EOG цепочка опционов EOG Resources, 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 ±7.4% (145.85–169.15) · ATM IV 31.2% · P/C открытого интереса 0.66
| 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 | |
| 56.20 | 60.20 | 76.5% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 3.40 | 102.5% | -0.00 | 0.0002 | -0.002 | ||||
| 51.80 | 55.20 | 79.7% | 1.00 | 0.0004 | 0.000 | 105 | 0 | 2.15 | 93.4% | -0.00 | 0.0004 | -0.003 | ||||
| 46.30 | 50.20 | 62.7% | 0.99 | 0.0006 | 0.000 | 110 | 0 | 2.15 | 2 | 84.7% | -0.00 | 0.0006 | -0.004 | |||
| 41.30 | 45.30 | 57.1% | 0.99 | 0.0010 | -0.001 | 115 | 0 | 2.15 | 47 | 76.2% | -0.01 | 0.0010 | -0.007 | |||
| 36.40 | 40.30 | 0.99 | 0.0017 | -0.005 | 120 | 0 | 0.3500 | 53 | 47.4% | -0.01 | 0.0017 | -0.010 | ||||
| 31.50 | 35.40 | 47.1% | 0.98 | 0.0028 | -0.011 | 125 | 0 | 0.4500 | 10 | 95 | 43.1% | -0.02 | 0.0028 | -0.015 | ||
| 26.60 | 29.30 | 10 | 0.96 | 0.0046 | -0.020 | 130 | 0.1000 | 0.6000 | 11 | 3,018 | 40.2% | -0.04 | 0.0047 | -0.023 | ||
| 21.90 | 25.80 | 3 | 40.0% | 0.93 | 0.0075 | -0.032 | 135 | 0.2000 | 0.6500 | 8 | 125 | 35.2% | -0.07 | 0.0075 | -0.034 | |
| 17.90 | 20.30 | 3 | 171 | 35.6% | 0.89 | 0.0115 | -0.047 | 140 | 0.4500 | 1.05 | 1 | 121 | 33.2% | -0.11 | 0.0116 | -0.049 |
| 16.40 | 19.70 | 33.5% | 0.87 | 0.0124 | -0.050 | 141 | 0.5500 | 1.30 | 33.8% | -0.13 | 0.0125 | -0.053 | ||||
| 16.50 | 17.80 | 33.0% | 0.86 | 0.0134 | -0.054 | 142 | 0.7000 | 1.55 | 34.3% | -0.14 | 0.0135 | -0.056 | ||||
| 15.20 | 17.90 | 35.3% | 0.85 | 0.0144 | -0.057 | 143 | 0.9000 | 1.60 | 34.0% | -0.15 | 0.0145 | -0.060 | ||||
| 13.70 | 17.10 | 32.3% | 0.83 | 0.0154 | -0.061 | 144 | 1.10 | 1.85 | 34.4% | -0.17 | 0.0156 | -0.063 | ||||
| 13.60 | 16.30 | 121 | 35.2% | 0.82 | 0.0164 | -0.065 | 145 | 1.50 | 1.75 | 10 | 47 | 34.0% | -0.18 | 0.0166 | -0.067 | |
| 12.10 | 15.40 | 31.9% | 0.80 | 0.0175 | -0.068 | 146 | 1.55 | 2.05 | 1 | 33.6% | -0.20 | 0.0176 | -0.070 | |||
| 12.00 | 14.70 | 34.7% | 0.78 | 0.0185 | -0.071 | 147 | 1.10 | 2.50 | 31.9% | -0.22 | 0.0186 | -0.073 | ||||
| 10.60 | 13.70 | 31.4% | 0.76 | 0.0195 | -0.075 | 148 | 1.75 | 2.50 | 32.5% | -0.24 | 0.0197 | -0.077 | ||||
| 10.50 | 13.00 | 33.7% | 0.74 | 0.0204 | -0.078 | 149 | 2.20 | 2.80 | 33.1% | -0.26 | 0.0206 | -0.080 | ||||
| 10.50 | 11.70 | 28 | 441 | 33.9% | 0.72 | 0.0214 | -0.081 | 150 | 2.65 | 3.00 | 8 | 116 | 33.3% | -0.28 | 0.0216 | -0.083 |
| 8.10 | 10.80 | 33.8% | 0.66 | 0.0234 | -0.088 | 152.5 | 3.20 | 3.70 | 31.9% | -0.34 | 0.0236 | -0.090 | ||||
| 7.70 | 8.40 | 76 | 2,163 | 34.2% | 0.60 | 0.0248 | -0.093 | 155 | 4.40 | 4.80 | 9 | 122 | 32.5% | -0.40 | 0.0252 | -0.094 |
| 6.30 | 6.70 | 1 | 33.0% | 0.54 | 0.0256 | -0.095 | 157.5 | 4.40 | 5.90 | 1 | 29.4% | -0.47 | 0.0260 | -0.097 | ||
| 5.20 | 5.50 | 120 | 652 | 33.1% | 0.47 | 0.0258 | -0.096 | 160 | 6.80 | 7.20 | 32.1% | -0.53 | 0.0262 | -0.097 | ||
| 3.90 | 4.50 | 32.3% | 0.41 | 0.0252 | -0.093 | 162.5 | 7.60 | 9.10 | 31.3% | -0.59 | 0.0257 | -0.095 | ||||
| 3.30 | 3.60 | 150 | 1,521 | 32.9% | 0.35 | 0.0240 | -0.089 | 165 | 8.80 | 11.30 | 2 | 31.5% | -0.65 | 0.0246 | -0.091 | |
| 2.60 | 3.00 | 2 | 33.3% | 0.30 | 0.0223 | -0.084 | 167.5 | 11.00 | 13.10 | 1 | 32.7% | -0.71 | 0.0230 | -0.085 | ||
| 2.05 | 2.35 | 3 | 183 | 33.3% | 0.25 | 0.0204 | -0.077 | 170 | 12.60 | 15.90 | 34.6% | -0.76 | 0.0211 | -0.078 | ||
| 1.50 | 1.85 | 33.1% | 0.21 | 0.0182 | -0.069 | 172.5 | 14.70 | 17.30 | 32.6% | -0.81 | 0.0190 | -0.070 | ||||
| 1.20 | 1.50 | 10 | 35 | 33.7% | 0.17 | 0.0160 | -0.061 | 175 | 16.70 | 19.40 | 31.7% | -0.84 | 0.0169 | -0.063 | ||
| 0.6500 | 2.50 | 38.6% | 0.14 | 0.0139 | -0.054 | 177.5 | 19.00 | 21.70 | 32.4% | -0.88 | 0.0148 | -0.055 | ||||
| 0.7000 | 0.9500 | 18 | 368 | 34.2% | 0.11 | 0.0119 | -0.046 | 180 | 20.60 | 24.50 | 30.7% | -0.91 | 0.0129 | -0.048 | ||
| 0.1500 | 1.05 | 52 | 36.4% | 0.07 | 0.0084 | -0.034 | 185 | 26.30 | 29.30 | 39.6% | -0.95 | 0.0094 | -0.035 | |||
| 0.1500 | 0.6500 | 5 | 37.6% | 0.05 | 0.0057 | -0.024 | 190 | 30.90 | 34.20 | -0.98 | 0.0069 | -0.022 | ||||
| 0.0500 | 2.30 | 53.1% | 0.03 | 0.0038 | -0.016 | 195 | 35.10 | 39.40 | -1.00 | 0.0024 | -0.017 | |||||
| 0 | 2.20 | 2 | 56.7% | 0.02 | 0.0025 | -0.011 | 200 | 40.40 | 44.30 | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 2.15 | 64.8% | 0.01 | 0.0010 | -0.005 | 210 | 50.10 | 54.20 | -1.00 | 0.0000 | -0.017 | |||||
| 0 | 2.15 | 72.5% | 0.00 | 0.0004 | -0.002 | 220 | 60.90 | 64.40 | 66.1% | -1.00 | 0.0000 | -0.017 | ||||
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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