GE цепочка опционов GE Aerospace
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 ±7.5% (304.83–354.19) · ATM IV 29.4% · P/C открытого интереса 2.05
| 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 | |
| 138.35 | 142.35 | 78.0% | 1.00 | 0.0002 | 0.000 | 190 | 0 | 2.13 | 96.5% | -0.01 | 0.0002 | -0.014 | ||||
| 133.25 | 137.35 | 63.3% | 1.00 | 0.0002 | 0.000 | 195 | 0 | 2.13 | 92.5% | -0.01 | 0.0002 | -0.014 | ||||
| 128.30 | 132.35 | 61.4% | 0.99 | 0.0002 | -0.001 | 200 | 0 | 2.13 | 88.7% | -0.01 | 0.0002 | -0.015 | ||||
| 123.40 | 127.40 | 70.8% | 0.99 | 0.0003 | -0.002 | 205 | 0 | 0.7200 | 71.1% | -0.01 | 0.0003 | -0.015 | ||||
| 118.80 | 122.40 | 67.1% | 0.99 | 0.0003 | -0.003 | 210 | 0 | 0.5200 | 64.9% | -0.01 | 0.0003 | -0.016 | ||||
| 113.45 | 117.40 | 56.7% | 0.99 | 0.0003 | -0.004 | 215 | 0 | 0.9300 | 67.4% | -0.01 | 0.0004 | -0.017 | ||||
| 108.45 | 112.45 | 54.4% | 0.99 | 0.0004 | -0.006 | 220 | 0 | 0.7300 | 61.9% | -0.01 | 0.0004 | -0.017 | ||||
| 103.35 | 107.45 | 54.1% | 0.99 | 0.0004 | -0.007 | 225 | 0 | 0.7300 | 58.9% | -0.01 | 0.0005 | -0.018 | ||||
| 98.40 | 102.45 | 43.9% | 0.99 | 0.0005 | -0.009 | 230 | 0 | 0.7400 | 56.0% | -0.01 | 0.0005 | -0.019 | ||||
| 93.45 | 97.45 | 52.9% | 0.99 | 0.0006 | -0.011 | 235 | 0 | 0.7500 | 53.2% | -0.01 | 0.0006 | -0.021 | ||||
| 88.60 | 92.50 | 37.8% | 0.99 | 0.0007 | -0.013 | 240 | 0 | 0.7600 | 50.4% | -0.01 | 0.0007 | -0.022 | ||||
| 83.45 | 87.55 | 44.5% | 0.99 | 0.0008 | -0.015 | 245 | 0 | 0.7800 | 47.8% | -0.02 | 0.0008 | -0.024 | ||||
| 78.50 | 82.55 | 39.7% | 0.98 | 0.0010 | -0.017 | 250 | 0 | 1.21 | 1 | 48.5% | -0.02 | 0.0010 | -0.026 | |||
| 74.10 | 77.65 | 42.8% | 0.98 | 0.0011 | -0.020 | 255 | 0 | 0.8500 | 42.9% | -0.02 | 0.0012 | -0.028 | ||||
| 68.65 | 72.70 | 40.5% | 0.98 | 0.0014 | -0.023 | 260 | 0 | 0.9100 | 40.6% | -0.02 | 0.0014 | -0.031 | ||||
| 64.00 | 67.80 | 37.0% | 0.97 | 0.0017 | -0.027 | 265 | 0 | 0.7500 | 36.6% | -0.03 | 0.0017 | -0.034 | ||||
| 59.65 | 62.20 | 34.3% | 0.97 | 0.0020 | -0.032 | 270 | 0 | 0.9500 | 2 | 35.4% | -0.04 | 0.0020 | -0.039 | |||
| 55.25 | 57.40 | 36.0% | 0.96 | 0.0025 | -0.038 | 275 | 0 | 1.24 | 2 | 34.4% | -0.04 | 0.0025 | -0.044 | |||
| 50.40 | 52.60 | 34.4% | 0.95 | 0.0031 | -0.046 | 280 | 0.1100 | 1.66 | 34.1% | -0.06 | 0.0032 | -0.052 | ||||
| 45.25 | 48.00 | 32.3% | 0.93 | 0.0039 | -0.056 | 285 | 0.6300 | 1.25 | 31.6% | -0.07 | 0.0039 | -0.061 | ||||
| 41.15 | 43.40 | 33.2% | 0.91 | 0.0048 | -0.069 | 290 | 0.3400 | 1.95 | 30.0% | -0.09 | 0.0049 | -0.074 | ||||
| 36.60 | 38.95 | 32.3% | 0.88 | 0.0060 | -0.084 | 295 | 0.7000 | 2.40 | 29.3% | -0.12 | 0.0060 | -0.088 | ||||
| 31.95 | 35.20 | 82 | 32.1% | 0.85 | 0.0072 | -0.100 | 300 | 2.31 | 3.20 | 10 | 4 | 31.4% | -0.15 | 0.0072 | -0.104 | |
| 28.25 | 30.75 | 31.7% | 0.81 | 0.0084 | -0.116 | 305 | 2.90 | 4.40 | 1 | 31.1% | -0.19 | 0.0085 | -0.120 | |||
| 24.35 | 26.85 | 31.2% | 0.76 | 0.0096 | -0.131 | 310 | 3.20 | 6.25 | 6 | 22 | 30.6% | -0.24 | 0.0098 | -0.135 | ||
| 20.20 | 23.25 | 30.1% | 0.71 | 0.0108 | -0.144 | 315 | 3.95 | 7.60 | 2 | 6 | 29.3% | -0.29 | 0.0109 | -0.148 | ||
| 17.70 | 19.80 | 30.8% | 0.65 | 0.0118 | -0.155 | 320 | 6.50 | 9.20 | 5 | 30.2% | -0.35 | 0.0119 | -0.158 | |||
| 14.25 | 16.50 | 6 | 29.6% | 0.59 | 0.0125 | -0.162 | 325 | 8.15 | 11.20 | 36 | 15 | 29.5% | -0.41 | 0.0127 | -0.165 | |
| 11.85 | 14.00 | 30.0% | 0.53 | 0.0129 | -0.165 | 330 | 10.45 | 13.05 | 38 | 1 | 28.7% | -0.48 | 0.0131 | -0.167 | ||
| 9.70 | 11.30 | 1 | 29.6% | 0.47 | 0.0129 | -0.165 | 335 | 13.20 | 15.40 | 8 | 28.3% | -0.54 | 0.0131 | -0.166 | ||
| 6.70 | 9.45 | 1 | 28.5% | 0.40 | 0.0126 | -0.160 | 340 | 16.20 | 19.15 | 5 | 18 | 29.1% | -0.60 | 0.0128 | -0.161 | |
| 5.70 | 8.05 | 2 | 30.0% | 0.34 | 0.0120 | -0.152 | 345 | 19.45 | 21.85 | 2 | 28.2% | -0.67 | 0.0122 | -0.152 | ||
| 4.30 | 6.55 | 11 | 29.9% | 0.29 | 0.0112 | -0.141 | 350 | 23.05 | 26.05 | 28.9% | -0.72 | 0.0114 | -0.141 | |||
| 2.55 | 5.15 | 9 | 28.4% | 0.24 | 0.0101 | -0.127 | 355 | 26.75 | 29.85 | 1 | 28.5% | -0.77 | 0.0104 | -0.129 | ||
| 1.73 | 4.40 | 7 | 6 | 28.9% | 0.20 | 0.0090 | -0.113 | 360 | 31.00 | 33.85 | 28.5% | -0.82 | 0.0094 | -0.115 | ||
| 1.63 | 3.80 | 3 | 30.4% | 0.16 | 0.0078 | -0.099 | 365 | 35.30 | 38.05 | 50 | 1 | 28.2% | -0.86 | 0.0083 | -0.101 | |
| 1.27 | 2.99 | 9 | 30.7% | 0.13 | 0.0067 | -0.086 | 370 | 39.75 | 42.65 | 28.4% | -0.89 | 0.0073 | -0.088 | |||
| 1.07 | 2.42 | 1 | 2 | 31.4% | 0.10 | 0.0057 | -0.074 | 375 | 44.35 | 47.10 | 40 | 1 | 27.4% | -0.92 | 0.0065 | -0.077 |
| 0.6300 | 1.65 | 1 | 30.3% | 0.08 | 0.0048 | -0.064 | 380 | 49.10 | 52.00 | 27.5% | -0.94 | 0.0060 | -0.070 | |||
| 0.1100 | 1.35 | 29.4% | 0.07 | 0.0040 | -0.056 | 385 | 53.55 | 56.50 | -0.96 | 0.0056 | -0.075 | |||||
| 0.0100 | 1.10 | 29.7% | 0.06 | 0.0034 | -0.049 | 390 | 58.55 | 62.35 | -0.97 | 0.0048 | -0.085 | |||||
| 0 | 0.8000 | 3 | 29.7% | 0.05 | 0.0029 | -0.044 | 395 | 63.25 | 67.30 | -0.98 | 0.0035 | -0.066 | ||||
| 0 | 0.8000 | 31.4% | 0.04 | 0.0025 | -0.040 | 400 | 68.55 | 71.90 | -0.99 | 0.0026 | -0.046 | |||||
| 0.0500 | 0.9100 | 34.2% | 0.04 | 0.0022 | -0.037 | 405 | 73.30 | 77.30 | -0.99 | 0.0017 | -0.038 | |||||
| 0 | 0.8500 | 35.1% | 0.03 | 0.0020 | -0.035 | 410 | 78.30 | 82.30 | -1.00 | 0.0010 | -0.038 | |||||
| 0 | 0.8100 | 36.4% | 0.03 | 0.0017 | -0.033 | 415 | 83.25 | 87.30 | -1.00 | 0.0006 | -0.038 | |||||
| 0 | 0.7800 | 37.8% | 0.03 | 0.0016 | -0.031 | 420 | 88.30 | 92.30 | -1.00 | 0.0003 | -0.038 | |||||
| 0 | 0.7600 | 39.2% | 0.02 | 0.0014 | -0.029 | 425 | 93.30 | 97.35 | -1.00 | 0.0001 | -0.038 | |||||
| 0 | 0.7500 | 40.6% | 0.02 | 0.0013 | -0.028 | 430 | 98.30 | 102.35 | -1.00 | 0.0000 | -0.038 | |||||
| 0 | 0.7400 | 42.0% | 0.02 | 0.0012 | -0.027 | 435 | 103.30 | 107.30 | -1.00 | 0.0000 | -0.038 | |||||
| 0 | 0.9300 | 45.0% | 0.02 | 0.0010 | -0.026 | 440 | 108.25 | 112.30 | -1.00 | 0.0000 | -0.038 | |||||
| 0 | 0.7300 | 44.8% | 0.02 | 0.0010 | -0.025 | 445 | 113.30 | 117.30 | -1.00 | 0.0000 | -0.038 | |||||
| 0 | 2.13 | 55.1% | 0.02 | 0.0009 | -0.024 | 450 | 118.30 | 122.35 | -1.00 | 0.0000 | -0.038 | |||||
| 0 | 2.13 | 58.1% | 0.01 | 0.0008 | -0.022 | 460 | 128.25 | 132.35 | -1.00 | 0.0000 | -0.038 | |||||
| 0 | 2.13 | 61.1% | 0.01 | 0.0006 | -0.020 | 470 | 138.25 | 142.35 | -1.00 | 0.0000 | -0.038 | |||||
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 09, 2026
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