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 ±7.9% (145.01–169.91) · ATM IV 33.3% · 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 | |
| 56.10 | 60.00 | 77.0% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 2.15 | 102.2% | -0.00 | 0.0002 | -0.002 | ||||
| 51.70 | 55.00 | 79.9% | 1.00 | 0.0004 | 0.000 | 105 | 0 | 2.15 | 93.1% | -0.00 | 0.0004 | -0.003 | ||||
| 46.10 | 50.00 | 60.8% | 0.99 | 0.0006 | 0.000 | 110 | 0 | 2.15 | 2 | 84.4% | -0.01 | 0.0006 | -0.005 | |||
| 41.20 | 45.10 | 57.4% | 0.99 | 0.0010 | -0.002 | 115 | 0 | 2.15 | 47 | 75.9% | -0.01 | 0.0010 | -0.007 | |||
| 36.20 | 40.10 | 50.1% | 0.99 | 0.0017 | -0.006 | 120 | 0 | 0.3500 | 53 | 47.1% | -0.01 | 0.0017 | -0.011 | |||
| 31.30 | 34.40 | 0.98 | 0.0029 | -0.012 | 125 | 0 | 0.3500 | 95 | 41.1% | -0.02 | 0.0029 | -0.016 | ||||
| 26.70 | 29.30 | 10 | 29.7% | 0.96 | 0.0048 | -0.021 | 130 | 0.2000 | 0.4000 | 1 | 3,018 | 38.8% | -0.04 | 0.0048 | -0.024 | |
| 22.20 | 24.70 | 3 | 36.1% | 0.93 | 0.0076 | -0.033 | 135 | 0.4000 | 0.6500 | 8 | 125 | 36.7% | -0.07 | 0.0077 | -0.035 | |
| 17.70 | 19.50 | 3 | 171 | 31.3% | 0.88 | 0.0117 | -0.048 | 140 | 0.8000 | 1.05 | 1 | 121 | 35.0% | -0.12 | 0.0118 | -0.050 |
| 16.70 | 19.30 | 34.5% | 0.87 | 0.0126 | -0.051 | 141 | 0.9500 | 1.30 | 35.6% | -0.13 | 0.0127 | -0.054 | ||||
| 15.90 | 18.40 | 34.4% | 0.86 | 0.0136 | -0.055 | 142 | 1.05 | 1.55 | 35.8% | -0.14 | 0.0137 | -0.057 | ||||
| 15.10 | 17.60 | 34.7% | 0.84 | 0.0146 | -0.058 | 143 | 1.15 | 1.60 | 34.9% | -0.16 | 0.0147 | -0.060 | ||||
| 14.40 | 16.30 | 33.1% | 0.83 | 0.0156 | -0.062 | 144 | 1.30 | 1.65 | 34.1% | -0.17 | 0.0157 | -0.064 | ||||
| 13.40 | 16.00 | 121 | 34.3% | 0.81 | 0.0166 | -0.065 | 145 | 1.55 | 1.80 | 10 | 47 | 34.1% | -0.19 | 0.0167 | -0.068 | |
| 12.70 | 15.20 | 34.5% | 0.80 | 0.0176 | -0.069 | 146 | 1.55 | 2.05 | 1 | 33.4% | -0.21 | 0.0177 | -0.071 | |||
| 12.30 | 14.50 | 35.9% | 0.78 | 0.0186 | -0.072 | 147 | 1.95 | 2.30 | 34.0% | -0.22 | 0.0188 | -0.074 | ||||
| 11.20 | 13.50 | 33.7% | 0.76 | 0.0196 | -0.076 | 148 | 2.15 | 2.50 | 33.6% | -0.24 | 0.0198 | -0.078 | ||||
| 10.60 | 13.00 | 34.7% | 0.74 | 0.0205 | -0.079 | 149 | 2.40 | 2.80 | 33.5% | -0.26 | 0.0207 | -0.081 | ||||
| 10.70 | 11.60 | 28 | 441 | 35.0% | 0.72 | 0.0214 | -0.082 | 150 | 2.80 | 3.10 | 2 | 116 | 33.8% | -0.29 | 0.0216 | -0.084 |
| 8.90 | 9.80 | 33.8% | 0.66 | 0.0234 | -0.088 | 152.5 | 3.60 | 4.00 | 33.7% | -0.34 | 0.0236 | -0.090 | ||||
| 7.60 | 8.20 | 76 | 2,163 | 34.2% | 0.60 | 0.0248 | -0.093 | 155 | 4.60 | 4.90 | 2 | 122 | 33.2% | -0.41 | 0.0251 | -0.095 |
| 6.30 | 6.80 | 1 | 33.7% | 0.53 | 0.0256 | -0.096 | 157.5 | 5.70 | 6.10 | 1 | 33.0% | -0.47 | 0.0260 | -0.097 | ||
| 5.20 | 5.60 | 94 | 652 | 33.7% | 0.47 | 0.0256 | -0.096 | 160 | 7.10 | 7.40 | 33.0% | -0.53 | 0.0261 | -0.097 | ||
| 4.10 | 4.50 | 33.1% | 0.41 | 0.0250 | -0.093 | 162.5 | 8.40 | 8.90 | 32.3% | -0.60 | 0.0256 | -0.095 | ||||
| 3.30 | 3.60 | 148 | 1,521 | 33.1% | 0.35 | 0.0238 | -0.089 | 165 | 10.00 | 11.30 | 2 | 34.3% | -0.66 | 0.0244 | -0.091 | |
| 2.60 | 2.90 | 2 | 33.2% | 0.30 | 0.0222 | -0.083 | 167.5 | 12.00 | 13.30 | 1 | 35.6% | -0.71 | 0.0228 | -0.085 | ||
| 2.05 | 2.30 | 3 | 183 | 33.4% | 0.25 | 0.0202 | -0.077 | 170 | 12.80 | 15.20 | 31.9% | -0.76 | 0.0209 | -0.078 | ||
| 1.40 | 1.85 | 32.9% | 0.21 | 0.0181 | -0.069 | 172.5 | 14.90 | 17.40 | 32.7% | -0.81 | 0.0189 | -0.070 | ||||
| 1.20 | 1.45 | 4 | 35 | 33.6% | 0.17 | 0.0159 | -0.061 | 175 | 17.10 | 19.50 | 32.7% | -0.85 | 0.0168 | -0.063 | ||
| 0.9500 | 2.85 | 41.4% | 0.14 | 0.0138 | -0.054 | 177.5 | 20.10 | 21.70 | 36.6% | -0.88 | 0.0147 | -0.055 | ||||
| 0.6000 | 0.9000 | 18 | 368 | 33.5% | 0.11 | 0.0118 | -0.046 | 180 | 21.70 | 24.30 | 35.1% | -0.91 | 0.0128 | -0.048 | ||
| 0.3500 | 0.6500 | 52 | 35.1% | 0.07 | 0.0083 | -0.034 | 185 | 26.50 | 29.10 | 37.2% | -0.95 | 0.0093 | -0.035 | |||
| 0.1500 | 0.9500 | 4 | 40.3% | 0.05 | 0.0057 | -0.024 | 190 | 31.80 | 33.70 | 40.8% | -0.98 | 0.0070 | -0.022 | |||
| 0 | 2.30 | 52.9% | 0.03 | 0.0038 | -0.016 | 195 | 36.40 | 39.30 | 47.2% | -1.00 | 0.0025 | -0.017 | ||||
| 0 | 1.60 | 2 | 52.7% | 0.02 | 0.0025 | -0.011 | 200 | 41.50 | 44.30 | 52.4% | -1.00 | 0.0000 | -0.017 | |||
| 0 | 2.15 | 64.9% | 0.01 | 0.0011 | -0.005 | 210 | 51.20 | 54.30 | 57.2% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 2.15 | 72.6% | 0.00 | 0.0004 | -0.002 | 220 | 61.20 | 64.30 | 64.5% | -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.
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.