EL цепочка опционов The Estée Lauder Companies Inc.
Cboe delayed options data · по состоянию на 21:50 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 ±2.1% (99.08–103.22) · ATM IV 34.5% · P/C открытого интереса 1.18
| 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 | |
| 45.10 | 47.50 | 404.4% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.15 | 573.6% | 0.00 | 0.0000 | 0.000 | ||||
| 40.10 | 43.30 | 437.1% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 2.15 | 504.6% | 0.00 | 0.0000 | 0.000 | ||||
| 35.10 | 38.20 | 372.2% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.0500 | 1 | 235.1% | 0.00 | 0.0000 | -0.000 | |||
| 30.70 | 33.00 | 4 | 343.8% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.0500 | 2 | 198.9% | -0.00 | 0.0000 | -0.000 | ||
| 29.90 | 31.40 | 1 | 308.9% | 1.00 | 0.0000 | 0.000 | 71 | 0 | 0.0500 | 1 | 191.9% | -0.00 | 0.0000 | -0.000 | ||
| 28.90 | 30.50 | 305.0% | 1.00 | 0.0000 | 0.000 | 72 | 0 | 0.0500 | 2 | 185.1% | -0.00 | 0.0000 | -0.000 | |||
| 27.50 | 29.30 | 1 | 1 | 252.0% | 1.00 | 0.0001 | 0.000 | 73 | 0 | 0.0500 | 1 | 178.3% | -0.00 | 0.0001 | -0.000 | |
| 26.90 | 28.70 | 2 | 1 | 296.0% | 1.00 | 0.0001 | 0.000 | 74 | 0 | 0.0500 | 2 | 171.5% | -0.00 | 0.0001 | -0.000 | |
| 24.70 | 27.70 | 1 | 1 | 185.4% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.0500 | 103 | 164.9% | -0.00 | 0.0001 | -0.000 | |
| 24.70 | 27.10 | 285.4% | 1.00 | 0.0001 | 0.000 | 76 | 0 | 2.15 | 1 | 313.1% | -0.00 | 0.0001 | -0.001 | |||
| 23.80 | 25.90 | 1 | 270.4% | 1.00 | 0.0001 | 0.000 | 77 | 0 | 2.15 | 2 | 302.1% | -0.00 | 0.0001 | -0.001 | ||
| 22.90 | 24.70 | 1 | 255.5% | 1.00 | 0.0002 | 0.000 | 78 | 0 | 2.15 | 3 | 291.3% | -0.00 | 0.0002 | -0.001 | ||
| 21.90 | 23.90 | 1 | 254.8% | 1.00 | 0.0002 | 0.000 | 79 | 0 | 2.15 | 280.6% | -0.00 | 0.0002 | -0.001 | |||
| 20.60 | 23.10 | 1 | 240.4% | 1.00 | 0.0003 | 0.000 | 80 | 0 | 2.15 | 9 | 269.9% | -0.00 | 0.0003 | -0.001 | ||
| 19.40 | 22.20 | 226.1% | 1.00 | 0.0004 | 0.000 | 81 | 0 | 2.15 | 1 | 259.3% | -0.00 | 0.0004 | -0.001 | |||
| 18.10 | 21.20 | 202.6% | 1.00 | 0.0005 | 0.000 | 82 | 0 | 2.15 | 4 | 248.7% | -0.00 | 0.0005 | -0.002 | |||
| 17.70 | 19.30 | 178.0% | 1.00 | 0.0006 | -0.000 | 83 | 0 | 2.15 | 15 | 238.2% | -0.00 | 0.0006 | -0.002 | |||
| 16.80 | 18.30 | 1 | 174.5% | 1.00 | 0.0008 | -0.001 | 84 | 0 | 1.15 | 4 | 190.2% | -0.00 | 0.0008 | -0.003 | ||
| 15.90 | 17.40 | 5 | 10 | 175.1% | 1.00 | 0.0011 | -0.002 | 85 | 0 | 2.15 | 11 | 217.4% | -0.00 | 0.0011 | -0.004 | |
| 14.10 | 17.00 | 156.9% | 1.00 | 0.0014 | -0.003 | 86 | 0 | 0.7500 | 2 | 153.9% | -0.00 | 0.0014 | -0.005 | |||
| 13.10 | 16.30 | 160.9% | 1.00 | 0.0019 | -0.004 | 87 | 0 | 0.7500 | 1 | 145.3% | -0.00 | 0.0019 | -0.006 | |||
| 11.90 | 15.30 | 143.7% | 0.99 | 0.0026 | -0.006 | 88 | 0 | 0.7500 | 20 | 136.8% | -0.00 | 0.0026 | -0.008 | |||
| 11.60 | 13.50 | 130.7% | 0.99 | 0.0035 | -0.009 | 89 | 0 | 0.7500 | 15 | 128.2% | -0.01 | 0.0035 | -0.011 | |||
| 9.80 | 12.50 | 57.7% | 0.99 | 0.0047 | -0.013 | 90 | 0 | 0.7500 | 13 | 119.6% | -0.01 | 0.0047 | -0.014 | |||
| 9.10 | 11.50 | 89.7% | 0.99 | 0.0065 | -0.017 | 91 | 0 | 0.7500 | 10 | 111.0% | -0.01 | 0.0065 | -0.019 | |||
| 8.20 | 10.50 | 87.6% | 0.98 | 0.0091 | -0.024 | 92 | 0 | 0.7500 | 2 | 102.4% | -0.02 | 0.0091 | -0.025 | |||
| 7.10 | 9.50 | 2 | 74.6% | 0.98 | 0.0127 | -0.034 | 93 | 0 | 0.7500 | 1 | 93.8% | -0.02 | 0.0127 | -0.035 | ||
| 6.20 | 8.50 | 71.8% | 0.97 | 0.0180 | -0.047 | 94 | 0 | 0.7500 | 4 | 85.0% | -0.03 | 0.0180 | -0.048 | |||
| 5.90 | 7.50 | 86.5% | 0.95 | 0.0258 | -0.065 | 95 | 0 | 0.1500 | 3 | 13 | 50.9% | -0.05 | 0.0258 | -0.066 | ||
| 5.00 | 6.60 | 81.9% | 0.93 | 0.0369 | -0.092 | 96 | 0 | 0.4500 | 138 | 57.5% | -0.07 | 0.0369 | -0.092 | |||
| 3.90 | 5.60 | 2 | 69.3% | 0.90 | 0.0528 | -0.128 | 97 | 0 | 0.7000 | 67 | 56.6% | -0.10 | 0.0528 | -0.129 | ||
| 3.10 | 4.70 | 1 | 102 | 65.3% | 0.85 | 0.0744 | -0.177 | 98 | 0.1000 | 0.4500 | 1 | 58 | 43.2% | -0.15 | 0.0746 | -0.177 |
| 1.80 | 3.00 | 1 | 38 | 32.6% | 0.77 | 0.1013 | -0.234 | 99 | 0.2000 | 0.6000 | 3 | 164 | 39.6% | -0.23 | 0.1016 | -0.235 |
| 1.40 | 2.15 | 15 | 72 | 37.0% | 0.66 | 0.1284 | -0.288 | 100 | 0.1500 | 0.8500 | 3 | 218 | 32.4% | -0.34 | 0.1290 | -0.289 |
| 0.6500 | 1.50 | 9 | 13 | 33.2% | 0.53 | 0.1448 | -0.314 | 101 | 0.7500 | 1.25 | 2 | 37 | 35.8% | -0.47 | 0.1459 | -0.316 |
| 0.3000 | 1.00 | 9 | 29 | 33.8% | 0.38 | 0.1402 | -0.293 | 102 | 1.30 | 1.80 | 2 | 70 | 35.5% | -0.62 | 0.1415 | -0.297 |
| 0 | 0.5500 | 4 | 54 | 30.3% | 0.26 | 0.1168 | -0.236 | 103 | 1.35 | 2.50 | 13 | 38 | 18.5% | -0.74 | 0.1179 | -0.240 |
| 0 | 0.3500 | 22 | 70 | 33.8% | 0.17 | 0.0874 | -0.172 | 104 | 2.50 | 3.40 | 22 | 27.8% | -0.84 | 0.0880 | -0.174 | |
| 0 | 0.2000 | 32 | 123 | 35.8% | 0.11 | 0.0617 | -0.119 | 105 | 2.90 | 5.10 | 44 | 39.0% | -0.90 | 0.0619 | -0.118 | |
| 0.0500 | 0.1500 | 6 | 73 | 42.5% | 0.07 | 0.0425 | -0.081 | 106 | 3.60 | 5.60 | 14 | -0.93 | 0.0426 | -0.079 | ||
| 0.0500 | 0.1000 | 1 | 41 | 46.1% | 0.05 | 0.0292 | -0.056 | 107 | 4.60 | 6.60 | 50 | -0.96 | 0.0292 | -0.052 | ||
| 0 | 0.1500 | 4 | 71 | 52.0% | 0.03 | 0.0202 | -0.039 | 108 | 5.40 | 7.60 | 28 | -0.97 | 0.0201 | -0.035 | ||
| 0 | 0.1500 | 95 | 57.9% | 0.02 | 0.0141 | -0.027 | 109 | 6.50 | 9.10 | 12 | -0.98 | 0.0140 | -0.025 | |||
| 0 | 0.8500 | 43 | 94.7% | 0.02 | 0.0100 | -0.020 | 110 | 7.50 | 9.70 | -0.99 | 0.0097 | -0.018 | ||||
| 0 | 0.7500 | 155 | 98.3% | 0.01 | 0.0072 | -0.014 | 111 | 8.50 | 11.20 | -0.99 | 0.0068 | -0.014 | ||||
| 0 | 0.9500 | 1 | 112.1% | 0.01 | 0.0053 | -0.011 | 112 | 9.30 | 12.20 | -0.99 | 0.0048 | -0.011 | ||||
| 0 | 0.9500 | 5 | 118.9% | 0.01 | 0.0039 | -0.008 | 113 | 10.40 | 13.20 | -1.00 | 0.0033 | -0.010 | ||||
| 0 | 0.9500 | 4 | 125.6% | 0.00 | 0.0029 | -0.006 | 114 | 10.80 | 14.20 | -1.00 | 0.0023 | -0.009 | ||||
| 0 | 0.9500 | 7 | 132.1% | 0.00 | 0.0022 | -0.005 | 115 | 12.50 | 15.20 | -1.00 | 0.0016 | -0.008 | ||||
| 0 | 1.20 | 147.4% | 0.00 | 0.0017 | -0.004 | 116 | 13.30 | 16.20 | -1.00 | 0.0012 | -0.007 | |||||
| 0 | 0.4500 | 1 | 1 | 121.9% | 0.00 | 0.0013 | -0.003 | 117 | 14.30 | 17.20 | -1.00 | 0.0008 | -0.007 | |||
| 0 | 2.15 | 189.8% | 0.00 | 0.0010 | -0.002 | 118 | 15.20 | 18.30 | -1.00 | 0.0006 | -0.007 | |||||
| 0 | 1.85 | 187.8% | 0.00 | 0.0008 | -0.002 | 119 | 15.80 | 19.60 | -1.00 | 0.0004 | -0.007 | |||||
| 0 | 1.35 | 1 | 178.0% | 0.00 | 0.0006 | -0.002 | 120 | 17.40 | 20.70 | 133.6% | -1.00 | 0.0003 | -0.007 | |||
| 0 | 2.15 | 235.1% | 0.00 | 0.0002 | -0.001 | 125 | 22.40 | 25.80 | 165.8% | -1.00 | 0.0001 | -0.006 | ||||
| 0 | 2.15 | 264.4% | 0.00 | 0.0001 | -0.000 | 130 | 26.90 | 30.10 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 1.35 | 260.6% | 0.00 | 0.0000 | -0.000 | 135 | 32.40 | 34.90 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 1.15 | 274.9% | 0.00 | 0.0000 | -0.000 | 140 | 37.30 | 40.60 | 199.4% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2500 | 187.3% | 0.00 | 0.0000 | 0.000 | 145 | 42.30 | 44.90 | -1.00 | 0.0000 | -0.006 | |||||
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 04, 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