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 ±8.6% (112.84–133.95) · ATM IV 36.2% · 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 | |
| 56.65 | 60.50 | 1 | 105.0% | 0.99 | 0.0005 | -0.001 | 65 | 0 | 2.13 | 180 | 143.6% | -0.01 | 0.0005 | -0.008 | ||
| 51.90 | 55.55 | 102.1% | 0.99 | 0.0007 | -0.002 | 70 | 0 | 2.13 | 28 | 129.4% | -0.01 | 0.0007 | -0.009 | |||
| 46.50 | 50.55 | 76.1% | 0.99 | 0.0009 | -0.004 | 75 | 0 | 2.13 | 49 | 116.2% | -0.01 | 0.0009 | -0.010 | |||
| 42.10 | 44.85 | 1 | 57.4% | 0.99 | 0.0012 | -0.006 | 80 | 0 | 2.13 | 51 | 103.7% | -0.01 | 0.0012 | -0.011 | ||
| 37.15 | 39.90 | 1 | 2 | 54.5% | 0.98 | 0.0017 | -0.008 | 85 | 0 | 2.14 | 101 | 92.0% | -0.02 | 0.0018 | -0.013 | |
| 31.55 | 35.65 | 1 | 51.6% | 0.98 | 0.0025 | -0.011 | 90 | 0 | 2.17 | 9 | 35 | 80.9% | -0.02 | 0.0025 | -0.015 | |
| 26.95 | 30.75 | 43 | 53.4% | 0.97 | 0.0038 | -0.015 | 95 | 0 | 0.6500 | 2 | 468 | 53.0% | -0.03 | 0.0038 | -0.018 | |
| 21.95 | 25.90 | 45 | 46.1% | 0.95 | 0.0060 | -0.021 | 100 | 0.0500 | 0.6400 | 4 | 487 | 44.9% | -0.05 | 0.0060 | -0.024 | |
| 17.35 | 21.15 | 9 | 43.2% | 0.92 | 0.0098 | -0.030 | 105 | 0.3500 | 0.7900 | 253 | 628 | 41.0% | -0.08 | 0.0098 | -0.032 | |
| 13.25 | 16.00 | 42 | 38.4% | 0.86 | 0.0158 | -0.045 | 110 | 0.6600 | 1.67 | 255 | 802 | 39.8% | -0.14 | 0.0160 | -0.047 | |
| 11.00 | 15.00 | 38.4% | 0.83 | 0.0186 | -0.053 | 112 | 0.9400 | 2.27 | 5 | 40.2% | -0.17 | 0.0188 | -0.055 | |||
| 10.25 | 14.20 | 38.4% | 0.81 | 0.0201 | -0.056 | 113 | 0.1900 | 3.40 | 39.8% | -0.19 | 0.0203 | -0.058 | ||||
| 10.05 | 13.40 | 40.7% | 0.79 | 0.0215 | -0.060 | 114 | 0.4100 | 3.30 | 1 | 38.0% | -0.22 | 0.0217 | -0.062 | |||
| 9.30 | 12.65 | 6 | 666 | 40.4% | 0.76 | 0.0229 | -0.063 | 115 | 1.86 | 2.01 | 178 | 392 | 36.4% | -0.24 | 0.0231 | -0.065 |
| 8.75 | 12.00 | 41.2% | 0.74 | 0.0243 | -0.067 | 116 | 0.8900 | 3.70 | 37.0% | -0.26 | 0.0245 | -0.068 | ||||
| 7.85 | 10.50 | 36.9% | 0.71 | 0.0255 | -0.070 | 117 | 0.3400 | 4.45 | 35.3% | -0.29 | 0.0258 | -0.071 | ||||
| 6.40 | 10.65 | 36.9% | 0.69 | 0.0267 | -0.072 | 118 | 1.52 | 4.15 | 36.1% | -0.32 | 0.0270 | -0.074 | ||||
| 6.45 | 10.00 | 39.4% | 0.66 | 0.0278 | -0.074 | 119 | 1.84 | 4.55 | 36.1% | -0.34 | 0.0281 | -0.076 | ||||
| 5.85 | 8.50 | 1 | 128 | 36.0% | 0.63 | 0.0288 | -0.076 | 120 | 3.10 | 5.50 | 289 | 41.2% | -0.37 | 0.0291 | -0.078 | |
| 4.65 | 8.85 | 37.1% | 0.60 | 0.0295 | -0.078 | 121 | 1.75 | 5.95 | 34.9% | -0.40 | 0.0299 | -0.079 | ||||
| 4.00 | 8.20 | 36.3% | 0.57 | 0.0301 | -0.079 | 122 | 2.13 | 5.90 | 32.9% | -0.43 | 0.0305 | -0.080 | ||||
| 4.10 | 7.40 | 37.4% | 0.54 | 0.0305 | -0.080 | 123 | 2.76 | 6.85 | 34.9% | -0.46 | 0.0310 | -0.081 | ||||
| 4.80 | 7.15 | 42.3% | 0.51 | 0.0307 | -0.080 | 124 | 3.65 | 7.50 | 36.7% | -0.49 | 0.0312 | -0.081 | ||||
| 3.45 | 5.05 | 27 | 1,099 | 33.5% | 0.48 | 0.0307 | -0.080 | 125 | 5.50 | 7.75 | 127 | 40.2% | -0.53 | 0.0312 | -0.081 | |
| 2.31 | 6.30 | 2 | 36.8% | 0.45 | 0.0305 | -0.080 | 126 | 5.05 | 7.50 | 33.7% | -0.56 | 0.0310 | -0.081 | |||
| 1.69 | 5.90 | 36.0% | 0.42 | 0.0301 | -0.079 | 127 | 5.45 | 8.25 | 33.5% | -0.59 | 0.0307 | -0.080 | ||||
| 3.10 | 3.90 | 6 | 36.5% | 0.39 | 0.0295 | -0.077 | 128 | 6.00 | 9.10 | 33.9% | -0.61 | 0.0301 | -0.079 | |||
| 1.26 | 3.90 | 32.2% | 0.36 | 0.0288 | -0.076 | 129 | 6.80 | 9.75 | 34.2% | -0.64 | 0.0294 | -0.077 | ||||
| 2.13 | 4.15 | 6 | 497 | 38.6% | 0.34 | 0.0280 | -0.074 | 130 | 7.00 | 10.45 | 30 | 32.3% | -0.67 | 0.0286 | -0.075 | |
| 0.7000 | 3.90 | 34.5% | 0.31 | 0.0270 | -0.072 | 131 | 8.00 | 11.20 | 33.5% | -0.70 | 0.0277 | -0.073 | ||||
| 0.1700 | 3.75 | 33.8% | 0.29 | 0.0259 | -0.070 | 132 | 8.50 | 12.45 | 34.4% | -0.72 | 0.0266 | -0.071 | ||||
| 0.4900 | 3.70 | 36.8% | 0.27 | 0.0248 | -0.067 | 133 | 9.75 | 12.70 | 34.2% | -0.74 | 0.0256 | -0.068 | ||||
| 0.3100 | 3.50 | 1 | 37.1% | 0.25 | 0.0236 | -0.065 | 134 | 10.00 | 13.50 | 31.6% | -0.76 | 0.0244 | -0.066 | |||
| 1.07 | 3.15 | 27 | 340 | 40.8% | 0.23 | 0.0224 | -0.062 | 135 | 11.00 | 14.35 | 14 | 32.5% | -0.78 | 0.0232 | -0.063 | |
| 0 | 3.40 | 38.9% | 0.21 | 0.0212 | -0.060 | 136 | 12.00 | 15.65 | 35.8% | -0.80 | 0.0220 | -0.061 | ||||
| 0.3200 | 2.67 | 2 | 38.6% | 0.19 | 0.0200 | -0.057 | 137 | 12.55 | 16.05 | 31.3% | -0.82 | 0.0209 | -0.058 | |||
| 0 | 3.05 | 1 | 40.6% | 0.18 | 0.0188 | -0.055 | 138 | 13.50 | 17.35 | 34.4% | -0.84 | 0.0197 | -0.056 | |||
| 0.2700 | 3.20 | 44.2% | 0.16 | 0.0177 | -0.052 | 139 | 14.50 | 18.35 | 35.9% | -0.85 | 0.0186 | -0.053 | ||||
| 0.2300 | 1.93 | 252 | 339 | 38.9% | 0.15 | 0.0166 | -0.050 | 140 | 15.50 | 18.70 | 14 | 32.5% | -0.86 | 0.0176 | -0.051 | |
| 0 | 1.76 | 250 | 420 | 43.4% | 0.10 | 0.0121 | -0.041 | 145 | 20.00 | 23.75 | 33.1% | -0.91 | 0.0131 | -0.041 | ||
| 0 | 1.30 | 1 | 26 | 46.1% | 0.08 | 0.0090 | -0.035 | 150 | 24.75 | 28.65 | -0.94 | 0.0100 | -0.036 | |||
| 0 | 2.28 | 73 | 12 | 59.5% | 0.06 | 0.0070 | -0.032 | 155 | 30.05 | 33.80 | 45.6% | -0.95 | 0.0078 | -0.032 | ||
| 0 | 0.8000 | 61 | 51.6% | 0.05 | 0.0057 | -0.030 | 160 | 34.70 | 38.70 | -0.96 | 0.0063 | -0.030 | ||||
| 0 | 2.17 | 2 | 13 | 69.9% | 0.05 | 0.0048 | -0.029 | 165 | 40.05 | 43.00 | -0.97 | 0.0054 | -0.029 | |||
| 0 | 1.50 | 20 | 69.0% | 0.04 | 0.0041 | -0.028 | 170 | 44.70 | 48.30 | -0.98 | 0.0048 | -0.027 | ||||
| 0 | 2.13 | 4 | 79.6% | 0.04 | 0.0035 | -0.028 | 175 | 50.40 | 53.20 | -0.98 | 0.0042 | -0.026 | ||||
| 0 | 2.33 | 29 | 84.3% | 0.03 | 0.0031 | -0.027 | 180 | 54.70 | 58.30 | -0.98 | 0.0038 | -0.024 | ||||
| 0 | 2.33 | 7 | 88.8% | 0.03 | 0.0028 | -0.026 | 185 | 59.70 | 63.30 | -0.98 | 0.0033 | -0.022 | ||||
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.