FTNT цепочка опционов Fortinet, 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 ±3.2% (150.37–160.27) · ATM IV 53.7% · P/C открытого интереса 0.79
| 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 | |
| 72.85 | 76.65 | 424.1% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.0200 | 13 | 134 | 298.6% | 0.00 | 0.0000 | 0.000 | ||
| 67.90 | 71.65 | 394.2% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.0200 | 117 | 12 | 272.7% | 0.00 | 0.0000 | 0.000 | ||
| 62.90 | 66.25 | 1 | 289.8% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.13 | 74 | 109 | 469.7% | 0.00 | 0.0000 | 0.000 | |
| 57.85 | 61.70 | 1 | 327.0% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.13 | 20 | 41 | 429.9% | 0.00 | 0.0000 | -0.000 | |
| 52.90 | 56.60 | 290.9% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.13 | 21 | 76 | 391.9% | 0.00 | 0.0000 | -0.000 | ||
| 47.85 | 51.25 | 23 | 187.1% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.0200 | 8 | 35 | 181.5% | -0.00 | 0.0000 | -0.000 | |
| 43.70 | 46.70 | 6 | 287.9% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.13 | 17 | 75 | 320.5% | -0.00 | 0.0000 | -0.000 | |
| 37.90 | 41.25 | 8 | 160.3% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.13 | 18 | 54 | 286.6% | -0.00 | 0.0001 | -0.001 | |
| 32.90 | 36.70 | 5 | 187.1% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.7300 | 1 | 14 | 199.9% | -0.00 | 0.0001 | -0.001 | |
| 28.60 | 31.70 | 4 | 192.4% | 1.00 | 0.0003 | 0.000 | 125 | 0 | 2.13 | 3 | 32 | 221.6% | -0.00 | 0.0003 | -0.003 | |
| 25.60 | 28.70 | 2 | 175.1% | 1.00 | 0.0006 | -0.002 | 128 | 0 | 2.13 | 5 | 3 | 202.6% | -0.00 | 0.0006 | -0.005 | |
| 24.60 | 27.25 | 2 | 152.4% | 1.00 | 0.0007 | -0.003 | 129 | 0 | 0.9300 | 3 | 1 | 159.7% | -0.00 | 0.0007 | -0.006 | |
| 23.60 | 26.70 | 6 | 163.6% | 1.00 | 0.0009 | -0.005 | 130 | 0 | 0.0400 | 75 | 170 | 93.6% | -0.00 | 0.0009 | -0.007 | |
| 21.95 | 25.70 | 9 | 133.0% | 1.00 | 0.0010 | -0.006 | 131 | 0 | 0.7200 | 1 | 5 | 140.7% | -0.00 | 0.0010 | -0.009 | |
| 20.95 | 24.70 | 2 | 127.9% | 1.00 | 0.0013 | -0.008 | 132 | 0 | 2.13 | 33 | 1 | 177.5% | -0.00 | 0.0013 | -0.011 | |
| 20.60 | 23.70 | 2 | 146.5% | 0.99 | 0.0016 | -0.011 | 133 | 0 | 2.13 | 45 | 7 | 171.2% | -0.00 | 0.0016 | -0.013 | |
| 19.00 | 22.25 | 93.3% | 0.99 | 0.0019 | -0.014 | 134 | 0 | 1.62 | 85 | 20 | 152.6% | -0.01 | 0.0019 | -0.016 | ||
| 17.95 | 21.70 | 3 | 5 | 112.8% | 0.99 | 0.0024 | -0.018 | 135 | 0 | 2.13 | 119 | 70 | 158.8% | -0.01 | 0.0024 | -0.020 |
| 16.90 | 20.70 | 105.6% | 0.99 | 0.0029 | -0.022 | 136 | 0 | 2.14 | 5 | 80 | 152.7% | -0.01 | 0.0029 | -0.024 | ||
| 15.90 | 19.75 | 102.7% | 0.99 | 0.0036 | -0.028 | 137 | 0 | 0.7800 | 5 | 41 | 111.5% | -0.01 | 0.0036 | -0.030 | ||
| 14.95 | 18.30 | 76.2% | 0.99 | 0.0044 | -0.035 | 138 | 0 | 2.14 | 13 | 140.2% | -0.01 | 0.0044 | -0.037 | |||
| 13.95 | 17.75 | 94.5% | 0.98 | 0.0055 | -0.044 | 139 | 0 | 0.6300 | 1 | 96.0% | -0.02 | 0.0055 | -0.046 | |||
| 13.65 | 16.30 | 2 | 6 | 97.3% | 0.98 | 0.0068 | -0.056 | 140 | 0 | 0.3200 | 10 | 124 | 78.7% | -0.02 | 0.0068 | -0.058 |
| 12.65 | 15.05 | 5 | 84.3% | 0.97 | 0.0084 | -0.070 | 141 | 0 | 2.19 | 9 | 121.5% | -0.03 | 0.0084 | -0.072 | ||
| 11.65 | 14.35 | 1 | 1 | 87.8% | 0.97 | 0.0105 | -0.088 | 142 | 0 | 1.86 | 14 | 1 | 109.6% | -0.03 | 0.0105 | -0.090 |
| 10.70 | 13.35 | 3 | 83.6% | 0.96 | 0.0130 | -0.111 | 143 | 0 | 0.4300 | 142 | 99 | 69.0% | -0.04 | 0.0130 | -0.113 | |
| 9.70 | 12.35 | 4 | 78.0% | 0.94 | 0.0161 | -0.139 | 144 | 0 | 1.39 | 5 | 6 | 88.0% | -0.06 | 0.0161 | -0.141 | |
| 8.75 | 11.40 | 3 | 7 | 74.7% | 0.93 | 0.0198 | -0.174 | 145 | 0.0100 | 0.4800 | 23 | 80 | 61.1% | -0.07 | 0.0198 | -0.176 |
| 7.80 | 10.45 | 1 | 1 | 70.9% | 0.91 | 0.0242 | -0.217 | 146 | 0.0100 | 0.5600 | 27 | 3 | 58.2% | -0.09 | 0.0242 | -0.218 |
| 6.90 | 9.30 | 1 | 64.0% | 0.89 | 0.0294 | -0.268 | 147 | 0.0900 | 0.6600 | 46 | 7 | 57.2% | -0.11 | 0.0294 | -0.269 | |
| 5.30 | 8.65 | 1 | 53.2% | 0.86 | 0.0352 | -0.327 | 148 | 0.1600 | 0.7800 | 245 | 10 | 55.5% | -0.14 | 0.0353 | -0.328 | |
| 4.45 | 7.50 | 9 | 2 | 47.4% | 0.82 | 0.0416 | -0.393 | 149 | 0.2100 | 0.9500 | 132 | 129 | 53.4% | -0.18 | 0.0417 | -0.394 |
| 4.55 | 6.20 | 22 | 14 | 54.1% | 0.78 | 0.0482 | -0.464 | 150 | 0.2900 | 1.15 | 175 | 145 | 51.4% | -0.22 | 0.0484 | -0.465 |
| 2.99 | 4.25 | 4 | 12 | 53.8% | 0.64 | 0.0626 | -0.623 | 152.5 | 0.9200 | 1.90 | 54 | 44 | 50.3% | -0.36 | 0.0630 | -0.625 |
| 2.10 | 2.70 | 22 | 162 | 56.9% | 0.48 | 0.0673 | -0.678 | 155 | 2.00 | 3.10 | 352 | 360 | 50.5% | -0.52 | 0.0678 | -0.683 |
| 0.8000 | 1.69 | 77 | 60 | 52.6% | 0.32 | 0.0596 | -0.592 | 157.5 | 3.30 | 4.80 | 23 | 75 | 49.2% | -0.68 | 0.0601 | -0.600 |
| 0.2100 | 1.06 | 20 | 226 | 52.5% | 0.20 | 0.0452 | -0.434 | 160 | 4.95 | 6.85 | 26 | 538 | 46.1% | -0.80 | 0.0455 | -0.440 |
| 0.0500 | 0.4000 | 85 | 391 | 49.1% | 0.12 | 0.0310 | -0.285 | 162.5 | 6.95 | 9.25 | 6 | 287 | 42.9% | -0.88 | 0.0311 | -0.284 |
| 0.0100 | 0.2500 | 55 | 332 | 53.3% | 0.07 | 0.0202 | -0.177 | 165 | 8.95 | 11.60 | 36 | 90 | -0.93 | 0.0202 | -0.170 | |
| 0.0100 | 0.4300 | 11 | 367 | 69.9% | 0.04 | 0.0128 | -0.107 | 167.5 | 11.70 | 14.05 | 39 | -0.96 | 0.0128 | -0.099 | ||
| 0 | 0.8700 | 61 | 290 | 93.7% | 0.03 | 0.0080 | -0.065 | 170 | 13.85 | 16.50 | 20 | -0.98 | 0.0080 | -0.059 | ||
| 0 | 1.24 | 22 | 110 | 113.2% | 0.02 | 0.0051 | -0.040 | 172.5 | 16.35 | 19.60 | 30 | 52 | -0.99 | 0.0049 | -0.037 | |
| 0 | 0.2200 | 4 | 783 | 86.9% | 0.01 | 0.0032 | -0.025 | 175 | 18.55 | 22.10 | 29 | -0.99 | 0.0029 | -0.026 | ||
| 0 | 0.7200 | 8 | 279 | 118.3% | 0.01 | 0.0021 | -0.016 | 177.5 | 21.15 | 24.85 | 1 | -1.00 | 0.0017 | -0.020 | ||
| 0 | 0.2000 | 156 | 268 | 101.4% | 0.00 | 0.0013 | -0.010 | 180 | 23.65 | 27.40 | 1 | 87.9% | -1.00 | 0.0010 | -0.017 | |
| 0 | 0.7000 | 1 | 225 | 135.6% | 0.00 | 0.0009 | -0.006 | 182.5 | 25.90 | 29.80 | -1.00 | 0.0005 | -0.016 | |||
| 0 | 0.2000 | 4 | 140 | 116.5% | 0.00 | 0.0006 | -0.004 | 185 | 28.65 | 32.40 | 101.4% | -1.00 | 0.0003 | -0.015 | ||
| 0 | 0.1500 | 10 | 50 | 125.7% | 0.00 | 0.0003 | -0.002 | 190 | 33.35 | 37.30 | -1.00 | 0.0001 | -0.014 | |||
| 0 | 2.13 | 12 | 18 | 223.9% | 0.00 | 0.0001 | -0.001 | 195 | 38.35 | 42.60 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.13 | 5 | 117 | 241.4% | 0.00 | 0.0001 | -0.001 | 200 | 43.35 | 47.40 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.13 | 63 | 33 | 258.0% | 0.00 | 0.0000 | -0.000 | 205 | 48.65 | 52.40 | 150.2% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 2.13 | 14 | 16 | 274.1% | 0.00 | 0.0000 | -0.000 | 210 | 53.55 | 57.40 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.13 | 42 | 14 | 289.9% | 0.00 | 0.0000 | -0.000 | 215 | 58.40 | 61.75 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.12 | 25 | 2 | 304.5% | 0.00 | 0.0000 | 0.000 | 220 | 63.85 | 66.50 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.13 | 33 | 4 | 319.3% | 0.00 | 0.0000 | 0.000 | 225 | 68.75 | 71.50 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.0300 | 11 | 6 | 186.4% | 0.00 | 0.0000 | 0.000 | 230 | 74.05 | 77.20 | 240.6% | -1.00 | 0.0000 | -0.014 | ||
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 04, 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.