ENPH цепочка опционов Enphase Energy, 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 ±18.5% (26.00–37.84) · ATM IV 79.7% · P/C открытого интереса 0.67
| 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 | |
| 13.15 | 15.85 | 88.9% | 0.98 | 0.0051 | -0.007 | 17.5 | 0 | 0.1900 | 401 | 111.9% | -0.02 | 0.0051 | -0.009 | |||
| 10.65 | 12.60 | 20 | 0.97 | 0.0084 | -0.009 | 20 | 0.0400 | 0.1800 | 199 | 92.5% | -0.03 | 0.0084 | -0.010 | |||
| 8.80 | 10.65 | 0.95 | 0.0133 | -0.012 | 22 | 0.1000 | 0.2600 | 6 | 84.5% | -0.05 | 0.0133 | -0.013 | ||||
| 8.30 | 10.20 | 5 | 0.94 | 0.0150 | -0.013 | 22.5 | 0.1300 | 0.4400 | 1 | 308 | 89.7% | -0.06 | 0.0151 | -0.015 | ||
| 7.90 | 9.95 | 0.93 | 0.0170 | -0.015 | 23 | 0.1700 | 0.5000 | 89.0% | -0.07 | 0.0170 | -0.016 | |||||
| 6.95 | 8.85 | 0.91 | 0.0216 | -0.018 | 24 | 0.2400 | 0.4000 | 2 | 79.0% | -0.09 | 0.0216 | -0.019 | ||||
| 7.10 | 8.05 | 50 | 163 | 84.2% | 0.88 | 0.0267 | -0.023 | 25 | 0.4000 | 0.5500 | 352 | 2,222 | 79.4% | -0.12 | 0.0268 | -0.024 |
| 5.25 | 7.20 | 55.0% | 0.84 | 0.0321 | -0.028 | 26 | 0.5700 | 0.7900 | 39 | 80.0% | -0.16 | 0.0322 | -0.028 | |||
| 4.90 | 7.30 | 70.9% | 0.82 | 0.0348 | -0.030 | 26.5 | 0.6800 | 0.8900 | 11 | 79.5% | -0.18 | 0.0349 | -0.031 | |||
| 4.40 | 6.70 | 63.9% | 0.80 | 0.0374 | -0.032 | 27 | 0.7900 | 0.9800 | 2 | 78.5% | -0.20 | 0.0375 | -0.033 | |||
| 4.30 | 6.35 | 70.4% | 0.78 | 0.0398 | -0.035 | 27.5 | 0.9600 | 1.13 | 1 | 79.3% | -0.22 | 0.0400 | -0.035 | |||
| 3.80 | 5.65 | 61.5% | 0.76 | 0.0421 | -0.037 | 28 | 1.07 | 1.45 | 81.4% | -0.24 | 0.0423 | -0.037 | ||||
| 4.45 | 5.15 | 76.4% | 0.73 | 0.0443 | -0.039 | 28.5 | 1.23 | 1.56 | 10 | 80.2% | -0.27 | 0.0445 | -0.039 | |||
| 4.35 | 4.85 | 80.2% | 0.71 | 0.0463 | -0.041 | 29 | 1.40 | 1.62 | 2 | 78.1% | -0.29 | 0.0465 | -0.041 | |||
| 3.00 | 4.65 | 65.8% | 0.68 | 0.0480 | -0.042 | 29.5 | 1.59 | 2.02 | 81.2% | -0.32 | 0.0483 | -0.043 | ||||
| 3.85 | 4.25 | 19 | 972 | 81.4% | 0.66 | 0.0496 | -0.043 | 30 | 1.84 | 2.01 | 48 | 4,425 | 78.5% | -0.35 | 0.0499 | -0.044 |
| 3.55 | 4.00 | 1 | 7 | 81.3% | 0.63 | 0.0509 | -0.045 | 30.5 | 2.05 | 2.25 | 1 | 78.6% | -0.37 | 0.0512 | -0.045 | |
| 3.30 | 3.75 | 81.6% | 0.60 | 0.0520 | -0.046 | 31 | 2.25 | 2.57 | 1 | 71 | 79.2% | -0.40 | 0.0523 | -0.046 | ||
| 3.05 | 3.50 | 81.5% | 0.58 | 0.0529 | -0.046 | 31.5 | 2.49 | 2.85 | 79.4% | -0.43 | 0.0532 | -0.047 | ||||
| 2.82 | 3.25 | 22 | 4 | 81.3% | 0.55 | 0.0535 | -0.047 | 32 | 2.77 | 3.00 | 7 | 78.1% | -0.45 | 0.0538 | -0.047 | |
| 2.59 | 3.00 | 10 | 80.8% | 0.52 | 0.0538 | -0.047 | 32.5 | 3.05 | 3.50 | 4 | 81.1% | -0.48 | 0.0542 | -0.047 | ||
| 2.40 | 2.76 | 1 | 15 | 80.6% | 0.50 | 0.0539 | -0.047 | 33 | 3.30 | 3.70 | 2 | 79.3% | -0.51 | 0.0543 | -0.047 | |
| 2.18 | 2.61 | 80.8% | 0.47 | 0.0538 | -0.047 | 33.5 | 3.60 | 4.35 | 3 | 83.9% | -0.53 | 0.0542 | -0.047 | |||
| 2.02 | 2.41 | 3 | 80.9% | 0.44 | 0.0534 | -0.047 | 34 | 3.95 | 4.40 | 80.8% | -0.56 | 0.0538 | -0.047 | |||
| 1.82 | 2.19 | 2 | 4 | 79.9% | 0.42 | 0.0529 | -0.046 | 34.5 | 4.25 | 4.60 | 78.6% | -0.58 | 0.0533 | -0.046 | ||
| 1.70 | 1.89 | 99 | 3,119 | 78.5% | 0.40 | 0.0521 | -0.045 | 35 | 4.60 | 4.95 | 9 | 5,214 | 78.9% | -0.61 | 0.0526 | -0.046 |
| 1.51 | 1.89 | 2 | 10 | 80.0% | 0.37 | 0.0512 | -0.045 | 35.5 | 4.95 | 5.35 | 79.6% | -0.63 | 0.0517 | -0.045 | ||
| 1.40 | 1.70 | 10 | 5 | 79.7% | 0.35 | 0.0501 | -0.044 | 36 | 5.20 | 5.65 | 5 | 77.1% | -0.65 | 0.0507 | -0.044 | |
| 1.25 | 1.56 | 11 | 79.2% | 0.33 | 0.0489 | -0.043 | 36.5 | 5.50 | 7.15 | 92.5% | -0.68 | 0.0495 | -0.043 | |||
| 1.15 | 1.30 | 10 | 3 | 77.3% | 0.31 | 0.0476 | -0.041 | 37 | 6.05 | 6.50 | 80.0% | -0.70 | 0.0482 | -0.041 | ||
| 0.9400 | 1.08 | 52 | 77.1% | 0.27 | 0.0446 | -0.038 | 38 | 6.80 | 7.35 | 1 | 80.4% | -0.74 | 0.0453 | -0.038 | ||
| 0.7600 | 1.00 | 124 | 15 | 78.8% | 0.23 | 0.0414 | -0.035 | 39 | 7.45 | 9.15 | 1 | 94.1% | -0.77 | 0.0421 | -0.035 | |
| 0.6600 | 0.8000 | 106 | 3,248 | 78.9% | 0.20 | 0.0379 | -0.032 | 40 | 8.55 | 8.95 | 11 | 1,911 | 81.0% | -0.81 | 0.0388 | -0.032 |
| 0.5400 | 0.6500 | 2 | 3 | 78.6% | 0.17 | 0.0344 | -0.029 | 41 | 9.00 | 10.85 | 93.0% | -0.84 | 0.0353 | -0.029 | ||
| 0.2600 | 0.3000 | 169 | 1,980 | 79.7% | 0.09 | 0.0218 | -0.019 | 45 | 12.95 | 13.40 | 640 | 72.7% | -0.92 | 0.0229 | -0.018 | |
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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