FCX цепочка опционов Freeport-McMoRan Inc.
Cboe delayed options data · по состоянию на 12:36 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 ±12.3% (61.02–78.17) · ATM IV 45.4% · P/C открытого интереса 0.46
| 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 | |
| 27.60 | 31.75 | 0.98 | 0.0024 | -0.012 | 40 | 0 | 2.18 | 129.2% | -0.02 | 0.0024 | -0.012 | |||||
| 22.70 | 26.80 | 54.3% | 0.97 | 0.0040 | -0.015 | 45 | 0 | 2.20 | 107.2% | -0.03 | 0.0041 | -0.015 | ||||
| 17.85 | 21.90 | 53.0% | 0.95 | 0.0069 | -0.019 | 50 | 0 | 2.25 | 87.5% | -0.05 | 0.0070 | -0.019 | ||||
| 14.10 | 16.65 | 56.6% | 0.91 | 0.0122 | -0.025 | 55 | 0.0700 | 2.47 | 20 | 71.4% | -0.09 | 0.0123 | -0.026 | |||
| 12.00 | 14.60 | 48.0% | 0.89 | 0.0152 | -0.029 | 57 | 0.1900 | 2.53 | 65.5% | -0.12 | 0.0154 | -0.029 | ||||
| 11.15 | 13.70 | 47.7% | 0.87 | 0.0170 | -0.031 | 58 | 0.2500 | 2.60 | 2 | 62.9% | -0.13 | 0.0171 | -0.031 | |||
| 10.70 | 12.85 | 51.4% | 0.85 | 0.0189 | -0.033 | 59 | 0.5400 | 2.58 | 2 | 61.3% | -0.15 | 0.0190 | -0.033 | |||
| 9.90 | 12.05 | 51.3% | 0.83 | 0.0209 | -0.035 | 60 | 0.7700 | 1.70 | 1 | 12 | 52.2% | -0.17 | 0.0210 | -0.036 | ||
| 9.05 | 11.25 | 50.3% | 0.81 | 0.0230 | -0.038 | 61 | 0.9700 | 1.71 | 6 | 105 | 50.2% | -0.19 | 0.0232 | -0.038 | ||
| 8.35 | 10.50 | 50.6% | 0.79 | 0.0251 | -0.040 | 62 | 0.8600 | 1.97 | 6 | 47.6% | -0.21 | 0.0253 | -0.040 | |||
| 7.60 | 9.55 | 48.7% | 0.76 | 0.0271 | -0.042 | 63 | 1.39 | 2.01 | 48 | 55 | 47.7% | -0.24 | 0.0274 | -0.043 | ||
| 6.90 | 8.35 | 5 | 20 | 45.2% | 0.73 | 0.0292 | -0.044 | 64 | 1.41 | 2.36 | 1 | 6 | 46.2% | -0.27 | 0.0294 | -0.045 |
| 6.50 | 7.85 | 1 | 47.9% | 0.70 | 0.0310 | -0.046 | 65 | 1.98 | 2.62 | 8 | 7 | 47.2% | -0.30 | 0.0314 | -0.047 | |
| 6.05 | 6.80 | 8 | 8 | 46.4% | 0.67 | 0.0327 | -0.048 | 66 | 2.23 | 3.05 | 7 | 28 | 46.8% | -0.33 | 0.0331 | -0.049 |
| 5.45 | 6.25 | 46.6% | 0.63 | 0.0341 | -0.049 | 67 | 2.72 | 3.45 | 13 | 47.1% | -0.37 | 0.0345 | -0.050 | |||
| 4.60 | 6.40 | 8 | 8 | 48.8% | 0.60 | 0.0352 | -0.051 | 68 | 3.10 | 3.90 | 2 | 13 | 46.8% | -0.41 | 0.0357 | -0.051 |
| 4.20 | 5.30 | 1 | 1 | 46.2% | 0.56 | 0.0361 | -0.051 | 69 | 3.50 | 4.55 | 1 | 15 | 47.2% | -0.44 | 0.0366 | -0.052 |
| 3.55 | 4.60 | 40 | 23 | 44.1% | 0.53 | 0.0365 | -0.052 | 70 | 4.05 | 4.95 | 1 | 14 | 46.7% | -0.48 | 0.0371 | -0.052 |
| 3.30 | 4.35 | 4 | 4 | 46.2% | 0.49 | 0.0367 | -0.052 | 71 | 4.65 | 5.70 | 48.0% | -0.52 | 0.0373 | -0.053 | ||
| 2.95 | 4.20 | 14 | 47.9% | 0.45 | 0.0365 | -0.051 | 72 | 5.25 | 6.05 | 21 | 46.7% | -0.55 | 0.0372 | -0.052 | ||
| 2.56 | 3.40 | 1 | 1 | 45.5% | 0.42 | 0.0360 | -0.051 | 73 | 5.55 | 6.90 | 46.2% | -0.59 | 0.0367 | -0.052 | ||
| 2.26 | 3.35 | 3 | 47.3% | 0.39 | 0.0352 | -0.050 | 74 | 6.50 | 7.35 | 46.6% | -0.62 | 0.0360 | -0.051 | |||
| 1.76 | 2.74 | 2 | 491 | 44.6% | 0.35 | 0.0341 | -0.048 | 75 | 6.85 | 8.20 | 3 | 45.6% | -0.65 | 0.0350 | -0.050 | |
| 1.69 | 2.67 | 47.0% | 0.32 | 0.0329 | -0.047 | 76 | 7.75 | 9.70 | 51.2% | -0.68 | 0.0338 | -0.048 | ||||
| 1.47 | 2.28 | 2 | 5 | 46.4% | 0.30 | 0.0315 | -0.045 | 77 | 8.65 | 10.45 | 52.3% | -0.71 | 0.0325 | -0.046 | ||
| 1.21 | 1.98 | 2 | 21 | 45.8% | 0.27 | 0.0300 | -0.043 | 78 | 8.45 | 11.10 | 45.5% | -0.74 | 0.0311 | -0.045 | ||
| 1.10 | 1.98 | 1 | 47.8% | 0.24 | 0.0284 | -0.041 | 79 | 9.25 | 11.65 | 43.6% | -0.77 | 0.0296 | -0.043 | |||
| 0.8600 | 1.58 | 2 | 4 | 45.9% | 0.22 | 0.0268 | -0.039 | 80 | 10.10 | 12.60 | 44.6% | -0.79 | 0.0280 | -0.041 | ||
| 0.7100 | 1.45 | 1 | 46.2% | 0.20 | 0.0251 | -0.037 | 81 | 10.95 | 13.35 | 43.6% | -0.81 | 0.0264 | -0.039 | |||
| 0.0400 | 1.38 | 1 | 42.3% | 0.18 | 0.0235 | -0.035 | 82 | 11.85 | 14.45 | 45.9% | -0.83 | 0.0248 | -0.037 | |||
| 0.3700 | 2.75 | 11 | 58.1% | 0.16 | 0.0219 | -0.033 | 83 | 12.75 | 15.30 | 45.7% | -0.85 | 0.0233 | -0.035 | |||
| 0.3700 | 1.08 | 2 | 48.7% | 0.13 | 0.0189 | -0.029 | 85 | 14.30 | 17.20 | 43.1% | -0.88 | 0.0203 | -0.031 | |||
| 0.1500 | 0.7000 | 25 | 57 | 50.9% | 0.08 | 0.0128 | -0.021 | 90 | 19.10 | 21.95 | -0.94 | 0.0141 | -0.024 | |||
| 0 | 0.9400 | 25 | 60.1% | 0.06 | 0.0088 | -0.017 | 95 | 24.05 | 27.55 | 61.8% | -0.97 | 0.0094 | -0.018 | |||
| 0 | 0.8500 | 66.0% | 0.04 | 0.0064 | -0.014 | 100 | 28.55 | 32.60 | 57.5% | -0.98 | 0.0062 | -0.013 | ||||
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 27, 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