DIA цепочка опционов State Street SPDR Dow Jones Industrial Average ETF Trust
Cboe delayed options data · по состоянию на 21:03 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 ±1.9% (526.83–547.08) · ATM IV 11.2% · P/C открытого интереса 1.47
| 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 | |
| 257.20 | 257.55 | 3 | 1.00 | 0.0000 | 0.000 | 280 | 0 | 0.0300 | 242 | 101.2% | 0.00 | 0.0000 | -0.000 | |||
| 252.20 | 252.55 | 3 | 1.00 | 0.0000 | 0.000 | 285 | 0 | 0.0300 | 51 | 98.6% | 0.00 | 0.0000 | -0.001 | |||
| 247.20 | 247.60 | 72 | 73.6% | 1.00 | 0.0000 | 0.000 | 290 | 0 | 0.0300 | 33 | 96.0% | -0.00 | 0.0000 | -0.001 | ||
| 242.20 | 242.60 | 56 | 1.00 | 0.0000 | 0.000 | 295 | 0 | 0.0300 | 10 | 93.5% | -0.00 | 0.0000 | -0.001 | |||
| 237.20 | 237.60 | 59 | 1.00 | 0.0000 | 0.000 | 300 | 0 | 0.0300 | 36 | 91.0% | -0.00 | 0.0000 | -0.001 | |||
| 232.25 | 232.60 | 61 | 1.00 | 0.0000 | 0.000 | 305 | 0 | 0.0300 | 10 | 88.5% | -0.00 | 0.0000 | -0.001 | |||
| 227.25 | 227.60 | 44 | 1.00 | 0.0000 | 0.000 | 310 | 0 | 0.0300 | 13 | 86.1% | -0.00 | 0.0000 | -0.001 | |||
| 222.25 | 222.60 | 67 | 1.00 | 0.0000 | 0.000 | 315 | 0 | 0.0300 | 12 | 83.8% | -0.00 | 0.0000 | -0.001 | |||
| 217.25 | 217.60 | 21 | 1.00 | 0.0000 | 0.000 | 320 | 0 | 0.0300 | 14 | 81.4% | -0.00 | 0.0000 | -0.001 | |||
| 212.25 | 212.65 | 49 | 1.00 | 0.0000 | 0.000 | 325 | 0 | 0.0300 | 1,280 | 79.1% | -0.00 | 0.0000 | -0.001 | |||
| 207.25 | 207.65 | 65 | 1.00 | 0.0000 | 0.000 | 330 | 0 | 0.0300 | 15 | 76.9% | -0.00 | 0.0000 | -0.001 | |||
| 202.30 | 202.65 | 109 | 1.00 | 0.0000 | 0.000 | 335 | 0 | 0.0300 | 51 | 74.6% | -0.00 | 0.0000 | -0.001 | |||
| 197.30 | 197.65 | 54 | 1.00 | 0.0000 | 0.000 | 340 | 0 | 0.0300 | 80 | 72.4% | -0.00 | 0.0000 | -0.001 | |||
| 192.30 | 192.65 | 77 | 1.00 | 0.0000 | 0.000 | 345 | 0 | 0.0300 | 8 | 70.2% | -0.00 | 0.0000 | -0.001 | |||
| 187.30 | 187.65 | 66 | 1.00 | 0.0000 | 0.000 | 350 | 0 | 0.0300 | 436 | 68.1% | -0.00 | 0.0000 | -0.001 | |||
| 182.30 | 182.70 | 58 | 1.00 | 0.0000 | 0.000 | 355 | 0 | 0.0300 | 42 | 66.0% | -0.00 | 0.0000 | -0.002 | |||
| 177.30 | 177.70 | 63 | 1.00 | 0.0000 | 0.000 | 360 | 0 | 0.0300 | 148 | 63.9% | -0.00 | 0.0000 | -0.002 | |||
| 172.30 | 172.70 | 53 | 1.00 | 0.0000 | 0.000 | 365 | 0 | 0.0300 | 68 | 61.8% | -0.00 | 0.0000 | -0.002 | |||
| 167.35 | 167.70 | 68 | 1.00 | 0.0000 | 0.000 | 370 | 0 | 0.0300 | 430 | 59.8% | -0.00 | 0.0000 | -0.002 | |||
| 162.35 | 162.70 | 23 | 1.00 | 0.0000 | 0.000 | 375 | 0 | 0.0300 | 509 | 57.8% | -0.00 | 0.0000 | -0.002 | |||
| 157.35 | 157.70 | 20 | 1.00 | 0.0000 | 0.000 | 380 | 0 | 0.0300 | 546 | 55.8% | -0.00 | 0.0000 | -0.002 | |||
| 152.35 | 152.75 | 15 | 1.00 | 0.0000 | 0.000 | 385 | 0 | 0.0300 | 775 | 53.8% | -0.00 | 0.0000 | -0.003 | |||
| 147.35 | 147.75 | 20 | 1.00 | 0.0000 | 0.000 | 390 | 0 | 0.0300 | 207 | 51.8% | -0.00 | 0.0000 | -0.003 | |||
| 142.35 | 142.75 | 3 | 1.00 | 0.0000 | 0.000 | 395 | 0 | 0.0300 | 642 | 49.9% | -0.00 | 0.0000 | -0.003 | |||
| 137.40 | 137.75 | 6 | 1.00 | 0.0000 | 0.000 | 400 | 0 | 0.0300 | 703 | 48.0% | -0.00 | 0.0000 | -0.004 | |||
| 132.40 | 132.75 | 3 | 1.00 | 0.0000 | 0.000 | 405 | 0 | 0.0300 | 488 | 46.1% | -0.00 | 0.0001 | -0.004 | |||
| 127.40 | 127.75 | 3 | 1.00 | 0.0001 | 0.000 | 410 | 0 | 0.0300 | 22 | 1,379 | 44.3% | -0.00 | 0.0001 | -0.004 | ||
| 122.40 | 122.80 | 2 | 1.00 | 0.0001 | 0.000 | 415 | 0 | 0.0400 | 294 | 43.5% | -0.00 | 0.0001 | -0.005 | |||
| 117.40 | 117.80 | 16 | 1.00 | 0.0001 | 0.000 | 420 | 0 | 0.0400 | 1 | 394 | 41.6% | -0.00 | 0.0001 | -0.005 | ||
| 112.45 | 112.80 | 63 | 1.00 | 0.0001 | 0.000 | 425 | 0 | 0.0400 | 767 | 39.8% | -0.00 | 0.0001 | -0.006 | |||
| 107.45 | 107.80 | 14 | 1.00 | 0.0001 | 0.000 | 430 | 0 | 0.0400 | 662 | 37.9% | -0.00 | 0.0001 | -0.006 | |||
| 102.45 | 102.80 | 13 | 1.00 | 0.0001 | 0.000 | 435 | 0 | 0.0500 | 11 | 146 | 36.9% | -0.00 | 0.0002 | -0.007 | ||
| 97.45 | 97.85 | 42 | 1.00 | 0.0002 | 0.000 | 440 | 0 | 0.0500 | 5 | 656 | 35.0% | -0.00 | 0.0002 | -0.008 | ||
| 92.45 | 92.85 | 22 | 1.00 | 0.0002 | 0.000 | 445 | 0 | 0.0500 | 12 | 1,528 | 33.2% | -0.00 | 0.0002 | -0.009 | ||
| 87.50 | 87.85 | 1 | 37 | 28.6% | 1.00 | 0.0002 | 0.000 | 450 | 0.0100 | 0.0600 | 82 | 989 | 32.5% | -0.00 | 0.0003 | -0.010 |
| 82.50 | 82.85 | 1 | 221 | 1.00 | 0.0003 | 0.000 | 455 | 0.0100 | 0.0700 | 10 | 237 | 31.0% | -0.00 | 0.0003 | -0.011 | |
| 77.50 | 77.90 | 541 | 27.1% | 1.00 | 0.0004 | 0.000 | 460 | 0.0200 | 0.0700 | 4 | 3,009 | 29.5% | -0.00 | 0.0004 | -0.013 | |
| 72.55 | 72.90 | 304 | 27.3% | 1.00 | 0.0004 | 0.000 | 465 | 0.0300 | 0.0800 | 4 | 421 | 28.3% | -0.01 | 0.0005 | -0.015 | |
| 67.55 | 67.90 | 715 | 24.7% | 0.99 | 0.0006 | 0.000 | 470 | 0.0400 | 0.0900 | 4 | 536 | 26.9% | -0.01 | 0.0006 | -0.017 | |
| 62.55 | 62.95 | 8 | 726 | 24.3% | 0.99 | 0.0007 | 0.000 | 475 | 0.0500 | 0.1000 | 12 | 1,076 | 25.4% | -0.01 | 0.0008 | -0.019 |
| 57.60 | 57.95 | 57 | 23.4% | 0.99 | 0.0009 | 0.000 | 480 | 0.0700 | 0.1200 | 1 | 3,248 | 24.2% | -0.01 | 0.0011 | -0.022 | |
| 52.60 | 53.00 | 60 | 22.1% | 0.99 | 0.0012 | 0.000 | 485 | 0.0800 | 0.1400 | 3 | 1,111 | 22.7% | -0.01 | 0.0014 | -0.025 | |
| 47.65 | 48.00 | 4 | 206 | 20.8% | 0.99 | 0.0016 | -0.002 | 490 | 0.1100 | 0.1700 | 1 | 343 | 21.4% | -0.02 | 0.0018 | -0.030 |
| 42.65 | 43.05 | 2 | 181 | 19.2% | 0.98 | 0.0021 | -0.009 | 495 | 0.1600 | 0.2000 | 4 | 1,795 | 20.1% | -0.02 | 0.0024 | -0.035 |
| 41.70 | 42.05 | 19.4% | 0.98 | 0.0022 | -0.010 | 496 | 0.1500 | 0.2100 | 2 | 19.7% | -0.02 | 0.0025 | -0.036 | |||
| 40.70 | 41.05 | 18.9% | 0.98 | 0.0023 | -0.012 | 497 | 0.1600 | 0.2200 | 20 | 19.4% | -0.02 | 0.0027 | -0.038 | |||
| 39.70 | 40.05 | 18.5% | 0.98 | 0.0025 | -0.014 | 498 | 0.1700 | 0.2300 | 2 | 33 | 19.1% | -0.03 | 0.0029 | -0.039 | ||
| 38.70 | 39.10 | 18.5% | 0.98 | 0.0027 | -0.016 | 499 | 0.1800 | 0.2400 | 33 | 18.8% | -0.03 | 0.0031 | -0.041 | |||
| 37.70 | 38.10 | 2 | 1,335 | 18.1% | 0.98 | 0.0028 | -0.018 | 500 | 0.1900 | 0.2500 | 181 | 6,370 | 18.5% | -0.03 | 0.0033 | -0.042 |
| 36.75 | 37.10 | 18.1% | 0.97 | 0.0030 | -0.019 | 501 | 0.2000 | 0.2600 | 4 | 66 | 18.2% | -0.03 | 0.0035 | -0.044 | ||
| 35.75 | 36.10 | 17.6% | 0.97 | 0.0032 | -0.021 | 502 | 0.2100 | 0.2800 | 51 | 18.0% | -0.03 | 0.0037 | -0.045 | |||
| 34.75 | 35.15 | 17.5% | 0.97 | 0.0035 | -0.023 | 503 | 0.2200 | 0.2900 | 4 | 6 | 17.7% | -0.03 | 0.0040 | -0.047 | ||
| 33.75 | 34.15 | 17.1% | 0.97 | 0.0037 | -0.025 | 504 | 0.2400 | 0.3100 | 34 | 11 | 17.5% | -0.04 | 0.0042 | -0.049 | ||
| 32.80 | 33.15 | 321 | 17.0% | 0.97 | 0.0040 | -0.028 | 505 | 0.2500 | 0.3300 | 52 | 1,170 | 17.2% | -0.04 | 0.0045 | -0.051 | |
| 31.80 | 32.20 | 16.8% | 0.96 | 0.0043 | -0.030 | 506 | 0.2700 | 0.3500 | 6 | 1 | 17.0% | -0.04 | 0.0048 | -0.053 | ||
| 30.80 | 31.20 | 55 | 16.4% | 0.96 | 0.0046 | -0.033 | 507 | 0.2900 | 0.3700 | 13 | 327 | 16.7% | -0.05 | 0.0052 | -0.055 | |
| 29.85 | 30.20 | 16.2% | 0.96 | 0.0049 | -0.035 | 508 | 0.3100 | 0.3900 | 9 | 17 | 16.4% | -0.05 | 0.0056 | -0.057 | ||
| 28.85 | 29.25 | 16.0% | 0.96 | 0.0053 | -0.038 | 509 | 0.3400 | 0.4200 | 38 | 63 | 16.2% | -0.05 | 0.0060 | -0.060 | ||
| 27.90 | 28.25 | 3 | 1,461 | 15.8% | 0.95 | 0.0057 | -0.041 | 510 | 0.3700 | 0.4500 | 790 | 6,544 | 16.0% | -0.06 | 0.0065 | -0.062 |
| 26.90 | 27.30 | 15.5% | 0.95 | 0.0062 | -0.044 | 511 | 0.3900 | 0.4700 | 11 | 302 | 15.6% | -0.06 | 0.0070 | -0.065 | ||
| 25.95 | 26.30 | 15.2% | 0.95 | 0.0066 | -0.047 | 512 | 0.4200 | 0.5100 | 4 | 113 | 15.4% | -0.06 | 0.0075 | -0.068 | ||
| 24.95 | 25.35 | 14.9% | 0.94 | 0.0072 | -0.051 | 513 | 0.4600 | 0.5400 | 8 | 1,518 | 15.2% | -0.07 | 0.0081 | -0.071 | ||
| 24.00 | 24.40 | 1 | 14.8% | 0.94 | 0.0078 | -0.054 | 514 | 0.5000 | 0.5800 | 6 | 54 | 14.9% | -0.08 | 0.0087 | -0.074 | |
| 23.05 | 23.40 | 2 | 294 | 14.5% | 0.93 | 0.0084 | -0.058 | 515 | 0.5400 | 0.6300 | 931 | 2,485 | 14.7% | -0.08 | 0.0094 | -0.078 |
| 22.10 | 22.45 | 14.4% | 0.93 | 0.0091 | -0.062 | 516 | 0.5900 | 0.6800 | 9 | 84 | 14.5% | -0.09 | 0.0101 | -0.082 | ||
| 21.15 | 21.50 | 14.1% | 0.92 | 0.0098 | -0.066 | 517 | 0.6500 | 0.7400 | 4 | 60 | 14.3% | -0.10 | 0.0109 | -0.085 | ||
| 20.20 | 20.55 | 13.9% | 0.91 | 0.0107 | -0.071 | 518 | 0.7100 | 0.8000 | 3 | 32 | 14.0% | -0.10 | 0.0118 | -0.089 | ||
| 19.25 | 19.60 | 13.7% | 0.90 | 0.0115 | -0.075 | 519 | 0.7800 | 0.8700 | 3 | 37 | 13.8% | -0.11 | 0.0127 | -0.094 | ||
| 18.30 | 18.70 | 12 | 1,628 | 13.5% | 0.89 | 0.0125 | -0.081 | 520 | 0.8600 | 0.9500 | 42 | 2,144 | 13.6% | -0.12 | 0.0137 | -0.099 |
| 17.40 | 17.75 | 4 | 13.3% | 0.88 | 0.0136 | -0.086 | 521 | 0.9400 | 1.04 | 2 | 76 | 13.4% | -0.13 | 0.0148 | -0.103 | |
| 16.50 | 16.85 | 1 | 13.2% | 0.87 | 0.0147 | -0.091 | 522 | 1.04 | 1.13 | 26 | 75 | 13.2% | -0.15 | 0.0159 | -0.108 | |
| 15.60 | 15.95 | 1 | 13.0% | 0.86 | 0.0159 | -0.097 | 523 | 1.15 | 1.24 | 223 | 94 | 13.0% | -0.16 | 0.0172 | -0.113 | |
| 14.70 | 15.00 | 7 | 12.7% | 0.85 | 0.0171 | -0.103 | 524 | 1.27 | 1.37 | 2 | 212 | 12.8% | -0.17 | 0.0184 | -0.118 | |
| 13.80 | 14.15 | 14 | 313 | 12.5% | 0.83 | 0.0185 | -0.109 | 525 | 1.41 | 1.51 | 72 | 1,293 | 12.7% | -0.19 | 0.0197 | -0.124 |
| 12.95 | 13.25 | 5 | 12.3% | 0.82 | 0.0198 | -0.116 | 526 | 1.56 | 1.66 | 8 | 97 | 12.5% | -0.21 | 0.0211 | -0.129 | |
| 12.10 | 12.40 | 13 | 12.2% | 0.80 | 0.0213 | -0.122 | 527 | 1.74 | 1.84 | 22 | 97 | 12.4% | -0.23 | 0.0224 | -0.134 | |
| 11.30 | 11.60 | 1 | 50 | 12.1% | 0.78 | 0.0227 | -0.128 | 528 | 1.93 | 2.03 | 216 | 196 | 12.2% | -0.25 | 0.0238 | -0.140 |
| 10.50 | 10.75 | 6 | 65 | 11.9% | 0.76 | 0.0242 | -0.134 | 529 | 2.15 | 2.25 | 6 | 120 | 12.1% | -0.27 | 0.0252 | -0.144 |
| 9.70 | 10.00 | 15 | 752 | 11.8% | 0.73 | 0.0257 | -0.140 | 530 | 2.39 | 2.49 | 438 | 679 | 11.9% | -0.30 | 0.0266 | -0.149 |
| 8.95 | 9.20 | 9 | 154 | 11.7% | 0.71 | 0.0271 | -0.145 | 531 | 2.65 | 2.76 | 32 | 212 | 11.8% | -0.32 | 0.0279 | -0.153 |
| 8.25 | 8.45 | 1 | 110 | 11.6% | 0.68 | 0.0284 | -0.150 | 532 | 2.94 | 3.10 | 13 | 246 | 11.7% | -0.35 | 0.0291 | -0.156 |
| 7.55 | 7.75 | 111 | 187 | 11.5% | 0.66 | 0.0297 | -0.154 | 533 | 3.25 | 3.40 | 26 | 181 | 11.6% | -0.38 | 0.0302 | -0.159 |
| 6.85 | 7.05 | 108 | 116 | 11.3% | 0.63 | 0.0309 | -0.158 | 534 | 3.60 | 3.75 | 49 | 246 | 11.4% | -0.41 | 0.0311 | -0.161 |
| 6.25 | 6.40 | 37 | 415 | 11.2% | 0.60 | 0.0319 | -0.160 | 535 | 4.00 | 4.15 | 48 | 1,509 | 11.4% | -0.44 | 0.0319 | -0.162 |
| 5.60 | 5.80 | 74 | 193 | 11.1% | 0.56 | 0.0327 | -0.162 | 536 | 4.40 | 4.60 | 21 | 46 | 11.3% | -0.47 | 0.0325 | -0.162 |
| 5.05 | 5.25 | 74 | 128 | 11.1% | 0.53 | 0.0332 | -0.163 | 537 | 4.90 | 5.05 | 30 | 72 | 11.2% | -0.50 | 0.0328 | -0.161 |
| 4.50 | 4.65 | 54 | 178 | 10.9% | 0.50 | 0.0336 | -0.163 | 538 | 5.35 | 5.55 | 48 | 73 | 11.1% | -0.53 | 0.0329 | -0.159 |
| 4.00 | 4.20 | 35 | 51 | 10.9% | 0.46 | 0.0336 | -0.161 | 539 | 5.90 | 6.05 | 2 | 768 | 11.1% | -0.57 | 0.0328 | -0.156 |
| 3.55 | 3.75 | 130 | 1,864 | 10.9% | 0.43 | 0.0335 | -0.159 | 540 | 6.45 | 6.65 | 26 | 231 | 11.0% | -0.60 | 0.0324 | -0.152 |
| 3.15 | 3.30 | 110 | 140 | 10.8% | 0.40 | 0.0330 | -0.155 | 541 | 7.05 | 7.25 | 13 | 25 | 10.9% | -0.63 | 0.0317 | -0.147 |
| 2.78 | 2.91 | 6 | 149 | 10.8% | 0.36 | 0.0323 | -0.150 | 542 | 7.70 | 7.90 | 1 | 25 | 10.9% | -0.66 | 0.0308 | -0.141 |
| 2.44 | 2.55 | 7 | 82 | 10.8% | 0.33 | 0.0312 | -0.145 | 543 | 8.35 | 8.60 | 12 | 10.9% | -0.69 | 0.0297 | -0.134 | |
| 2.12 | 2.23 | 17 | 164 | 10.8% | 0.30 | 0.0300 | -0.139 | 544 | 9.05 | 9.30 | 16 | 10.9% | -0.72 | 0.0284 | -0.127 | |
| 1.85 | 1.96 | 679 | 6,423 | 10.8% | 0.27 | 0.0286 | -0.132 | 545 | 9.80 | 10.05 | 1 | 23 | 10.9% | -0.75 | 0.0269 | -0.120 |
| 1.60 | 1.71 | 7 | 164 | 10.8% | 0.25 | 0.0271 | -0.125 | 546 | 10.55 | 10.85 | 15 | 14 | 10.9% | -0.78 | 0.0254 | -0.112 |
| 1.39 | 1.49 | 4 | 120 | 10.8% | 0.22 | 0.0255 | -0.117 | 547 | 11.35 | 11.65 | 9 | 10.9% | -0.80 | 0.0237 | -0.104 | |
| 1.20 | 1.30 | 33 | 32 | 10.8% | 0.20 | 0.0238 | -0.110 | 548 | 12.15 | 12.45 | 1 | 1 | 10.9% | -0.82 | 0.0220 | -0.096 |
| 1.03 | 1.13 | 42 | 35 | 10.9% | 0.18 | 0.0221 | -0.102 | 549 | 13.00 | 13.30 | 43 | 10.9% | -0.84 | 0.0204 | -0.088 | |
| 0.8900 | 0.9800 | 43 | 1,181 | 10.9% | 0.16 | 0.0203 | -0.094 | 550 | 13.85 | 14.20 | 89 | 11.0% | -0.86 | 0.0187 | -0.080 | |
| 0.7600 | 0.8500 | 310 | 325 | 11.0% | 0.14 | 0.0186 | -0.087 | 551 | 14.70 | 15.05 | 10.9% | -0.88 | 0.0171 | -0.072 | ||
| 0.6500 | 0.7400 | 11 | 2,066 | 11.0% | 0.12 | 0.0170 | -0.079 | 552 | 15.60 | 15.95 | 11.0% | -0.89 | 0.0155 | -0.065 | ||
| 0.5500 | 0.6400 | 4 | 60 | 11.1% | 0.11 | 0.0154 | -0.072 | 553 | 16.50 | 16.85 | 6 | 11.0% | -0.90 | 0.0140 | -0.058 | |
| 0.4600 | 0.5500 | 390 | 11.1% | 0.09 | 0.0139 | -0.066 | 554 | 17.45 | 17.80 | 11.2% | -0.92 | 0.0126 | -0.051 | |||
| 0.3900 | 0.4700 | 2 | 525 | 11.2% | 0.08 | 0.0125 | -0.059 | 555 | 18.35 | 18.70 | 1 | 11.1% | -0.93 | 0.0113 | -0.044 | |
| 0.3300 | 0.4100 | 302 | 690 | 11.2% | 0.07 | 0.0112 | -0.053 | 556 | 19.30 | 19.65 | 11.2% | -0.94 | 0.0101 | -0.038 | ||
| 0.2700 | 0.3500 | 27 | 11.3% | 0.06 | 0.0099 | -0.047 | 557 | 20.25 | 20.60 | 11.2% | -0.95 | 0.0090 | -0.033 | |||
| 0.2200 | 0.3000 | 150 | 11.3% | 0.05 | 0.0088 | -0.042 | 558 | 21.20 | 21.55 | 11.2% | -0.95 | 0.0080 | -0.028 | |||
| 0.2100 | 0.2500 | 1 | 309 | 11.4% | 0.05 | 0.0078 | -0.038 | 559 | 22.15 | 22.50 | 11.1% | -0.96 | 0.0070 | -0.023 | ||
| 0.1500 | 0.2100 | 3,551 | 5,066 | 11.3% | 0.04 | 0.0069 | -0.033 | 560 | 23.10 | 23.50 | 1 | 35 | 11.3% | -0.96 | 0.0062 | -0.018 |
| 0.1200 | 0.1800 | 13 | 11.3% | 0.03 | 0.0061 | -0.030 | 561 | 24.10 | 24.45 | 1 | 11.3% | -0.97 | 0.0054 | -0.015 | ||
| 0.1000 | 0.1500 | 1 | 50 | 11.4% | 0.03 | 0.0053 | -0.026 | 562 | 25.05 | 25.40 | 10.9% | -0.97 | 0.0048 | -0.011 | ||
| 0.0800 | 0.1300 | 5 | 11.5% | 0.02 | 0.0046 | -0.023 | 563 | 26.05 | 26.40 | 11.3% | -0.98 | 0.0042 | -0.007 | |||
| 0.0600 | 0.1100 | 1 | 9 | 11.5% | 0.02 | 0.0041 | -0.020 | 564 | 27.00 | 27.40 | 11.2% | -0.98 | 0.0036 | -0.004 | ||
| 0.0500 | 0.1000 | 2,226 | 11.6% | 0.02 | 0.0035 | -0.018 | 565 | 28.00 | 28.35 | 10.8% | -0.98 | 0.0032 | -0.002 | |||
| 0.0400 | 0.0800 | 3 | 11.6% | 0.02 | 0.0031 | -0.015 | 566 | 29.00 | 29.35 | 11.2% | -0.99 | 0.0028 | 0.000 | |||
| 0.0300 | 0.0800 | 1 | 11.8% | 0.01 | 0.0027 | -0.013 | 567 | 29.95 | 30.35 | 10.5% | -0.99 | 0.0024 | 0.000 | |||
| 0.0200 | 0.0700 | 2 | 10 | 11.8% | 0.01 | 0.0023 | -0.012 | 568 | 30.95 | 31.35 | 10.9% | -0.99 | 0.0021 | 0.000 | ||
| 0.0200 | 0.0600 | 12 | 12.0% | 0.01 | 0.0020 | -0.010 | 569 | 31.95 | 32.35 | 11.4% | -0.99 | 0.0018 | 0.000 | |||
| 0.0100 | 0.0500 | 2 | 1,202 | 11.9% | 0.01 | 0.0018 | -0.009 | 570 | 32.95 | 33.30 | 1 | -0.99 | 0.0016 | 0.000 | ||
| 0.0100 | 0.0500 | 17 | 12.2% | 0.01 | 0.0015 | -0.008 | 571 | 33.95 | 34.30 | 9.6% | -0.99 | 0.0014 | 0.000 | |||
| 0.0100 | 0.0500 | 12 | 12.5% | 0.01 | 0.0013 | -0.007 | 572 | 34.95 | 35.30 | 10.4% | -0.99 | 0.0012 | 0.000 | |||
| 0 | 0.0400 | 1 | 8 | 12.2% | 0.01 | 0.0012 | -0.006 | 573 | 35.95 | 36.30 | 11.0% | -1.00 | 0.0010 | 0.000 | ||
| 0 | 0.0400 | 6 | 12.6% | 0.00 | 0.0010 | -0.005 | 574 | 36.95 | 37.30 | 11.6% | -1.00 | 0.0009 | 0.000 | |||
| 0 | 0.0400 | 246 | 12.8% | 0.00 | 0.0009 | -0.005 | 575 | 37.95 | 38.30 | 12.1% | -1.00 | 0.0008 | 0.000 | |||
| 0 | 0.0400 | 95 | 14.3% | 0.00 | 0.0004 | -0.003 | 580 | 42.90 | 43.30 | -1.00 | 0.0004 | 0.000 | ||||
| 0.0100 | 0.0300 | 167 | 15.8% | 0.00 | 0.0002 | -0.002 | 585 | 47.90 | 48.25 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.0300 | 164 | 16.7% | 0.00 | 0.0001 | -0.001 | 590 | 52.90 | 53.25 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.0300 | 1 | 18.0% | 0.00 | 0.0001 | -0.001 | 595 | 57.90 | 58.25 | 14.5% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0300 | 68 | 19.4% | 0.00 | 0.0001 | -0.000 | 600 | 62.90 | 63.25 | 18.9% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0100 | 71 | 18.8% | 0.00 | 0.0000 | -0.000 | 605 | 67.90 | 68.25 | 21.4% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0300 | 16 | 21.9% | 0.00 | 0.0000 | -0.000 | 610 | 72.90 | 73.25 | 23.7% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0200 | 16 | 22.4% | 0.00 | 0.0000 | -0.000 | 615 | 77.90 | 78.25 | 25.7% | -1.00 | 0.0000 | 0.000 | |||
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.
call-опционыput-опционы