GD цепочка опционов General Dynamics Corporation
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 ±6.1% (323.94–365.94) · ATM IV 26.1% · P/C открытого интереса 0.57
| 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 | |
| 148.40 | 152.80 | 96.2% | 1.00 | 0.0000 | 0.000 | 195 | 0 | 4.90 | 126.4% | -0.00 | 0.0000 | -0.002 | ||||
| 143.40 | 147.70 | 90.6% | 1.00 | 0.0000 | 0.000 | 200 | 0 | 4.90 | 121.7% | -0.00 | 0.0000 | -0.002 | ||||
| 133.50 | 137.70 | 83.7% | 1.00 | 0.0001 | 0.000 | 210 | 0 | 4.90 | 2 | 112.5% | -0.00 | 0.0001 | -0.003 | |||
| 123.50 | 127.80 | 77.0% | 1.00 | 0.0001 | 0.000 | 220 | 0 | 4.90 | 7 | 103.7% | -0.00 | 0.0001 | -0.004 | |||
| 113.60 | 117.80 | 70.6% | 1.00 | 0.0001 | 0.000 | 230 | 0 | 4.90 | 2 | 95.2% | -0.00 | 0.0001 | -0.006 | |||
| 103.60 | 107.90 | 64.3% | 0.99 | 0.0002 | 0.000 | 240 | 0 | 0.1000 | 1 | 47.4% | -0.00 | 0.0002 | -0.008 | |||
| 93.70 | 98.00 | 59.0% | 0.99 | 0.0004 | 0.000 | 250 | 0 | 2.60 | 1 | 68.6% | -0.01 | 0.0004 | -0.011 | |||
| 83.80 | 88.00 | 53.0% | 0.99 | 0.0006 | -0.005 | 260 | 0 | 0.2000 | 125 | 40.9% | -0.01 | 0.0006 | -0.015 | |||
| 73.90 | 78.10 | 47.8% | 0.98 | 0.0009 | -0.013 | 270 | 0 | 0.2500 | 208 | 37.1% | -0.01 | 0.0009 | -0.022 | |||
| 64.00 | 67.80 | 40.0% | 0.98 | 0.0014 | -0.023 | 280 | 0 | 2.10 | 5 | 46.1% | -0.02 | 0.0014 | -0.031 | |||
| 54.20 | 57.80 | 2 | 35.0% | 0.96 | 0.0023 | -0.037 | 290 | 0.2500 | 0.9500 | 44 | 35.5% | -0.04 | 0.0023 | -0.044 | ||
| 49.30 | 53.10 | 34.1% | 0.95 | 0.0029 | -0.045 | 295 | 0 | 4.10 | 43.5% | -0.05 | 0.0029 | -0.052 | ||||
| 44.50 | 48.40 | 2 | 33.1% | 0.94 | 0.0037 | -0.056 | 300 | 0.5000 | 1.15 | 67 | 31.8% | -0.06 | 0.0037 | -0.061 | ||
| 39.70 | 42.40 | 26.5% | 0.92 | 0.0046 | -0.067 | 305 | 0.2500 | 3.10 | 34.5% | -0.08 | 0.0047 | -0.072 | ||||
| 35.10 | 37.80 | 1 | 149 | 26.7% | 0.90 | 0.0058 | -0.080 | 310 | 1.00 | 1.70 | 1 | 198 | 29.3% | -0.10 | 0.0058 | -0.085 |
| 30.50 | 33.50 | 26.7% | 0.87 | 0.0071 | -0.094 | 315 | 1.55 | 3.50 | 31.7% | -0.13 | 0.0072 | -0.099 | ||||
| 26.20 | 29.00 | 14 | 26.0% | 0.83 | 0.0087 | -0.110 | 320 | 2.10 | 3.00 | 1 | 127 | 28.1% | -0.17 | 0.0088 | -0.113 | |
| 24.10 | 26.90 | 25.9% | 0.81 | 0.0095 | -0.117 | 322.5 | 2.45 | 3.50 | 27.9% | -0.19 | 0.0096 | -0.121 | ||||
| 22.00 | 24.80 | 25.4% | 0.79 | 0.0104 | -0.125 | 325 | 3.20 | 4.00 | 5 | 28.1% | -0.21 | 0.0104 | -0.128 | |||
| 20.00 | 23.10 | 25.7% | 0.76 | 0.0112 | -0.132 | 327.5 | 3.70 | 4.50 | 7 | 27.7% | -0.24 | 0.0113 | -0.135 | |||
| 18.10 | 20.70 | 201 | 24.7% | 0.73 | 0.0121 | -0.139 | 330 | 4.10 | 5.10 | 203 | 27.1% | -0.27 | 0.0122 | -0.142 | ||
| 17.60 | 19.10 | 26.8% | 0.70 | 0.0129 | -0.146 | 332.5 | 4.60 | 6.40 | 27.4% | -0.30 | 0.0130 | -0.148 | ||||
| 14.50 | 17.80 | 25.2% | 0.67 | 0.0136 | -0.151 | 335 | 5.20 | 6.70 | 26.3% | -0.33 | 0.0137 | -0.154 | ||||
| 13.80 | 15.70 | 25.7% | 0.64 | 0.0143 | -0.156 | 337.5 | 5.30 | 7.50 | 25.0% | -0.36 | 0.0144 | -0.158 | ||||
| 13.40 | 13.80 | 1 | 246 | 26.5% | 0.60 | 0.0148 | -0.160 | 340 | 7.00 | 8.40 | 1 | 136 | 25.7% | -0.40 | 0.0150 | -0.162 |
| 10.70 | 12.50 | 24.9% | 0.56 | 0.0152 | -0.162 | 342.5 | 8.00 | 9.50 | 2 | 1 | 25.5% | -0.44 | 0.0154 | -0.164 | ||
| 10.70 | 11.10 | 2 | 25 | 26.4% | 0.52 | 0.0155 | -0.163 | 345 | 9.60 | 10.60 | 1 | 25.9% | -0.48 | 0.0157 | -0.165 | |
| 8.10 | 9.80 | 3 | 2 | 24.5% | 0.49 | 0.0156 | -0.162 | 347.5 | 10.50 | 12.70 | 1 | 26.3% | -0.52 | 0.0158 | -0.164 | |
| 7.10 | 8.70 | 23 | 310 | 24.6% | 0.45 | 0.0155 | -0.161 | 350 | 11.90 | 13.30 | 105 | 25.3% | -0.56 | 0.0157 | -0.162 | |
| 7.20 | 7.60 | 25.8% | 0.41 | 0.0153 | -0.158 | 352.5 | 13.30 | 15.30 | 25.8% | -0.59 | 0.0155 | -0.159 | ||||
| 5.20 | 6.70 | 2 | 24.4% | 0.37 | 0.0149 | -0.153 | 355 | 14.70 | 16.30 | 24.8% | -0.63 | 0.0151 | -0.155 | |||
| 5.40 | 5.80 | 4 | 25.6% | 0.34 | 0.0144 | -0.148 | 357.5 | 16.60 | 18.60 | 25.9% | -0.67 | 0.0146 | -0.149 | |||
| 4.50 | 4.90 | 1 | 176 | 25.2% | 0.30 | 0.0137 | -0.142 | 360 | 18.40 | 19.70 | 80 | 25.0% | -0.70 | 0.0140 | -0.143 | |
| 3.50 | 4.40 | 24.9% | 0.27 | 0.0130 | -0.135 | 362.5 | 20.10 | 22.80 | 26.6% | -0.73 | 0.0133 | -0.136 | ||||
| 3.00 | 3.80 | 1 | 52 | 25.0% | 0.24 | 0.0122 | -0.128 | 365 | 22.20 | 24.80 | 1 | 27.1% | -0.76 | 0.0126 | -0.129 | |
| 2.95 | 3.10 | 3 | 25.4% | 0.22 | 0.0114 | -0.120 | 367.5 | 24.00 | 26.80 | 26.9% | -0.79 | 0.0118 | -0.121 | |||
| 1.95 | 2.85 | 5 | 362 | 24.8% | 0.19 | 0.0106 | -0.112 | 370 | 26.20 | 28.90 | 1 | 201 | 27.3% | -0.82 | 0.0109 | -0.113 |
| 1.35 | 2.30 | 10 | 25.4% | 0.15 | 0.0089 | -0.097 | 375 | 30.70 | 33.30 | 28.3% | -0.86 | 0.0093 | -0.098 | |||
| 0.9500 | 1.50 | 148 | 25.1% | 0.12 | 0.0074 | -0.082 | 380 | 35.20 | 38.00 | 22 | 29.5% | -0.89 | 0.0078 | -0.083 | ||
| 0.1000 | 2.40 | 27.7% | 0.09 | 0.0060 | -0.069 | 385 | 38.50 | 42.70 | 26.5% | -0.92 | 0.0065 | -0.069 | ||||
| 0.1500 | 2.80 | 402 | 31.4% | 0.07 | 0.0049 | -0.058 | 390 | 43.70 | 47.50 | 28.8% | -0.94 | 0.0054 | -0.059 | |||
| 0.2000 | 0.7500 | 212 | 28.3% | 0.04 | 0.0032 | -0.040 | 400 | 53.10 | 57.40 | 1 | 29.7% | -0.98 | 0.0038 | -0.041 | ||
| 0 | 3.10 | 64 | 41.0% | 0.03 | 0.0020 | -0.027 | 410 | 63.10 | 67.40 | 33.7% | -0.99 | 0.0019 | -0.027 | |||
| 0 | 0.6500 | 180 | 33.6% | 0.02 | 0.0013 | -0.018 | 420 | 73.10 | 77.40 | 37.5% | -1.00 | 0.0002 | -0.022 | |||
| 0 | 1.40 | 54 | 42.0% | 0.01 | 0.0008 | -0.013 | 430 | 83.10 | 87.40 | 41.2% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 2.50 | 40 | 50.8% | 0.01 | 0.0005 | -0.009 | 440 | 93.10 | 97.40 | 44.7% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 2.80 | 34 | 55.7% | 0.00 | 0.0004 | -0.006 | 450 | 103.10 | 107.40 | 48.1% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 3.00 | 3 | 60.1% | 0.00 | 0.0002 | -0.004 | 460 | 113.10 | 117.40 | 51.5% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 3.40 | 1 | 65.2% | 0.00 | 0.0002 | -0.003 | 470 | 123.10 | 127.40 | 54.7% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 3.00 | 4 | 66.9% | 0.00 | 0.0001 | -0.002 | 480 | 133.10 | 137.40 | 57.9% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 3.20 | 26 | 71.0% | 0.00 | 0.0001 | -0.002 | 490 | 143.10 | 147.40 | 60.9% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 2.80 | 2 | 72.3% | 0.00 | 0.0000 | -0.001 | 500 | 153.10 | 157.40 | 63.9% | -1.00 | 0.0000 | -0.022 | |||
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.