DLTR цепочка опционов Dollar Tree, 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 ±9.0% (112.86–135.26) · ATM IV 38.0% · P/C открытого интереса 1.04
| 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 | |
| 57.65 | 61.30 | 1 | 110.4% | 0.99 | 0.0005 | -0.001 | 65 | 0 | 2.13 | 180 | 144.2% | -0.01 | 0.0005 | -0.008 | ||
| 52.70 | 56.35 | 100.8% | 0.99 | 0.0007 | -0.003 | 70 | 0 | 2.13 | 28 | 130.1% | -0.01 | 0.0007 | -0.009 | |||
| 47.70 | 50.65 | 0.99 | 0.0009 | -0.004 | 75 | 0 | 2.13 | 49 | 116.9% | -0.01 | 0.0009 | -0.010 | ||||
| 42.75 | 46.35 | 1 | 79.1% | 0.99 | 0.0012 | -0.006 | 80 | 0 | 2.13 | 51 | 104.5% | -0.01 | 0.0012 | -0.012 | ||
| 37.75 | 41.35 | 2 | 68.6% | 0.98 | 0.0017 | -0.009 | 85 | 0 | 2.14 | 101 | 92.8% | -0.02 | 0.0017 | -0.013 | ||
| 33.00 | 36.45 | 1 | 65.3% | 0.98 | 0.0024 | -0.011 | 90 | 0 | 0.1100 | 1 | 35 | 47.6% | -0.02 | 0.0024 | -0.015 | |
| 27.85 | 30.80 | 43 | 0.97 | 0.0036 | -0.015 | 95 | 0 | 0.6000 | 468 | 53.0% | -0.03 | 0.0036 | -0.018 | |||
| 23.00 | 26.65 | 45 | 48.7% | 0.96 | 0.0055 | -0.019 | 100 | 0.1100 | 0.2600 | 2 | 487 | 40.6% | -0.04 | 0.0055 | -0.022 | |
| 18.80 | 21.95 | 9 | 48.9% | 0.93 | 0.0089 | -0.027 | 105 | 0.3500 | 0.9200 | 1 | 628 | 43.3% | -0.07 | 0.0090 | -0.030 | |
| 14.20 | 17.20 | 42 | 42.6% | 0.88 | 0.0147 | -0.042 | 110 | 0.8100 | 1.68 | 1 | 802 | 42.1% | -0.12 | 0.0148 | -0.044 | |
| 12.40 | 15.60 | 41.5% | 0.84 | 0.0174 | -0.050 | 112 | 0.8500 | 3.60 | 47.8% | -0.16 | 0.0176 | -0.051 | ||||
| 11.55 | 14.70 | 40.5% | 0.82 | 0.0189 | -0.054 | 113 | 0.1200 | 3.80 | 42.9% | -0.18 | 0.0190 | -0.055 | ||||
| 11.00 | 13.65 | 40.1% | 0.80 | 0.0202 | -0.058 | 114 | 1.30 | 4.00 | 46.8% | -0.20 | 0.0204 | -0.059 | ||||
| 10.90 | 12.15 | 666 | 39.5% | 0.78 | 0.0216 | -0.061 | 115 | 1.56 | 2.01 | 2 | 392 | 36.7% | -0.22 | 0.0218 | -0.063 | |
| 9.20 | 12.10 | 38.2% | 0.76 | 0.0229 | -0.065 | 116 | 1.63 | 4.55 | 45.3% | -0.25 | 0.0231 | -0.067 | ||||
| 9.15 | 11.65 | 41.8% | 0.73 | 0.0241 | -0.069 | 117 | 1.96 | 2.88 | 37.3% | -0.27 | 0.0244 | -0.070 | ||||
| 8.70 | 10.10 | 39.1% | 0.71 | 0.0253 | -0.072 | 118 | 2.22 | 4.30 | 40.6% | -0.30 | 0.0255 | -0.073 | ||||
| 7.15 | 10.55 | 39.8% | 0.68 | 0.0263 | -0.074 | 119 | 2.57 | 5.00 | 42.5% | -0.32 | 0.0266 | -0.076 | ||||
| 7.45 | 8.30 | 128 | 37.1% | 0.65 | 0.0273 | -0.077 | 120 | 2.91 | 3.55 | 289 | 35.7% | -0.35 | 0.0276 | -0.078 | ||
| 5.90 | 8.65 | 37.0% | 0.62 | 0.0281 | -0.079 | 121 | 3.15 | 5.20 | 39.4% | -0.38 | 0.0284 | -0.080 | ||||
| 5.55 | 8.05 | 37.7% | 0.59 | 0.0287 | -0.080 | 122 | 3.55 | 6.00 | 40.5% | -0.41 | 0.0291 | -0.082 | ||||
| 5.15 | 6.65 | 33.2% | 0.56 | 0.0292 | -0.082 | 123 | 3.95 | 5.15 | 35.7% | -0.44 | 0.0296 | -0.083 | ||||
| 5.20 | 5.75 | 35.7% | 0.54 | 0.0296 | -0.082 | 124 | 4.45 | 7.00 | 40.4% | -0.47 | 0.0300 | -0.083 | ||||
| 4.75 | 5.30 | 1,099 | 35.9% | 0.51 | 0.0298 | -0.082 | 125 | 5.20 | 5.75 | 127 | 35.9% | -0.50 | 0.0302 | -0.083 | ||
| 4.25 | 5.05 | 2 | 35.0% | 0.48 | 0.0298 | -0.082 | 126 | 5.40 | 8.00 | 39.7% | -0.53 | 0.0302 | -0.083 | |||
| 3.80 | 4.60 | 36.1% | 0.45 | 0.0296 | -0.082 | 127 | 6.00 | 8.50 | 39.5% | -0.56 | 0.0301 | -0.083 | ||||
| 3.50 | 4.15 | 36.2% | 0.42 | 0.0292 | -0.080 | 128 | 6.55 | 7.80 | 34.7% | -0.59 | 0.0298 | -0.081 | ||||
| 3.15 | 4.00 | 37.0% | 0.39 | 0.0287 | -0.079 | 129 | 6.95 | 9.70 | 38.3% | -0.61 | 0.0293 | -0.080 | ||||
| 2.82 | 3.30 | 497 | 35.7% | 0.36 | 0.0281 | -0.077 | 130 | 8.15 | 9.25 | 30 | 35.7% | -0.64 | 0.0287 | -0.078 | ||
| 2.26 | 3.50 | 36.7% | 0.34 | 0.0273 | -0.075 | 131 | 8.10 | 11.00 | 37.4% | -0.67 | 0.0280 | -0.076 | ||||
| 2.18 | 4.40 | 41.9% | 0.31 | 0.0264 | -0.073 | 132 | 9.10 | 11.90 | 39.2% | -0.69 | 0.0271 | -0.074 | ||||
| 1.77 | 4.40 | 42.5% | 0.29 | 0.0254 | -0.070 | 133 | 10.05 | 11.15 | 34.2% | -0.72 | 0.0262 | -0.071 | ||||
| 1.59 | 2.64 | 36.9% | 0.27 | 0.0244 | -0.068 | 134 | 10.50 | 13.00 | 37.4% | -0.74 | 0.0251 | -0.069 | ||||
| 1.54 | 2.34 | 2 | 340 | 37.3% | 0.24 | 0.0233 | -0.065 | 135 | 11.70 | 13.85 | 14 | 39.5% | -0.76 | 0.0240 | -0.066 | |
| 1.26 | 3.80 | 44.1% | 0.23 | 0.0221 | -0.062 | 136 | 12.05 | 14.65 | 37.5% | -0.78 | 0.0229 | -0.063 | ||||
| 1.04 | 3.60 | 44.2% | 0.21 | 0.0210 | -0.060 | 137 | 12.70 | 15.65 | 37.6% | -0.80 | 0.0218 | -0.060 | ||||
| 0.9100 | 1.96 | 37.9% | 0.19 | 0.0198 | -0.057 | 138 | 13.50 | 15.85 | 34.0% | -0.82 | 0.0206 | -0.058 | ||||
| 0.7700 | 3.35 | 45.4% | 0.17 | 0.0187 | -0.054 | 139 | 14.40 | 17.40 | 38.0% | -0.84 | 0.0195 | -0.055 | ||||
| 0.8200 | 1.36 | 2 | 339 | 37.4% | 0.16 | 0.0175 | -0.052 | 140 | 16.05 | 17.75 | 14 | 39.6% | -0.85 | 0.0184 | -0.052 | |
| 0.3300 | 1.15 | 420 | 39.9% | 0.11 | 0.0127 | -0.042 | 145 | 19.55 | 22.80 | 35.9% | -0.91 | 0.0136 | -0.042 | |||
| 0.1200 | 1.30 | 26 | 45.6% | 0.08 | 0.0094 | -0.035 | 150 | 24.35 | 27.75 | 38.2% | -0.94 | 0.0103 | -0.036 | |||
| 0.0100 | 0.4600 | 73 | 12 | 40.9% | 0.06 | 0.0073 | -0.032 | 155 | 28.90 | 32.50 | -0.95 | 0.0080 | -0.032 | |||
| 0 | 0.8000 | 61 | 50.3% | 0.05 | 0.0059 | -0.030 | 160 | 33.90 | 37.80 | -0.96 | 0.0067 | -0.030 | ||||
| 0 | 1.58 | 2 | 13 | 63.4% | 0.05 | 0.0049 | -0.029 | 165 | 38.90 | 42.80 | -0.97 | 0.0056 | -0.028 | |||
| 0 | 1.50 | 20 | 67.6% | 0.04 | 0.0042 | -0.028 | 170 | 44.60 | 47.35 | 51.7% | -0.97 | 0.0048 | -0.027 | |||
| 0 | 2.13 | 4 | 78.1% | 0.04 | 0.0036 | -0.028 | 175 | 49.60 | 52.80 | 67.6% | -0.98 | 0.0041 | -0.025 | |||
| 0 | 2.13 | 29 | 82.7% | 0.03 | 0.0032 | -0.027 | 180 | 54.55 | 57.35 | -0.98 | 0.0036 | -0.024 | ||||
| 0 | 2.13 | 7 | 87.2% | 0.03 | 0.0028 | -0.026 | 185 | 58.90 | 62.80 | -0.98 | 0.0032 | -0.024 | ||||
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.