EL цепочка опционов The Estée Lauder Companies Inc.
Cboe delayed options data · по состоянию на 12:35 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 ±6.1% (98.17–110.92) · ATM IV 38.7% · P/C открытого интереса 0.42
| 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 | |
| 49.00 | 51.70 | 196.2% | 1.00 | 0.0001 | -0.001 | 55 | 0 | 2.15 | 226.7% | -0.00 | 0.0001 | -0.001 | ||||
| 43.20 | 46.70 | 2 | 136.7% | 1.00 | 0.0001 | -0.002 | 60 | 0 | 2.15 | 200.7% | -0.00 | 0.0001 | -0.002 | |||
| 37.80 | 41.70 | 2 | 1.00 | 0.0003 | -0.003 | 65 | 0 | 2.15 | 1 | 176.7% | -0.00 | 0.0003 | -0.003 | |||
| 33.90 | 36.70 | 2 | 127.6% | 1.00 | 0.0006 | -0.004 | 70 | 0 | 2.15 | 5 | 154.2% | -0.00 | 0.0006 | -0.004 | ||
| 29.10 | 31.70 | 5 | 113.5% | 1.00 | 0.0012 | -0.007 | 75 | 0 | 0.9500 | 15 | 109.3% | -0.01 | 0.0012 | -0.007 | ||
| 24.20 | 26.80 | 4 | 99.0% | 0.99 | 0.0024 | -0.013 | 80 | 0 | 2.15 | 17 | 112.9% | -0.01 | 0.0024 | -0.013 | ||
| 22.00 | 24.80 | 2 | 88.1% | 0.99 | 0.0032 | -0.015 | 82 | 0 | 1.60 | 7 | 96.8% | -0.02 | 0.0032 | -0.016 | ||
| 21.10 | 23.80 | 2 | 86.4% | 0.98 | 0.0036 | -0.017 | 83 | 0 | 2.20 | 101.8% | -0.02 | 0.0037 | -0.017 | |||
| 20.20 | 22.90 | 6 | 86.2% | 0.98 | 0.0042 | -0.019 | 84 | 0 | 1.80 | 3 | 92.4% | -0.02 | 0.0043 | -0.019 | ||
| 19.00 | 21.80 | 5 | 77.6% | 0.98 | 0.0049 | -0.021 | 85 | 0 | 2.20 | 18 | 94.1% | -0.02 | 0.0049 | -0.021 | ||
| 18.00 | 20.90 | 6 | 75.9% | 0.97 | 0.0057 | -0.024 | 86 | 0 | 2.20 | 77 | 90.2% | -0.03 | 0.0057 | -0.024 | ||
| 17.00 | 19.90 | 8 | 72.4% | 0.97 | 0.0066 | -0.026 | 87 | 0 | 2.20 | 57 | 86.4% | -0.03 | 0.0067 | -0.027 | ||
| 16.40 | 18.90 | 6 | 74.8% | 0.96 | 0.0077 | -0.029 | 88 | 0 | 1.85 | 29 | 78.3% | -0.04 | 0.0078 | -0.030 | ||
| 15.20 | 17.90 | 7 | 68.4% | 0.96 | 0.0089 | -0.033 | 89 | 0 | 1.50 | 5 | 70.1% | -0.04 | 0.0090 | -0.033 | ||
| 14.40 | 17.00 | 4 | 68.8% | 0.95 | 0.0104 | -0.036 | 90 | 0.0500 | 1.05 | 10 | 61.0% | -0.05 | 0.0105 | -0.037 | ||
| 13.50 | 15.50 | 9 | 60.1% | 0.94 | 0.0121 | -0.040 | 91 | 0 | 1.15 | 6 | 58.4% | -0.06 | 0.0122 | -0.041 | ||
| 12.60 | 14.30 | 9 | 55.2% | 0.93 | 0.0140 | -0.045 | 92 | 0 | 1.30 | 6 | 57.0% | -0.07 | 0.0142 | -0.045 | ||
| 11.60 | 13.40 | 4 | 53.1% | 0.92 | 0.0163 | -0.049 | 93 | 0 | 1.40 | 43 | 54.8% | -0.08 | 0.0164 | -0.050 | ||
| 10.40 | 12.80 | 29 | 52.0% | 0.90 | 0.0188 | -0.055 | 94 | 0 | 1.25 | 34 | 49.5% | -0.10 | 0.0190 | -0.055 | ||
| 9.70 | 11.60 | 406 | 49.6% | 0.89 | 0.0217 | -0.060 | 95 | 0.1000 | 0.7000 | 5 | 40.4% | -0.12 | 0.0219 | -0.061 | ||
| 8.70 | 10.70 | 12 | 47.0% | 0.87 | 0.0249 | -0.066 | 96 | 0.0500 | 2.05 | 4 | 51.2% | -0.14 | 0.0252 | -0.067 | ||
| 7.60 | 9.80 | 2 | 43.3% | 0.84 | 0.0284 | -0.072 | 97 | 0 | 1.20 | 7 | 38.6% | -0.16 | 0.0288 | -0.073 | ||
| 6.90 | 8.90 | 1 | 43.1% | 0.82 | 0.0322 | -0.079 | 98 | 0.4000 | 1.05 | 1 | 37.6% | -0.19 | 0.0326 | -0.080 | ||
| 6.20 | 7.00 | 54 | 33.9% | 0.78 | 0.0362 | -0.085 | 99 | 0.4000 | 1.35 | 4 | 36.5% | -0.22 | 0.0367 | -0.086 | ||
| 5.70 | 6.50 | 3 | 95 | 38.2% | 0.75 | 0.0403 | -0.091 | 100 | 0.8500 | 1.50 | 27 | 1 | 37.4% | -0.26 | 0.0408 | -0.092 |
| 4.90 | 6.20 | 3 | 40.4% | 0.71 | 0.0441 | -0.096 | 101 | 0.5500 | 2.75 | 39.9% | -0.30 | 0.0447 | -0.098 | |||
| 4.40 | 5.20 | 2 | 316 | 39.0% | 0.66 | 0.0476 | -0.101 | 102 | 1.15 | 3.10 | 41.5% | -0.34 | 0.0483 | -0.102 | ||
| 3.80 | 4.80 | 2 | 8 | 40.3% | 0.61 | 0.0505 | -0.105 | 103 | 1.70 | 2.85 | 7 | 38.2% | -0.39 | 0.0512 | -0.106 | |
| 3.20 | 4.00 | 13 | 38.4% | 0.56 | 0.0525 | -0.107 | 104 | 2.30 | 2.95 | 120 | 37.0% | -0.44 | 0.0532 | -0.109 | ||
| 2.70 | 3.40 | 2 | 84 | 37.9% | 0.51 | 0.0534 | -0.108 | 105 | 2.65 | 4.00 | 11 | 116 | 39.5% | -0.50 | 0.0542 | -0.109 |
| 2.30 | 3.10 | 2 | 7 | 39.1% | 0.46 | 0.0532 | -0.107 | 106 | 3.20 | 4.10 | 21 | 36.7% | -0.55 | 0.0541 | -0.109 | |
| 1.85 | 2.60 | 4 | 31 | 38.3% | 0.41 | 0.0518 | -0.104 | 107 | 3.70 | 4.90 | 38 | 37.2% | -0.60 | 0.0528 | -0.106 | |
| 1.50 | 2.20 | 1 | 5 | 38.1% | 0.36 | 0.0496 | -0.101 | 108 | 3.70 | 5.90 | 5 | 19 | 35.2% | -0.65 | 0.0506 | -0.103 |
| 1.20 | 1.80 | 418 | 37.5% | 0.31 | 0.0466 | -0.096 | 109 | 5.00 | 6.00 | 6 | 35.1% | -0.70 | 0.0478 | -0.098 | ||
| 0.9500 | 2.40 | 26 | 43.8% | 0.27 | 0.0432 | -0.091 | 110 | 5.30 | 7.50 | 37.3% | -0.74 | 0.0444 | -0.093 | |||
| 0.7500 | 1.25 | 37.5% | 0.23 | 0.0396 | -0.085 | 111 | 5.80 | 8.10 | 33.2% | -0.78 | 0.0408 | -0.087 | ||||
| 0.4000 | 1.40 | 1 | 1 | 39.1% | 0.20 | 0.0359 | -0.079 | 112 | 6.60 | 8.70 | 29.8% | -0.81 | 0.0370 | -0.082 | ||
| 0.4000 | 1.20 | 40.4% | 0.18 | 0.0323 | -0.073 | 113 | 7.70 | 9.60 | 32.4% | -0.84 | 0.0334 | -0.076 | ||||
| 0.2000 | 0.9500 | 38.8% | 0.15 | 0.0289 | -0.067 | 114 | 8.40 | 10.40 | 21.9% | -0.86 | 0.0299 | -0.070 | ||||
| 0.2500 | 0.8000 | 4 | 1 | 40.4% | 0.13 | 0.0257 | -0.062 | 115 | 9.30 | 11.60 | 29.5% | -0.88 | 0.0267 | -0.065 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 116 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 117 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 118 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 119 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.3500 | 28 | 42.2% | 0.07 | 0.0141 | -0.040 | 120 | 14.20 | 16.30 | -0.95 | 0.0142 | -0.040 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 121 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 1.05 | 64.0% | 0.04 | 0.0078 | -0.026 | 125 | 19.10 | 21.30 | -0.98 | 0.0071 | -0.023 | |||||
| 0 | 0.9000 | 71.8% | 0.02 | 0.0045 | -0.017 | 130 | 23.40 | 26.20 | -0.99 | 0.0034 | -0.012 | |||||
| 0 | 2.15 | 99.8% | 0.01 | 0.0027 | -0.012 | 135 | 28.40 | 31.50 | -1.00 | 0.0016 | -0.006 | |||||
| 0 | 2.15 | 109.8% | 0.01 | 0.0017 | -0.008 | 140 | 34.10 | 36.00 | -1.00 | 0.0008 | -0.003 | |||||
| 0 | 2.15 | 119.1% | 0.01 | 0.0011 | -0.006 | 145 | 38.40 | 41.40 | -1.00 | 0.0004 | -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 — Oct 30, 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