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 ±14.6% (145.98–195.88) · ATM IV 62.9% · P/C открытого интереса 1.34
| 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 | |
| 70.10 | 72.55 | 67 | 83.9% | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.5800 | 3 | 80 | 92.3% | -0.00 | 0.0003 | -0.006 | |
| 65.10 | 68.20 | 6 | 91.5% | 0.99 | 0.0005 | -0.002 | 105 | 0 | 0.8200 | 4 | 89.8% | -0.01 | 0.0005 | -0.010 | ||
| 60.20 | 63.25 | 2 | 10 | 85.6% | 0.99 | 0.0008 | -0.008 | 110 | 0 | 0.5000 | 2 | 15 | 75.9% | -0.01 | 0.0008 | -0.016 |
| 55.30 | 57.90 | 2 | 73.6% | 0.98 | 0.0013 | -0.016 | 115 | 0 | 0.8400 | 101 | 75.5% | -0.02 | 0.0013 | -0.023 | ||
| 49.80 | 53.55 | 13 | 68.5% | 0.97 | 0.0019 | -0.027 | 120 | 0.0500 | 1.02 | 2 | 93 | 71.8% | -0.03 | 0.0019 | -0.034 | |
| 45.70 | 48.80 | 10 | 73.6% | 0.96 | 0.0027 | -0.041 | 125 | 0.0500 | 1.34 | 4 | 105 | 68.4% | -0.04 | 0.0027 | -0.047 | |
| 41.05 | 44.15 | 10 | 71.2% | 0.94 | 0.0037 | -0.058 | 130 | 0.4400 | 1.31 | 3 | 112 | 64.6% | -0.06 | 0.0037 | -0.063 | |
| 35.85 | 39.70 | 19 | 65.5% | 0.91 | 0.0049 | -0.077 | 135 | 1.07 | 1.58 | 8 | 148 | 63.8% | -0.09 | 0.0049 | -0.082 | |
| 32.20 | 34.95 | 26 | 66.1% | 0.88 | 0.0062 | -0.099 | 140 | 1.65 | 2.31 | 21 | 483 | 63.5% | -0.12 | 0.0063 | -0.103 | |
| 27.80 | 30.60 | 11 | 13 | 63.1% | 0.84 | 0.0076 | -0.121 | 145 | 2.69 | 3.05 | 34 | 167 | 63.3% | -0.16 | 0.0077 | -0.125 |
| 24.25 | 26.90 | 195 | 64.4% | 0.79 | 0.0090 | -0.143 | 150 | 3.90 | 4.25 | 114 | 2,381 | 63.5% | -0.21 | 0.0091 | -0.146 | |
| 22.40 | 25.10 | 64.1% | 0.77 | 0.0097 | -0.153 | 152.5 | 4.35 | 5.30 | 4 | 6 | 63.8% | -0.23 | 0.0097 | -0.156 | ||
| 20.65 | 23.25 | 24 | 63.6% | 0.74 | 0.0103 | -0.163 | 155 | 5.05 | 6.00 | 8 | 1,945 | 63.4% | -0.26 | 0.0103 | -0.165 | |
| 19.00 | 21.75 | 64.0% | 0.71 | 0.0109 | -0.171 | 157.5 | 5.65 | 7.65 | 1 | 4 | 65.0% | -0.29 | 0.0109 | -0.174 | ||
| 17.45 | 20.10 | 12 | 37 | 63.7% | 0.68 | 0.0114 | -0.179 | 160 | 6.75 | 7.65 | 33 | 211 | 62.7% | -0.32 | 0.0114 | -0.181 |
| 15.50 | 18.50 | 3 | 4 | 62.1% | 0.65 | 0.0118 | -0.185 | 162.5 | 6.70 | 9.75 | 3 | 2 | 62.8% | -0.35 | 0.0119 | -0.188 |
| 14.55 | 16.95 | 33 | 62.9% | 0.62 | 0.0122 | -0.191 | 165 | 8.60 | 10.20 | 17 | 195 | 63.3% | -0.38 | 0.0122 | -0.193 | |
| 13.15 | 15.85 | 63.3% | 0.59 | 0.0124 | -0.195 | 167.5 | 9.00 | 11.95 | 1 | 1 | 62.8% | -0.41 | 0.0125 | -0.197 | ||
| 11.90 | 14.40 | 3 | 168 | 62.7% | 0.56 | 0.0126 | -0.198 | 170 | 11.05 | 12.55 | 7 | 464 | 63.1% | -0.45 | 0.0127 | -0.199 |
| 10.65 | 12.20 | 2 | 4 | 59.9% | 0.52 | 0.0127 | -0.199 | 172.5 | 11.60 | 14.45 | 11 | 62.6% | -0.48 | 0.0128 | -0.201 | |
| 9.25 | 12.00 | 2 | 109 | 61.3% | 0.49 | 0.0128 | -0.200 | 175 | 13.00 | 15.85 | 5 | 171 | 62.5% | -0.51 | 0.0129 | -0.201 |
| 8.35 | 11.20 | 2 | 62.1% | 0.46 | 0.0127 | -0.199 | 177.5 | 14.50 | 17.40 | 62.7% | -0.54 | 0.0128 | -0.199 | |||
| 8.65 | 9.20 | 53 | 156 | 62.5% | 0.43 | 0.0126 | -0.196 | 180 | 16.15 | 18.75 | 22 | 253 | 62.4% | -0.57 | 0.0127 | -0.197 |
| 6.65 | 9.35 | 1 | 62.2% | 0.40 | 0.0124 | -0.193 | 182.5 | 17.75 | 20.45 | 2 | 62.4% | -0.60 | 0.0125 | -0.194 | ||
| 6.20 | 7.75 | 25 | 763 | 61.0% | 0.37 | 0.0121 | -0.189 | 185 | 19.50 | 22.30 | 1 | 386 | 62.9% | -0.63 | 0.0123 | -0.189 |
| 5.60 | 7.70 | 3 | 63.2% | 0.35 | 0.0118 | -0.184 | 187.5 | 21.00 | 24.25 | 62.7% | -0.66 | 0.0120 | -0.184 | |||
| 4.50 | 6.15 | 25 | 245 | 59.5% | 0.32 | 0.0115 | -0.178 | 190 | 23.60 | 25.60 | 460 | 63.5% | -0.68 | 0.0116 | -0.178 | |
| 4.20 | 5.45 | 11 | 60.0% | 0.29 | 0.0111 | -0.171 | 192.5 | 24.85 | 27.50 | 61.7% | -0.71 | 0.0112 | -0.171 | |||
| 3.45 | 5.25 | 13 | 488 | 60.4% | 0.27 | 0.0106 | -0.164 | 195 | 26.35 | 29.50 | 22 | 60.5% | -0.73 | 0.0108 | -0.164 | |
| 3.35 | 4.65 | 16 | 573 | 64.3% | 0.23 | 0.0096 | -0.149 | 200 | 30.80 | 34.00 | 7 | 63.2% | -0.78 | 0.0098 | -0.149 | |
| 2.30 | 3.35 | 1 | 8 | 61.6% | 0.19 | 0.0086 | -0.133 | 205 | 34.75 | 38.40 | 62.9% | -0.82 | 0.0089 | -0.133 | ||
| 1.60 | 2.39 | 12 | 633 | 59.8% | 0.15 | 0.0076 | -0.117 | 210 | 38.95 | 42.85 | 3 | 62.5% | -0.85 | 0.0078 | -0.116 | |
| 0.5300 | 3.25 | 63.5% | 0.13 | 0.0066 | -0.102 | 215 | 43.55 | 47.35 | 63.0% | -0.88 | 0.0069 | -0.101 | ||||
| 0.6000 | 2.20 | 3 | 346 | 62.7% | 0.10 | 0.0057 | -0.087 | 220 | 48.25 | 51.95 | 63.5% | -0.91 | 0.0060 | -0.086 | ||
| 0.7100 | 1.10 | 1 | 290 | 64.0% | 0.07 | 0.0041 | -0.062 | 230 | 57.75 | 61.55 | 65.2% | -0.95 | 0.0044 | -0.060 | ||
| 0.0100 | 0.7400 | 13 | 1,083 | 60.3% | 0.04 | 0.0028 | -0.043 | 240 | 67.50 | 70.60 | 17 | -0.97 | 0.0032 | -0.042 | ||
| 0 | 0.9400 | 307 | 68.7% | 0.03 | 0.0019 | -0.028 | 250 | 77.40 | 81.10 | 69.5% | -0.99 | 0.0020 | -0.025 | |||
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.