GDX цепочка опционов VanEck Gold Miners ETF

Экспирация Cboe delayed options data · по состоянию на 18:34 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 ±35.6% (64.97–136.66) · ATM IV 44.4% · P/C открытого интереса 1.68

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
51.00	54.00			46.3%	0.96	0.0018	0.000	51	0	3.00		2	52.5%	-0.04	0.0018	-0.005
50.00	53.50		2	47.5%	0.96	0.0019	0.000	52	0	3.10		2	51.7%	-0.04	0.0020	-0.006
49.05	52.35			45.4%	0.95	0.0020	0.000	53	0.0100	3.10		1	50.6%	-0.05	0.0021	-0.006
48.15	51.45		3	44.8%	0.95	0.0022	-0.000	54	0.0800	3.15		1	49.9%	-0.05	0.0022	-0.006
47.50	50.25		1	44.1%	0.95	0.0023	-0.001	55	0	3.25			48.9%	-0.05	0.0024	-0.007
46.50	49.40		1	43.3%	0.94	0.0025	-0.001	56	0.1000	3.35		75	48.5%	-0.06	0.0025	-0.007
45.50	49.00		3	44.5%	0.94	0.0026	-0.002	57	0.2200	3.45		1	48.2%	-0.06	0.0027	-0.007
45.05	47.70			44.1%	0.94	0.0028	-0.002	58	0.3000	3.45		1	47.3%	-0.07	0.0028	-0.008
44.20	46.85		3	43.9%	0.93	0.0029	-0.003	59	0.4100	3.55		1	47.0%	-0.07	0.0030	-0.008
44.50	46.15	1	4	48.1%	0.93	0.0031	-0.003	60	0.8000	3.65		23	47.5%	-0.08	0.0031	-0.009
42.55	45.40		1	44.4%	0.92	0.0032	-0.004	61	0.6900	3.65			46.0%	-0.08	0.0033	-0.009
41.70	44.95		1	45.3%	0.92	0.0034	-0.004	62	0.8500	3.75			45.7%	-0.09	0.0035	-0.009
41.00	44.00		2	45.0%	0.91	0.0035	-0.005	63	1.02	3.90		2	45.6%	-0.09	0.0036	-0.010
40.00	43.50		1	45.1%	0.91	0.0037	-0.005	64	1.20	4.05		2	45.4%	-0.10	0.0038	-0.010
39.50	42.50		5	45.1%	0.90	0.0038	-0.006	65	1.38	4.25		65	45.4%	-0.10	0.0040	-0.011
38.50	42.00		1	45.1%	0.89	0.0040	-0.006	66	1.57	4.40			45.2%	-0.11	0.0042	-0.011
38.00	40.55			44.0%	0.89	0.0042	-0.007	67	1.77	4.60			45.1%	-0.12	0.0043	-0.012
37.00	40.50		7	45.0%	0.88	0.0043	-0.007	68	1.92	4.90			45.1%	-0.12	0.0045	-0.012
36.50	39.50		12	44.9%	0.88	0.0045	-0.008	69	2.13	4.65		381	43.9%	-0.13	0.0047	-0.013
35.50	38.30		69	43.1%	0.87	0.0047	-0.008	70	2.37	5.35		396	44.9%	-0.14	0.0048	-0.013
35.75	38.00		3	46.2%	0.86	0.0048	-0.009	71	2.59	5.55		244	44.7%	-0.14	0.0050	-0.013
34.50	37.50		17	45.4%	0.86	0.0050	-0.009	72	2.84	5.10		91	43.2%	-0.15	0.0052	-0.014
33.50	36.90		1	44.9%	0.85	0.0052	-0.010	73	3.10	5.45		110	43.4%	-0.16	0.0054	-0.014
33.00	36.00		52	44.8%	0.84	0.0053	-0.010	74	3.35	6.35		2,822	44.6%	-0.16	0.0056	-0.015
32.00	35.50		52	44.5%	0.83	0.0055	-0.011	75	3.80	6.55		88	44.7%	-0.17	0.0057	-0.015
31.50	35.00		7	45.1%	0.83	0.0056	-0.011	76	3.90	6.95		65	44.5%	-0.18	0.0059	-0.015
30.50	34.00		65	43.8%	0.82	0.0058	-0.012	77	4.25	7.25		57	44.5%	-0.19	0.0061	-0.016
31.75	33.45	3	16	47.4%	0.81	0.0059	-0.012	78	4.55	7.60		78	44.5%	-0.19	0.0062	-0.016
29.50	33.00		13	44.8%	0.81	0.0061	-0.013	79	5.85	7.15		113	44.9%	-0.20	0.0064	-0.017
29.85	31.55	1	92	45.0%	0.80	0.0062	-0.013	80	6.00	7.20		86	44.0%	-0.21	0.0066	-0.017
28.00	31.50		68	43.9%	0.79	0.0064	-0.014	81	5.90	7.50		86	43.2%	-0.22	0.0067	-0.017
27.50	30.30		110	43.0%	0.78	0.0065	-0.014	82	5.95	8.95		139	44.5%	-0.23	0.0069	-0.018
28.25	30.50		10	46.5%	0.77	0.0067	-0.015	83	6.35	9.35		5	44.6%	-0.24	0.0070	-0.018
26.50	30.00		2	44.8%	0.77	0.0068	-0.015	84	6.70	9.75		1	44.5%	-0.24	0.0072	-0.018
26.00	29.50		51	45.0%	0.76	0.0069	-0.015	85	7.10	10.10		11	44.5%	-0.25	0.0073	-0.019
25.00	29.00		11	44.4%	0.75	0.0070	-0.016	86	8.35	10.50		1	45.7%	-0.26	0.0075	-0.019
24.50	27.85		19	43.6%	0.74	0.0072	-0.016	87	7.95	10.85		4	44.4%	-0.27	0.0076	-0.019
24.00	28.00		6	44.7%	0.73	0.0073	-0.017	88	8.35	11.25		3	44.3%	-0.28	0.0077	-0.020
23.50	27.50		2	44.8%	0.73	0.0074	-0.017	89	9.20	11.70		1	45.0%	-0.29	0.0079	-0.020
24.45	26.70		36	46.5%	0.72	0.0075	-0.017	90	10.20	12.15		56	45.8%	-0.30	0.0080	-0.020
22.50	26.00		13	44.2%	0.71	0.0076	-0.018	91	9.70	12.60		2	44.4%	-0.30	0.0081	-0.021
22.00	24.75		66	43.2%	0.70	0.0077	-0.018	92	10.15	13.05	5	3	44.4%	-0.31	0.0082	-0.021
21.50	25.00		23	44.2%	0.69	0.0078	-0.018	93	10.65	13.55		5	44.4%	-0.32	0.0083	-0.021
21.00	23.80		8	43.2%	0.68	0.0079	-0.019	94	11.10	13.60			43.8%	-0.33	0.0084	-0.021
20.50	24.20	1	103	44.4%	0.68	0.0080	-0.019	95	11.60	13.50			43.0%	-0.34	0.0085	-0.022
20.00	24.00		3	44.7%	0.67	0.0080	-0.019	96	12.10	15.10			44.5%	-0.35	0.0086	-0.022
19.50	23.50		2	44.6%	0.66	0.0081	-0.019	97	12.60	15.60		2	44.5%	-0.36	0.0087	-0.022
19.00	21.95		19	43.1%	0.65	0.0082	-0.020	98	13.15	16.15		3	44.5%	-0.37	0.0088	-0.022
18.50	22.50		32	44.4%	0.64	0.0082	-0.020	99	13.00	16.50			43.4%	-0.38	0.0089	-0.022
19.35	21.95	7	352	45.9%	0.63	0.0083	-0.020	100	15.00	17.15		15	45.5%	-0.39	0.0090	-0.023
18.00	20.70		5	43.6%	0.63	0.0083	-0.021	101	14.50	18.50			45.1%	-0.39	0.0090	-0.023
17.50	20.30		11	43.6%	0.62	0.0084	-0.021	102	15.00	18.70		1	44.6%	-0.40	0.0091	-0.023
17.00	21.00		7	44.9%	0.61	0.0084	-0.021	103	16.75	19.50		2	46.4%	-0.41	0.0092	-0.023
16.50	19.50		4	43.4%	0.60	0.0085	-0.021	104	16.00	19.90			44.5%	-0.42	0.0092	-0.023
16.00	19.20		988	43.4%	0.59	0.0085	-0.021	105	16.50	21.00		1	45.0%	-0.43	0.0093	-0.023
15.50	18.80		7	43.2%	0.59	0.0085	-0.021	106	17.00	20.25		1	43.2%	-0.44	0.0093	-0.023
15.50	19.50			45.1%	0.58	0.0086	-0.022	107	18.00	22.00			45.2%	-0.45	0.0094	-0.024
15.00	19.00		7	44.7%	0.57	0.0086	-0.022	108	18.50	22.50		1	44.9%	-0.46	0.0094	-0.024
14.65	17.55		4	43.4%	0.56	0.0086	-0.022	109	19.00	23.35			45.1%	-0.46	0.0094	-0.024
16.05	17.10	1	69	45.5%	0.55	0.0086	-0.022	110	20.00	22.40		2	43.5%	-0.47	0.0095	-0.024
14.00	18.00		1	44.9%	0.55	0.0086	-0.022	111	20.50	24.10			44.7%	-0.48	0.0095	-0.024
13.50	17.50		5	44.5%	0.54	0.0086	-0.022	112	21.00	25.00			44.9%	-0.49	0.0095	-0.024
13.50	17.50		3	45.4%	0.53	0.0086	-0.022	113	22.00	26.00			45.7%	-0.50	0.0095	-0.024
13.00	16.95		1	44.9%	0.52	0.0087	-0.022	114	22.50	25.80			44.5%	-0.51	0.0095	-0.024
12.90	16.50		57	45.0%	0.52	0.0086	-0.022	115	23.70	27.00			45.8%	-0.51	0.0095	-0.024
12.90	15.45		18	44.5%	0.51	0.0086	-0.023	116	24.00	27.75			45.5%	-0.52	0.0096	-0.024
12.60	15.90		1	45.4%	0.50	0.0086	-0.023	117	24.50	28.50			45.3%	-0.53	0.0096	-0.024
12.30	15.00		3	44.7%	0.49	0.0086	-0.023	118	25.80	29.15			46.1%	-0.54	0.0096	-0.024
12.00	15.30			45.4%	0.49	0.0086	-0.023	119	26.00	30.00			45.6%	-0.55	0.0096	-0.024
11.75	15.05		9	45.5%	0.48	0.0086	-0.023	120	27.20	30.50			46.0%	-0.55	0.0095	-0.024
11.45	13.80			44.3%	0.47	0.0086	-0.023	121	27.50	31.50			45.9%	-0.56	0.0095	-0.024
11.20	13.55			44.4%	0.47	0.0086	-0.023	122	28.00	32.00			45.4%	-0.57	0.0095	-0.024
10.95	13.25			44.4%	0.46	0.0085	-0.023	123	29.75	32.85			46.9%	-0.58	0.0095	-0.023
10.75	13.00			44.5%	0.45	0.0085	-0.023	124	29.50	33.50			45.5%	-0.58	0.0095	-0.023
10.50	13.75		16	45.8%	0.45	0.0085	-0.023	125	30.50	34.30			46.0%	-0.59	0.0095	-0.023
9.40	12.60		239	46.1%	0.42	0.0083	-0.023	130	34.50	38.00			46.3%	-0.63	0.0093	-0.023
8.45	11.45		2	46.2%	0.39	0.0081	-0.023	135	38.50	42.00			46.6%	-0.66	0.0092	-0.022
7.55	9.45	5	52	45.1%	0.36	0.0079	-0.022	140	42.50	46.50			47.4%	-0.69	0.0090	-0.021
6.75	9.85		38	46.9%	0.33	0.0076	-0.022	145	47.65	50.50			48.8%	-0.72	0.0088	-0.021
6.90	7.85	110	262	46.6%	0.31	0.0073	-0.021	150	51.00	55.00			48.1%	-0.75	0.0087	-0.020

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

GDX цепочка опционов VanEck Gold Miners ETF

Улыбка волатильности — Sep 17, 2027

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