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 ±3.3% (506.68–540.88) · ATM IV 13.8% · P/C открытого интереса 1.02
| 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 | |
| 105.35 | 105.80 | 36.2% | 0.99 | 0.0006 | -0.016 | 420 | 0.2200 | 0.3200 | 1,146 | 35.6% | -0.01 | 0.0006 | -0.030 | |||
| 100.40 | 100.85 | 1 | 35.0% | 0.98 | 0.0007 | -0.018 | 425 | 0.2300 | 0.3400 | 70 | 34.2% | -0.02 | 0.0007 | -0.032 | ||
| 95.45 | 95.90 | 11 | 33.8% | 0.98 | 0.0008 | -0.021 | 430 | 0.2600 | 0.3700 | 68 | 33.1% | -0.02 | 0.0008 | -0.034 | ||
| 90.50 | 90.90 | 32.2% | 0.98 | 0.0010 | -0.024 | 435 | 0.2900 | 0.4100 | 16 | 31.9% | -0.02 | 0.0010 | -0.036 | |||
| 85.55 | 86.00 | 31.3% | 0.98 | 0.0011 | -0.026 | 440 | 0.3500 | 0.4400 | 82 | 37 | 30.8% | -0.02 | 0.0011 | -0.038 | ||
| 80.60 | 81.05 | 1 | 1 | 29.9% | 0.98 | 0.0012 | -0.029 | 445 | 0.3600 | 0.4900 | 74 | 30 | 29.5% | -0.03 | 0.0013 | -0.041 |
| 75.70 | 76.10 | 17 | 28.8% | 0.97 | 0.0014 | -0.033 | 450 | 0.4000 | 0.5400 | 7 | 201 | 28.3% | -0.03 | 0.0015 | -0.043 | |
| 70.75 | 71.15 | 26 | 27.4% | 0.97 | 0.0017 | -0.036 | 455 | 0.4500 | 0.5900 | 128 | 27.0% | -0.03 | 0.0017 | -0.046 | ||
| 65.80 | 66.25 | 10 | 11 | 26.1% | 0.96 | 0.0020 | -0.040 | 460 | 0.5300 | 0.6600 | 330 | 25.9% | -0.04 | 0.0020 | -0.050 | |
| 60.90 | 61.35 | 10 | 24.9% | 0.96 | 0.0023 | -0.045 | 465 | 0.6000 | 0.7300 | 1 | 318 | 24.7% | -0.04 | 0.0024 | -0.054 | |
| 56.00 | 56.45 | 39 | 23.7% | 0.95 | 0.0028 | -0.050 | 470 | 0.6900 | 0.8300 | 3 | 3,218 | 23.6% | -0.05 | 0.0028 | -0.058 | |
| 51.15 | 51.60 | 7 | 8 | 22.7% | 0.94 | 0.0033 | -0.055 | 475 | 0.7900 | 0.9500 | 1 | 326 | 22.4% | -0.06 | 0.0034 | -0.063 |
| 50.15 | 50.60 | 22.3% | 0.94 | 0.0035 | -0.057 | 476 | 0.8100 | 0.9700 | 148 | 22.1% | -0.06 | 0.0036 | -0.064 | |||
| 49.20 | 49.70 | 22.1% | 0.94 | 0.0036 | -0.058 | 477 | 0.8400 | 1.00 | 553 | 21.9% | -0.06 | 0.0037 | -0.065 | |||
| 48.20 | 48.70 | 21.7% | 0.94 | 0.0037 | -0.059 | 478 | 0.8700 | 1.03 | 15 | 21.7% | -0.07 | 0.0038 | -0.066 | |||
| 47.25 | 47.70 | 21.6% | 0.93 | 0.0039 | -0.060 | 479 | 0.9100 | 1.06 | 87 | 21.5% | -0.07 | 0.0040 | -0.068 | |||
| 46.30 | 46.75 | 4 | 21.5% | 0.93 | 0.0040 | -0.062 | 480 | 0.9300 | 1.09 | 8 | 608 | 21.2% | -0.07 | 0.0041 | -0.069 | |
| 45.35 | 45.80 | 28 | 21.3% | 0.93 | 0.0042 | -0.063 | 481 | 0.9600 | 1.13 | 179 | 21.0% | -0.07 | 0.0043 | -0.070 | ||
| 44.35 | 44.85 | 1 | 20.9% | 0.93 | 0.0044 | -0.065 | 482 | 1.00 | 1.17 | 86 | 20.8% | -0.08 | 0.0044 | -0.071 | ||
| 43.40 | 43.85 | 20.7% | 0.92 | 0.0045 | -0.066 | 483 | 1.04 | 1.21 | 92 | 20.6% | -0.08 | 0.0046 | -0.073 | |||
| 42.45 | 42.90 | 1 | 20.5% | 0.92 | 0.0047 | -0.068 | 484 | 1.09 | 1.24 | 5 | 95 | 20.4% | -0.08 | 0.0048 | -0.074 | |
| 41.50 | 41.95 | 4 | 20.3% | 0.92 | 0.0049 | -0.069 | 485 | 1.13 | 1.29 | 14 | 187 | 20.2% | -0.08 | 0.0050 | -0.076 | |
| 40.55 | 41.00 | 20.2% | 0.91 | 0.0051 | -0.071 | 486 | 1.16 | 1.34 | 10 | 38 | 20.0% | -0.09 | 0.0052 | -0.077 | ||
| 39.60 | 40.05 | 19.9% | 0.91 | 0.0053 | -0.073 | 487 | 1.21 | 1.39 | 171 | 19.8% | -0.09 | 0.0054 | -0.079 | |||
| 38.65 | 39.15 | 19.7% | 0.91 | 0.0055 | -0.074 | 488 | 1.26 | 1.44 | 29 | 19.6% | -0.10 | 0.0056 | -0.081 | |||
| 37.70 | 38.15 | 19.5% | 0.90 | 0.0058 | -0.076 | 489 | 1.31 | 1.49 | 161 | 19.4% | -0.10 | 0.0059 | -0.082 | |||
| 36.75 | 37.20 | 3 | 12 | 19.3% | 0.90 | 0.0060 | -0.078 | 490 | 1.37 | 1.54 | 26 | 913 | 19.2% | -0.10 | 0.0061 | -0.084 |
| 35.85 | 36.25 | 19.1% | 0.89 | 0.0062 | -0.080 | 491 | 1.43 | 1.61 | 12 | 35 | 19.0% | -0.11 | 0.0064 | -0.086 | ||
| 34.90 | 35.35 | 18.9% | 0.89 | 0.0065 | -0.082 | 492 | 1.49 | 1.68 | 58 | 18.8% | -0.11 | 0.0066 | -0.087 | |||
| 33.95 | 34.40 | 1 | 18.7% | 0.89 | 0.0068 | -0.084 | 493 | 1.56 | 1.75 | 4 | 71 | 18.6% | -0.12 | 0.0069 | -0.089 | |
| 33.05 | 33.45 | 18.5% | 0.88 | 0.0070 | -0.086 | 494 | 1.63 | 1.82 | 12 | 37 | 18.4% | -0.12 | 0.0072 | -0.091 | ||
| 32.10 | 32.55 | 23 | 18.3% | 0.87 | 0.0074 | -0.088 | 495 | 1.73 | 1.90 | 37 | 951 | 18.3% | -0.13 | 0.0075 | -0.093 | |
| 31.20 | 31.65 | 2 | 18.2% | 0.87 | 0.0076 | -0.090 | 496 | 1.79 | 1.98 | 1 | 37 | 18.1% | -0.13 | 0.0078 | -0.095 | |
| 30.30 | 30.70 | 1 | 18.0% | 0.86 | 0.0080 | -0.092 | 497 | 1.88 | 2.07 | 51 | 17.9% | -0.14 | 0.0081 | -0.097 | ||
| 29.35 | 29.85 | 12 | 17.7% | 0.86 | 0.0083 | -0.094 | 498 | 1.97 | 2.16 | 75 | 17.7% | -0.15 | 0.0085 | -0.099 | ||
| 28.50 | 28.90 | 10 | 17.6% | 0.85 | 0.0086 | -0.096 | 499 | 2.07 | 2.26 | 17 | 17.5% | -0.15 | 0.0088 | -0.101 | ||
| 27.60 | 28.00 | 1 | 159 | 17.4% | 0.84 | 0.0090 | -0.099 | 500 | 2.18 | 2.35 | 98 | 2,728 | 17.3% | -0.16 | 0.0092 | -0.103 |
| 26.70 | 27.10 | 17.2% | 0.84 | 0.0094 | -0.101 | 501 | 2.28 | 2.48 | 10 | 17 | 17.2% | -0.17 | 0.0095 | -0.106 | ||
| 25.80 | 26.25 | 25 | 17.1% | 0.83 | 0.0097 | -0.103 | 502 | 2.40 | 2.59 | 2 | 94 | 17.0% | -0.18 | 0.0099 | -0.108 | |
| 24.95 | 25.35 | 19 | 16.9% | 0.82 | 0.0101 | -0.105 | 503 | 2.53 | 2.72 | 2 | 30 | 16.9% | -0.18 | 0.0103 | -0.110 | |
| 24.05 | 24.50 | 11 | 16.7% | 0.81 | 0.0105 | -0.107 | 504 | 2.66 | 2.85 | 44 | 16.7% | -0.19 | 0.0107 | -0.112 | ||
| 23.20 | 23.65 | 73 | 16.6% | 0.80 | 0.0110 | -0.110 | 505 | 2.80 | 3.05 | 15 | 513 | 16.6% | -0.20 | 0.0111 | -0.114 | |
| 22.35 | 22.75 | 4 | 16.4% | 0.79 | 0.0114 | -0.112 | 506 | 2.95 | 3.15 | 873 | 16.4% | -0.21 | 0.0116 | -0.116 | ||
| 21.55 | 21.95 | 6 | 16.3% | 0.78 | 0.0118 | -0.114 | 507 | 3.10 | 3.35 | 1 | 88 | 16.3% | -0.22 | 0.0120 | -0.118 | |
| 20.70 | 21.10 | 26 | 16.1% | 0.77 | 0.0122 | -0.116 | 508 | 3.25 | 3.50 | 28 | 16.1% | -0.23 | 0.0124 | -0.120 | ||
| 19.85 | 20.25 | 1 | 24 | 15.9% | 0.76 | 0.0127 | -0.118 | 509 | 3.50 | 3.70 | 10 | 82 | 16.0% | -0.24 | 0.0129 | -0.122 |
| 19.05 | 19.45 | 14 | 321 | 15.8% | 0.75 | 0.0131 | -0.120 | 510 | 3.60 | 3.85 | 40 | 397 | 15.7% | -0.26 | 0.0134 | -0.124 |
| 18.25 | 18.65 | 1 | 287 | 15.6% | 0.74 | 0.0136 | -0.122 | 511 | 3.85 | 4.05 | 114 | 15.6% | -0.27 | 0.0138 | -0.126 | |
| 17.45 | 17.85 | 2 | 52 | 15.5% | 0.73 | 0.0140 | -0.124 | 512 | 4.05 | 4.25 | 2 | 86 | 15.4% | -0.28 | 0.0143 | -0.128 |
| 16.70 | 17.05 | 5 | 45 | 15.3% | 0.71 | 0.0145 | -0.126 | 513 | 4.25 | 4.50 | 3 | 85 | 15.3% | -0.29 | 0.0147 | -0.130 |
| 15.95 | 16.30 | 2 | 30 | 15.2% | 0.70 | 0.0150 | -0.128 | 514 | 4.55 | 4.70 | 2 | 676 | 15.2% | -0.31 | 0.0152 | -0.131 |
| 15.15 | 15.55 | 29 | 238 | 15.0% | 0.69 | 0.0154 | -0.129 | 515 | 4.75 | 5.00 | 559 | 813 | 15.1% | -0.32 | 0.0157 | -0.133 |
| 14.40 | 14.80 | 6 | 68 | 14.9% | 0.67 | 0.0158 | -0.131 | 516 | 5.00 | 5.25 | 4 | 45 | 14.9% | -0.33 | 0.0161 | -0.134 |
| 13.70 | 14.05 | 31 | 14.7% | 0.66 | 0.0163 | -0.132 | 517 | 5.25 | 5.55 | 1 | 39 | 14.7% | -0.35 | 0.0166 | -0.135 | |
| 13.00 | 13.30 | 21 | 92 | 14.6% | 0.64 | 0.0167 | -0.133 | 518 | 5.55 | 5.85 | 76 | 14.6% | -0.37 | 0.0170 | -0.137 | |
| 12.30 | 12.60 | 53 | 76 | 14.4% | 0.63 | 0.0171 | -0.134 | 519 | 5.85 | 6.10 | 11 | 99 | 14.4% | -0.38 | 0.0175 | -0.137 |
| 11.60 | 11.95 | 124 | 1,112 | 14.3% | 0.61 | 0.0175 | -0.135 | 520 | 6.20 | 6.45 | 92 | 415 | 14.3% | -0.40 | 0.0179 | -0.138 |
| 10.95 | 11.25 | 16 | 151 | 14.1% | 0.59 | 0.0178 | -0.135 | 521 | 6.55 | 6.80 | 2 | 140 | 14.2% | -0.42 | 0.0183 | -0.139 |
| 10.30 | 10.60 | 29 | 53 | 14.0% | 0.58 | 0.0182 | -0.135 | 522 | 6.90 | 7.15 | 29 | 104 | 14.1% | -0.43 | 0.0186 | -0.139 |
| 9.70 | 10.00 | 77 | 59 | 13.9% | 0.56 | 0.0185 | -0.135 | 523 | 7.30 | 7.55 | 9 | 62 | 14.0% | -0.45 | 0.0190 | -0.139 |
| 9.10 | 9.40 | 54 | 123 | 13.8% | 0.54 | 0.0187 | -0.135 | 524 | 7.70 | 8.00 | 30 | 163 | 13.9% | -0.47 | 0.0193 | -0.139 |
| 8.50 | 8.80 | 416 | 351 | 13.7% | 0.52 | 0.0190 | -0.134 | 525 | 8.10 | 8.40 | 17 | 270 | 13.7% | -0.49 | 0.0196 | -0.139 |
| 7.95 | 8.25 | 10 | 125 | 13.6% | 0.50 | 0.0192 | -0.134 | 526 | 8.60 | 8.85 | 1 | 37 | 13.7% | -0.51 | 0.0198 | -0.138 |
| 7.40 | 7.70 | 3 | 105 | 13.4% | 0.48 | 0.0193 | -0.132 | 527 | 9.05 | 9.35 | 79 | 13.6% | -0.53 | 0.0200 | -0.137 | |
| 6.90 | 7.20 | 10 | 67 | 13.4% | 0.46 | 0.0193 | -0.131 | 528 | 9.55 | 9.85 | 22 | 13.5% | -0.55 | 0.0202 | -0.136 | |
| 6.40 | 6.70 | 19 | 543 | 13.3% | 0.44 | 0.0194 | -0.129 | 529 | 10.10 | 10.40 | 22 | 13.4% | -0.57 | 0.0203 | -0.135 | |
| 5.95 | 6.25 | 85 | 567 | 13.2% | 0.42 | 0.0193 | -0.128 | 530 | 10.65 | 10.95 | 1 | 78 | 13.3% | -0.59 | 0.0203 | -0.134 |
| 5.55 | 5.80 | 4 | 40 | 13.2% | 0.40 | 0.0192 | -0.125 | 531 | 11.20 | 11.50 | 34 | 13.2% | -0.61 | 0.0204 | -0.132 | |
| 5.10 | 5.40 | 22 | 51 | 13.1% | 0.39 | 0.0191 | -0.123 | 532 | 11.80 | 12.10 | 31 | 13.2% | -0.63 | 0.0203 | -0.130 | |
| 4.75 | 5.00 | 1 | 57 | 13.1% | 0.37 | 0.0189 | -0.120 | 533 | 12.40 | 12.75 | 31 | 13.1% | -0.66 | 0.0202 | -0.128 | |
| 4.35 | 4.60 | 12 | 480 | 13.0% | 0.35 | 0.0186 | -0.118 | 534 | 13.05 | 13.40 | 28 | 13.1% | -0.68 | 0.0200 | -0.126 | |
| 4.00 | 4.25 | 80 | 1,088 | 12.9% | 0.33 | 0.0183 | -0.115 | 535 | 13.70 | 14.10 | 120 | 13.0% | -0.70 | 0.0198 | -0.123 | |
| 3.70 | 3.95 | 7 | 33 | 12.9% | 0.31 | 0.0179 | -0.111 | 536 | 14.40 | 14.80 | 10 | 12 | 13.0% | -0.72 | 0.0195 | -0.120 |
| 3.40 | 3.60 | 3 | 73 | 12.8% | 0.29 | 0.0175 | -0.108 | 537 | 15.10 | 15.45 | 1 | 12.9% | -0.74 | 0.0192 | -0.117 | |
| 3.10 | 3.35 | 11 | 125 | 12.8% | 0.27 | 0.0170 | -0.104 | 538 | 15.85 | 16.25 | 121 | 12.9% | -0.76 | 0.0189 | -0.115 | |
| 2.85 | 3.05 | 1 | 69 | 12.8% | 0.26 | 0.0165 | -0.101 | 539 | 16.60 | 17.00 | 16 | 12.8% | -0.77 | 0.0186 | -0.111 | |
| 2.60 | 2.79 | 71 | 3,844 | 12.7% | 0.24 | 0.0160 | -0.097 | 540 | 17.35 | 17.80 | 52 | 12.8% | -0.79 | 0.0182 | -0.108 | |
| 2.37 | 2.56 | 54 | 12.7% | 0.23 | 0.0154 | -0.093 | 541 | 18.15 | 18.60 | 5 | 12.8% | -0.81 | 0.0177 | -0.105 | ||
| 2.15 | 2.34 | 54 | 12.7% | 0.21 | 0.0149 | -0.089 | 542 | 18.95 | 19.40 | 25 | 12.7% | -0.83 | 0.0174 | -0.102 | ||
| 1.95 | 2.14 | 34 | 12.7% | 0.20 | 0.0143 | -0.086 | 543 | 19.75 | 20.25 | 12.7% | -0.85 | 0.0169 | -0.099 | |||
| 1.77 | 1.96 | 88 | 12.7% | 0.18 | 0.0137 | -0.082 | 544 | 20.65 | 21.10 | 12.7% | -0.86 | 0.0164 | -0.096 | |||
| 1.61 | 1.78 | 26 | 2,602 | 12.6% | 0.17 | 0.0130 | -0.078 | 545 | 21.50 | 21.95 | 1 | 12.6% | -0.88 | 0.0159 | -0.093 | |
| 1.44 | 1.63 | 20 | 12.6% | 0.16 | 0.0124 | -0.074 | 546 | 22.40 | 22.85 | 12.7% | -0.89 | 0.0158 | -0.091 | |||
| 1.30 | 1.49 | 159 | 12.6% | 0.15 | 0.0118 | -0.070 | 547 | 23.25 | 23.80 | 12.6% | -0.91 | 0.0154 | -0.088 | |||
| 1.17 | 1.36 | 47 | 12.6% | 0.13 | 0.0112 | -0.066 | 548 | 24.20 | 24.70 | 12.7% | -0.92 | 0.0147 | -0.082 | |||
| 1.06 | 1.24 | 58 | 12.6% | 0.12 | 0.0106 | -0.063 | 549 | 25.15 | 25.60 | 12.6% | -0.94 | 0.0137 | -0.080 | |||
| 0.9800 | 1.10 | 59 | 1,883 | 12.6% | 0.11 | 0.0100 | -0.059 | 550 | 26.10 | 26.55 | 12.6% | -0.95 | 0.0128 | -0.079 | ||
| 0.8500 | 1.03 | 2 | 12.7% | 0.11 | 0.0094 | -0.056 | 551 | 27.05 | 27.50 | 12.5% | -0.96 | 0.0117 | -0.075 | |||
| 0.7600 | 0.9400 | 2 | 12.7% | 0.10 | 0.0088 | -0.052 | 552 | 28.00 | 28.50 | 12.9% | -0.97 | 0.0105 | -0.068 | |||
| 0.6800 | 0.8500 | 2 | 12.7% | 0.09 | 0.0083 | -0.049 | 553 | 29.00 | 29.45 | 12.3% | -0.98 | 0.0084 | -0.067 | |||
| 0.6300 | 0.7500 | 52 | 4 | 12.7% | 0.08 | 0.0078 | -0.046 | 554 | 30.00 | 30.40 | -0.98 | 0.0064 | -0.067 | |||
| 0.5600 | 0.6900 | 45 | 207 | 12.7% | 0.07 | 0.0072 | -0.043 | 555 | 31.00 | 31.40 | -0.99 | 0.0048 | -0.065 | |||
| 0.4900 | 0.6300 | 1 | 12.7% | 0.07 | 0.0068 | -0.041 | 556 | 32.00 | 32.40 | -0.99 | 0.0035 | -0.062 | ||||
| 0.4500 | 0.5700 | 25 | 12.8% | 0.06 | 0.0063 | -0.038 | 557 | 32.95 | 33.40 | -1.00 | 0.0024 | -0.061 | ||||
| 0.4000 | 0.5300 | 7 | 12.8% | 0.06 | 0.0059 | -0.035 | 558 | 34.00 | 34.40 | -1.00 | 0.0015 | -0.061 | ||||
| 0.3600 | 0.4800 | 1 | 3 | 12.8% | 0.05 | 0.0055 | -0.033 | 559 | 35.00 | 35.40 | -1.00 | 0.0007 | -0.061 | |||
| 0.3200 | 0.4400 | 474 | 12.9% | 0.05 | 0.0051 | -0.031 | 560 | 36.00 | 36.40 | -1.00 | 0.0002 | -0.061 | ||||
| 0.2900 | 0.4100 | 1 | 13.0% | 0.04 | 0.0047 | -0.029 | 561 | 36.95 | 37.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0.2600 | 0.3900 | 2 | 13.1% | 0.04 | 0.0044 | -0.027 | 562 | 37.95 | 38.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0.2200 | 0.3500 | 3 | 13.0% | 0.04 | 0.0041 | -0.025 | 563 | 38.95 | 39.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0.2000 | 0.3200 | 2 | 13.1% | 0.03 | 0.0038 | -0.024 | 564 | 40.00 | 40.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0.1900 | 0.3000 | 2 | 153 | 13.2% | 0.03 | 0.0035 | -0.022 | 565 | 41.00 | 41.40 | -1.00 | 0.0000 | -0.061 | |||
| 0.1100 | 0.1900 | 15 | 1,100 | 13.5% | 0.02 | 0.0024 | -0.016 | 570 | 46.00 | 46.40 | -1.00 | 0.0000 | -0.061 | |||
| 0.0500 | 0.1500 | 12 | 13.9% | 0.01 | 0.0017 | -0.011 | 575 | 51.00 | 51.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0.0200 | 0.1100 | 17 | 14.2% | 0.01 | 0.0012 | -0.009 | 580 | 56.00 | 56.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.0800 | 12 | 11 | 14.5% | 0.01 | 0.0009 | -0.007 | 585 | 61.00 | 61.40 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.0800 | 10 | 15.5% | 0.01 | 0.0006 | -0.005 | 590 | 66.00 | 66.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.0700 | 6 | 16.2% | 0.00 | 0.0005 | -0.004 | 595 | 70.95 | 71.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.0700 | 1,003 | 17.2% | 0.00 | 0.0004 | -0.004 | 600 | 75.95 | 76.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.0600 | 70 | 17.8% | 0.00 | 0.0003 | -0.003 | 605 | 80.95 | 81.40 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.0600 | 18.8% | 0.00 | 0.0002 | -0.003 | 610 | 85.95 | 86.40 | -1.00 | 0.0000 | -0.061 | |||||
| 0 | 0.0600 | 19.7% | 0.00 | 0.0002 | -0.002 | 615 | 90.95 | 91.40 | -1.00 | 0.0000 | -0.061 | |||||
| 0 | 0.0600 | 1 | 20.6% | 0.00 | 0.0002 | -0.002 | 620 | 95.95 | 96.40 | -1.00 | 0.0000 | -0.061 | ||||
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.