GEV цепочка опционов GE Vernova Inc.
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 ±12.2% (828.62–1,057.82) · ATM IV 44.4% · P/C открытого интереса 1.78
| 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 | |
| 461.50 | 469.90 | 2 | 1.00 | 0.0000 | 0.000 | 480 | 0 | 1.50 | 48 | 86.9% | -0.00 | 0.0000 | -0.004 | |||
| 451.60 | 457.60 | 1 | 1.00 | 0.0000 | 0.000 | 490 | 0 | 3.60 | 6 | 95.6% | -0.00 | 0.0000 | -0.005 | |||
| 441.60 | 449.80 | 7 | 1.00 | 0.0000 | 0.000 | 500 | 0 | 1.15 | 1 | 78 | 79.4% | -0.00 | 0.0000 | -0.005 | ||
| 421.00 | 430.00 | 58 | 1.00 | 0.0000 | 0.000 | 520 | 0 | 1.55 | 45 | 77.8% | -0.00 | 0.0000 | -0.008 | |||
| 402.10 | 410.30 | 62 | 58.1% | 1.00 | 0.0000 | 0.000 | 540 | 0 | 1.90 | 27 | 75.4% | -0.00 | 0.0000 | -0.011 | ||
| 382.10 | 390.20 | 1 | 1.00 | 0.0000 | 0.000 | 560 | 0 | 1.10 | 3 | 50 | 66.0% | -0.00 | 0.0000 | -0.016 | ||
| 362.30 | 370.70 | 3 | 55.1% | 1.00 | 0.0001 | 0.000 | 580 | 0.0500 | 2.00 | 181 | 67.5% | -0.00 | 0.0001 | -0.023 | ||
| 342.50 | 350.90 | 7 | 54.0% | 0.99 | 0.0001 | 0.000 | 600 | 0 | 1.30 | 1 | 197 | 59.4% | -0.01 | 0.0001 | -0.031 | |
| 322.70 | 330.90 | 6 | 50.5% | 0.99 | 0.0001 | 0.000 | 620 | 0.4500 | 0.9500 | 2 | 13 | 56.2% | -0.01 | 0.0001 | -0.043 | |
| 303.10 | 311.40 | 8 | 51.9% | 0.99 | 0.0002 | 0.000 | 640 | 0.2000 | 1.10 | 10 | 183 | 51.9% | -0.01 | 0.0002 | -0.058 | |
| 283.40 | 290.80 | 9 | 45.3% | 0.98 | 0.0002 | 0.000 | 660 | 1.00 | 1.40 | 6 | 121 | 52.8% | -0.02 | 0.0002 | -0.076 | |
| 264.00 | 271.30 | 6 | 46.5% | 0.98 | 0.0003 | 0.000 | 680 | 1.30 | 1.85 | 25 | 168 | 51.2% | -0.02 | 0.0003 | -0.100 | |
| 254.20 | 261.60 | 5 | 46.2% | 0.97 | 0.0004 | 0.000 | 690 | 1.50 | 2.05 | 21 | 165 | 50.3% | -0.03 | 0.0004 | -0.114 | |
| 244.80 | 252.00 | 20 | 47.0% | 0.97 | 0.0004 | 0.000 | 700 | 1.80 | 2.45 | 12 | 308 | 49.9% | -0.03 | 0.0004 | -0.129 | |
| 235.00 | 242.40 | 4 | 46.4% | 0.96 | 0.0005 | 0.000 | 710 | 1.50 | 2.90 | 6 | 79 | 48.2% | -0.04 | 0.0005 | -0.146 | |
| 225.50 | 232.90 | 16 | 46.4% | 0.96 | 0.0006 | -0.005 | 720 | 2.40 | 3.10 | 18 | 200 | 48.3% | -0.04 | 0.0006 | -0.164 | |
| 216.00 | 223.40 | 3 | 46.1% | 0.95 | 0.0006 | -0.032 | 730 | 2.80 | 3.70 | 10 | 869 | 48.0% | -0.05 | 0.0007 | -0.184 | |
| 206.60 | 214.00 | 11 | 45.8% | 0.94 | 0.0007 | -0.060 | 740 | 3.50 | 4.30 | 1 | 115 | 47.8% | -0.06 | 0.0007 | -0.205 | |
| 197.40 | 204.80 | 1 | 9 | 45.9% | 0.93 | 0.0008 | -0.089 | 750 | 4.40 | 5.10 | 11 | 287 | 47.8% | -0.07 | 0.0008 | -0.227 |
| 188.90 | 195.60 | 4 | 8 | 46.5% | 0.92 | 0.0009 | -0.120 | 760 | 5.30 | 6.30 | 10 | 698 | 48.0% | -0.08 | 0.0009 | -0.251 |
| 180.00 | 186.60 | 14 | 46.4% | 0.91 | 0.0010 | -0.152 | 770 | 6.10 | 7.50 | 2 | 909 | 47.8% | -0.09 | 0.0010 | -0.276 | |
| 170.80 | 177.80 | 5 | 25 | 46.0% | 0.90 | 0.0011 | -0.184 | 780 | 6.90 | 8.40 | 14 | 179 | 47.1% | -0.10 | 0.0012 | -0.302 |
| 162.60 | 168.40 | 3 | 12 | 45.7% | 0.89 | 0.0013 | -0.218 | 790 | 8.00 | 9.20 | 8 | 224 | 46.4% | -0.11 | 0.0013 | -0.329 |
| 154.10 | 160.20 | 1 | 38 | 45.9% | 0.87 | 0.0014 | -0.252 | 800 | 9.50 | 10.60 | 45 | 1,018 | 46.3% | -0.13 | 0.0014 | -0.357 |
| 145.00 | 152.80 | 20 | 45.9% | 0.86 | 0.0015 | -0.287 | 810 | 10.80 | 12.50 | 7 | 110 | 46.1% | -0.14 | 0.0015 | -0.384 | |
| 136.50 | 143.80 | 4 | 46 | 45.1% | 0.84 | 0.0016 | -0.321 | 820 | 12.60 | 14.00 | 9 | 272 | 45.8% | -0.16 | 0.0016 | -0.412 |
| 129.00 | 134.50 | 7 | 44.5% | 0.82 | 0.0018 | -0.356 | 830 | 14.40 | 15.70 | 26 | 270 | 45.4% | -0.18 | 0.0018 | -0.440 | |
| 121.10 | 126.90 | 22 | 44.4% | 0.80 | 0.0019 | -0.389 | 840 | 16.70 | 17.90 | 11 | 293 | 45.3% | -0.20 | 0.0019 | -0.467 | |
| 114.40 | 119.40 | 95 | 44.8% | 0.78 | 0.0020 | -0.422 | 850 | 19.10 | 20.20 | 30 | 544 | 45.1% | -0.22 | 0.0020 | -0.493 | |
| 106.00 | 112.00 | 1 | 14 | 44.1% | 0.76 | 0.0021 | -0.453 | 860 | 21.70 | 22.90 | 10 | 210 | 45.0% | -0.24 | 0.0021 | -0.518 |
| 99.50 | 104.70 | 9 | 44.2% | 0.74 | 0.0022 | -0.483 | 870 | 24.60 | 25.90 | 4 | 221 | 44.9% | -0.27 | 0.0022 | -0.541 | |
| 93.60 | 98.20 | 10 | 55 | 44.6% | 0.71 | 0.0023 | -0.510 | 880 | 27.80 | 29.00 | 2 | 503 | 44.8% | -0.29 | 0.0024 | -0.562 |
| 86.90 | 91.10 | 36 | 47 | 44.2% | 0.69 | 0.0024 | -0.536 | 890 | 30.60 | 33.70 | 54 | 305 | 44.9% | -0.32 | 0.0024 | -0.581 |
| 80.00 | 87.00 | 33 | 254 | 44.8% | 0.66 | 0.0025 | -0.558 | 900 | 35.00 | 36.70 | 182 | 831 | 44.8% | -0.34 | 0.0025 | -0.597 |
| 73.10 | 80.30 | 2 | 35 | 44.0% | 0.63 | 0.0026 | -0.578 | 910 | 38.90 | 40.50 | 3 | 276 | 44.6% | -0.37 | 0.0026 | -0.611 |
| 68.60 | 72.50 | 15 | 64 | 43.6% | 0.61 | 0.0027 | -0.595 | 920 | 43.20 | 45.20 | 11 | 217 | 44.7% | -0.40 | 0.0027 | -0.621 |
| 65.70 | 68.10 | 22 | 124 | 44.9% | 0.58 | 0.0027 | -0.609 | 930 | 47.20 | 49.60 | 2 | 373 | 44.3% | -0.42 | 0.0027 | -0.628 |
| 59.90 | 62.10 | 24 | 68 | 44.2% | 0.55 | 0.0027 | -0.619 | 940 | 52.40 | 54.80 | 2 | 136 | 44.5% | -0.45 | 0.0028 | -0.633 |
| 55.50 | 59.20 | 10 | 352 | 45.1% | 0.53 | 0.0028 | -0.626 | 950 | 57.60 | 60.10 | 4 | 522 | 44.5% | -0.48 | 0.0028 | -0.633 |
| 51.30 | 53.90 | 17 | 147 | 44.9% | 0.50 | 0.0028 | -0.630 | 960 | 63.50 | 66.80 | 2 | 350 | 45.2% | -0.51 | 0.0028 | -0.631 |
| 46.80 | 50.20 | 9 | 17 | 45.0% | 0.47 | 0.0028 | -0.631 | 970 | 67.70 | 71.30 | 19 | 44.0% | -0.53 | 0.0028 | -0.626 | |
| 42.80 | 47.00 | 7 | 229 | 45.2% | 0.44 | 0.0028 | -0.628 | 980 | 74.80 | 77.80 | 313 | 44.6% | -0.56 | 0.0028 | -0.618 | |
| 39.10 | 40.90 | 3 | 22 | 44.4% | 0.42 | 0.0027 | -0.623 | 990 | 79.80 | 85.70 | 25 | 17 | 44.8% | -0.59 | 0.0028 | -0.607 |
| 36.00 | 37.60 | 54 | 363 | 44.6% | 0.39 | 0.0027 | -0.615 | 1,000 | 86.80 | 92.30 | 15 | 1,366 | 45.0% | -0.61 | 0.0027 | -0.593 |
| 29.90 | 31.40 | 3 | 395 | 44.6% | 0.34 | 0.0026 | -0.592 | 1,020 | 100.70 | 106.60 | 2 | 93 | 45.2% | -0.66 | 0.0026 | -0.558 |
| 24.60 | 26.20 | 4 | 203 | 44.7% | 0.30 | 0.0024 | -0.562 | 1,040 | 115.00 | 120.80 | 143 | 44.9% | -0.71 | 0.0025 | -0.515 | |
| 20.40 | 21.90 | 37 | 164 | 44.7% | 0.26 | 0.0022 | -0.525 | 1,060 | 129.80 | 137.60 | 78 | 45.2% | -0.75 | 0.0023 | -0.466 | |
| 16.30 | 17.40 | 25 | 283 | 44.5% | 0.22 | 0.0020 | -0.485 | 1,080 | 146.50 | 153.50 | 85 | 45.3% | -0.79 | 0.0021 | -0.414 | |
| 13.20 | 14.10 | 13 | 326 | 44.5% | 0.19 | 0.0019 | -0.443 | 1,100 | 163.70 | 170.40 | 16 | 65 | 45.6% | -0.82 | 0.0020 | -0.360 |
| 10.10 | 11.80 | 22 | 234 | 44.5% | 0.16 | 0.0017 | -0.400 | 1,120 | 181.40 | 188.00 | 40 | 45.9% | -0.85 | 0.0018 | -0.306 | |
| 8.30 | 10.00 | 80 | 333 | 45.1% | 0.14 | 0.0015 | -0.359 | 1,140 | 198.90 | 204.90 | 28 | 44.9% | -0.88 | 0.0016 | -0.252 | |
| 6.10 | 8.50 | 1 | 82 | 45.1% | 0.11 | 0.0013 | -0.319 | 1,160 | 217.10 | 224.50 | 40 | 45.9% | -0.90 | 0.0014 | -0.198 | |
| 5.20 | 6.70 | 7 | 91 | 45.4% | 0.10 | 0.0011 | -0.282 | 1,180 | 235.20 | 243.50 | 5 | 45.6% | -0.92 | 0.0012 | -0.145 | |
| 4.10 | 5.60 | 9 | 334 | 45.7% | 0.08 | 0.0010 | -0.248 | 1,200 | 255.10 | 262.60 | 11 | 47.0% | -0.94 | 0.0011 | -0.092 | |
| 3.00 | 4.70 | 6 | 80 | 45.8% | 0.07 | 0.0009 | -0.216 | 1,220 | 274.60 | 281.20 | 11 | 46.7% | -0.96 | 0.0011 | -0.041 | |
| 1.10 | 3.80 | 1 | 73 | 44.0% | 0.06 | 0.0007 | -0.188 | 1,240 | 293.00 | 301.40 | 5 | 46.2% | -0.97 | 0.0010 | 0.000 | |
| 2.10 | 3.50 | 1 | 235 | 47.2% | 0.05 | 0.0006 | -0.164 | 1,260 | 312.80 | 321.20 | 46.9% | -0.98 | 0.0008 | -0.108 | ||
| 1.20 | 2.25 | 4 | 298 | 45.3% | 0.04 | 0.0005 | -0.142 | 1,280 | 333.00 | 341.10 | 49.4% | -0.99 | 0.0006 | -0.178 | ||
| 0.5500 | 2.40 | 38 | 199 | 46.0% | 0.03 | 0.0005 | -0.122 | 1,300 | 353.70 | 361.10 | 53.6% | -1.00 | 0.0003 | -0.364 | ||
| 1.05 | 1.80 | 443 | 47.6% | 0.03 | 0.0004 | -0.105 | 1,320 | 372.70 | 381.10 | 52.0% | -1.00 | 0.0001 | -0.499 | |||
| 0.7500 | 2.40 | 2 | 106 | 50.1% | 0.02 | 0.0003 | -0.091 | 1,340 | 393.70 | 401.10 | 57.7% | -1.00 | 0.0000 | -0.584 | ||
| 0.5500 | 1.65 | 4 | 331 | 49.2% | 0.02 | 0.0003 | -0.078 | 1,360 | 412.70 | 421.10 | 55.8% | -1.00 | 0.0000 | -0.637 | ||
| 0.6500 | 1.10 | 7 | 27 | 49.3% | 0.02 | 0.0002 | -0.067 | 1,380 | 432.70 | 441.10 | 57.7% | -1.00 | 0.0000 | -0.662 | ||
| 0.5000 | 1.40 | 1 | 267 | 51.4% | 0.01 | 0.0002 | -0.058 | 1,400 | 452.70 | 461.10 | 59.5% | -1.00 | 0.0000 | -0.679 | ||
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.
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