EL цепочка опционов The Estée Lauder Companies 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 ±6.2% (94.92–107.38) · ATM IV 30.6% · P/C открытого интереса 0.27
| 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 | |
| 44.90 | 47.80 | 1.00 | 0.0001 | 0.000 | 55 | 0 | 2.15 | 170.6% | -0.00 | 0.0001 | -0.001 | |||||
| 39.90 | 42.60 | 1.00 | 0.0002 | 0.000 | 60 | 0 | 2.15 | 150.2% | -0.00 | 0.0002 | -0.001 | |||||
| 34.90 | 38.40 | 97.7% | 1.00 | 0.0004 | 0.000 | 65 | 0 | 2.15 | 131.2% | -0.00 | 0.0004 | -0.002 | ||||
| 30.00 | 32.70 | 1.00 | 0.0008 | 0.000 | 70 | 0 | 2.15 | 1 | 113.5% | -0.00 | 0.0008 | -0.003 | ||||
| 24.80 | 27.70 | 0.99 | 0.0018 | -0.003 | 75 | 0 | 2.20 | 97.4% | -0.01 | 0.0018 | -0.006 | |||||
| 24.00 | 26.70 | 2 | 0.99 | 0.0021 | -0.004 | 76 | 0 | 2.20 | 5 | 94.1% | -0.01 | 0.0021 | -0.007 | |||
| 23.00 | 26.50 | 68.0% | 0.99 | 0.0024 | -0.005 | 77 | 0 | 2.20 | 90.9% | -0.01 | 0.0024 | -0.008 | ||||
| 22.20 | 24.80 | 2 | 50.7% | 0.99 | 0.0029 | -0.006 | 78 | 0 | 2.20 | 87.6% | -0.01 | 0.0029 | -0.009 | |||
| 21.00 | 24.50 | 1 | 62.5% | 0.98 | 0.0034 | -0.008 | 79 | 0 | 2.25 | 85.0% | -0.02 | 0.0034 | -0.010 | |||
| 20.10 | 22.80 | 3 | 39.3% | 0.98 | 0.0039 | -0.009 | 80 | 0 | 2.25 | 81.8% | -0.02 | 0.0040 | -0.012 | |||
| 19.10 | 21.80 | 2 | 36.8% | 0.98 | 0.0046 | -0.011 | 81 | 0 | 0.9500 | 1 | 62.4% | -0.02 | 0.0046 | -0.013 | ||
| 18.40 | 21.10 | 1 | 54.5% | 0.97 | 0.0054 | -0.013 | 82 | 0 | 2.25 | 2 | 75.5% | -0.03 | 0.0054 | -0.015 | ||
| 17.40 | 20.30 | 1 | 55.2% | 0.97 | 0.0063 | -0.015 | 83 | 0 | 2.30 | 72.9% | -0.03 | 0.0064 | -0.017 | |||
| 16.40 | 19.10 | 1 | 49.3% | 0.96 | 0.0074 | -0.017 | 84 | 0 | 2.30 | 2 | 69.7% | -0.04 | 0.0074 | -0.019 | ||
| 15.50 | 18.10 | 1 | 48.3% | 0.96 | 0.0086 | -0.019 | 85 | 0 | 2.35 | 67.1% | -0.04 | 0.0086 | -0.021 | |||
| 14.50 | 17.30 | 2 | 48.6% | 0.95 | 0.0100 | -0.022 | 86 | 0 | 0.9500 | 1 | 49.0% | -0.05 | 0.0101 | -0.024 | ||
| 13.60 | 15.80 | 3 | 39.9% | 0.94 | 0.0116 | -0.025 | 87 | 0 | 0.6500 | 5 | 42.3% | -0.06 | 0.0117 | -0.027 | ||
| 12.30 | 15.00 | 19 | 35.7% | 0.93 | 0.0134 | -0.028 | 88 | 0 | 0.7500 | 41.2% | -0.07 | 0.0135 | -0.030 | |||
| 11.70 | 14.00 | 1 | 39.3% | 0.92 | 0.0155 | -0.032 | 89 | 0 | 0.5500 | 2 | 3 | 35.9% | -0.09 | 0.0156 | -0.033 | |
| 10.70 | 13.10 | 12 | 37.8% | 0.90 | 0.0178 | -0.035 | 90 | 0.1000 | 0.6500 | 11 | 36.1% | -0.10 | 0.0180 | -0.037 | ||
| 9.80 | 12.10 | 12 | 36.2% | 0.88 | 0.0204 | -0.039 | 91 | 0.1000 | 1.05 | 37.9% | -0.12 | 0.0206 | -0.041 | |||
| 9.00 | 11.30 | 1 | 37.3% | 0.86 | 0.0232 | -0.043 | 92 | 0 | 1.50 | 6 | 38.4% | -0.14 | 0.0234 | -0.045 | ||
| 8.00 | 10.40 | 3 | 35.3% | 0.84 | 0.0262 | -0.048 | 93 | 0 | 2.90 | 12 | 45.9% | -0.16 | 0.0264 | -0.049 | ||
| 6.90 | 9.60 | 33.1% | 0.81 | 0.0293 | -0.052 | 94 | 0.6500 | 1.15 | 6 | 34.8% | -0.19 | 0.0296 | -0.053 | |||
| 6.30 | 8.80 | 5 | 34.4% | 0.79 | 0.0326 | -0.056 | 95 | 0.8500 | 1.75 | 6 | 37.2% | -0.22 | 0.0330 | -0.057 | ||
| 5.90 | 8.00 | 3 | 36.1% | 0.75 | 0.0359 | -0.060 | 96 | 0.6500 | 2.50 | 3 | 37.2% | -0.25 | 0.0363 | -0.061 | ||
| 4.60 | 7.90 | 1 | 1 | 36.1% | 0.72 | 0.0390 | -0.064 | 97 | 1.30 | 2.45 | 37.0% | -0.29 | 0.0395 | -0.065 | ||
| 4.90 | 6.60 | 32 | 37.7% | 0.68 | 0.0419 | -0.067 | 98 | 1.50 | 2.20 | 1 | 33.0% | -0.33 | 0.0424 | -0.068 | ||
| 4.40 | 5.10 | 22 | 9 | 33.6% | 0.63 | 0.0444 | -0.070 | 99 | 2.00 | 3.60 | 10 | 38.9% | -0.37 | 0.0450 | -0.071 | |
| 3.60 | 4.40 | 7 | 23 | 31.8% | 0.59 | 0.0463 | -0.071 | 100 | 2.20 | 4.60 | 16 | 40.5% | -0.42 | 0.0470 | -0.073 | |
| 2.35 | 3.90 | 6 | 28.4% | 0.54 | 0.0475 | -0.072 | 101 | 2.70 | 3.50 | 7 | 32.7% | -0.47 | 0.0483 | -0.073 | ||
| 2.55 | 5.10 | 8 | 40.1% | 0.49 | 0.0480 | -0.072 | 102 | 3.20 | 4.20 | 6 | 33.5% | -0.51 | 0.0489 | -0.073 | ||
| 2.25 | 3.10 | 5 | 33.0% | 0.45 | 0.0478 | -0.071 | 103 | 3.70 | 4.80 | 10 | 33.3% | -0.56 | 0.0488 | -0.073 | ||
| 1.95 | 2.40 | 12 | 31.9% | 0.40 | 0.0467 | -0.070 | 104 | 4.10 | 5.50 | 16 | 32.6% | -0.61 | 0.0478 | -0.071 | ||
| 1.60 | 3.30 | 25 | 8 | 38.4% | 0.35 | 0.0450 | -0.067 | 105 | 4.60 | 7.40 | 4 | 38.3% | -0.66 | 0.0462 | -0.068 | |
| 0.4500 | 2.65 | 11 | 1 | 32.1% | 0.31 | 0.0428 | -0.064 | 106 | 4.80 | 8.10 | 2 | 35.8% | -0.70 | 0.0440 | -0.065 | |
| 0.1500 | 1.70 | 27.6% | 0.27 | 0.0401 | -0.060 | 107 | 6.00 | 8.90 | 39.0% | -0.74 | 0.0414 | -0.062 | ||||
| 0.9000 | 2.35 | 12 | 39.0% | 0.24 | 0.0371 | -0.056 | 108 | 6.50 | 8.60 | 30.7% | -0.77 | 0.0384 | -0.058 | |||
| 0.7000 | 1.35 | 1 | 34.2% | 0.21 | 0.0340 | -0.052 | 109 | 7.30 | 9.80 | 33.3% | -0.81 | 0.0353 | -0.053 | |||
| 0.1500 | 1.70 | 42 | 35.3% | 0.18 | 0.0309 | -0.048 | 110 | 8.10 | 10.60 | 1 | 32.6% | -0.83 | 0.0322 | -0.049 | ||
| 0.4500 | 0.9500 | 34.3% | 0.16 | 0.0279 | -0.044 | 111 | 9.00 | 11.40 | 32.2% | -0.86 | 0.0293 | -0.045 | ||||
| 0.1500 | 0.8500 | 32.9% | 0.14 | 0.0250 | -0.040 | 112 | 9.90 | 12.30 | 32.1% | -0.88 | 0.0265 | -0.041 | ||||
| 0 | 0.7500 | 32.3% | 0.12 | 0.0223 | -0.036 | 113 | 10.80 | 13.20 | 31.5% | -0.90 | 0.0241 | -0.037 | ||||
| 0 | 0.9500 | 36.4% | 0.10 | 0.0198 | -0.033 | 114 | 11.70 | 14.10 | 29.0% | -0.92 | 0.0219 | -0.034 | ||||
| 0 | 0.7500 | 175 | 36.1% | 0.09 | 0.0176 | -0.030 | 115 | 12.70 | 15.00 | -0.93 | 0.0201 | -0.032 | ||||
| 0 | 0.7500 | 38.0% | 0.07 | 0.0156 | -0.027 | 116 | 13.40 | 15.70 | -0.95 | 0.0186 | -0.032 | |||||
| 0 | 2.30 | 50 | 54.5% | 0.06 | 0.0137 | -0.024 | 117 | 14.30 | 17.00 | -0.96 | 0.0171 | -0.030 | ||||
| 0 | 2.30 | 56.6% | 0.06 | 0.0121 | -0.022 | 118 | 14.80 | 18.80 | -0.97 | 0.0149 | -0.028 | |||||
| 0 | 2.25 | 58.3% | 0.05 | 0.0107 | -0.020 | 119 | 15.80 | 19.30 | -0.98 | 0.0128 | -0.024 | |||||
| 0 | 1.05 | 47 | 48.7% | 0.04 | 0.0094 | -0.018 | 120 | 17.50 | 20.30 | 1 | 38.6% | -0.99 | 0.0106 | -0.022 | ||
| 0 | 0.5000 | 1 | 48.8% | 0.02 | 0.0051 | -0.011 | 125 | 22.50 | 25.40 | 49.4% | -1.00 | 0.0011 | -0.013 | |||
| 0 | 2.15 | 77.6% | 0.01 | 0.0028 | -0.007 | 130 | 27.50 | 30.40 | 56.7% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 2.15 | 85.7% | 0.01 | 0.0016 | -0.004 | 135 | 32.50 | 35.30 | 59.2% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.7000 | 73.2% | 0.00 | 0.0010 | -0.003 | 140 | 36.80 | 40.40 | -1.00 | 0.0000 | -0.013 | |||||
| 0 | 2.15 | 100.5% | 0.00 | 0.0006 | -0.002 | 145 | 41.70 | 45.30 | -1.00 | 0.0000 | -0.013 | |||||
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.
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