| 12.50 | 17.00 | 50 | 14.4% | 0.31 | 0.0045 | -0.031 | 590 | 70.00 | 75.00 | 14.2% | -0.91 | 0.0089 | -0.062 | |||
| 11.00 | 15.50 | 46 | 14.3% | 0.29 | 0.0044 | -0.030 | 595 | 74.50 | 79.50 | -0.94 | 0.0075 | -0.065 | ||||
| 10.00 | 14.50 | 330 | 14.3% | 0.27 | 0.0043 | -0.029 | 600 | 79.50 | 84.50 | -0.97 | 0.0041 | -0.073 | ||||
| 8.80 | 13.50 | 188 | 14.3% | 0.25 | 0.0041 | -0.028 | 605 | 84.50 | 89.50 | -0.99 | 0.0016 | -0.073 | ||||
| 7.80 | 12.50 | 4 | 14.3% | 0.23 | 0.0040 | -0.026 | 610 | 89.50 | 94.50 | -1.00 | 0.0000 | -0.073 | ||||
| 6.80 | 11.50 | 41 | 14.2% | 0.22 | 0.0038 | -0.025 | 615 | 94.50 | 99.50 | -1.00 | 0.0000 | -0.073 | ||||
| 6.00 | 10.50 | 42 | 14.1% | 0.20 | 0.0037 | -0.024 | 620 | 99.50 | 104.50 | -1.00 | 0.0000 | -0.073 | ||||
| 5.00 | 10.00 | 157 | 14.1% | 0.18 | 0.0035 | -0.023 | 625 | 104.50 | 109.50 | -1.00 | 0.0000 | -0.073 | ||||
| 4.50 | 9.00 | 6 | 14.1% | 0.17 | 0.0033 | -0.022 | 630 | 109.50 | 114.50 | -1.00 | 0.0000 | -0.073 | ||||
| 3.80 | 8.50 | 130 | 14.1% | 0.16 | 0.0032 | -0.021 | 635 | 114.50 | 119.50 | -1.00 | 0.0000 | -0.073 | ||||
| 3.00 | 8.00 | 136 | 14.0% | 0.15 | 0.0030 | -0.020 | 640 | 119.50 | 124.50 | -1.00 | 0.0000 | -0.073 | ||||
| 2.50 | 7.40 | 74 | 14.0% | 0.13 | 0.0028 | -0.019 | 645 | 124.50 | 129.50 | -1.00 | 0.0000 | -0.073 | ||||
| 2.00 | 6.90 | 31 | 14.0% | 0.12 | 0.0027 | -0.018 | 650 | 129.50 | 134.50 | -1.00 | 0.0000 | -0.073 | ||||
| 1.80 | 6.50 | 136 | 14.1% | 0.12 | 0.0025 | -0.017 | 655 | 134.50 | 139.50 | -1.00 | 0.0000 | -0.073 | ||||
| 1.50 | 6.00 | 68 | 14.1% | 0.11 | 0.0024 | -0.016 | 660 | 139.50 | 144.50 | -1.00 | 0.0000 | -0.073 | ||||
| 1.00 | 6.00 | 70 | 14.3% | 0.10 | 0.0022 | -0.015 | 665 | 144.50 | 149.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0.5000 | 5.50 | 92 | 14.1% | 0.09 | 0.0021 | -0.015 | 670 | 149.50 | 154.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0.5000 | 5.00 | 93 | 14.1% | 0.09 | 0.0020 | -0.014 | 675 | 154.50 | 159.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 3 | 14.2% | 0.08 | 0.0019 | -0.014 | 680 | 159.50 | 164.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 1 | 14.5% | 0.08 | 0.0018 | -0.013 | 685 | 164.50 | 169.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 14.9% | 0.07 | 0.0017 | -0.013 | 690 | 169.50 | 174.50 | -1.00 | 0.0000 | -0.073 | |||||
| 0 | 5.00 | 1 | 15.2% | 0.07 | 0.0016 | -0.012 | 695 | 174.50 | 179.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 16 | 15.5% | 0.06 | 0.0015 | -0.012 | 700 | 179.50 | 184.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 15.8% | 0.06 | 0.0014 | -0.011 | 705 | 184.50 | 189.50 | -1.00 | 0.0000 | -0.073 | |||||
| 0 | 5.00 | 2 | 16.2% | 0.06 | 0.0014 | -0.011 | 710 | 189.50 | 194.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 97 | 16.5% | 0.05 | 0.0013 | -0.011 | 715 | 194.50 | 199.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 4 | 16.8% | 0.05 | 0.0012 | -0.010 | 720 | 199.50 | 204.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 150 | 17.1% | 0.05 | 0.0012 | -0.010 | 725 | 204.50 | 209.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 17.4% | 0.05 | 0.0011 | -0.010 | 730 | 209.50 | 214.50 | -1.00 | 0.0000 | -0.073 | |||||
| 0 | 5.00 | 17.7% | 0.05 | 0.0011 | -0.009 | 735 | 214.50 | 219.50 | -1.00 | 0.0000 | -0.073 | |||||
| 0 | 5.00 | 18.0% | 0.04 | 0.0010 | -0.009 | 740 | 219.50 | 224.50 | -1.00 | 0.0000 | -0.073 | |||||
| 0 | 5.00 | 2 | 18.3% | 0.04 | 0.0010 | -0.009 | 745 | 224.50 | 229.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 10 | 18.6% | 0.04 | 0.0009 | -0.009 | 750 | 229.50 | 234.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 4 | 18.9% | 0.04 | 0.0009 | -0.009 | 755 | 234.50 | 239.50 | -1.00 | 0.0000 | -0.073 | ||||
| 0 | 5.00 | 1,581 | 19.1% | 0.04 | 0.0009 | -0.008 | 760 | 239.50 | 244.50 | -1.00 | 0.0000 | -0.073 | ||||
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 — Dec 17, 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.