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 ±9.5% (130.24–157.53) · ATM IV 40.6% · 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 | |
| 67.10 | 71.30 | 1.00 | 0.0002 | 0.000 | 75 | 0 | 2.15 | 143.6% | -0.00 | 0.0002 | -0.004 | |||||
| 62.10 | 66.00 | 1 | 1.00 | 0.0003 | 0.000 | 80 | 0 | 2.15 | 11 | 131.4% | -0.00 | 0.0003 | -0.004 | |||
| 57.10 | 61.10 | 1.00 | 0.0004 | 0.000 | 85 | 0 | 2.15 | 53 | 119.9% | -0.00 | 0.0004 | -0.005 | ||||
| 52.10 | 56.30 | 0.99 | 0.0006 | 0.000 | 90 | 0 | 2.15 | 93 | 109.0% | -0.01 | 0.0006 | -0.006 | ||||
| 47.20 | 51.20 | 0.99 | 0.0008 | -0.002 | 95 | 0 | 0.9500 | 122 | 83.1% | -0.01 | 0.0008 | -0.008 | ||||
| 42.20 | 46.40 | 14 | 0.99 | 0.0011 | -0.004 | 100 | 0 | 1.15 | 185 | 77.2% | -0.01 | 0.0011 | -0.009 | |||
| 37.20 | 41.00 | 49 | 0.99 | 0.0017 | -0.007 | 105 | 0.0500 | 0.1500 | 312 | 50.8% | -0.01 | 0.0017 | -0.012 | |||
| 32.30 | 35.40 | 30 | 0.98 | 0.0026 | -0.012 | 110 | 0.0500 | 1.35 | 446 | 63.0% | -0.02 | 0.0026 | -0.016 | |||
| 27.50 | 30.20 | 5 | 0.97 | 0.0041 | -0.018 | 115 | 0.2000 | 0.3000 | 15 | 10.9K | 44.1% | -0.03 | 0.0041 | -0.022 | ||
| 22.70 | 25.40 | 326 | 0.94 | 0.0066 | -0.029 | 120 | 0.2500 | 1.55 | 783 | 49.7% | -0.06 | 0.0066 | -0.032 | |||
| 18.30 | 20.60 | 293 | 0.90 | 0.0103 | -0.045 | 125 | 0.7500 | 0.9000 | 5 | 964 | 40.3% | -0.10 | 0.0104 | -0.047 | ||
| 14.40 | 16.40 | 1 | 255 | 33.3% | 0.83 | 0.0149 | -0.065 | 130 | 1.55 | 1.60 | 110 | 557 | 39.9% | -0.17 | 0.0151 | -0.067 |
| 12.30 | 14.70 | 38.0% | 0.78 | 0.0177 | -0.077 | 133 | 2.15 | 2.30 | 2 | 39.6% | -0.22 | 0.0179 | -0.079 | |||
| 11.40 | 13.20 | 34.4% | 0.76 | 0.0186 | -0.081 | 134 | 2.35 | 2.55 | 8 | 39.3% | -0.24 | 0.0188 | -0.083 | |||
| 11.30 | 13.10 | 504 | 39.2% | 0.74 | 0.0194 | -0.085 | 135 | 2.65 | 2.85 | 8 | 950 | 39.4% | -0.26 | 0.0196 | -0.087 | |
| 11.10 | 11.90 | 39.2% | 0.72 | 0.0202 | -0.089 | 136 | 2.95 | 3.20 | 1 | 39.5% | -0.28 | 0.0204 | -0.091 | |||
| 9.60 | 12.10 | 39.3% | 0.70 | 0.0209 | -0.092 | 137 | 3.30 | 4.60 | 43.2% | -0.30 | 0.0212 | -0.094 | ||||
| 9.00 | 10.60 | 36.6% | 0.68 | 0.0216 | -0.095 | 138 | 3.10 | 5.20 | 42.0% | -0.33 | 0.0218 | -0.097 | ||||
| 9.00 | 10.00 | 1 | 38.8% | 0.65 | 0.0221 | -0.098 | 139 | 4.00 | 5.40 | 43.1% | -0.35 | 0.0224 | -0.100 | |||
| 8.80 | 9.20 | 10 | 942 | 39.4% | 0.63 | 0.0226 | -0.101 | 140 | 4.40 | 5.00 | 3 | 374 | 40.5% | -0.37 | 0.0229 | -0.102 |
| 7.40 | 9.40 | 39.2% | 0.61 | 0.0230 | -0.103 | 141 | 4.80 | 5.20 | 2 | 39.7% | -0.40 | 0.0233 | -0.104 | |||
| 7.10 | 8.40 | 38.6% | 0.58 | 0.0233 | -0.104 | 142 | 5.30 | 6.00 | 1 | 5 | 40.9% | -0.42 | 0.0236 | -0.106 | ||
| 7.10 | 8.00 | 40.5% | 0.56 | 0.0235 | -0.106 | 143 | 5.80 | 7.50 | 2 | 44.0% | -0.44 | 0.0238 | -0.107 | |||
| 6.70 | 7.20 | 39.9% | 0.54 | 0.0236 | -0.107 | 144 | 6.30 | 7.10 | 3 | 41.3% | -0.47 | 0.0240 | -0.108 | |||
| 5.70 | 6.70 | 1 | 469 | 38.3% | 0.51 | 0.0237 | -0.107 | 145 | 5.90 | 8.20 | 51 | 40.2% | -0.49 | 0.0241 | -0.109 | |
| 5.50 | 6.20 | 1 | 38.9% | 0.49 | 0.0237 | -0.107 | 146 | 7.30 | 8.50 | 1 | 42.0% | -0.52 | 0.0241 | -0.109 | ||
| 5.30 | 6.10 | 5 | 40.6% | 0.47 | 0.0236 | -0.107 | 147 | 7.50 | 9.10 | 41.0% | -0.54 | 0.0240 | -0.109 | |||
| 4.40 | 5.50 | 3 | 38.5% | 0.44 | 0.0234 | -0.107 | 148 | 8.50 | 10.20 | 43.8% | -0.56 | 0.0239 | -0.108 | |||
| 4.10 | 5.10 | 1 | 38.7% | 0.42 | 0.0232 | -0.106 | 149 | 8.40 | 10.50 | 40.6% | -0.59 | 0.0236 | -0.107 | |||
| 4.20 | 4.60 | 10 | 2,672 | 39.7% | 0.40 | 0.0229 | -0.104 | 150 | 9.80 | 10.70 | 41 | 41.6% | -0.61 | 0.0233 | -0.106 | |
| 3.10 | 3.90 | 10 | 4 | 39.1% | 0.35 | 0.0218 | -0.100 | 152.5 | 11.10 | 13.50 | 44.0% | -0.66 | 0.0224 | -0.101 | ||
| 2.75 | 3.10 | 10 | 1,225 | 39.9% | 0.30 | 0.0204 | -0.093 | 155 | 13.30 | 14.80 | 49 | 43.8% | -0.71 | 0.0211 | -0.095 | |
| 2.00 | 3.00 | 41.1% | 0.25 | 0.0188 | -0.086 | 157.5 | 14.90 | 17.40 | 45.3% | -0.76 | 0.0195 | -0.088 | ||||
| 1.75 | 2.00 | 4 | 319 | 40.0% | 0.21 | 0.0170 | -0.078 | 160 | 16.40 | 19.30 | 38 | 43.2% | -0.80 | 0.0178 | -0.080 | |
| 1.20 | 2.05 | 3 | 41.4% | 0.18 | 0.0152 | -0.070 | 162.5 | 18.70 | 21.70 | 45.6% | -0.84 | 0.0160 | -0.071 | |||
| 1.05 | 1.35 | 789 | 40.5% | 0.15 | 0.0134 | -0.062 | 165 | 20.80 | 24.00 | 28 | 46.4% | -0.87 | 0.0142 | -0.063 | ||
| 0.6500 | 1.75 | 43.6% | 0.12 | 0.0117 | -0.054 | 167.5 | 23.10 | 26.30 | 47.6% | -0.90 | 0.0126 | -0.056 | ||||
| 0.5000 | 0.9000 | 4 | 312 | 40.3% | 0.10 | 0.0101 | -0.048 | 170 | 25.60 | 28.40 | 70 | 48.5% | -0.92 | 0.0110 | -0.049 | |
| 0.1000 | 0.7000 | 10 | 269 | 40.2% | 0.07 | 0.0074 | -0.036 | 175 | 30.80 | 33.30 | 54.9% | -0.95 | 0.0084 | -0.038 | ||
| 0.1500 | 1.00 | 89 | 48.2% | 0.05 | 0.0055 | -0.028 | 180 | 35.30 | 38.30 | 57.0% | -0.98 | 0.0068 | -0.029 | |||
| 0.0500 | 0.2000 | 18 | 116 | 40.4% | 0.03 | 0.0041 | -0.022 | 185 | 39.80 | 43.30 | 58.0% | -0.99 | 0.0039 | -0.024 | ||
| 0 | 0.7500 | 23 | 52.6% | 0.03 | 0.0031 | -0.018 | 190 | 44.90 | 48.30 | 63.5% | -1.00 | 0.0015 | -0.019 | |||
| 0 | 0.2500 | 38 | 47.5% | 0.02 | 0.0024 | -0.015 | 195 | 49.80 | 53.30 | 67.0% | -1.00 | 0.0001 | -0.019 | |||
| 0 | 0.5500 | 175 | 57.2% | 0.02 | 0.0018 | -0.012 | 200 | 54.70 | 58.30 | 70.3% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 0.9500 | 70 | 70.2% | 0.01 | 0.0012 | -0.009 | 210 | 64.80 | 68.30 | 79.5% | -1.00 | 0.0000 | -0.019 | |||
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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