DKS цепочка опционов DICK'S Sporting Goods, Inc.
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 ±3.0% (133.01–141.37) · ATM IV 65.5% · P/C открытого интереса 0.33
| 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 | |
| 65.00 | 68.90 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.15 | 744.4% | 0.00 | 0.0000 | 0.000 | |||||
| 60.50 | 63.70 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 678.5% | 0.00 | 0.0000 | 0.000 | |||||
| 55.10 | 59.10 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 616.7% | 0.00 | 0.0000 | 0.000 | |||||
| 50.00 | 53.90 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.15 | 558.4% | 0.00 | 0.0000 | 0.000 | |||||
| 45.10 | 48.70 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.15 | 503.0% | 0.00 | 0.0000 | 0.000 | |||||
| 40.00 | 43.80 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.15 | 450.1% | 0.00 | 0.0000 | -0.000 | |||||
| 35.50 | 38.60 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.15 | 2 | 399.3% | 0.00 | 0.0000 | -0.000 | ||||
| 30.00 | 33.60 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 350.3% | -0.00 | 0.0000 | -0.000 | |||||
| 25.10 | 28.50 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 302.7% | -0.00 | 0.0001 | -0.000 | |||||
| 20.10 | 23.50 | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.2000 | 153.8% | -0.00 | 0.0002 | -0.001 | |||||
| 19.10 | 23.00 | 1.00 | 0.0003 | 0.000 | 116 | 0 | 2.15 | 246.9% | -0.00 | 0.0003 | -0.001 | |||||
| 18.10 | 21.50 | 1 | 1.00 | 0.0003 | 0.000 | 117 | 0 | 2.15 | 237.6% | -0.00 | 0.0003 | -0.001 | ||||
| 17.10 | 20.80 | 1.00 | 0.0004 | 0.000 | 118 | 0 | 2.15 | 228.4% | -0.00 | 0.0004 | -0.001 | |||||
| 16.10 | 19.50 | 1.00 | 0.0005 | 0.000 | 119 | 0 | 2.15 | 219.2% | -0.00 | 0.0005 | -0.002 | |||||
| 15.10 | 17.90 | 1 | 1.00 | 0.0006 | 0.000 | 120 | 0 | 2.15 | 47 | 210.0% | -0.00 | 0.0006 | -0.002 | |||
| 14.10 | 17.50 | 1.00 | 0.0008 | 0.000 | 121 | 0 | 2.15 | 3 | 200.8% | -0.00 | 0.0008 | -0.002 | ||||
| 13.10 | 16.50 | 1.00 | 0.0012 | 0.000 | 122 | 0 | 2.15 | 2 | 191.6% | -0.00 | 0.0012 | -0.003 | ||||
| 12.10 | 15.50 | 1.00 | 0.0017 | 0.000 | 123 | 0 | 0.0500 | 14 | 83.3% | -0.00 | 0.0016 | -0.005 | ||||
| 11.10 | 14.40 | 1.00 | 0.0025 | -0.001 | 124 | 0 | 2.15 | 12 | 173.1% | -0.00 | 0.0025 | -0.007 | ||||
| 10.10 | 13.30 | 1 | 0.99 | 0.0038 | -0.006 | 125 | 0 | 0.8000 | 91 | 121.5% | -0.01 | 0.0038 | -0.012 | |||
| 9.10 | 12.20 | 2 | 0.99 | 0.0058 | -0.014 | 126 | 0 | 1.60 | 28 | 139.5% | -0.01 | 0.0058 | -0.020 | |||
| 8.20 | 11.50 | 1 | 1 | 0.98 | 0.0087 | -0.028 | 127 | 0 | 1.95 | 36 | 139.9% | -0.02 | 0.0087 | -0.033 | ||
| 7.70 | 10.10 | 2 | 1 | 0.97 | 0.0129 | -0.050 | 128 | 0 | 0.5500 | 70 | 88.5% | -0.03 | 0.0129 | -0.055 | ||
| 6.20 | 9.30 | 15 | 0.96 | 0.0184 | -0.085 | 129 | 0 | 2.10 | 25 | 124.7% | -0.04 | 0.0184 | -0.088 | |||
| 5.20 | 8.30 | 55 | 0.93 | 0.0255 | -0.135 | 130 | 0 | 0.8000 | 2 | 107 | 81.8% | -0.07 | 0.0254 | -0.139 | ||
| 4.20 | 7.40 | 11 | 0.91 | 0.0339 | -0.206 | 131 | 0.0500 | 1.20 | 12 | 24 | 85.6% | -0.09 | 0.0339 | -0.209 | ||
| 3.30 | 6.20 | 1 | 48 | 0.87 | 0.0437 | -0.301 | 132 | 0.0500 | 1.10 | 7 | 108 | 74.1% | -0.13 | 0.0437 | -0.303 | |
| 2.70 | 5.40 | 7 | 57 | 0.83 | 0.0548 | -0.419 | 133 | 0.0500 | 1.50 | 15 | 82 | 73.5% | -0.17 | 0.0548 | -0.421 | |
| 2.00 | 4.60 | 2 | 61 | 25.0% | 0.77 | 0.0669 | -0.559 | 134 | 0.1500 | 1.85 | 18 | 84 | 72.0% | -0.23 | 0.0670 | -0.560 |
| 1.95 | 3.60 | 44 | 368 | 42.9% | 0.71 | 0.0794 | -0.709 | 135 | 0.4500 | 1.85 | 29 | 151 | 66.1% | -0.29 | 0.0796 | -0.710 |
| 1.00 | 3.00 | 110 | 104 | 40.1% | 0.62 | 0.0903 | -0.845 | 136 | 0.6500 | 3.20 | 1 | 44 | 79.0% | -0.38 | 0.0906 | -0.846 |
| 1.35 | 2.25 | 3 | 260 | 52.3% | 0.53 | 0.0964 | -0.920 | 137 | 1.05 | 3.70 | 2 | 14 | 78.6% | -0.47 | 0.0970 | -0.921 |
| 0.9500 | 1.85 | 9 | 137 | 54.6% | 0.44 | 0.0952 | -0.896 | 138 | 1.50 | 4.20 | 1 | 8 | 77.0% | -0.57 | 0.0963 | -0.898 |
| 0.3000 | 1.75 | 1 | 75 | 54.8% | 0.35 | 0.0876 | -0.786 | 139 | 2.10 | 4.90 | 79.0% | -0.66 | 0.0890 | -0.790 | ||
| 0.4000 | 0.9000 | 103 | 1,073 | 52.0% | 0.27 | 0.0765 | -0.636 | 140 | 2.85 | 5.60 | 16 | 81.7% | -0.73 | 0.0781 | -0.643 | |
| 0.0500 | 0.7500 | 1 | 98 | 50.5% | 0.21 | 0.0645 | -0.486 | 141 | 3.70 | 6.40 | 86.3% | -0.80 | 0.0660 | -0.496 | ||
| 0.1000 | 0.5500 | 6 | 138 | 54.7% | 0.16 | 0.0529 | -0.355 | 142 | 3.70 | 7.10 | 70.4% | -0.85 | 0.0541 | -0.370 | ||
| 0.0500 | 0.2500 | 1 | 9 | 50.2% | 0.12 | 0.0422 | -0.252 | 143 | 5.40 | 8.10 | 94.0% | -0.89 | 0.0430 | -0.272 | ||
| 0 | 0.5000 | 7 | 64.3% | 0.09 | 0.0330 | -0.176 | 144 | 6.30 | 9.10 | 100.5% | -0.92 | 0.0332 | -0.202 | |||
| 0 | 0.7500 | 98 | 79.3% | 0.06 | 0.0253 | -0.124 | 145 | 7.30 | 9.20 | 86.6% | -0.94 | 0.0251 | -0.155 | |||
| 0 | 0.3000 | 3 | 68.7% | 0.05 | 0.0193 | -0.088 | 146 | 7.60 | 11.00 | 96.7% | -0.96 | 0.0188 | -0.124 | |||
| 0 | 0.1500 | 25 | 65.2% | 0.03 | 0.0148 | -0.064 | 147 | 8.70 | 12.00 | 106.7% | -0.97 | 0.0140 | -0.104 | |||
| 0 | 2.05 | 2 | 135.8% | 0.03 | 0.0114 | -0.048 | 148 | 9.70 | 12.60 | 101.0% | -0.98 | 0.0105 | -0.092 | |||
| 0 | 0.0500 | 229 | 68.3% | 0.02 | 0.0070 | -0.029 | 150 | 11.90 | 14.80 | 127.4% | -0.99 | 0.0061 | -0.077 | |||
| 0 | 0.3500 | 46 | 121.0% | 0.01 | 0.0027 | -0.013 | 155 | 16.50 | 20.00 | 151.8% | -1.00 | 0.0020 | -0.066 | |||
| 0 | 2.15 | 220.4% | 0.00 | 0.0014 | -0.008 | 160 | 21.60 | 25.00 | 184.6% | -1.00 | 0.0010 | -0.064 | ||||
| 0 | 2.15 | 10 | 250.3% | 0.00 | 0.0008 | -0.005 | 165 | 26.40 | 30.00 | 202.2% | -1.00 | 0.0005 | -0.062 | |||
| 0 | 2.15 | 278.4% | 0.00 | 0.0005 | -0.004 | 170 | 31.50 | 35.00 | 232.2% | -1.00 | 0.0003 | -0.062 | ||||
| 0 | 2.15 | 1 | 305.0% | 0.00 | 0.0004 | -0.003 | 175 | 36.60 | 39.50 | 230.8% | -1.00 | 0.0002 | -0.061 | |||
| 0 | 2.15 | 2 | 330.2% | 0.00 | 0.0002 | -0.002 | 180 | 41.40 | 45.10 | 278.8% | -1.00 | 0.0001 | -0.061 | |||
| 0 | 2.15 | 354.2% | 0.00 | 0.0002 | -0.002 | 185 | 46.30 | 49.50 | 239.6% | -1.00 | 0.0001 | -0.061 | ||||
| 0 | 2.15 | 377.1% | 0.00 | 0.0001 | -0.001 | 190 | 51.50 | 55.00 | 321.4% | -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.
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