EL цепочка опционов The Estée Lauder Companies Inc.
Cboe delayed options data · по состоянию на 00:34 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 ±5.7% (94.43–105.93) · ATM IV 34.1% · P/C открытого интереса 1.49
| 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 | |
| 43.60 | 46.20 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 1.10 | 302 | 172.6% | -0.00 | 0.0001 | -0.001 | ||||
| 38.60 | 41.20 | 2 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.1000 | 606 | 103.0% | -0.00 | 0.0001 | -0.001 | |||
| 33.60 | 36.20 | 1.00 | 0.0001 | 0.000 | 65 | 0 | 0.1500 | 898 | 93.2% | -0.00 | 0.0003 | -0.002 | ||||
| 28.60 | 31.20 | 28 | 1.00 | 0.0007 | -0.001 | 70 | 0 | 0.0500 | 1,997 | 68.6% | -0.00 | 0.0006 | -0.003 | |||
| 23.70 | 26.30 | 0.99 | 0.0017 | -0.004 | 75 | 0 | 0.1500 | 3,118 | 65.4% | -0.01 | 0.0015 | -0.006 | ||||
| 18.60 | 21.10 | 159 | 0.99 | 0.0036 | -0.009 | 80 | 0 | 0.1000 | 4,707 | 49.5% | -0.01 | 0.0034 | -0.011 | |||
| 13.70 | 16.30 | 378 | 0.97 | 0.0082 | -0.019 | 85 | 0.1000 | 0.2000 | 3,336 | 45.3% | -0.03 | 0.0081 | -0.020 | |||
| 12.50 | 15.20 | 0.96 | 0.0098 | -0.022 | 86 | 0 | 0.2500 | 1 | 41.2% | -0.04 | 0.0096 | -0.023 | ||||
| 11.90 | 14.20 | 0.95 | 0.0116 | -0.025 | 87 | 0.0500 | 0.3000 | 26 | 41.3% | -0.05 | 0.0115 | -0.026 | ||||
| 10.90 | 13.30 | 0.94 | 0.0137 | -0.029 | 88 | 0.0500 | 0.3000 | 50 | 76 | 38.6% | -0.06 | 0.0136 | -0.030 | |||
| 10.00 | 12.40 | 0.93 | 0.0163 | -0.033 | 89 | 0.1000 | 0.3500 | 120 | 37.9% | -0.07 | 0.0162 | -0.034 | ||||
| 9.00 | 11.50 | 1,799 | 0.91 | 0.0192 | -0.037 | 90 | 0.2500 | 0.3500 | 776 | 37.6% | -0.09 | 0.0191 | -0.038 | |||
| 8.00 | 10.60 | 23.4% | 0.90 | 0.0227 | -0.042 | 91 | 0.2000 | 0.7000 | 6 | 38.8% | -0.10 | 0.0226 | -0.043 | |||
| 7.20 | 9.50 | 24.2% | 0.87 | 0.0266 | -0.047 | 92 | 0.3000 | 0.7000 | 3 | 36.7% | -0.12 | 0.0265 | -0.048 | |||
| 6.50 | 8.50 | 27.1% | 0.85 | 0.0309 | -0.052 | 93 | 0.4000 | 0.8500 | 36.1% | -0.15 | 0.0309 | -0.053 | ||||
| 5.60 | 7.50 | 1 | 25.4% | 0.82 | 0.0357 | -0.058 | 94 | 0.5500 | 1.10 | 28 | 36.3% | -0.18 | 0.0356 | -0.059 | ||
| 4.90 | 6.70 | 815 | 27.5% | 0.78 | 0.0407 | -0.064 | 95 | 0.7500 | 1.30 | 5 | 536 | 35.8% | -0.21 | 0.0407 | -0.064 | |
| 4.30 | 5.80 | 28.1% | 0.74 | 0.0458 | -0.069 | 96 | 0.9500 | 1.65 | 67 | 35.8% | -0.26 | 0.0458 | -0.070 | |||
| 3.70 | 5.30 | 3 | 30.6% | 0.70 | 0.0506 | -0.074 | 97 | 1.25 | 2.10 | 8 | 36.5% | -0.30 | 0.0506 | -0.074 | ||
| 3.00 | 4.80 | 31.3% | 0.64 | 0.0548 | -0.078 | 98 | 1.55 | 2.55 | 28 | 36.6% | -0.35 | 0.0548 | -0.078 | |||
| 2.60 | 3.90 | 2 | 30.6% | 0.59 | 0.0579 | -0.081 | 99 | 1.95 | 3.60 | 489 | 40.2% | -0.41 | 0.0579 | -0.081 | ||
| 2.80 | 3.30 | 5 | 1,721 | 34.6% | 0.53 | 0.0596 | -0.082 | 100 | 2.40 | 3.00 | 518 | 33.6% | -0.47 | 0.0597 | -0.082 | |
| 2.40 | 2.85 | 15 | 41 | 35.1% | 0.47 | 0.0598 | -0.082 | 101 | 2.95 | 4.10 | 16 | 37.2% | -0.53 | 0.0598 | -0.082 | |
| 1.35 | 2.80 | 50 | 33.6% | 0.41 | 0.0584 | -0.080 | 102 | 3.40 | 4.80 | 3 | 37.2% | -0.59 | 0.0585 | -0.080 | ||
| 1.20 | 2.00 | 115 | 32.2% | 0.36 | 0.0556 | -0.077 | 103 | 4.00 | 5.60 | 5 | 38.1% | -0.64 | 0.0558 | -0.077 | ||
| 0.8000 | 1.65 | 155 | 31.3% | 0.31 | 0.0519 | -0.073 | 104 | 4.60 | 6.20 | 155 | 37.2% | -0.69 | 0.0520 | -0.072 | ||
| 0.7000 | 1.45 | 1,686 | 32.8% | 0.26 | 0.0475 | -0.068 | 105 | 5.40 | 6.90 | 530 | 37.7% | -0.74 | 0.0476 | -0.068 | ||
| 0.5500 | 1.05 | 87 | 31.9% | 0.22 | 0.0428 | -0.063 | 106 | 5.50 | 8.30 | 56 | 37.8% | -0.78 | 0.0430 | -0.062 | ||
| 0.4000 | 0.8000 | 34 | 31.5% | 0.19 | 0.0381 | -0.058 | 107 | 6.90 | 8.90 | 18 | 41.1% | -0.81 | 0.0383 | -0.057 | ||
| 0.3000 | 0.7000 | 7 | 32.4% | 0.16 | 0.0336 | -0.052 | 108 | 7.30 | 9.80 | 29 | 38.5% | -0.84 | 0.0338 | -0.052 | ||
| 0.2500 | 0.5000 | 10 | 32.2% | 0.13 | 0.0295 | -0.048 | 109 | 8.10 | 10.60 | 27 | 37.7% | -0.87 | 0.0297 | -0.047 | ||
| 0.2000 | 0.4500 | 431 | 1,239 | 33.4% | 0.11 | 0.0258 | -0.043 | 110 | 9.60 | 11.60 | 65 | 45.2% | -0.89 | 0.0260 | -0.042 | |
| 0.1500 | 0.3500 | 15 | 235 | 33.5% | 0.10 | 0.0224 | -0.039 | 111 | 10.30 | 12.60 | 45.1% | -0.90 | 0.0226 | -0.038 | ||
| 0.0500 | 0.3000 | 7 | 33.0% | 0.08 | 0.0195 | -0.035 | 112 | 11.10 | 13.00 | 38.2% | -0.92 | 0.0197 | -0.034 | |||
| 0 | 0.2500 | 555 | 32.8% | 0.07 | 0.0170 | -0.031 | 113 | 12.10 | 14.50 | 47.0% | -0.93 | 0.0172 | -0.030 | |||
| 0 | 0.2500 | 34.7% | 0.06 | 0.0148 | -0.028 | 114 | 13.10 | 15.60 | 50.6% | -0.94 | 0.0150 | -0.027 | ||||
| 0 | 0.1500 | 1 | 563 | 33.5% | 0.05 | 0.0128 | -0.025 | 115 | 14.10 | 16.60 | 43 | 53.0% | -0.95 | 0.0131 | -0.024 | |
| 0 | 0.1500 | 4 | 35.2% | 0.04 | 0.0112 | -0.023 | 116 | 15.10 | 17.50 | 54.1% | -0.96 | 0.0115 | -0.022 | |||
| 0 | 0.2000 | 38.7% | 0.04 | 0.0098 | -0.021 | 117 | 16.10 | 18.50 | 56.4% | -0.96 | 0.0100 | -0.019 | ||||
| 0 | 0.2000 | 40.5% | 0.03 | 0.0086 | -0.019 | 118 | 17.10 | 19.50 | 58.6% | -0.97 | 0.0089 | -0.017 | ||||
| 0 | 0.2000 | 1 | 42.2% | 0.03 | 0.0075 | -0.017 | 119 | 18.10 | 20.60 | 62.1% | -0.97 | 0.0078 | -0.016 | |||
| 0 | 0.1500 | 637 | 41.9% | 0.03 | 0.0066 | -0.015 | 120 | 19.10 | 21.50 | 8 | 63.0% | -0.98 | 0.0070 | -0.014 | ||
| 0 | 0.1500 | 485 | 49.8% | 0.01 | 0.0036 | -0.010 | 125 | 24.20 | 26.50 | 74.7% | -0.99 | 0.0041 | -0.008 | |||
| 0 | 0.1500 | 1,144 | 57.1% | 0.01 | 0.0021 | -0.006 | 130 | 29.00 | 31.60 | 82.9% | -0.99 | 0.0023 | -0.004 | |||
| 0 | 0.1500 | 62 | 64.0% | 0.00 | 0.0012 | -0.004 | 135 | 33.90 | 36.60 | 90.2% | -1.00 | 0.0011 | -0.002 | |||
| 0 | 0.0500 | 260 | 96.3% | 0.00 | 0.0008 | -0.003 | 140 | 38.90 | 41.50 | 96.7% | -1.00 | 0.0004 | -0.001 | |||
| 0 | 0.1500 | 34 | 76.8% | 0.00 | 0.0005 | -0.002 | 145 | 44.00 | 46.50 | 106.5% | -1.00 | 0.0001 | -0.001 | |||
| 0 | 0.1500 | 74 | 82.7% | 0.00 | 0.0004 | -0.002 | 150 | 48.90 | 51.50 | 112.1% | -1.00 | 0.0000 | -0.001 | |||
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.
call-опционыput-опционы