EMR цепочка опционов Emerson Electric Co.
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 ±8.6% (146.69–174.39) · ATM IV 36.4% · P/C открытого интереса 0.31
| 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 | |
| 68.80 | 73.10 | 88.9% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 2.15 | 2 | 124.3% | -0.00 | 0.0003 | -0.006 | |||
| 63.80 | 68.10 | 87.8% | 1.00 | 0.0004 | 0.000 | 95 | 0 | 2.15 | 114.4% | -0.01 | 0.0004 | -0.008 | ||||
| 58.80 | 63.10 | 79.2% | 0.99 | 0.0005 | -0.001 | 100 | 0 | 1.60 | 98.6% | -0.01 | 0.0006 | -0.010 | ||||
| 53.90 | 58.10 | 71.1% | 0.99 | 0.0008 | -0.004 | 105 | 0 | 1.45 | 88.1% | -0.01 | 0.0009 | -0.012 | ||||
| 49.10 | 53.00 | 63.3% | 0.99 | 0.0011 | -0.007 | 110 | 0 | 2.15 | 87.2% | -0.01 | 0.0013 | -0.015 | ||||
| 43.90 | 48.20 | 58.6% | 0.98 | 0.0016 | -0.012 | 115 | 0 | 2.15 | 1 | 78.8% | -0.02 | 0.0018 | -0.020 | |||
| 39.40 | 42.70 | 48.9% | 0.98 | 0.0023 | -0.018 | 120 | 0 | 2.20 | 71.1% | -0.03 | 0.0026 | -0.025 | ||||
| 35.70 | 37.90 | 61.5% | 0.96 | 0.0034 | -0.026 | 125 | 0 | 2.30 | 3 | 63.9% | -0.04 | 0.0037 | -0.033 | |||
| 30.50 | 33.10 | 53.7% | 0.95 | 0.0050 | -0.036 | 130 | 0 | 1.10 | 571 | 19 | 46.8% | -0.06 | 0.0053 | -0.042 | ||
| 26.10 | 28.40 | 51.8% | 0.92 | 0.0072 | -0.048 | 135 | 0 | 1.10 | 90 | 40.1% | -0.09 | 0.0074 | -0.053 | |||
| 21.30 | 23.60 | 45.8% | 0.88 | 0.0100 | -0.062 | 140 | 0.7500 | 1.85 | 75 | 42.4% | -0.13 | 0.0102 | -0.066 | |||
| 17.10 | 19.30 | 1 | 43.8% | 0.83 | 0.0136 | -0.078 | 145 | 1.30 | 2.70 | 94 | 40.5% | -0.18 | 0.0137 | -0.080 | ||
| 13.90 | 16.10 | 42.2% | 0.77 | 0.0167 | -0.090 | 149 | 1.40 | 4.20 | 39.2% | -0.24 | 0.0168 | -0.091 | ||||
| 12.70 | 15.30 | 66 | 40.2% | 0.75 | 0.0175 | -0.092 | 150 | 1.65 | 3.70 | 1 | 83 | 36.5% | -0.26 | 0.0175 | -0.094 | |
| 10.70 | 13.20 | 38.1% | 0.71 | 0.0194 | -0.099 | 152.5 | 2.40 | 4.10 | 35.3% | -0.30 | 0.0194 | -0.099 | ||||
| 9.20 | 11.60 | 120 | 38.3% | 0.66 | 0.0211 | -0.103 | 155 | 3.10 | 5.80 | 1 | 310 | 37.0% | -0.35 | 0.0210 | -0.103 | |
| 7.60 | 10.90 | 2 | 40.0% | 0.60 | 0.0225 | -0.107 | 157.5 | 4.10 | 5.80 | 34.0% | -0.41 | 0.0223 | -0.106 | |||
| 6.40 | 8.20 | 2 | 874 | 36.5% | 0.54 | 0.0234 | -0.108 | 160 | 5.90 | 7.20 | 4 | 52 | 36.2% | -0.47 | 0.0232 | -0.107 |
| 4.90 | 7.10 | 35.8% | 0.48 | 0.0238 | -0.107 | 162.5 | 6.30 | 8.10 | 32.6% | -0.52 | 0.0235 | -0.105 | ||||
| 3.50 | 6.40 | 10 | 143 | 35.7% | 0.43 | 0.0236 | -0.104 | 165 | 7.00 | 10.60 | 5 | 33.2% | -0.58 | 0.0233 | -0.102 | |
| 2.60 | 5.30 | 35.1% | 0.37 | 0.0229 | -0.099 | 167.5 | 9.80 | 11.50 | 34.4% | -0.64 | 0.0226 | -0.097 | ||||
| 2.90 | 4.00 | 334 | 36.6% | 0.31 | 0.0216 | -0.092 | 170 | 11.20 | 13.10 | 32.8% | -0.69 | 0.0214 | -0.090 | |||
| 1.90 | 3.10 | 34.8% | 0.27 | 0.0200 | -0.084 | 172.5 | 12.90 | 15.00 | 32.1% | -0.74 | 0.0197 | -0.082 | ||||
| 1.75 | 2.50 | 475 | 35.8% | 0.22 | 0.0181 | -0.076 | 175 | 14.50 | 17.00 | 30.4% | -0.78 | 0.0179 | -0.073 | |||
| 1.20 | 2.45 | 1 | 37.0% | 0.18 | 0.0161 | -0.067 | 177.5 | 16.60 | 19.20 | 30.5% | -0.82 | 0.0159 | -0.065 | |||
| 1.00 | 1.65 | 44 | 285 | 35.9% | 0.15 | 0.0141 | -0.059 | 180 | 18.60 | 21.50 | 9 | 29.6% | -0.86 | 0.0139 | -0.056 | |
| 0.2000 | 3.10 | 41.6% | 0.12 | 0.0121 | -0.051 | 182.5 | 21.20 | 23.40 | 28.8% | -0.88 | 0.0119 | -0.048 | ||||
| 0.2500 | 1.00 | 571 | 49 | 33.9% | 0.10 | 0.0103 | -0.044 | 185 | 23.30 | 25.90 | 27.4% | -0.91 | 0.0102 | -0.040 | ||
| 0 | 1.00 | 15 | 36.7% | 0.06 | 0.0073 | -0.031 | 190 | 28.00 | 30.30 | -0.94 | 0.0072 | -0.027 | ||||
| 0 | 2.45 | 10 | 50.6% | 0.04 | 0.0050 | -0.022 | 195 | 32.70 | 35.50 | -0.96 | 0.0055 | -0.019 | ||||
| 0 | 2.30 | 52 | 54.4% | 0.03 | 0.0034 | -0.015 | 200 | 37.60 | 40.40 | -0.98 | 0.0051 | -0.019 | ||||
| 0 | 2.20 | 58.1% | 0.02 | 0.0022 | -0.010 | 205 | 42.30 | 45.40 | -1.00 | 0.0019 | -0.021 | |||||
| 0 | 2.20 | 62.3% | 0.01 | 0.0015 | -0.007 | 210 | 47.30 | 50.80 | -1.00 | 0.0000 | -0.021 | |||||
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 20, 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.