EL цепочка опционов The Estée Lauder Companies Inc.
Cboe delayed options data · по состоянию на 15:34 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 ±5.3% (95.14–105.89) · ATM IV 32.9% · P/C открытого интереса 1.50
| 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 | |
| 44.40 | 47.00 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.15 | 302 | 210.1% | -0.00 | 0.0000 | -0.000 | ||||
| 39.50 | 41.20 | 2 | 1.00 | 0.0001 | 0.000 | 60 | 0 | 2.15 | 606 | 184.8% | -0.00 | 0.0001 | -0.000 | |||
| 35.00 | 36.20 | 1.00 | 0.0002 | 0.000 | 65 | 0 | 0.5000 | 898 | 118.5% | -0.00 | 0.0002 | -0.001 | ||||
| 29.40 | 31.90 | 28 | 1.00 | 0.0004 | 0.000 | 70 | 0 | 0.9000 | 1,997 | 113.4% | -0.00 | 0.0004 | -0.002 | |||
| 24.50 | 26.90 | 1.00 | 0.0010 | 0.000 | 75 | 0 | 0.1500 | 3,118 | 69.5% | -0.00 | 0.0010 | -0.004 | ||||
| 19.50 | 21.90 | 159 | 0.99 | 0.0026 | 0.000 | 80 | 0 | 0.6500 | 2 | 4,707 | 48.4% | -0.01 | 0.0026 | -0.008 | ||
| 14.50 | 16.50 | 3 | 378 | 0.97 | 0.0066 | -0.010 | 85 | 0 | 0.1500 | 1 | 3,330 | 43.3% | -0.03 | 0.0066 | -0.018 | |
| 13.50 | 16.00 | 0.97 | 0.0080 | -0.013 | 86 | 0 | 0.9500 | 1 | 59.5% | -0.03 | 0.0080 | -0.020 | ||||
| 12.50 | 14.60 | 0.96 | 0.0096 | -0.017 | 87 | 0.0500 | 0.3000 | 26 | 44.7% | -0.04 | 0.0097 | -0.024 | ||||
| 11.60 | 13.60 | 0.95 | 0.0116 | -0.021 | 88 | 0 | 0.2500 | 2 | 61 | 39.2% | -0.05 | 0.0116 | -0.027 | |||
| 10.60 | 12.60 | 0.94 | 0.0139 | -0.025 | 89 | 0 | 0.3500 | 15 | 120 | 39.1% | -0.06 | 0.0140 | -0.031 | |||
| 9.70 | 11.40 | 1,799 | 0.93 | 0.0166 | -0.030 | 90 | 0.1500 | 0.3500 | 55 | 777 | 39.3% | -0.07 | 0.0167 | -0.036 | ||
| 8.70 | 10.60 | 0.91 | 0.0198 | -0.036 | 91 | 0.1000 | 0.6000 | 6 | 6 | 39.6% | -0.09 | 0.0199 | -0.041 | |||
| 7.70 | 9.80 | 0.89 | 0.0234 | -0.042 | 92 | 0 | 0.7500 | 3 | 37.2% | -0.11 | 0.0235 | -0.046 | ||||
| 6.90 | 9.30 | 24.7% | 0.87 | 0.0276 | -0.048 | 93 | 0 | 1.00 | 37.1% | -0.13 | 0.0277 | -0.052 | ||||
| 6.10 | 7.90 | 1 | 0.84 | 0.0321 | -0.054 | 94 | 0.1500 | 1.00 | 28 | 35.3% | -0.16 | 0.0323 | -0.058 | |||
| 6.00 | 7.10 | 815 | 31.2% | 0.81 | 0.0370 | -0.061 | 95 | 0.2500 | 0.9500 | 9 | 531 | 32.3% | -0.19 | 0.0372 | -0.065 | |
| 5.10 | 6.20 | 29.5% | 0.78 | 0.0421 | -0.068 | 96 | 0.7500 | 1.15 | 1 | 67 | 34.7% | -0.23 | 0.0423 | -0.071 | ||
| 4.40 | 5.50 | 3 | 30.5% | 0.73 | 0.0472 | -0.074 | 97 | 1.05 | 1.55 | 8 | 35.8% | -0.27 | 0.0474 | -0.076 | ||
| 3.80 | 5.60 | 36.8% | 0.68 | 0.0519 | -0.079 | 98 | 0.4000 | 1.90 | 28 | 29.2% | -0.32 | 0.0522 | -0.081 | |||
| 2.35 | 4.20 | 1 | 2 | 26.2% | 0.63 | 0.0558 | -0.084 | 99 | 1.65 | 2.10 | 489 | 34.1% | -0.37 | 0.0562 | -0.085 | |
| 3.10 | 3.40 | 21 | 1,708 | 33.4% | 0.57 | 0.0587 | -0.086 | 100 | 2.05 | 2.75 | 29 | 516 | 35.3% | -0.43 | 0.0591 | -0.087 |
| 2.40 | 2.85 | 1,001 | 56 | 32.1% | 0.51 | 0.0603 | -0.087 | 101 | 2.40 | 3.10 | 16 | 33.7% | -0.49 | 0.0607 | -0.088 | |
| 1.90 | 2.85 | 1 | 51 | 34.6% | 0.45 | 0.0602 | -0.086 | 102 | 2.70 | 3.70 | 1 | 3 | 32.5% | -0.55 | 0.0607 | -0.087 |
| 1.25 | 1.95 | 118 | 29.9% | 0.40 | 0.0587 | -0.084 | 103 | 3.30 | 4.20 | 5 | 31.9% | -0.61 | 0.0592 | -0.084 | ||
| 1.00 | 1.60 | 15 | 155 | 30.3% | 0.34 | 0.0558 | -0.080 | 104 | 4.20 | 5.00 | 155 | 34.4% | -0.66 | 0.0563 | -0.079 | |
| 0.9000 | 1.60 | 8 | 1,663 | 33.7% | 0.29 | 0.0518 | -0.075 | 105 | 4.70 | 5.70 | 530 | 32.9% | -0.72 | 0.0524 | -0.073 | |
| 0 | 1.90 | 87 | 32.9% | 0.24 | 0.0471 | -0.069 | 106 | 5.50 | 7.40 | 56 | 40.3% | -0.76 | 0.0477 | -0.067 | ||
| 0 | 0.8500 | 1 | 39 | 26.9% | 0.20 | 0.0421 | -0.062 | 107 | 6.50 | 7.80 | 18 | 39.5% | -0.80 | 0.0427 | -0.060 | |
| 0.3500 | 1.15 | 7 | 36.1% | 0.17 | 0.0371 | -0.056 | 108 | 7.20 | 9.10 | 29 | 42.8% | -0.84 | 0.0377 | -0.053 | ||
| 0.2500 | 0.5000 | 10 | 31.3% | 0.14 | 0.0323 | -0.050 | 109 | 8.10 | 10.00 | 27 | 44.4% | -0.87 | 0.0329 | -0.046 | ||
| 0.2500 | 0.8000 | 3 | 1,130 | 37.5% | 0.12 | 0.0279 | -0.044 | 110 | 8.80 | 10.90 | 65 | 43.9% | -0.89 | 0.0284 | -0.040 | |
| 0.1000 | 0.5500 | 1,002 | 250 | 35.1% | 0.10 | 0.0239 | -0.038 | 111 | 9.80 | 11.60 | 43.7% | -0.91 | 0.0243 | -0.034 | ||
| 0.1000 | 0.3000 | 7 | 33.5% | 0.08 | 0.0204 | -0.034 | 112 | 10.90 | 12.60 | 47.5% | -0.93 | 0.0206 | -0.029 | |||
| 0.0500 | 0.2500 | 3 | 555 | 33.6% | 0.06 | 0.0174 | -0.029 | 113 | 11.80 | 13.70 | 50.2% | -0.94 | 0.0179 | -0.024 | ||
| 0.0500 | 0.4000 | 38.8% | 0.05 | 0.0147 | -0.026 | 114 | 12.50 | 14.70 | 49.4% | -0.95 | 0.0158 | -0.019 | ||||
| 0 | 0.2000 | 562 | 34.9% | 0.04 | 0.0125 | -0.022 | 115 | 13.80 | 15.70 | 43 | 55.4% | -0.96 | 0.0143 | -0.016 | ||
| 0 | 2.15 | 4 | 64.9% | 0.04 | 0.0106 | -0.019 | 116 | 14.80 | 16.80 | 59.1% | -0.97 | 0.0132 | -0.013 | |||
| 0 | 0.3500 | 42.8% | 0.03 | 0.0090 | -0.017 | 117 | 15.80 | 17.70 | 60.4% | -0.98 | 0.0117 | -0.012 | ||||
| 0 | 0.8000 | 53.4% | 0.03 | 0.0076 | -0.015 | 118 | 16.80 | 18.80 | 64.0% | -0.99 | 0.0096 | -0.013 | ||||
| 0 | 2.15 | 1 | 72.6% | 0.02 | 0.0065 | -0.013 | 119 | 17.80 | 19.70 | 65.2% | -0.99 | 0.0079 | -0.014 | |||
| 0 | 2.15 | 637 | 75.0% | 0.02 | 0.0055 | -0.011 | 120 | 18.80 | 20.70 | 8 | 67.5% | -0.99 | 0.0057 | -0.017 | ||
| 0 | 0.2500 | 2 | 485 | 54.4% | 0.01 | 0.0026 | -0.006 | 125 | 23.40 | 25.70 | 72.6% | -1.00 | 0.0002 | -0.027 | ||
| 0 | 0.1500 | 1,144 | 58.0% | 0.00 | 0.0013 | -0.003 | 130 | 28.90 | 30.70 | 90.4% | -1.00 | 0.0000 | -0.031 | |||
| 0 | 2.15 | 62 | 107.4% | 0.00 | 0.0007 | -0.002 | 135 | 33.70 | 35.70 | 97.0% | -1.00 | 0.0000 | -0.032 | |||
| 0 | 0.0500 | 260 | 63.1% | 0.00 | 0.0004 | -0.001 | 140 | 38.80 | 40.70 | 107.6% | -1.00 | 0.0000 | -0.032 | |||
| 0 | 0.9500 | 34 | 105.3% | 0.00 | 0.0002 | -0.001 | 145 | 43.80 | 45.70 | 116.2% | -1.00 | 0.0000 | -0.033 | |||
| 0 | 0.8000 | 74 | 109.3% | 0.00 | 0.0001 | -0.001 | 150 | 48.90 | 50.70 | 126.1% | -1.00 | 0.0000 | -0.033 | |||
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