EBAY цепочка опционов eBay Inc.
Cboe delayed options data · по состоянию на 15:37 UTC
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 ±13.0% (104.19–135.25) · ATM IV 32.9% · P/C открытого интереса 0.84
| 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 | |
| 58.85 | 61.85 | 44 | 71.5% | 1.00 | 0.0002 | 0.000 | 60 | 0 | 0.3100 | 1,043 | 66.5% | -0.00 | 0.0002 | -0.001 | ||
| 56.40 | 59.40 | 63 | 68.6% | 1.00 | 0.0003 | 0.000 | 62.5 | 0 | 0.1200 | 24 | 55.6% | -0.00 | 0.0003 | -0.001 | ||
| 53.90 | 56.90 | 99 | 63.8% | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.1300 | 89 | 53.1% | -0.00 | 0.0004 | -0.002 | ||
| 51.45 | 54.45 | 32 | 61.2% | 1.00 | 0.0005 | 0.000 | 67.5 | 0 | 0.1400 | 73 | 50.6% | -0.01 | 0.0005 | -0.002 | ||
| 48.80 | 52.20 | 135 | 58.5% | 0.99 | 0.0007 | 0.000 | 70 | 0.0300 | 0.3400 | 106 | 54.5% | -0.01 | 0.0007 | -0.003 | ||
| 46.35 | 49.75 | 127 | 55.9% | 0.99 | 0.0009 | 0.000 | 72.5 | 0 | 0.1800 | 25 | 46.4% | -0.01 | 0.0009 | -0.004 | ||
| 44.10 | 47.10 | 340 | 53.2% | 0.99 | 0.0012 | -0.001 | 75 | 0 | 0.2300 | 109 | 45.1% | -0.01 | 0.0012 | -0.005 | ||
| 41.45 | 44.85 | 148 | 50.6% | 0.98 | 0.0015 | -0.002 | 77.5 | 0.0200 | 0.2800 | 642 | 44.0% | -0.02 | 0.0016 | -0.006 | ||
| 39.45 | 42.20 | 182 | 50.8% | 0.98 | 0.0020 | -0.004 | 80 | 0.0400 | 0.3300 | 528 | 42.6% | -0.02 | 0.0020 | -0.007 | ||
| 37.05 | 39.75 | 501 | 48.5% | 0.97 | 0.0025 | -0.005 | 82.5 | 0.0900 | 0.4000 | 1 | 69 | 41.7% | -0.03 | 0.0025 | -0.009 | |
| 34.60 | 37.40 | 114 | 46.5% | 0.97 | 0.0031 | -0.007 | 85 | 0.1300 | 0.5100 | 516 | 40.8% | -0.03 | 0.0031 | -0.010 | ||
| 32.20 | 35.05 | 69 | 44.8% | 0.96 | 0.0039 | -0.009 | 87.5 | 0.2100 | 0.6300 | 402 | 40.0% | -0.04 | 0.0039 | -0.012 | ||
| 29.90 | 32.60 | 827 | 43.0% | 0.95 | 0.0048 | -0.012 | 90 | 0.4100 | 0.7700 | 1 | 136 | 39.9% | -0.06 | 0.0048 | -0.015 | |
| 27.55 | 30.15 | 56 | 40.6% | 0.93 | 0.0058 | -0.015 | 92.5 | 0.4400 | 0.9800 | 111 | 38.5% | -0.07 | 0.0059 | -0.017 | ||
| 25.30 | 27.80 | 2 | 269 | 39.3% | 0.91 | 0.0070 | -0.017 | 95 | 0.6300 | 1.20 | 1 | 165 | 37.8% | -0.09 | 0.0070 | -0.020 |
| 23.05 | 25.60 | 379 | 38.4% | 0.89 | 0.0083 | -0.021 | 97.5 | 0.8700 | 1.50 | 1 | 214 | 37.3% | -0.11 | 0.0084 | -0.023 | |
| 20.90 | 23.75 | 604 | 38.9% | 0.87 | 0.0097 | -0.024 | 100 | 1.32 | 1.83 | 637 | 37.3% | -0.13 | 0.0099 | -0.026 | ||
| 17.25 | 19.40 | 302 | 37.9% | 0.81 | 0.0129 | -0.030 | 105 | 2.21 | 2.46 | 424 | 35.4% | -0.19 | 0.0131 | -0.032 | ||
| 13.80 | 15.60 | 243 | 37.1% | 0.74 | 0.0160 | -0.036 | 110 | 3.45 | 3.70 | 1 | 388 | 34.6% | -0.27 | 0.0164 | -0.038 | |
| 10.65 | 11.60 | 6,252 | 34.7% | 0.65 | 0.0187 | -0.041 | 115 | 5.10 | 5.40 | 1 | 278 | 33.7% | -0.36 | 0.0192 | -0.042 | |
| 7.95 | 8.35 | 1,348 | 33.1% | 0.55 | 0.0204 | -0.043 | 120 | 7.20 | 7.55 | 7 | 116 | 32.7% | -0.46 | 0.0211 | -0.044 | |
| 5.60 | 5.95 | 3 | 1,914 | 32.2% | 0.45 | 0.0208 | -0.042 | 125 | 9.95 | 10.30 | 122 | 32.3% | -0.57 | 0.0215 | -0.043 | |
| 3.85 | 4.20 | 277 | 31.9% | 0.35 | 0.0198 | -0.039 | 130 | 13.05 | 13.95 | 18 | 32.3% | -0.67 | 0.0205 | -0.040 | ||
| 2.57 | 2.83 | 329 | 31.4% | 0.26 | 0.0176 | -0.034 | 135 | 16.85 | 17.85 | 1 | 32.7% | -0.76 | 0.0184 | -0.034 | ||
| 1.63 | 1.88 | 101 | 31.1% | 0.19 | 0.0148 | -0.028 | 140 | 19.75 | 22.55 | 30.4% | -0.84 | 0.0161 | -0.029 | |||
| 0.9100 | 1.45 | 156 | 31.4% | 0.14 | 0.0118 | -0.022 | 145 | 24.05 | 26.95 | 28.4% | -0.90 | 0.0140 | -0.024 | |||
| 0.4100 | 1.00 | 587 | 30.9% | 0.09 | 0.0090 | -0.017 | 150 | 28.80 | 31.60 | -0.95 | 0.0119 | -0.022 | ||||
| 0.2000 | 0.6600 | 20 | 36 | 30.9% | 0.06 | 0.0067 | -0.013 | 155 | 33.60 | 36.45 | -0.99 | 0.0059 | -0.011 | |||
| 0.0900 | 0.4500 | 60 | 31.1% | 0.04 | 0.0048 | -0.009 | 160 | 38.50 | 41.30 | 1 | -1.00 | 0.0000 | -0.011 | |||
| 0.0300 | 0.3100 | 46 | 31.4% | 0.03 | 0.0034 | -0.007 | 165 | 43.30 | 46.95 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.2300 | 64 | 32.0% | 0.02 | 0.0024 | -0.005 | 170 | 48.30 | 52.15 | -1.00 | 0.0000 | -0.011 | ||||
| 0.0100 | 0.1900 | 29 | 33.6% | 0.01 | 0.0017 | -0.003 | 175 | 53.30 | 56.75 | -1.00 | 0.0000 | -0.011 | ||||
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 — Jan 15, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы