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 ±24.1% (98.44–160.84) · ATM IV 50.5% · P/C открытого интереса 0.98
| 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 | |
| 62.25 | 66.35 | 267 | 75.2% | 0.98 | 0.0010 | 0.000 | 65 | 0 | 1.51 | 101 | 68.2% | -0.02 | 0.0010 | -0.007 | ||
| 61.25 | 65.35 | 64 | 73.6% | 0.98 | 0.0011 | 0.000 | 66 | 0 | 2.39 | 12 | 73.9% | -0.02 | 0.0010 | -0.007 | ||
| 60.35 | 64.40 | 5 | 73.1% | 0.98 | 0.0011 | 0.000 | 67 | 0 | 1.78 | 1 | 67.9% | -0.02 | 0.0011 | -0.008 | ||
| 59.30 | 63.35 | 57 | 70.9% | 0.97 | 0.0012 | 0.000 | 68 | 0 | 1.61 | 3 | 65.2% | -0.02 | 0.0012 | -0.008 | ||
| 58.30 | 62.50 | 10 | 70.4% | 0.97 | 0.0013 | 0.000 | 69 | 0.0600 | 0.7000 | 2 | 55.4% | -0.02 | 0.0013 | -0.009 | ||
| 57.35 | 61.55 | 782 | 69.5% | 0.97 | 0.0014 | 0.000 | 70 | 0.0100 | 1.50 | 1,022 | 61.8% | -0.03 | 0.0014 | -0.009 | ||
| 56.40 | 60.45 | 8 | 67.7% | 0.97 | 0.0015 | 0.000 | 71 | 0.0100 | 1.54 | 2 | 60.9% | -0.03 | 0.0015 | -0.010 | ||
| 55.45 | 59.50 | 12 | 66.8% | 0.97 | 0.0016 | 0.000 | 72 | 0.0100 | 1.98 | 2 | 62.9% | -0.03 | 0.0016 | -0.011 | ||
| 54.50 | 58.55 | 121 | 69.4% | 0.96 | 0.0017 | 0.000 | 73 | 0 | 1.63 | 4 | 59.1% | -0.03 | 0.0017 | -0.011 | ||
| 54.15 | 57.40 | 102 | 67.4% | 0.96 | 0.0018 | 0.000 | 74 | 0.0900 | 1.68 | 14 | 58.9% | -0.04 | 0.0018 | -0.012 | ||
| 52.60 | 56.50 | 366 | 63.4% | 0.96 | 0.0019 | 0.000 | 75 | 0 | 1.94 | 2,095 | 58.9% | -0.04 | 0.0019 | -0.013 | ||
| 51.70 | 55.75 | 12 | 63.9% | 0.96 | 0.0020 | 0.000 | 76 | 0 | 1.27 | 52 | 52.7% | -0.04 | 0.0020 | -0.013 | ||
| 50.75 | 54.85 | 37 | 63.3% | 0.95 | 0.0022 | 0.000 | 77 | 0 | 2.47 | 9 | 59.7% | -0.04 | 0.0022 | -0.014 | ||
| 49.85 | 53.95 | 13 | 62.7% | 0.95 | 0.0023 | -0.001 | 78 | 0 | 2.41 | 29 | 58.1% | -0.05 | 0.0023 | -0.015 | ||
| 49.00 | 53.05 | 52 | 62.5% | 0.95 | 0.0024 | -0.002 | 79 | 0 | 1.89 | 264 | 53.8% | -0.05 | 0.0024 | -0.015 | ||
| 48.50 | 51.85 | 701 | 62.7% | 0.94 | 0.0026 | -0.003 | 80 | 0.8200 | 2.72 | 279 | 61.5% | -0.05 | 0.0026 | -0.016 | ||
| 43.60 | 47.25 | 336 | 57.9% | 0.92 | 0.0034 | -0.009 | 85 | 1.03 | 1.89 | 1,877 | 52.4% | -0.07 | 0.0034 | -0.021 | ||
| 39.70 | 41.55 | 625 | 52.8% | 0.90 | 0.0043 | -0.015 | 90 | 1.35 | 3.05 | 122 | 52.6% | -0.10 | 0.0043 | -0.025 | ||
| 35.45 | 37.45 | 1 | 1,153 | 51.7% | 0.87 | 0.0052 | -0.021 | 95 | 2.40 | 3.40 | 2,694 | 51.1% | -0.13 | 0.0052 | -0.030 | |
| 31.45 | 34.60 | 2,049 | 53.5% | 0.83 | 0.0062 | -0.027 | 100 | 2.96 | 5.00 | 207 | 921 | 50.8% | -0.16 | 0.0062 | -0.035 | |
| 30.20 | 34.00 | 3 | 52.5% | 0.82 | 0.0064 | -0.028 | 101 | 3.60 | 4.80 | 500 | 50.7% | -0.17 | 0.0064 | -0.036 | ||
| 29.50 | 33.50 | 8 | 53.1% | 0.82 | 0.0066 | -0.030 | 102 | 3.15 | 5.70 | 3 | 50.5% | -0.18 | 0.0066 | -0.037 | ||
| 28.75 | 32.45 | 2 | 52.1% | 0.81 | 0.0068 | -0.031 | 103 | 4.10 | 5.30 | 14 | 50.5% | -0.19 | 0.0068 | -0.038 | ||
| 28.45 | 30.65 | 20 | 50.5% | 0.80 | 0.0070 | -0.032 | 104 | 4.70 | 6.20 | 1 | 52.7% | -0.20 | 0.0070 | -0.039 | ||
| 27.80 | 30.85 | 1 | 413 | 52.6% | 0.79 | 0.0072 | -0.033 | 105 | 5.00 | 5.40 | 97 | 50.1% | -0.21 | 0.0072 | -0.040 | |
| 27.05 | 29.30 | 44 | 50.5% | 0.78 | 0.0074 | -0.034 | 106 | 5.30 | 5.85 | 51 | 50.4% | -0.21 | 0.0074 | -0.041 | ||
| 26.10 | 29.85 | 1 | 52.5% | 0.77 | 0.0076 | -0.035 | 107 | 5.60 | 7.10 | 2 | 52.4% | -0.22 | 0.0076 | -0.042 | ||
| 25.20 | 28.10 | 3 | 49.6% | 0.76 | 0.0078 | -0.037 | 108 | 5.90 | 6.70 | 134 | 50.8% | -0.23 | 0.0078 | -0.043 | ||
| 24.75 | 27.30 | 25 | 49.8% | 0.75 | 0.0079 | -0.038 | 109 | 6.20 | 7.05 | 202 | 50.7% | -0.24 | 0.0080 | -0.043 | ||
| 24.35 | 26.30 | 1 | 1,572 | 49.5% | 0.75 | 0.0081 | -0.039 | 110 | 5.75 | 8.05 | 6,355 | 52.0% | -0.25 | 0.0081 | -0.044 | |
| 23.65 | 26.80 | 51.6% | 0.74 | 0.0083 | -0.040 | 111 | 6.85 | 8.40 | 102 | 51.9% | -0.26 | 0.0083 | -0.045 | |||
| 23.00 | 26.10 | 14 | 51.4% | 0.73 | 0.0084 | -0.041 | 112 | 7.20 | 8.75 | 20 | 51.8% | -0.27 | 0.0085 | -0.046 | ||
| 22.35 | 25.50 | 3 | 51.3% | 0.72 | 0.0086 | -0.042 | 113 | 7.55 | 8.15 | 8 | 49.8% | -0.28 | 0.0086 | -0.046 | ||
| 21.75 | 25.40 | 61 | 52.2% | 0.71 | 0.0087 | -0.043 | 114 | 7.95 | 8.55 | 39 | 49.8% | -0.29 | 0.0088 | -0.047 | ||
| 21.45 | 23.95 | 810 | 51.1% | 0.70 | 0.0089 | -0.044 | 115 | 8.30 | 10.40 | 1,493 | 52.5% | -0.30 | 0.0089 | -0.048 | ||
| 20.60 | 23.65 | 6 | 51.1% | 0.69 | 0.0090 | -0.044 | 116 | 7.90 | 10.30 | 13 | 51.5% | -0.31 | 0.0090 | -0.048 | ||
| 20.05 | 22.60 | 2 | 8 | 50.2% | 0.68 | 0.0091 | -0.045 | 117 | 9.15 | 10.15 | 7 | 50.4% | -0.32 | 0.0092 | -0.049 | |
| 19.45 | 21.55 | 14 | 49.2% | 0.67 | 0.0092 | -0.046 | 118 | 9.60 | 11.15 | 2 | 51.5% | -0.33 | 0.0093 | -0.049 | ||
| 18.95 | 21.75 | 2 | 50.6% | 0.66 | 0.0094 | -0.047 | 119 | 10.05 | 11.05 | 50.5% | -0.34 | 0.0094 | -0.050 | |||
| 19.30 | 21.35 | 2 | 880 | 52.4% | 0.65 | 0.0094 | -0.048 | 120 | 10.55 | 12.25 | 1 | 8,106 | 51.9% | -0.35 | 0.0095 | -0.050 |
| 17.85 | 20.30 | 17 | 49.9% | 0.64 | 0.0096 | -0.048 | 121 | 10.35 | 12.85 | 7 | 52.1% | -0.36 | 0.0096 | -0.051 | ||
| 17.30 | 20.35 | 82 | 50.8% | 0.63 | 0.0096 | -0.049 | 122 | 10.05 | 12.95 | 21 | 48.9% | -0.37 | 0.0097 | -0.051 | ||
| 16.90 | 19.00 | 55 | 49.5% | 0.62 | 0.0097 | -0.050 | 123 | 11.40 | 14.00 | 6 | 51.4% | -0.38 | 0.0098 | -0.052 | ||
| 17.45 | 18.75 | 36 | 51.6% | 0.61 | 0.0098 | -0.050 | 124 | 11.00 | 13.75 | 9 | 48.6% | -0.39 | 0.0099 | -0.052 | ||
| 15.80 | 17.90 | 1,006 | 49.0% | 0.60 | 0.0099 | -0.051 | 125 | 11.50 | 14.45 | 2 | 564 | 48.9% | -0.40 | 0.0100 | -0.052 | |
| 15.60 | 18.45 | 1 | 21 | 51.2% | 0.59 | 0.0099 | -0.051 | 126 | 11.85 | 15.50 | 2 | 8 | 49.5% | -0.41 | 0.0100 | -0.052 |
| 14.80 | 17.15 | 38 | 49.3% | 0.58 | 0.0100 | -0.052 | 127 | 13.10 | 16.00 | 2 | 50.6% | -0.42 | 0.0101 | -0.053 | ||
| 14.60 | 16.80 | 5 | 56 | 49.8% | 0.57 | 0.0100 | -0.052 | 128 | 13.05 | 16.35 | 3 | 49.4% | -0.43 | 0.0101 | -0.053 | |
| 13.90 | 16.30 | 1,402 | 49.3% | 0.56 | 0.0101 | -0.052 | 129 | 13.50 | 16.90 | 5 | 49.2% | -0.44 | 0.0102 | -0.053 | ||
| 13.90 | 16.10 | 527 | 50.4% | 0.55 | 0.0101 | -0.053 | 130 | 14.85 | 17.55 | 3 | 514 | 50.6% | -0.45 | 0.0102 | -0.053 | |
| 13.15 | 15.40 | 20 | 49.3% | 0.54 | 0.0101 | -0.053 | 131 | 14.75 | 18.20 | 49.7% | -0.46 | 0.0102 | -0.053 | |||
| 12.55 | 15.60 | 60 | 50.0% | 0.53 | 0.0101 | -0.053 | 132 | 15.05 | 18.75 | 83 | 49.2% | -0.47 | 0.0103 | -0.053 | ||
| 12.15 | 14.75 | 7 | 49.3% | 0.52 | 0.0101 | -0.053 | 133 | 15.85 | 19.35 | 2 | 49.5% | -0.48 | 0.0103 | -0.053 | ||
| 11.80 | 14.85 | 34 | 50.1% | 0.51 | 0.0101 | -0.054 | 134 | 16.45 | 19.95 | 1 | 49.5% | -0.49 | 0.0103 | -0.053 | ||
| 11.40 | 14.45 | 3 | 251 | 50.1% | 0.50 | 0.0101 | -0.054 | 135 | 17.00 | 20.60 | 127 | 49.5% | -0.50 | 0.0103 | -0.053 | |
| 11.15 | 14.15 | 11 | 50.4% | 0.49 | 0.0101 | -0.054 | 136 | 17.65 | 20.95 | 31 | 49.1% | -0.51 | 0.0103 | -0.053 | ||
| 10.70 | 13.15 | 42 | 49.2% | 0.48 | 0.0101 | -0.054 | 137 | 18.25 | 21.95 | 49.7% | -0.52 | 0.0103 | -0.053 | |||
| 10.00 | 12.60 | 6 | 48.3% | 0.47 | 0.0101 | -0.054 | 138 | 18.70 | 22.55 | 49.3% | -0.53 | 0.0103 | -0.052 | |||
| 10.15 | 12.30 | 398 | 49.2% | 0.46 | 0.0101 | -0.054 | 139 | 20.15 | 22.60 | 49.6% | -0.54 | 0.0102 | -0.052 | |||
| 10.50 | 11.95 | 1 | 6,719 | 50.3% | 0.45 | 0.0100 | -0.054 | 140 | 20.25 | 23.90 | 42 | 49.8% | -0.55 | 0.0102 | -0.052 | |
| 9.45 | 11.70 | 22 | 49.2% | 0.44 | 0.0100 | -0.054 | 141 | 21.75 | 24.00 | 1 | 50.2% | -0.55 | 0.0102 | -0.052 | ||
| 8.95 | 11.90 | 8 | 49.8% | 0.43 | 0.0100 | -0.054 | 142 | 21.15 | 25.20 | 2 | 49.0% | -0.56 | 0.0102 | -0.051 | ||
| 8.60 | 11.60 | 13 | 49.7% | 0.43 | 0.0099 | -0.054 | 143 | 22.00 | 25.95 | 1 | 49.4% | -0.57 | 0.0101 | -0.051 | ||
| 8.70 | 10.70 | 9 | 49.4% | 0.42 | 0.0099 | -0.054 | 144 | 23.90 | 26.00 | 2 | 50.4% | -0.58 | 0.0101 | -0.051 | ||
| 8.05 | 11.10 | 6 | 8,737 | 50.0% | 0.41 | 0.0098 | -0.054 | 145 | 24.65 | 26.70 | 7 | 50.5% | -0.59 | 0.0100 | -0.051 | |
| 7.75 | 10.90 | 52 | 50.1% | 0.40 | 0.0098 | -0.053 | 146 | 25.15 | 27.45 | 50.2% | -0.60 | 0.0100 | -0.050 | |||
| 7.95 | 9.80 | 17 | 49.5% | 0.39 | 0.0097 | -0.053 | 147 | 24.75 | 28.80 | 5 | 49.4% | -0.61 | 0.0099 | -0.050 | ||
| 7.25 | 10.30 | 198 | 50.1% | 0.38 | 0.0096 | -0.053 | 148 | 25.50 | 29.55 | 49.5% | -0.62 | 0.0099 | -0.049 | |||
| 7.60 | 9.25 | 37 | 49.8% | 0.38 | 0.0096 | -0.053 | 149 | 27.40 | 29.65 | 50.4% | -0.62 | 0.0098 | -0.049 | |||
| 7.60 | 8.75 | 13 | 2,679 | 49.8% | 0.37 | 0.0095 | -0.052 | 150 | 27.00 | 30.35 | 18 | 48.4% | -0.63 | 0.0098 | -0.048 | |
| 6.10 | 7.90 | 1 | 405 | 49.9% | 0.33 | 0.0091 | -0.051 | 155 | 30.85 | 34.85 | 7 | 49.8% | -0.67 | 0.0094 | -0.046 | |
| 4.85 | 6.95 | 442 | 49.6% | 0.30 | 0.0086 | -0.049 | 160 | 35.60 | 38.85 | 4 | 51.5% | -0.71 | 0.0090 | -0.043 | ||
| 4.45 | 7.05 | 228 | 52.6% | 0.26 | 0.0081 | -0.047 | 165 | 39.60 | 42.50 | 44 | 50.5% | -0.74 | 0.0086 | -0.040 | ||
| 3.30 | 6.35 | 239 | 52.1% | 0.24 | 0.0076 | -0.044 | 170 | 43.20 | 47.20 | 2 | 50.2% | -0.77 | 0.0081 | -0.036 | ||
| 2.66 | 4.65 | 441 | 49.9% | 0.21 | 0.0071 | -0.042 | 175 | 47.65 | 51.65 | 50.8% | -0.80 | 0.0076 | -0.033 | |||
| 2.87 | 4.65 | 603 | 53.1% | 0.19 | 0.0066 | -0.039 | 180 | 51.85 | 56.00 | 50.0% | -0.82 | 0.0072 | -0.029 | |||
| 2.15 | 4.30 | 37 | 53.1% | 0.17 | 0.0061 | -0.037 | 185 | 56.75 | 60.60 | 51.4% | -0.84 | 0.0067 | -0.026 | |||
| 1.50 | 4.30 | 35 | 53.9% | 0.15 | 0.0056 | -0.034 | 190 | 61.30 | 65.25 | 51.5% | -0.86 | 0.0063 | -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 — 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.