FDX цепочка опционов FedEx Corporation
Cboe delayed options data · по состоянию на 15:38 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 ±24.8% (221.01–367.17) · ATM IV 33.1% · P/C открытого интереса 1.24
| 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 | |
| 145.80 | 149.20 | 32.8% | 0.98 | 0.0005 | 0.000 | 150 | 0.7900 | 1.58 | 11 | 41.4% | -0.03 | 0.0005 | -0.010 | |||
| 141.30 | 145.45 | 38.2% | 0.97 | 0.0006 | 0.000 | 155 | 1.16 | 1.80 | 41.4% | -0.03 | 0.0006 | -0.011 | ||||
| 136.50 | 140.30 | 35.2% | 0.97 | 0.0006 | 0.000 | 160 | 1.24 | 2.05 | 61 | 40.5% | -0.03 | 0.0007 | -0.012 | |||
| 132.00 | 136.25 | 37.0% | 0.96 | 0.0007 | 0.000 | 165 | 1.40 | 2.31 | 1 | 39.8% | -0.04 | 0.0008 | -0.013 | |||
| 127.50 | 131.00 | 34.9% | 0.96 | 0.0008 | 0.000 | 170 | 2.00 | 2.63 | 5 | 40.0% | -0.04 | 0.0008 | -0.015 | |||
| 123.00 | 126.70 | 35.4% | 0.95 | 0.0009 | 0.000 | 175 | 2.08 | 2.97 | 1 | 39.0% | -0.05 | 0.0009 | -0.016 | |||
| 119.00 | 122.45 | 36.5% | 0.95 | 0.0010 | -0.000 | 180 | 2.33 | 3.40 | 1 | 38.5% | -0.06 | 0.0011 | -0.017 | |||
| 114.50 | 118.10 | 36.2% | 0.94 | 0.0011 | -0.003 | 185 | 2.93 | 3.80 | 2 | 38.3% | -0.06 | 0.0012 | -0.019 | |||
| 110.00 | 113.55 | 35.4% | 0.93 | 0.0013 | -0.005 | 190 | 3.35 | 4.30 | 17 | 37.9% | -0.07 | 0.0013 | -0.021 | |||
| 106.00 | 109.20 | 35.5% | 0.92 | 0.0014 | -0.007 | 195 | 3.85 | 4.85 | 46 | 37.5% | -0.08 | 0.0014 | -0.022 | |||
| 101.50 | 105.00 | 21 | 35.0% | 0.91 | 0.0015 | -0.010 | 200 | 4.45 | 5.45 | 8 | 37.2% | -0.09 | 0.0016 | -0.024 | ||
| 93.50 | 97.00 | 35.2% | 0.89 | 0.0018 | -0.015 | 210 | 5.75 | 6.90 | 1 | 36.5% | -0.11 | 0.0019 | -0.028 | |||
| 85.50 | 89.20 | 34.9% | 0.87 | 0.0022 | -0.019 | 220 | 7.40 | 8.65 | 11 | 36.0% | -0.14 | 0.0022 | -0.032 | |||
| 77.80 | 81.50 | 2 | 34.4% | 0.84 | 0.0025 | -0.025 | 230 | 9.35 | 10.75 | 6 | 35.5% | -0.17 | 0.0026 | -0.035 | ||
| 70.50 | 74.50 | 34.2% | 0.81 | 0.0028 | -0.029 | 240 | 11.65 | 12.95 | 2 | 34.8% | -0.20 | 0.0029 | -0.039 | |||
| 64.00 | 67.50 | 34.0% | 0.78 | 0.0031 | -0.034 | 250 | 14.35 | 16.05 | 3 | 34.6% | -0.23 | 0.0033 | -0.043 | |||
| 57.55 | 60.70 | 33.5% | 0.74 | 0.0034 | -0.038 | 260 | 18.00 | 18.90 | 34.3% | -0.27 | 0.0036 | -0.046 | ||||
| 51.50 | 54.75 | 1 | 33.3% | 0.70 | 0.0037 | -0.042 | 270 | 21.65 | 22.60 | 8 | 17 | 34.0% | -0.31 | 0.0039 | -0.048 | |
| 46.05 | 48.80 | 3 | 33.0% | 0.66 | 0.0039 | -0.045 | 280 | 25.75 | 26.65 | 6 | 2 | 33.7% | -0.35 | 0.0042 | -0.050 | |
| 40.75 | 44.00 | 4 | 32.9% | 0.62 | 0.0041 | -0.047 | 290 | 30.20 | 31.20 | 3 | 33.4% | -0.40 | 0.0044 | -0.052 | ||
| 36.05 | 38.85 | 31 | 32.6% | 0.58 | 0.0043 | -0.049 | 300 | 34.50 | 36.90 | 1 | 33.1% | -0.44 | 0.0046 | -0.053 | ||
| 31.70 | 35.00 | 32.6% | 0.54 | 0.0044 | -0.050 | 310 | 40.00 | 41.95 | 32.8% | -0.49 | 0.0048 | -0.053 | ||||
| 28.40 | 29.70 | 5 | 2 | 32.1% | 0.50 | 0.0044 | -0.050 | 320 | 45.75 | 47.90 | 32.5% | -0.53 | 0.0049 | -0.053 | ||
| 25.30 | 26.35 | 3 | 32.3% | 0.46 | 0.0044 | -0.050 | 330 | 52.05 | 54.90 | 32.7% | -0.58 | 0.0050 | -0.052 | |||
| 22.35 | 22.95 | 1 | 32.2% | 0.42 | 0.0044 | -0.049 | 340 | 58.50 | 61.00 | 32.0% | -0.62 | 0.0050 | -0.051 | |||
| 19.05 | 20.15 | 4 | 2 | 31.8% | 0.38 | 0.0043 | -0.048 | 350 | 65.50 | 68.75 | 32.1% | -0.67 | 0.0049 | -0.049 | ||
| 15.75 | 17.55 | 4 | 31.3% | 0.34 | 0.0042 | -0.046 | 360 | 73.55 | 75.70 | 32.0% | -0.71 | 0.0049 | -0.046 | |||
| 13.60 | 15.90 | 1 | 31.6% | 0.31 | 0.0040 | -0.044 | 370 | 81.50 | 84.90 | 32.7% | -0.75 | 0.0047 | -0.043 | |||
| 11.70 | 13.35 | 31.2% | 0.28 | 0.0038 | -0.042 | 380 | 89.50 | 93.00 | 32.5% | -0.79 | 0.0046 | -0.040 | ||||
| 10.05 | 12.10 | 31.4% | 0.25 | 0.0036 | -0.040 | 390 | 97.95 | 101.70 | 32.5% | -0.82 | 0.0046 | -0.037 | ||||
| 8.70 | 10.55 | 31.4% | 0.22 | 0.0034 | -0.037 | 400 | 106.75 | 110.50 | 32.6% | -0.86 | 0.0045 | -0.034 | ||||
| 7.40 | 8.80 | 31.1% | 0.20 | 0.0032 | -0.035 | 410 | 115.85 | 120.00 | 33.2% | -0.89 | 0.0046 | -0.036 | ||||
| 6.25 | 8.05 | 31.4% | 0.18 | 0.0030 | -0.033 | 420 | 125.15 | 129.00 | 33.2% | -0.93 | 0.0050 | -0.037 | ||||
| 5.45 | 7.05 | 31.5% | 0.16 | 0.0028 | -0.030 | 430 | 134.30 | 138.50 | 33.0% | -0.96 | 0.0043 | -0.036 | ||||
| 4.70 | 6.20 | 31.5% | 0.14 | 0.0026 | -0.028 | 440 | 144.20 | 148.50 | 34.4% | -0.98 | 0.0025 | -0.046 | ||||
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 — Sep 17, 2027
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