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 ±11.0% (93.04–116.04) · ATM IV 57.1% · P/C открытого интереса 0.73
| 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 | |
| 48.40 | 51.80 | 137.7% | 1.00 | 0.0003 | -0.004 | 55 | 0 | 2.15 | 185.2% | -0.00 | 0.0003 | -0.004 | ||||
| 43.50 | 46.90 | 127.7% | 1.00 | 0.0006 | -0.007 | 60 | 0 | 0.9500 | 137.4% | -0.00 | 0.0006 | -0.007 | ||||
| 38.60 | 41.90 | 1 | 113.9% | 0.99 | 0.0010 | -0.011 | 65 | 0 | 0.9500 | 120.4% | -0.01 | 0.0010 | -0.011 | |||
| 32.90 | 37.00 | 2 | 71.4% | 0.99 | 0.0019 | -0.018 | 70 | 0 | 2.20 | 1 | 126.8% | -0.02 | 0.0019 | -0.018 | ||
| 28.10 | 32.10 | 2 | 74.4% | 0.97 | 0.0033 | -0.027 | 75 | 0 | 2.25 | 110.2% | -0.03 | 0.0033 | -0.027 | |||
| 24.20 | 26.50 | 2 | 73.1% | 0.95 | 0.0055 | -0.041 | 80 | 0 | 0.7500 | 2 | 71.4% | -0.05 | 0.0056 | -0.041 | ||
| 22.30 | 25.20 | 2 | 79.5% | 0.94 | 0.0068 | -0.048 | 82 | 0.0500 | 0.7500 | 3 | 67.0% | -0.06 | 0.0068 | -0.048 | ||
| 21.40 | 24.30 | 2 | 79.0% | 0.93 | 0.0075 | -0.052 | 83 | 0.0500 | 0.7500 | 1 | 64.3% | -0.07 | 0.0075 | -0.052 | ||
| 20.40 | 22.70 | 3 | 68.1% | 0.93 | 0.0082 | -0.056 | 84 | 0.1000 | 0.7500 | 7 | 62.5% | -0.07 | 0.0083 | -0.056 | ||
| 19.40 | 22.40 | 3 | 73.9% | 0.92 | 0.0090 | -0.060 | 85 | 0.2000 | 0.7000 | 12 | 60.7% | -0.08 | 0.0091 | -0.060 | ||
| 18.70 | 20.80 | 3 | 67.4% | 0.91 | 0.0099 | -0.064 | 86 | 0.2500 | 0.9500 | 2 | 9 | 62.3% | -0.09 | 0.0100 | -0.065 | |
| 17.60 | 19.90 | 1 | 64.4% | 0.90 | 0.0108 | -0.069 | 87 | 0.5000 | 0.9000 | 2 | 1 | 62.0% | -0.10 | 0.0109 | -0.069 | |
| 17.00 | 19.00 | 5 | 66.7% | 0.89 | 0.0118 | -0.073 | 88 | 0.2500 | 1.30 | 7 | 60.9% | -0.11 | 0.0119 | -0.074 | ||
| 15.80 | 18.10 | 2 | 62.6% | 0.88 | 0.0128 | -0.078 | 89 | 0.3500 | 1.35 | 12 | 59.6% | -0.13 | 0.0129 | -0.079 | ||
| 15.20 | 17.60 | 3 | 67.6% | 0.86 | 0.0139 | -0.083 | 90 | 0.7000 | 1.40 | 7 | 60.6% | -0.14 | 0.0140 | -0.084 | ||
| 14.10 | 17.10 | 9 | 67.5% | 0.85 | 0.0150 | -0.088 | 91 | 0.8000 | 1.50 | 1 | 59.3% | -0.15 | 0.0151 | -0.089 | ||
| 13.60 | 15.60 | 1 | 64.1% | 0.83 | 0.0162 | -0.093 | 92 | 0.4000 | 2.30 | 14 | 59.5% | -0.17 | 0.0163 | -0.094 | ||
| 12.60 | 14.80 | 6 | 62.2% | 0.82 | 0.0173 | -0.098 | 93 | 1.05 | 2.00 | 2 | 22 | 59.0% | -0.19 | 0.0174 | -0.099 | |
| 12.00 | 13.90 | 1 | 62.3% | 0.80 | 0.0185 | -0.103 | 94 | 1.20 | 2.10 | 2 | 20 | 57.5% | -0.21 | 0.0186 | -0.104 | |
| 11.20 | 13.30 | 17 | 62.7% | 0.78 | 0.0197 | -0.108 | 95 | 1.25 | 2.50 | 1 | 57.3% | -0.23 | 0.0198 | -0.109 | ||
| 10.40 | 12.40 | 61.0% | 0.76 | 0.0208 | -0.112 | 96 | 2.00 | 2.80 | 1 | 60.5% | -0.25 | 0.0210 | -0.113 | |||
| 9.80 | 11.70 | 1 | 61.5% | 0.74 | 0.0220 | -0.117 | 97 | 2.00 | 3.80 | 3 | 62.8% | -0.27 | 0.0222 | -0.118 | ||
| 9.10 | 10.60 | 7 | 58.7% | 0.71 | 0.0231 | -0.121 | 98 | 2.55 | 3.10 | 2 | 58.0% | -0.29 | 0.0233 | -0.122 | ||
| 8.50 | 10.40 | 10 | 61.5% | 0.69 | 0.0241 | -0.124 | 99 | 2.90 | 3.60 | 2 | 2 | 58.9% | -0.32 | 0.0243 | -0.126 | |
| 8.20 | 9.10 | 2 | 14 | 59.5% | 0.66 | 0.0250 | -0.128 | 100 | 3.00 | 4.10 | 3 | 58.0% | -0.34 | 0.0253 | -0.129 | |
| 7.60 | 8.50 | 7 | 59.4% | 0.64 | 0.0259 | -0.130 | 101 | 3.50 | 4.40 | 6 | 57.9% | -0.37 | 0.0261 | -0.132 | ||
| 7.00 | 7.90 | 4 | 13 | 59.0% | 0.61 | 0.0266 | -0.133 | 102 | 4.00 | 4.90 | 3 | 58.6% | -0.39 | 0.0269 | -0.134 | |
| 6.30 | 7.30 | 9 | 10 | 57.8% | 0.58 | 0.0272 | -0.134 | 103 | 4.30 | 5.40 | 3 | 58.0% | -0.42 | 0.0275 | -0.136 | |
| 5.90 | 6.80 | 4 | 5 | 58.5% | 0.56 | 0.0276 | -0.135 | 104 | 4.80 | 5.60 | 2 | 3 | 56.6% | -0.45 | 0.0280 | -0.137 |
| 5.40 | 6.10 | 1 | 46 | 57.3% | 0.53 | 0.0279 | -0.136 | 105 | 5.40 | 6.10 | 2 | 56.9% | -0.48 | 0.0283 | -0.138 | |
| 4.60 | 6.60 | 5 | 60.4% | 0.50 | 0.0281 | -0.136 | 106 | 5.60 | 6.80 | 21 | 56.0% | -0.51 | 0.0284 | -0.138 | ||
| 4.50 | 5.40 | 3 | 2 | 58.2% | 0.47 | 0.0281 | -0.135 | 107 | 6.10 | 7.40 | 55.8% | -0.53 | 0.0285 | -0.137 | ||
| 4.10 | 4.90 | 4 | 57.7% | 0.45 | 0.0279 | -0.134 | 108 | 6.90 | 8.70 | 60.3% | -0.56 | 0.0283 | -0.136 | |||
| 3.70 | 4.40 | 15 | 57.0% | 0.42 | 0.0276 | -0.132 | 109 | 6.90 | 8.50 | 52.9% | -0.59 | 0.0280 | -0.134 | |||
| 3.40 | 4.00 | 2 | 15 | 57.1% | 0.39 | 0.0272 | -0.130 | 110 | 7.90 | 9.40 | 33 | 3 | 56.0% | -0.61 | 0.0276 | -0.132 |
| 3.10 | 3.80 | 3 | 57.9% | 0.37 | 0.0266 | -0.127 | 111 | 8.80 | 9.70 | 2 | 55.2% | -0.64 | 0.0271 | -0.129 | ||
| 2.75 | 3.40 | 1 | 57.2% | 0.34 | 0.0260 | -0.124 | 112 | 8.90 | 10.60 | 5 | 52.9% | -0.67 | 0.0264 | -0.126 | ||
| 2.50 | 3.30 | 1 | 58.4% | 0.32 | 0.0252 | -0.120 | 113 | 10.20 | 11.40 | 56.5% | -0.69 | 0.0257 | -0.123 | |||
| 2.20 | 3.20 | 59.1% | 0.30 | 0.0244 | -0.117 | 114 | 10.40 | 12.20 | 53.7% | -0.71 | 0.0249 | -0.119 | ||||
| 2.00 | 2.65 | 5 | 10 | 57.6% | 0.27 | 0.0235 | -0.113 | 115 | 11.10 | 13.10 | 54.0% | -0.73 | 0.0240 | -0.115 | ||
| 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 | ||||||
| 0.4000 | 1.65 | 1 | 52.1% | 0.19 | 0.0185 | -0.091 | 120 | 14.90 | 17.50 | 53.0% | -0.83 | 0.0191 | -0.094 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 121 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4500 | 1.00 | 2 | 56.5% | 0.12 | 0.0138 | -0.070 | 125 | 19.30 | 21.60 | 40.8% | -0.89 | 0.0144 | -0.073 | |||
| 0.0500 | 2.55 | 76.6% | 0.08 | 0.0099 | -0.052 | 130 | 23.60 | 26.60 | -0.93 | 0.0104 | -0.056 | |||||
| 0 | 0.4500 | 2 | 57.7% | 0.05 | 0.0070 | -0.039 | 135 | 28.50 | 31.20 | -0.96 | 0.0071 | -0.040 | ||||
| 0 | 0.9500 | 74.0% | 0.04 | 0.0049 | -0.029 | 140 | 33.40 | 37.50 | -0.98 | 0.0046 | -0.027 | |||||
| 0 | 2.20 | 97.5% | 0.02 | 0.0035 | -0.021 | 145 | 38.70 | 42.30 | 71.8% | -0.99 | 0.0028 | -0.016 | ||||
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 — Nov 06, 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