EEM цепочка опционов iShares MSCI Emerging Markets ETF
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 ±3.3% (64.92–69.38) · ATM IV 19.8% · P/C открытого интереса 1.80
| 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 | |
| 30.85 | 33.10 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.1800 | 30 | 147.4% | -0.00 | 0.0001 | -0.001 | ||||
| 25.90 | 27.70 | 31 | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.2600 | 18.4K | 127.1% | -0.00 | 0.0003 | -0.001 | |||
| 24.90 | 27.15 | 1.00 | 0.0003 | 0.000 | 41 | 0 | 0.2600 | 449 | 121.8% | -0.00 | 0.0003 | -0.001 | ||||
| 23.90 | 26.35 | 5 | 1.00 | 0.0004 | 0.000 | 42 | 0 | 0.0700 | 10.4K | 96.5% | -0.00 | 0.0004 | -0.001 | |||
| 22.90 | 25.15 | 1.00 | 0.0004 | 0.000 | 43 | 0 | 0.0600 | 2,214 | 90.4% | -0.00 | 0.0004 | -0.001 | ||||
| 21.90 | 24.20 | 39 | 1.00 | 0.0005 | 0.000 | 44 | 0 | 0.0100 | 382 | 71.2% | -0.00 | 0.0005 | -0.001 | |||
| 21.85 | 22.35 | 4 | 1.00 | 0.0006 | 0.000 | 45 | 0 | 0.0100 | 20.2K | 67.7% | -0.00 | 0.0006 | -0.002 | |||
| 19.90 | 22.15 | 1 | 1.00 | 0.0007 | 0.000 | 46 | 0 | 0.0600 | 3,078 | 78.0% | -0.00 | 0.0007 | -0.002 | |||
| 19.15 | 20.95 | 2 | 1.00 | 0.0009 | 0.000 | 47 | 0 | 0.0600 | 31.1K | 74.1% | -0.00 | 0.0009 | -0.002 | |||
| 18.00 | 20.10 | 10 | 1.00 | 0.0010 | 0.000 | 48 | 0 | 0.0600 | 60.5K | 70.2% | -0.00 | 0.0010 | -0.002 | |||
| 18.05 | 18.40 | 2 | 1.00 | 0.0012 | -0.000 | 49 | 0 | 0.0600 | 20.4K | 66.3% | -0.00 | 0.0012 | -0.002 | |||
| 17.05 | 17.35 | 553 | 1.00 | 0.0015 | -0.001 | 50 | 0 | 0.0200 | 59.4K | 54.9% | -0.00 | 0.0015 | -0.003 | |||
| 16.55 | 16.90 | 0.99 | 0.0017 | -0.001 | 50.5 | 0 | 0.0600 | 83 | 60.7% | -0.00 | 0.0017 | -0.003 | ||||
| 16.05 | 16.35 | 6 | 0.99 | 0.0019 | -0.001 | 51 | 0 | 0.0600 | 27.5K | 58.8% | -0.00 | 0.0019 | -0.003 | |||
| 15.55 | 15.85 | 0.99 | 0.0021 | -0.001 | 51.5 | 0 | 0.0600 | 84 | 57.0% | -0.01 | 0.0021 | -0.003 | ||||
| 15.05 | 15.35 | 42 | 0.99 | 0.0023 | -0.001 | 52 | 0 | 0.0700 | 53.4K | 56.3% | -0.01 | 0.0023 | -0.003 | |||
| 14.60 | 14.85 | 0.99 | 0.0026 | -0.002 | 52.5 | 0.0100 | 0.0700 | 5 | 431 | 55.5% | -0.01 | 0.0026 | -0.003 | |||
| 14.10 | 14.35 | 87 | 0.99 | 0.0029 | -0.002 | 53 | 0.0100 | 0.0700 | 1 | 33.6K | 53.6% | -0.01 | 0.0029 | -0.004 | ||
| 13.60 | 13.85 | 0.99 | 0.0033 | -0.002 | 53.5 | 0 | 0.0700 | 61 | 50.8% | -0.01 | 0.0033 | -0.004 | ||||
| 13.10 | 13.35 | 235 | 0.99 | 0.0037 | -0.003 | 54 | 0 | 0.0700 | 2,272 | 59.5K | 49.0% | -0.01 | 0.0037 | -0.004 | ||
| 12.60 | 12.85 | 0.99 | 0.0041 | -0.003 | 54.5 | 0 | 0.0700 | 47 | 47.2% | -0.01 | 0.0041 | -0.004 | ||||
| 12.10 | 12.50 | 2,910 | 49.4% | 0.99 | 0.0047 | -0.003 | 55 | 0.0100 | 0.0700 | 41.9K | 46.3% | -0.01 | 0.0047 | -0.005 | ||
| 11.60 | 12.00 | 1 | 47.3% | 0.99 | 0.0053 | -0.004 | 55.5 | 0.0100 | 0.0800 | 92 | 45.3% | -0.01 | 0.0053 | -0.005 | ||
| 11.10 | 11.50 | 248 | 45.3% | 0.99 | 0.0060 | -0.004 | 56 | 0.0100 | 0.0800 | 43.7K | 43.5% | -0.01 | 0.0060 | -0.005 | ||
| 10.60 | 10.90 | 2 | 32.8% | 0.98 | 0.0068 | -0.005 | 56.5 | 0.0100 | 0.0800 | 2,525 | 41.6% | -0.01 | 0.0069 | -0.006 | ||
| 10.15 | 10.45 | 1,004 | 41.3% | 0.98 | 0.0078 | -0.005 | 57 | 0.0200 | 0.0400 | 34 | 102.3K | 37.5% | -0.02 | 0.0079 | -0.006 | |
| 9.60 | 9.95 | 35.8% | 0.98 | 0.0090 | -0.006 | 57.5 | 0.0100 | 0.0500 | 403 | 35.8% | -0.02 | 0.0090 | -0.007 | |||
| 9.15 | 9.45 | 192 | 37.4% | 0.98 | 0.0104 | -0.006 | 58 | 0.0100 | 0.0900 | 4 | 66.2K | 36.9% | -0.02 | 0.0104 | -0.008 | |
| 8.60 | 8.90 | 9 | 24.4% | 0.97 | 0.0120 | -0.007 | 58.5 | 0.0100 | 0.0700 | 70 | 33.8% | -0.03 | 0.0120 | -0.008 | ||
| 8.15 | 8.40 | 13.4K | 30.1% | 0.97 | 0.0138 | -0.008 | 59 | 0.0100 | 0.0700 | 1 | 43.4K | 32.0% | -0.03 | 0.0139 | -0.009 | |
| 7.65 | 7.95 | 2 | 31.5% | 0.97 | 0.0161 | -0.009 | 59.5 | 0.0100 | 0.0800 | 1,254 | 30.9% | -0.03 | 0.0162 | -0.010 | ||
| 7.25 | 7.45 | 1 | 11.5K | 33.8% | 0.96 | 0.0188 | -0.010 | 60 | 0.0700 | 0.1000 | 2 | 56.4K | 32.7% | -0.04 | 0.0189 | -0.011 |
| 6.65 | 6.95 | 1 | 27.7% | 0.95 | 0.0220 | -0.011 | 60.5 | 0.0500 | 0.1100 | 2 | 804 | 30.4% | -0.04 | 0.0221 | -0.012 | |
| 6.25 | 6.45 | 2,715 | 29.7% | 0.95 | 0.0258 | -0.012 | 61 | 0.0500 | 0.1500 | 6 | 7,319 | 29.8% | -0.05 | 0.0259 | -0.013 | |
| 5.70 | 5.95 | 374 | 25.9% | 0.94 | 0.0304 | -0.014 | 61.5 | 0.0500 | 0.1600 | 1 | 1,486 | 28.1% | -0.06 | 0.0306 | -0.014 | |
| 5.25 | 5.50 | 6 | 17.6K | 27.0% | 0.93 | 0.0359 | -0.015 | 62 | 0.0500 | 0.1500 | 3 | 51.4K | 25.8% | -0.07 | 0.0361 | -0.016 |
| 4.75 | 5.00 | 6 | 24.8% | 0.91 | 0.0425 | -0.017 | 62.5 | 0.0700 | 0.2000 | 10.7K | 25.6% | -0.09 | 0.0428 | -0.018 | ||
| 4.35 | 4.55 | 26.0K | 25.9% | 0.90 | 0.0504 | -0.019 | 63 | 0.1500 | 0.2300 | 9 | 30.8K | 25.7% | -0.10 | 0.0507 | -0.019 | |
| 3.80 | 4.05 | 104 | 22.6% | 0.88 | 0.0597 | -0.021 | 63.5 | 0.1600 | 0.2700 | 620 | 24.3% | -0.12 | 0.0601 | -0.021 | ||
| 3.45 | 3.60 | 21.9K | 23.6% | 0.85 | 0.0706 | -0.023 | 64 | 0.2400 | 0.2500 | 1,015 | 11.3K | 22.9% | -0.15 | 0.0711 | -0.024 | |
| 2.94 | 3.15 | 150 | 21.6% | 0.82 | 0.0831 | -0.025 | 64.5 | 0.2200 | 0.3900 | 12 | 1,466 | 22.1% | -0.18 | 0.0838 | -0.026 | |
| 2.53 | 2.77 | 62.5K | 21.7% | 0.78 | 0.0970 | -0.028 | 65 | 0.3900 | 0.5200 | 1,186 | 59.1K | 23.2% | -0.22 | 0.0978 | -0.028 | |
| 2.15 | 2.39 | 1 | 913 | 21.4% | 0.74 | 0.1117 | -0.030 | 65.5 | 0.4200 | 0.5000 | 33 | 1,190 | 20.3% | -0.27 | 0.1127 | -0.030 |
| 1.77 | 2.01 | 1 | 86.6K | 20.7% | 0.68 | 0.1260 | -0.032 | 66 | 0.6000 | 0.6600 | 2 | 45.1K | 20.7% | -0.32 | 0.1273 | -0.032 |
| 1.45 | 1.66 | 3,019 | 20.3% | 0.62 | 0.1384 | -0.033 | 66.5 | 0.6600 | 0.8500 | 18 | 2,980 | 19.5% | -0.39 | 0.1400 | -0.033 | |
| 1.16 | 1.32 | 25 | 22.8K | 19.7% | 0.55 | 0.1466 | -0.034 | 67 | 0.9000 | 1.08 | 55 | 9,423 | 19.8% | -0.46 | 0.1486 | -0.034 |
| 0.9000 | 1.08 | 56 | 2,397 | 19.6% | 0.47 | 0.1492 | -0.033 | 67.5 | 1.14 | 1.28 | 1,312 | 19.2% | -0.53 | 0.1514 | -0.034 | |
| 0.7000 | 0.8300 | 22 | 50.8K | 19.4% | 0.40 | 0.1454 | -0.032 | 68 | 1.39 | 1.57 | 3 | 28.9K | 18.8% | -0.61 | 0.1478 | -0.033 |
| 0.4800 | 0.6200 | 3 | 1,690 | 18.6% | 0.33 | 0.1358 | -0.030 | 68.5 | 1.74 | 1.90 | 374 | 19.0% | -0.68 | 0.1384 | -0.031 | |
| 0.3900 | 0.4600 | 1,185 | 30.1K | 18.9% | 0.27 | 0.1225 | -0.028 | 69 | 2.06 | 2.26 | 4,061 | 18.6% | -0.74 | 0.1250 | -0.028 | |
| 0.2200 | 0.3500 | 6,180 | 18.3% | 0.22 | 0.1073 | -0.025 | 69.5 | 2.45 | 2.70 | 4 | 19.1% | -0.79 | 0.1098 | -0.025 | ||
| 0.2100 | 0.2600 | 517 | 56.3K | 19.2% | 0.18 | 0.0921 | -0.022 | 70 | 2.87 | 3.15 | 490 | 19.7% | -0.83 | 0.0944 | -0.023 | |
| 0.0900 | 0.2000 | 340 | 18.5% | 0.14 | 0.0778 | -0.020 | 70.5 | 3.30 | 3.60 | 19.9% | -0.87 | 0.0807 | -0.020 | |||
| 0.0700 | 0.1500 | 17 | 15.7K | 19.0% | 0.11 | 0.0652 | -0.017 | 71 | 3.80 | 4.05 | 4,166 | 20.9% | -0.90 | 0.0688 | -0.018 | |
| 0.0400 | 0.1300 | 1 | 286 | 19.6% | 0.09 | 0.0544 | -0.015 | 71.5 | 4.25 | 4.55 | 13 | 21.7% | -0.92 | 0.0586 | -0.016 | |
| 0.0200 | 0.1000 | 11.9K | 19.8% | 0.07 | 0.0452 | -0.013 | 72 | 4.75 | 5.05 | 170 | 23.5% | -0.94 | 0.0498 | -0.014 | ||
| 0.0100 | 0.0900 | 8,163 | 20.6% | 0.06 | 0.0375 | -0.011 | 72.5 | 5.20 | 5.55 | 23.8% | -0.95 | 0.0437 | -0.013 | |||
| 0.0200 | 0.0800 | 4 | 14.2K | 22.1% | 0.05 | 0.0312 | -0.010 | 73 | 5.70 | 6.00 | 23.5% | -0.97 | 0.0376 | -0.012 | ||
| 0.0100 | 0.0700 | 3,923 | 22.7% | 0.04 | 0.0260 | -0.009 | 73.5 | 6.20 | 6.55 | 27.1% | -0.98 | 0.0318 | -0.011 | |||
| 0.0100 | 0.0700 | 17.9K | 24.1% | 0.03 | 0.0217 | -0.008 | 74 | 6.70 | 7.05 | 28.7% | -0.98 | 0.0258 | -0.008 | |||
| 0.0100 | 0.0700 | 41 | 25.5% | 0.03 | 0.0182 | -0.007 | 74.5 | 7.20 | 7.55 | 30.3% | -0.99 | 0.0191 | -0.007 | |||
| 0 | 0.0600 | 9 | 59.7K | 25.7% | 0.02 | 0.0152 | -0.006 | 75 | 7.70 | 8.05 | 31.9% | -0.99 | 0.0127 | -0.006 | ||
| 0 | 0.0600 | 7,825 | 28.3% | 0.02 | 0.0108 | -0.004 | 76 | 8.70 | 9.05 | 34.9% | -1.00 | 0.0043 | -0.005 | |||
| 0 | 0.0500 | 8,863 | 30.0% | 0.01 | 0.0078 | -0.004 | 77 | 9.25 | 10.95 | 49.9% | -1.00 | 0.0004 | -0.005 | |||
| 0 | 0.1200 | 683 | 37.1% | 0.01 | 0.0057 | -0.003 | 78 | 10.00 | 12.30 | 55.3% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.1200 | 2 | 39.7% | 0.01 | 0.0042 | -0.002 | 79 | 11.00 | 13.25 | 57.6% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0500 | 593 | 37.1% | 0.00 | 0.0031 | -0.002 | 80 | 12.00 | 14.30 | 61.9% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0700 | 433 | 50.2% | 0.00 | 0.0008 | -0.001 | 85 | 17.00 | 19.30 | 77.3% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.1200 | 8 | 65.0% | 0.00 | 0.0003 | -0.000 | 90 | 21.65 | 24.50 | 87.0% | -1.00 | 0.0000 | -0.005 | |||
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 18, 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.