GDXJ цепочка опционов VanEck Junior Gold Miners 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 ±17.4% (89.51–127.21) · ATM IV 44.7% · P/C открытого интереса 0.53
| 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 | |
| 52.30 | 55.95 | 199 | 82.6% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.5300 | 29 | 71.9% | -0.00 | 0.0004 | -0.002 | ||
| 51.10 | 54.95 | 140 | 77.2% | 0.99 | 0.0004 | 0.000 | 56 | 0 | 0.7300 | 1 | 74.1% | -0.00 | 0.0004 | -0.002 | ||
| 50.25 | 54.00 | 140 | 78.3% | 0.99 | 0.0004 | 0.000 | 57 | 0 | 0.5400 | 3 | 68.7% | -0.01 | 0.0005 | -0.002 | ||
| 49.25 | 53.00 | 31 | 76.2% | 0.99 | 0.0005 | 0.000 | 58 | 0 | 0.5500 | 2 | 67.2% | -0.01 | 0.0006 | -0.003 | ||
| 48.40 | 52.00 | 3 | 76.2% | 0.99 | 0.0006 | 0.000 | 59 | 0 | 0.5500 | 66 | 65.6% | -0.01 | 0.0006 | -0.003 | ||
| 47.35 | 51.00 | 567 | 73.6% | 0.99 | 0.0006 | 0.000 | 60 | 0 | 0.3700 | 83 | 60.1% | -0.01 | 0.0007 | -0.003 | ||
| 46.20 | 50.00 | 122 | 69.5% | 0.99 | 0.0008 | 0.000 | 61 | 0 | 0.7700 | 21 | 66.3% | -0.01 | 0.0008 | -0.004 | ||
| 45.35 | 49.05 | 3 | 70.3% | 0.99 | 0.0008 | 0.000 | 62 | 0 | 0.9500 | 40 | 67.2% | -0.01 | 0.0010 | -0.004 | ||
| 44.45 | 48.05 | 1 | 69.6% | 0.99 | 0.0010 | 0.000 | 63 | 0 | 0.8000 | 12 | 63.5% | -0.01 | 0.0011 | -0.004 | ||
| 43.45 | 47.05 | 2 | 67.7% | 0.99 | 0.0011 | 0.000 | 64 | 0.0100 | 0.6200 | 32 | 59.3% | -0.01 | 0.0012 | -0.005 | ||
| 42.35 | 46.10 | 267 | 65.2% | 0.99 | 0.0012 | 0.000 | 65 | 0 | 0.4300 | 100 | 54.1% | -0.01 | 0.0013 | -0.005 | ||
| 41.40 | 45.10 | 64 | 63.9% | 0.98 | 0.0014 | 0.000 | 66 | 0 | 0.6500 | 12 | 56.6% | -0.02 | 0.0015 | -0.006 | ||
| 40.40 | 44.15 | 5 | 62.7% | 0.98 | 0.0016 | 0.000 | 67 | 0 | 0.9800 | 1 | 59.6% | -0.02 | 0.0017 | -0.006 | ||
| 39.45 | 43.15 | 57 | 61.4% | 0.98 | 0.0018 | 0.000 | 68 | 0 | 0.9000 | 3 | 57.0% | -0.02 | 0.0019 | -0.007 | ||
| 39.00 | 42.15 | 10 | 64.9% | 0.98 | 0.0020 | -0.001 | 69 | 0.0100 | 0.7200 | 2 | 53.3% | -0.02 | 0.0021 | -0.008 | ||
| 38.10 | 41.15 | 763 | 63.9% | 0.97 | 0.0022 | -0.002 | 70 | 0.0100 | 0.3500 | 3 | 867 | 45.9% | -0.03 | 0.0023 | -0.009 | |
| 36.50 | 40.25 | 8 | 57.7% | 0.97 | 0.0024 | -0.003 | 71 | 0.0100 | 0.7800 | 2 | 51.2% | -0.03 | 0.0025 | -0.009 | ||
| 35.90 | 39.25 | 12 | 59.5% | 0.97 | 0.0027 | -0.004 | 72 | 0 | 1.15 | 4 | 53.8% | -0.03 | 0.0028 | -0.010 | ||
| 34.60 | 37.70 | 122 | 49.5% | 0.97 | 0.0030 | -0.005 | 73 | 0.0500 | 0.8700 | 5 | 49.9% | -0.04 | 0.0031 | -0.011 | ||
| 33.75 | 37.30 | 102 | 55.2% | 0.96 | 0.0033 | -0.006 | 74 | 0 | 0.9200 | 14 | 48.5% | -0.04 | 0.0034 | -0.012 | ||
| 33.00 | 36.30 | 364 | 55.5% | 0.96 | 0.0036 | -0.007 | 75 | 0 | 1.18 | 2,095 | 49.7% | -0.04 | 0.0037 | -0.013 | ||
| 31.75 | 35.45 | 12 | 53.0% | 0.95 | 0.0039 | -0.008 | 76 | 0 | 1.05 | 52 | 47.0% | -0.05 | 0.0040 | -0.014 | ||
| 30.80 | 34.50 | 36 | 52.1% | 0.95 | 0.0043 | -0.010 | 77 | 0.0400 | 1.12 | 9 | 46.6% | -0.05 | 0.0044 | -0.015 | ||
| 29.95 | 33.60 | 13 | 52.2% | 0.94 | 0.0047 | -0.011 | 78 | 0 | 1.39 | 29 | 47.1% | -0.06 | 0.0048 | -0.017 | ||
| 29.05 | 32.70 | 52 | 51.8% | 0.94 | 0.0051 | -0.012 | 79 | 0.1900 | 1.11 | 264 | 44.9% | -0.07 | 0.0052 | -0.018 | ||
| 28.40 | 31.70 | 700 | 52.3% | 0.93 | 0.0055 | -0.014 | 80 | 0.6000 | 1.12 | 28 | 280 | 46.6% | -0.07 | 0.0056 | -0.019 | |
| 24.30 | 27.35 | 336 | 51.4% | 0.89 | 0.0078 | -0.022 | 85 | 1.10 | 1.68 | 1 | 1,888 | 45.2% | -0.11 | 0.0079 | -0.026 | |
| 19.65 | 23.15 | 2 | 604 | 47.1% | 0.83 | 0.0104 | -0.030 | 90 | 2.05 | 2.50 | 10 | 148 | 44.7% | -0.17 | 0.0104 | -0.034 |
| 16.85 | 19.40 | 1,151 | 49.0% | 0.77 | 0.0128 | -0.038 | 95 | 2.87 | 4.05 | 40 | 2,782 | 43.9% | -0.23 | 0.0129 | -0.041 | |
| 13.55 | 15.10 | 2 | 2,161 | 45.5% | 0.69 | 0.0149 | -0.045 | 100 | 4.45 | 6.25 | 19 | 1,127 | 44.9% | -0.31 | 0.0150 | -0.047 |
| 11.95 | 15.55 | 3 | 45.6% | 0.68 | 0.0152 | -0.046 | 101 | 3.65 | 7.60 | 500 | 44.3% | -0.33 | 0.0153 | -0.048 | ||
| 11.50 | 14.95 | 8 | 45.9% | 0.66 | 0.0155 | -0.047 | 102 | 4.10 | 7.15 | 4 | 42.2% | -0.34 | 0.0156 | -0.048 | ||
| 10.85 | 14.40 | 70 | 2 | 45.6% | 0.64 | 0.0158 | -0.048 | 103 | 4.55 | 8.45 | 15 | 44.5% | -0.36 | 0.0159 | -0.049 | |
| 11.20 | 13.45 | 298 | 46.9% | 0.63 | 0.0160 | -0.049 | 104 | 6.05 | 8.35 | 133 | 45.7% | -0.38 | 0.0161 | -0.050 | ||
| 10.10 | 13.00 | 422 | 45.6% | 0.61 | 0.0162 | -0.049 | 105 | 5.85 | 9.30 | 5 | 145 | 45.2% | -0.39 | 0.0164 | -0.051 | |
| 9.40 | 12.25 | 44 | 44.5% | 0.59 | 0.0164 | -0.050 | 106 | 6.95 | 9.40 | 58 | 45.8% | -0.41 | 0.0165 | -0.051 | ||
| 8.80 | 11.90 | 1 | 44.6% | 0.58 | 0.0166 | -0.051 | 107 | 7.55 | 9.95 | 5 | 46.2% | -0.43 | 0.0167 | -0.051 | ||
| 8.35 | 11.30 | 3 | 44.4% | 0.56 | 0.0167 | -0.051 | 108 | 7.10 | 10.95 | 132 | 45.0% | -0.44 | 0.0168 | -0.052 | ||
| 7.90 | 11.00 | 22 | 44.8% | 0.54 | 0.0168 | -0.051 | 109 | 7.65 | 10.75 | 202 | 43.3% | -0.46 | 0.0169 | -0.052 | ||
| 8.60 | 9.75 | 2 | 1,633 | 45.6% | 0.53 | 0.0168 | -0.052 | 110 | 8.20 | 11.55 | 7,181 | 43.9% | -0.48 | 0.0170 | -0.052 | |
| 7.05 | 10.05 | 44.7% | 0.51 | 0.0168 | -0.052 | 111 | 8.80 | 11.85 | 630 | 43.3% | -0.49 | 0.0170 | -0.052 | |||
| 7.65 | 9.40 | 12 | 46.5% | 0.49 | 0.0168 | -0.052 | 112 | 9.55 | 12.10 | 2 | 22 | 42.9% | -0.51 | 0.0170 | -0.052 | |
| 6.60 | 9.15 | 5 | 15 | 45.3% | 0.48 | 0.0168 | -0.052 | 113 | 9.95 | 13.70 | 11 | 44.8% | -0.52 | 0.0170 | -0.052 | |
| 5.70 | 8.75 | 60 | 44.0% | 0.46 | 0.0167 | -0.052 | 114 | 10.55 | 13.85 | 39 | 43.7% | -0.54 | 0.0169 | -0.052 | ||
| 5.70 | 8.70 | 1 | 790 | 45.6% | 0.45 | 0.0166 | -0.052 | 115 | 11.20 | 14.50 | 1,496 | 43.8% | -0.56 | 0.0168 | -0.051 | |
| 5.30 | 8.10 | 13 | 44.9% | 0.43 | 0.0165 | -0.052 | 116 | 11.85 | 14.55 | 17 | 42.4% | -0.57 | 0.0167 | -0.051 | ||
| 4.55 | 7.90 | 23 | 44.3% | 0.42 | 0.0164 | -0.051 | 117 | 12.45 | 16.15 | 15 | 44.5% | -0.59 | 0.0166 | -0.051 | ||
| 4.20 | 7.40 | 14 | 43.8% | 0.40 | 0.0162 | -0.051 | 118 | 13.15 | 16.40 | 22 | 43.5% | -0.60 | 0.0164 | -0.050 | ||
| 3.85 | 7.75 | 12 | 45.3% | 0.39 | 0.0160 | -0.051 | 119 | 13.85 | 17.45 | 26 | 44.4% | -0.62 | 0.0162 | -0.049 | ||
| 4.60 | 6.95 | 26 | 897 | 46.6% | 0.37 | 0.0158 | -0.050 | 120 | 14.70 | 18.15 | 4,354 | 44.8% | -0.63 | 0.0160 | -0.049 | |
| 3.70 | 6.45 | 27 | 44.5% | 0.36 | 0.0156 | -0.050 | 121 | 15.30 | 18.75 | 38 | 44.2% | -0.65 | 0.0158 | -0.048 | ||
| 2.94 | 6.95 | 141 | 45.2% | 0.35 | 0.0154 | -0.049 | 122 | 16.00 | 19.65 | 21 | 44.6% | -0.66 | 0.0156 | -0.047 | ||
| 2.90 | 6.70 | 56 | 45.9% | 0.33 | 0.0151 | -0.048 | 123 | 16.75 | 19.60 | 6 | 42.5% | -0.67 | 0.0154 | -0.047 | ||
| 3.85 | 6.45 | 44 | 49.0% | 0.32 | 0.0149 | -0.048 | 124 | 17.50 | 21.20 | 8 | 44.8% | -0.68 | 0.0151 | -0.046 | ||
| 2.99 | 5.50 | 1,334 | 45.5% | 0.31 | 0.0146 | -0.047 | 125 | 18.30 | 22.00 | 568 | 45.0% | -0.70 | 0.0148 | -0.045 | ||
| 2.73 | 5.95 | 27 | 47.2% | 0.30 | 0.0143 | -0.046 | 126 | 19.30 | 22.80 | 8 | 45.7% | -0.71 | 0.0146 | -0.044 | ||
| 2.89 | 5.75 | 37 | 48.3% | 0.28 | 0.0140 | -0.045 | 127 | 19.85 | 23.60 | 4 | 45.1% | -0.72 | 0.0143 | -0.043 | ||
| 2.65 | 5.55 | 41 | 48.3% | 0.27 | 0.0137 | -0.045 | 128 | 21.15 | 24.20 | 7 | 46.0% | -0.73 | 0.0140 | -0.042 | ||
| 2.81 | 4.70 | 1,402 | 47.5% | 0.26 | 0.0134 | -0.044 | 129 | 21.50 | 25.00 | 5 | 44.7% | -0.74 | 0.0137 | -0.041 | ||
| 2.80 | 4.00 | 3 | 770 | 46.6% | 0.25 | 0.0131 | -0.043 | 130 | 22.35 | 25.80 | 606 | 44.8% | -0.76 | 0.0135 | -0.040 | |
| 2.51 | 3.60 | 22 | 45.6% | 0.24 | 0.0128 | -0.042 | 131 | 23.20 | 26.65 | 1 | 45.0% | -0.77 | 0.0132 | -0.039 | ||
| 2.13 | 3.75 | 58 | 46.0% | 0.23 | 0.0125 | -0.041 | 132 | 24.00 | 27.50 | 83 | 44.9% | -0.78 | 0.0129 | -0.038 | ||
| 2.07 | 4.05 | 8 | 47.7% | 0.22 | 0.0122 | -0.040 | 133 | 24.85 | 28.60 | 2 | 45.8% | -0.79 | 0.0126 | -0.037 | ||
| 1.84 | 3.80 | 34 | 47.2% | 0.21 | 0.0118 | -0.039 | 134 | 25.70 | 29.15 | 1 | 44.8% | -0.80 | 0.0123 | -0.036 | ||
| 1.79 | 4.15 | 587 | 49.2% | 0.20 | 0.0115 | -0.038 | 135 | 26.60 | 29.60 | 79 | 43.5% | -0.80 | 0.0120 | -0.035 | ||
| 1.77 | 2.96 | 20 | 46.1% | 0.19 | 0.0112 | -0.037 | 136 | 27.45 | 31.05 | 30 | 45.6% | -0.81 | 0.0118 | -0.035 | ||
| 1.83 | 2.84 | 43 | 46.9% | 0.19 | 0.0109 | -0.036 | 137 | 28.30 | 31.95 | 45.6% | -0.82 | 0.0115 | -0.034 | |||
| 1.12 | 2.99 | 6 | 45.8% | 0.18 | 0.0106 | -0.036 | 138 | 29.20 | 32.60 | 44.8% | -0.83 | 0.0112 | -0.033 | |||
| 1.42 | 2.39 | 254 | 45.5% | 0.17 | 0.0103 | -0.035 | 139 | 30.10 | 33.80 | 2 | 46.1% | -0.84 | 0.0110 | -0.032 | ||
| 1.51 | 2.20 | 10 | 7,041 | 46.0% | 0.16 | 0.0100 | -0.034 | 140 | 31.00 | 34.70 | 61 | 46.2% | -0.85 | 0.0107 | -0.031 | |
| 1.22 | 2.18 | 22 | 45.6% | 0.16 | 0.0097 | -0.033 | 141 | 31.90 | 35.60 | 1 | 46.3% | -0.85 | 0.0104 | -0.030 | ||
| 0.9900 | 2.27 | 8 | 45.9% | 0.15 | 0.0094 | -0.032 | 142 | 32.80 | 36.15 | 2 | 44.7% | -0.86 | 0.0102 | -0.029 | ||
| 0.9300 | 2.37 | 17 | 46.9% | 0.14 | 0.0091 | -0.031 | 143 | 33.70 | 37.40 | 2 | 46.2% | -0.87 | 0.0099 | -0.028 | ||
| 0.7500 | 2.28 | 9 | 46.5% | 0.14 | 0.0088 | -0.030 | 144 | 34.60 | 38.30 | 2 | 46.1% | -0.88 | 0.0097 | -0.027 | ||
| 0.8600 | 2.06 | 8,697 | 46.8% | 0.13 | 0.0085 | -0.029 | 145 | 35.55 | 39.10 | 7 | 45.6% | -0.88 | 0.0094 | -0.026 | ||
| 0.7900 | 2.11 | 52 | 47.5% | 0.13 | 0.0082 | -0.029 | 146 | 36.45 | 39.90 | 44.8% | -0.89 | 0.0092 | -0.026 | |||
| 0.7300 | 2.14 | 18 | 48.1% | 0.12 | 0.0080 | -0.028 | 147 | 37.40 | 41.05 | 5 | 46.2% | -0.89 | 0.0090 | -0.025 | ||
| 0.5000 | 1.98 | 188 | 47.0% | 0.12 | 0.0077 | -0.027 | 148 | 38.35 | 41.85 | 45.4% | -0.90 | 0.0088 | -0.024 | |||
| 0.0300 | 1.94 | 38 | 45.0% | 0.11 | 0.0075 | -0.026 | 149 | 39.25 | 42.90 | 45.9% | -0.91 | 0.0086 | -0.023 | |||
| 0.7200 | 1.75 | 4,411 | 48.4% | 0.11 | 0.0072 | -0.025 | 150 | 40.20 | 43.10 | 18 | 38.4% | -0.91 | 0.0084 | -0.022 | ||
| 0.5700 | 1.34 | 348 | 48.8% | 0.08 | 0.0061 | -0.022 | 155 | 44.95 | 48.60 | 3 | 7 | 45.3% | -0.94 | 0.0074 | -0.019 | |
| 0.1000 | 1.22 | 441 | 48.0% | 0.07 | 0.0051 | -0.018 | 160 | 49.75 | 53.45 | 4 | -0.96 | 0.0066 | -0.016 | |||
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 — Jan 15, 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.