DOCU цепочка опционов DocuSign, 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 ±13.6% (57.91–76.20) · ATM IV 69.4% · P/C открытого интереса 0.41
| 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 | |
| 30.70 | 33.80 | 131.7% | 0.99 | 0.0012 | 0.000 | 35 | 0 | 2.13 | 202.7% | -0.01 | 0.0012 | -0.009 | ||||
| 26.10 | 28.85 | 128.1% | 0.99 | 0.0021 | -0.000 | 40 | 0 | 2.15 | 168.6% | -0.01 | 0.0021 | -0.013 | ||||
| 22.00 | 24.90 | 105.4% | 0.98 | 0.0035 | -0.006 | 44 | 0 | 2.18 | 1 | 144.2% | -0.02 | 0.0035 | -0.017 | |||
| 20.95 | 23.50 | 78.6% | 0.97 | 0.0040 | -0.008 | 45 | 0 | 2.20 | 1 | 138.6% | -0.03 | 0.0040 | -0.018 | |||
| 20.05 | 22.95 | 2 | 98.9% | 0.97 | 0.0046 | -0.010 | 46 | 0 | 2.23 | 1 | 133.3% | -0.03 | 0.0046 | -0.020 | ||
| 19.20 | 22.00 | 1 | 99.7% | 0.97 | 0.0053 | -0.013 | 47 | 0 | 2.25 | 7 | 127.9% | -0.03 | 0.0053 | -0.022 | ||
| 18.30 | 21.00 | 1 | 97.2% | 0.96 | 0.0061 | -0.015 | 48 | 0 | 0.6300 | 15 | 30 | 87.8% | -0.04 | 0.0061 | -0.024 | |
| 17.40 | 20.05 | 11 | 95.7% | 0.96 | 0.0070 | -0.018 | 49 | 0 | 2.32 | 117.7% | -0.04 | 0.0070 | -0.026 | |||
| 16.55 | 19.10 | 4 | 94.8% | 0.95 | 0.0081 | -0.021 | 50 | 0 | 2.36 | 85 | 112.8% | -0.05 | 0.0081 | -0.029 | ||
| 15.60 | 18.15 | 1 | 91.7% | 0.94 | 0.0093 | -0.025 | 51 | 0.1700 | 0.3300 | 276 | 73 | 71.0% | -0.06 | 0.0093 | -0.032 | |
| 14.45 | 16.95 | 1 | 80.1% | 0.93 | 0.0107 | -0.029 | 52 | 0.0400 | 2.36 | 1 | 102.4% | -0.07 | 0.0107 | -0.036 | ||
| 13.70 | 16.30 | 1 | 85.9% | 0.92 | 0.0123 | -0.034 | 53 | 0.0800 | 2.49 | 9 | 99.4% | -0.08 | 0.0124 | -0.040 | ||
| 12.80 | 15.40 | 2 | 83.9% | 0.90 | 0.0141 | -0.039 | 54 | 0.1400 | 2.49 | 83 | 94.8% | -0.10 | 0.0141 | -0.045 | ||
| 11.85 | 14.15 | 75.8% | 0.89 | 0.0160 | -0.045 | 55 | 0.5000 | 2.65 | 8 | 95.8% | -0.11 | 0.0160 | -0.051 | |||
| 11.00 | 13.55 | 143 | 78.4% | 0.87 | 0.0180 | -0.051 | 56 | 0.6900 | 2.67 | 15 | 92.6% | -0.13 | 0.0180 | -0.056 | ||
| 10.15 | 12.85 | 60 | 78.6% | 0.85 | 0.0200 | -0.058 | 57 | 0.7400 | 2.84 | 1 | 32 | 89.4% | -0.15 | 0.0201 | -0.062 | |
| 9.55 | 12.10 | 12 | 80.4% | 0.82 | 0.0220 | -0.064 | 58 | 0.9800 | 1.53 | 1 | 5 | 71.9% | -0.18 | 0.0221 | -0.068 | |
| 8.90 | 11.35 | 92 | 80.9% | 0.80 | 0.0240 | -0.070 | 59 | 1.21 | 1.82 | 1 | 7 | 72.2% | -0.20 | 0.0241 | -0.074 | |
| 8.20 | 10.15 | 13 | 76.0% | 0.77 | 0.0259 | -0.076 | 60 | 1.31 | 2.07 | 70.2% | -0.23 | 0.0260 | -0.080 | |||
| 7.30 | 8.65 | 1 | 66.3% | 0.74 | 0.0277 | -0.082 | 61 | 1.71 | 2.15 | 8 | 1 | 69.0% | -0.26 | 0.0278 | -0.085 | |
| 7.10 | 7.80 | 84 | 69.0% | 0.71 | 0.0293 | -0.087 | 62 | 1.91 | 2.71 | 4 | 69.9% | -0.29 | 0.0294 | -0.090 | ||
| 6.35 | 7.15 | 291 | 67.8% | 0.68 | 0.0307 | -0.092 | 63 | 2.36 | 3.05 | 17 | 70.3% | -0.32 | 0.0308 | -0.094 | ||
| 5.85 | 6.75 | 34 | 70.2% | 0.64 | 0.0319 | -0.096 | 64 | 2.60 | 3.50 | 73 | 69.4% | -0.36 | 0.0321 | -0.097 | ||
| 5.30 | 6.00 | 1 | 16 | 68.8% | 0.61 | 0.0329 | -0.099 | 65 | 3.15 | 4.00 | 3 | 70.7% | -0.39 | 0.0330 | -0.100 | |
| 4.70 | 5.85 | 2 | 2 | 71.1% | 0.58 | 0.0336 | -0.101 | 66 | 3.70 | 4.40 | 2 | 2 | 70.7% | -0.42 | 0.0338 | -0.102 |
| 4.20 | 5.00 | 1 | 3 | 68.2% | 0.54 | 0.0341 | -0.102 | 67 | 4.10 | 5.00 | 70.6% | -0.46 | 0.0342 | -0.103 | ||
| 3.80 | 4.55 | 1 | 64 | 68.7% | 0.51 | 0.0343 | -0.103 | 68 | 4.30 | 5.45 | 67.2% | -0.49 | 0.0344 | -0.103 | ||
| 3.30 | 4.15 | 1 | 56 | 68.3% | 0.47 | 0.0342 | -0.103 | 69 | 5.25 | 6.05 | 11 | 70.2% | -0.53 | 0.0344 | -0.103 | |
| 3.20 | 3.75 | 100 | 70.4% | 0.44 | 0.0339 | -0.102 | 70 | 5.90 | 6.75 | 71.2% | -0.56 | 0.0341 | -0.102 | |||
| 2.70 | 3.55 | 2 | 4 | 70.5% | 0.41 | 0.0333 | -0.101 | 71 | 6.50 | 7.30 | 70.2% | -0.59 | 0.0335 | -0.100 | ||
| 2.36 | 3.05 | 15 | 69.0% | 0.38 | 0.0326 | -0.099 | 72 | 7.25 | 8.15 | 72.2% | -0.62 | 0.0328 | -0.098 | |||
| 2.03 | 3.30 | 2 | 73.2% | 0.35 | 0.0316 | -0.097 | 73 | 7.95 | 8.70 | 71.1% | -0.65 | 0.0319 | -0.095 | |||
| 1.86 | 2.49 | 3 | 69.7% | 0.32 | 0.0306 | -0.094 | 74 | 8.20 | 9.80 | 70.2% | -0.68 | 0.0308 | -0.091 | |||
| 1.65 | 2.32 | 54 | 83 | 70.7% | 0.30 | 0.0294 | -0.090 | 75 | 9.45 | 10.20 | 71.5% | -0.71 | 0.0296 | -0.088 | ||
| 1.47 | 2.03 | 70.6% | 0.27 | 0.0281 | -0.087 | 76 | 9.80 | 11.30 | 70.6% | -0.73 | 0.0284 | -0.084 | ||||
| 1.23 | 1.85 | 70.4% | 0.25 | 0.0267 | -0.083 | 77 | 10.25 | 12.05 | 66.7% | -0.75 | 0.0270 | -0.080 | ||||
| 0.8100 | 1.36 | 55 | 71.2% | 0.19 | 0.0225 | -0.071 | 80 | 12.25 | 14.65 | 60.1% | -0.82 | 0.0228 | -0.067 | |||
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 25, 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.