DIS цепочка опционов The Walt Disney Company
Cboe delayed options data · по состоянию на 21:57 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 ±3.4% (103.59–110.91) · ATM IV 20.9% · P/C открытого интереса 1.03
| 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 | |
| 51.95 | 53.45 | 8 | 185.0% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.0100 | 88 | 108.2% | -0.00 | 0.0002 | -0.004 | ||
| 46.55 | 49.15 | 11 | 173.1% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 1.01 | 45 | 169.6% | -0.00 | 0.0003 | -0.005 | ||
| 41.70 | 43.50 | 7 | 135.3% | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.1000 | 75 | 104.2% | -0.00 | 0.0004 | -0.005 | ||
| 36.95 | 39.20 | 6 | 142.8% | 1.00 | 0.0006 | 0.000 | 70 | 0 | 2.13 | 362 | 154.7% | -0.00 | 0.0006 | -0.006 | ||
| 31.65 | 33.65 | 20 | 103.3% | 0.99 | 0.0010 | 0.000 | 75 | 0 | 0.0300 | 7,434 | 67.0% | -0.01 | 0.0010 | -0.007 | ||
| 26.95 | 29.20 | 124 | 104.9% | 0.99 | 0.0015 | 0.000 | 80 | 0 | 0.0900 | 3,278 | 63.6% | -0.01 | 0.0015 | -0.008 | ||
| 21.95 | 24.25 | 172 | 88.1% | 0.99 | 0.0025 | 0.000 | 85 | 0.0100 | 0.0200 | 120 | 5,535 | 45.4% | -0.01 | 0.0025 | -0.009 | |
| 16.40 | 19.25 | 3 | 500 | 62.9% | 0.98 | 0.0044 | -0.002 | 90 | 0 | 0.1800 | 12.2K | 45.0% | -0.02 | 0.0045 | -0.011 | |
| 12.65 | 15.25 | 31 | 53.8% | 0.98 | 0.0076 | -0.006 | 94 | 0 | 0.7500 | 10 | 47.7% | -0.02 | 0.0077 | -0.013 | ||
| 12.00 | 13.75 | 1,067 | 48.7% | 0.97 | 0.0089 | -0.007 | 95 | 0 | 0.0700 | 4,254 | 28.5% | -0.03 | 0.0090 | -0.013 | ||
| 10.85 | 13.30 | 17 | 50.3% | 0.97 | 0.0105 | -0.008 | 96 | 0 | 0.7500 | 3 | 41.8% | -0.03 | 0.0106 | -0.014 | ||
| 9.70 | 12.30 | 15 | 45.3% | 0.96 | 0.0127 | -0.010 | 97 | 0 | 0.1400 | 11 | 27.1% | -0.04 | 0.0128 | -0.015 | ||
| 8.95 | 10.40 | 34.1% | 0.96 | 0.0156 | -0.012 | 98 | 0 | 0.1200 | 7 | 11 | 24.1% | -0.04 | 0.0158 | -0.017 | ||
| 7.90 | 9.70 | 31 | 34.3% | 0.95 | 0.0197 | -0.015 | 99 | 0.0500 | 0.1800 | 5 | 2 | 24.8% | -0.05 | 0.0199 | -0.019 | |
| 7.10 | 7.70 | 9 | 3,868 | 17.2% | 0.93 | 0.0254 | -0.019 | 100 | 0.1400 | 0.2400 | 101 | 12.9K | 25.0% | -0.07 | 0.0257 | -0.023 |
| 6.10 | 7.60 | 17 | 29.1% | 0.91 | 0.0329 | -0.024 | 101 | 0.1500 | 0.2800 | 2 | 54 | 23.0% | -0.09 | 0.0333 | -0.028 | |
| 5.35 | 6.40 | 15 | 26.3% | 0.87 | 0.0422 | -0.031 | 102 | 0.1400 | 0.5100 | 11 | 20 | 22.8% | -0.13 | 0.0428 | -0.034 | |
| 4.50 | 6.75 | 3 | 34.5% | 0.83 | 0.0528 | -0.038 | 103 | 0.3600 | 0.5500 | 5 | 43 | 22.2% | -0.17 | 0.0535 | -0.041 | |
| 3.00 | 4.90 | 4 | 9 | 20.7% | 0.77 | 0.0639 | -0.045 | 104 | 0.5600 | 0.8400 | 120 | 61 | 22.6% | -0.23 | 0.0649 | -0.048 |
| 3.20 | 3.35 | 347 | 6,940 | 21.5% | 0.71 | 0.0744 | -0.052 | 105 | 0.8400 | 1.01 | 234 | 9,359 | 22.2% | -0.30 | 0.0756 | -0.054 |
| 2.30 | 2.74 | 20 | 55 | 20.2% | 0.63 | 0.0827 | -0.057 | 106 | 1.18 | 1.45 | 15 | 284 | 22.2% | -0.38 | 0.0842 | -0.059 |
| 1.75 | 2.10 | 66 | 92 | 19.9% | 0.54 | 0.0874 | -0.060 | 107 | 1.61 | 1.85 | 170 | 117 | 21.9% | -0.46 | 0.0892 | -0.061 |
| 1.39 | 1.65 | 10 | 112 | 20.8% | 0.46 | 0.0877 | -0.060 | 108 | 2.08 | 2.51 | 17 | 1,534 | 22.4% | -0.55 | 0.0898 | -0.061 |
| 1.03 | 1.32 | 59 | 273 | 21.4% | 0.37 | 0.0836 | -0.057 | 109 | 2.59 | 3.15 | 27 | 198 | 22.0% | -0.64 | 0.0859 | -0.058 |
| 0.7300 | 0.9000 | 230 | 10.1K | 20.8% | 0.29 | 0.0759 | -0.052 | 110 | 3.30 | 3.75 | 22 | 3,557 | 21.5% | -0.72 | 0.0783 | -0.052 |
| 0.3600 | 0.6400 | 25 | 362 | 19.7% | 0.23 | 0.0658 | -0.045 | 111 | 4.05 | 4.55 | 6 | 368 | 21.7% | -0.79 | 0.0681 | -0.045 |
| 0.3500 | 0.4400 | 52 | 485 | 20.9% | 0.17 | 0.0549 | -0.038 | 112 | 4.70 | 5.40 | 50 | 198 | 23.2% | -0.85 | 0.0565 | -0.037 |
| 0.2300 | 0.3800 | 139 | 190 | 21.9% | 0.13 | 0.0445 | -0.032 | 113 | 5.10 | 6.75 | 4 | 19.8% | -0.89 | 0.0472 | -0.030 | |
| 0.0200 | 0.3000 | 106 | 44 | 20.7% | 0.10 | 0.0356 | -0.027 | 114 | 6.20 | 7.65 | 6 | 22.2% | -0.92 | 0.0413 | -0.025 | |
| 0.1200 | 0.2000 | 26 | 8,602 | 22.9% | 0.08 | 0.0287 | -0.024 | 115 | 6.65 | 8.60 | 5 | 442 | -0.95 | 0.0377 | -0.022 | |
| 0.0100 | 0.2000 | 1 | 239 | 23.0% | 0.06 | 0.0234 | -0.021 | 116 | 6.95 | 9.25 | 1 | -0.96 | 0.0315 | -0.023 | ||
| 0 | 0.3700 | 15 | 28.1% | 0.05 | 0.0193 | -0.019 | 117 | 7.95 | 10.40 | -0.97 | 0.0248 | -0.026 | ||||
| 0 | 1.01 | 26 | 39.0% | 0.05 | 0.0162 | -0.018 | 118 | 8.95 | 11.25 | -0.98 | 0.0199 | -0.027 | ||||
| 0 | 0.3000 | 61 | 30.9% | 0.04 | 0.0137 | -0.016 | 119 | 9.95 | 12.40 | -0.99 | 0.0146 | -0.031 | ||||
| 0.0500 | 0.1000 | 39 | 7,131 | 29.0% | 0.03 | 0.0118 | -0.015 | 120 | 11.80 | 13.40 | 312 | 95 | -0.99 | 0.0104 | -0.035 | |
| 0.0100 | 0.2900 | 2 | 14 | 34.8% | 0.03 | 0.0102 | -0.014 | 121 | 11.95 | 14.20 | -0.99 | 0.0073 | -0.037 | |||
| 0 | 1.15 | 13 | 50.0% | 0.03 | 0.0089 | -0.013 | 122 | 12.95 | 15.25 | -1.00 | 0.0051 | -0.039 | ||||
| 0 | 0.3100 | 2 | 38.8% | 0.02 | 0.0078 | -0.013 | 123 | 13.95 | 16.25 | -1.00 | 0.0035 | -0.041 | ||||
| 0.0100 | 0.0500 | 4 | 5,923 | 33.0% | 0.02 | 0.0061 | -0.011 | 125 | 16.80 | 18.20 | 280 | 73 | -1.00 | 0.0019 | -0.045 | |
| 0 | 0.0500 | 13 | 4,825 | 39.3% | 0.01 | 0.0037 | -0.009 | 130 | 20.95 | 23.25 | -1.00 | 0.0000 | -0.050 | |||
| 0 | 0.0500 | 1,327 | 46.0% | 0.01 | 0.0024 | -0.008 | 135 | 25.95 | 28.20 | -1.00 | 0.0000 | -0.053 | ||||
| 0 | 0.0500 | 989 | 52.3% | 0.01 | 0.0017 | -0.006 | 140 | 30.95 | 33.35 | -1.00 | 0.0000 | -0.055 | ||||
| 0 | 0.3700 | 636 | 76.0% | 0.01 | 0.0013 | -0.006 | 145 | 35.95 | 38.25 | -1.00 | 0.0000 | -0.056 | ||||
| 0 | 0.0200 | 5 | 1,787 | 58.4% | 0.00 | 0.0010 | -0.005 | 150 | 40.95 | 43.25 | -1.00 | 0.0000 | -0.056 | |||
| 0 | 0.0200 | 3,520 | 63.4% | 0.00 | 0.0008 | -0.004 | 155 | 45.95 | 48.20 | -1.00 | 0.0000 | -0.057 | ||||
| 0 | 0.0900 | 392 | 79.6% | 0.00 | 0.0006 | -0.004 | 160 | 50.95 | 53.50 | -1.00 | 0.0000 | -0.057 | ||||
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