FXI цепочка опционов iShares China Large-Cap ETF
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 ±5.3% (32.12–35.74) · ATM IV 33.1% · P/C открытого интереса 1.90
| 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 | |
| 11.50 | 16.45 | 155.8% | 0.99 | 0.0029 | -0.006 | 20 | 0 | 4.90 | 368.1% | -0.01 | 0.0029 | -0.006 | ||||
| 8.55 | 9.20 | 72.9% | 0.98 | 0.0090 | -0.008 | 25 | 0 | 4.90 | 258.8% | -0.02 | 0.0090 | -0.008 | ||||
| 6.40 | 7.45 | 3 | 67.7% | 0.97 | 0.0151 | -0.009 | 27 | 0 | 4.90 | 220.2% | -0.03 | 0.0151 | -0.009 | |||
| 5.30 | 6.75 | 3 | 71.2% | 0.97 | 0.0201 | -0.009 | 28 | 0 | 4.90 | 1 | 201.5% | -0.03 | 0.0202 | -0.009 | ||
| 4.10 | 5.65 | 38.6% | 0.96 | 0.0277 | -0.009 | 29 | 0 | 0.0700 | 1 | 43.3% | -0.04 | 0.0278 | -0.009 | |||
| 4.10 | 4.75 | 44.5% | 0.96 | 0.0330 | -0.009 | 29.5 | 0 | 0.0800 | 40.2% | -0.04 | 0.0332 | -0.009 | ||||
| 3.45 | 4.45 | 50 | 43.1% | 0.95 | 0.0400 | -0.009 | 30 | 0 | 4.90 | 165.0% | -0.05 | 0.0403 | -0.009 | |||
| 3.10 | 3.95 | 45.2% | 0.94 | 0.0494 | -0.009 | 30.5 | 0 | 0.0900 | 5 | 32.8% | -0.06 | 0.0498 | -0.009 | |||
| 2.55 | 3.25 | 1 | 1 | 27.8% | 0.94 | 0.0628 | -0.009 | 31 | 0 | 0.1000 | 5 | 29.3% | -0.07 | 0.0635 | -0.009 | |
| 2.08 | 2.77 | 26.5% | 0.92 | 0.0837 | -0.009 | 31.5 | 0 | 0.1100 | 94 | 25.6% | -0.08 | 0.0847 | -0.009 | |||
| 1.73 | 2.29 | 28.4% | 0.89 | 0.1181 | -0.010 | 32 | 0.0300 | 0.1000 | 600 | 719 | 22.2% | -0.11 | 0.1197 | -0.011 | ||
| 0 | 4.90 | 65.0% | 0.83 | 0.1699 | -0.013 | 32.5 | 0 | 0.3500 | 84 | 87 | 24.5% | -0.17 | 0.1725 | -0.013 | ||
| 0 | 4.90 | 1 | 76.2% | 0.74 | 0.2322 | -0.016 | 33 | 0.0200 | 0.4300 | 120 | 158 | 21.1% | -0.26 | 0.2361 | -0.016 | |
| 0.5200 | 0.9800 | 20.8% | 0.62 | 0.2856 | -0.018 | 33.5 | 0.1500 | 0.5000 | 7 | 101 | 18.3% | -0.39 | 0.2909 | -0.019 | ||
| 0.3000 | 0.7300 | 64 | 361 | 21.9% | 0.47 | 0.3050 | -0.019 | 34 | 0 | 2.60 | 1,874 | 18.7K | 44.3% | -0.54 | 0.3119 | -0.019 |
| 0.0500 | 0.4700 | 42 | 522 | 19.3% | 0.32 | 0.2786 | -0.017 | 34.5 | 0.6400 | 5.00 | 12 | 760 | 93.2% | -0.69 | 0.2875 | -0.017 |
| 0.0300 | 0.3400 | 202 | 2,363 | 21.8% | 0.20 | 0.2179 | -0.012 | 35 | 0 | 4.90 | 12 | 67.7% | -0.82 | 0.2284 | -0.013 | |
| 0 | 0.2700 | 80 | 3,522 | 24.0% | 0.11 | 0.1464 | -0.008 | 35.5 | 1.37 | 1.90 | 6 | -0.92 | 0.1522 | -0.009 | ||
| 0.0100 | 0.3200 | 358 | 2,441 | 30.4% | 0.07 | 0.0946 | -0.006 | 36 | 1.84 | 2.53 | 2 | -0.96 | 0.0919 | -0.006 | ||
| 0 | 4.90 | 1 | 720 | 132.0% | 0.05 | 0.0687 | -0.005 | 36.5 | 0.0600 | 5.00 | -0.97 | 0.0644 | -0.005 | |||
| 0 | 0.0600 | 233 | 26.0% | 0.04 | 0.0542 | -0.005 | 37 | 2.84 | 3.45 | -0.97 | 0.0504 | -0.005 | ||||
| 0 | 4.90 | 405 | 144.4% | 0.04 | 0.0444 | -0.006 | 37.5 | 3.10 | 3.95 | -0.97 | 0.0411 | -0.005 | ||||
| 0 | 0.0500 | 20 | 31.2% | 0.04 | 0.0373 | -0.006 | 38 | 3.40 | 4.65 | -0.98 | 0.0344 | -0.005 | ||||
| 0 | 4.90 | 1 | 155.9% | 0.03 | 0.0319 | -0.006 | 38.5 | 4.10 | 4.95 | -0.98 | 0.0294 | -0.005 | ||||
| 0 | 4.90 | 210 | 161.4% | 0.03 | 0.0277 | -0.006 | 39 | 4.80 | 5.45 | -0.98 | 0.0254 | -0.005 | ||||
| 0 | 4.90 | 166.7% | 0.03 | 0.0244 | -0.006 | 39.5 | 5.10 | 5.95 | -0.98 | 0.0222 | -0.005 | |||||
| 0 | 4.90 | 171.8% | 0.03 | 0.0216 | -0.006 | 40 | 5.30 | 6.85 | -0.98 | 0.0196 | -0.005 | |||||
| 0 | 4.90 | 181.6% | 0.02 | 0.0175 | -0.006 | 41 | 6.80 | 7.50 | -0.99 | 0.0157 | -0.005 | |||||
| 0 | 0.0600 | 53.9% | 0.02 | 0.0146 | -0.006 | 42 | 7.80 | 8.45 | -0.99 | 0.0130 | -0.005 | |||||
| 0 | 4.90 | 199.8% | 0.02 | 0.0123 | -0.006 | 43 | 8.30 | 9.95 | -0.99 | 0.0109 | -0.005 | |||||
| 0 | 0.0600 | 63.5% | 0.02 | 0.0106 | -0.006 | 44 | 9.30 | 10.95 | -0.99 | 0.0093 | -0.005 | |||||
| 0 | 0.0600 | 68.0% | 0.02 | 0.0093 | -0.006 | 45 | 10.80 | 11.45 | -0.99 | 0.0080 | -0.005 | |||||
| 0 | 0.0600 | 88.6% | 0.01 | 0.0054 | -0.005 | 50 | 15.80 | 16.45 | -0.99 | 0.0044 | -0.004 | |||||
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 — Oct 30, 2026
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