GILD цепочка опционов Gilead Sciences, 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 ±4.3% (143.15–156.16) · ATM IV 25.1% · P/C открытого интереса 0.44
| 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 | |
| 72.60 | 76.70 | 1 | 122.2% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.13 | 10 | 206.3% | 0.00 | 0.0000 | 0.000 | ||
| 67.55 | 71.70 | 1 | 11 | 107.3% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 28 | 189.4% | 0.00 | 0.0000 | -0.000 | |
| 62.60 | 66.70 | 10 | 89.9% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.6900 | 31 | 140.0% | 0.00 | 0.0000 | -0.000 | ||
| 57.60 | 61.55 | 32 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.13 | 153 | 158.5% | -0.00 | 0.0000 | -0.000 | |||
| 52.60 | 56.70 | 67 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 1.23 | 601 | 128.4% | -0.00 | 0.0000 | -0.000 | |||
| 47.65 | 51.75 | 48 | 80.3% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.13 | 193 | 130.6% | -0.00 | 0.0001 | -0.001 | ||
| 42.95 | 46.60 | 217 | 81.8% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.5800 | 500 | 90.1% | -0.00 | 0.0001 | -0.001 | ||
| 38.45 | 40.35 | 227 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.0500 | 322 | 74.2% | -0.00 | 0.0003 | -0.002 | |||
| 33.00 | 36.60 | 1 | 170 | 64.1% | 1.00 | 0.0003 | 0.000 | 115 | 0 | 0.3600 | 4 | 1,121 | 64.2% | -0.00 | 0.0006 | -0.003 |
| 28.50 | 31.65 | 3 | 1,281 | 67.9% | 1.00 | 0.0008 | 0.000 | 120 | 0 | 0.1100 | 9 | 1,145 | 46.1% | -0.01 | 0.0013 | -0.006 |
| 24.45 | 25.05 | 3 | 330 | 41.2% | 0.99 | 0.0018 | -0.004 | 125 | 0.0200 | 0.1500 | 1 | 1,231 | 40.8% | -0.01 | 0.0028 | -0.011 |
| 19.10 | 20.95 | 1 | 1,011 | 45.8% | 0.98 | 0.0043 | -0.012 | 130 | 0 | 0.3500 | 6 | 841 | 37.2% | -0.03 | 0.0060 | -0.021 |
| 14.55 | 17.15 | 1 | 32.1% | 0.96 | 0.0087 | -0.024 | 134 | 0.0300 | 0.3200 | 4 | 30.3% | -0.06 | 0.0111 | -0.034 | ||
| 14.05 | 15.85 | 12 | 1,808 | 33.7% | 0.95 | 0.0103 | -0.028 | 135 | 0 | 0.4300 | 20 | 721 | 29.8% | -0.06 | 0.0128 | -0.038 |
| 13.15 | 15.05 | 35.6% | 0.95 | 0.0122 | -0.032 | 136 | 0.2000 | 0.7400 | 15 | 33.8% | -0.08 | 0.0148 | -0.042 | |||
| 11.60 | 14.20 | 28.4% | 0.93 | 0.0144 | -0.037 | 137 | 0 | 1.13 | 46 | 33.4% | -0.09 | 0.0171 | -0.047 | |||
| 11.00 | 13.20 | 31.4% | 0.92 | 0.0169 | -0.043 | 138 | 0 | 1.62 | 43 | 35.1% | -0.11 | 0.0196 | -0.052 | |||
| 10.00 | 12.80 | 1 | 34.5% | 0.91 | 0.0197 | -0.049 | 139 | 0.3200 | 0.7600 | 30 | 28.8% | -0.12 | 0.0224 | -0.057 | ||
| 9.30 | 11.35 | 19 | 3,630 | 31.1% | 0.89 | 0.0229 | -0.055 | 140 | 0.5100 | 1.31 | 23 | 2,433 | 31.8% | -0.14 | 0.0254 | -0.063 |
| 7.50 | 10.30 | 1 | 20.9% | 0.87 | 0.0264 | -0.062 | 141 | 0.2500 | 1.48 | 74 | 30 | 28.9% | -0.17 | 0.0287 | -0.069 | |
| 7.60 | 9.10 | 26.8% | 0.84 | 0.0302 | -0.069 | 142 | 0 | 1.14 | 4 | 5 | 22.7% | -0.20 | 0.0322 | -0.074 | ||
| 6.65 | 8.30 | 61 | 26.1% | 0.81 | 0.0342 | -0.076 | 143 | 0.5000 | 2.87 | 3 | 12 | 32.6% | -0.23 | 0.0357 | -0.080 | |
| 5.35 | 8.00 | 37 | 26.0% | 0.78 | 0.0383 | -0.083 | 144 | 0.9400 | 1.88 | 10 | 27.1% | -0.26 | 0.0392 | -0.086 | ||
| 5.20 | 6.75 | 8 | 1,941 | 26.4% | 0.74 | 0.0422 | -0.089 | 145 | 0.8300 | 2.01 | 45 | 293 | 24.4% | -0.30 | 0.0426 | -0.090 |
| 3.90 | 6.45 | 26 | 25.4% | 0.69 | 0.0460 | -0.095 | 146 | 1.29 | 2.45 | 7 | 101 | 25.4% | -0.35 | 0.0456 | -0.094 | |
| 3.20 | 5.80 | 3 | 12 | 25.3% | 0.65 | 0.0492 | -0.100 | 147 | 1.41 | 3.05 | 48 | 94 | 25.2% | -0.39 | 0.0480 | -0.097 |
| 3.30 | 5.00 | 23 | 27.4% | 0.60 | 0.0516 | -0.103 | 148 | 1.61 | 3.60 | 5 | 98 | 24.7% | -0.44 | 0.0498 | -0.099 | |
| 2.11 | 4.65 | 3 | 131 | 25.5% | 0.55 | 0.0532 | -0.104 | 149 | 1.94 | 3.90 | 112 | 2 | 23.3% | -0.49 | 0.0507 | -0.099 |
| 2.30 | 2.96 | 455 | 6,292 | 23.5% | 0.49 | 0.0537 | -0.104 | 150 | 2.70 | 5.05 | 81 | 141 | 26.6% | -0.54 | 0.0507 | -0.098 |
| 1.41 | 2.61 | 144 | 374 | 26.8% | 0.36 | 0.0503 | -0.097 | 152.5 | 4.05 | 6.60 | 4 | 25.8% | -0.66 | 0.0468 | -0.089 | |
| 0.8400 | 1.50 | 20 | 1,217 | 25.8% | 0.25 | 0.0420 | -0.082 | 155 | 5.85 | 8.50 | 1 | 37 | 26.1% | -0.77 | 0.0389 | -0.075 |
| 0 | 1.50 | 14 | 58 | 26.7% | 0.17 | 0.0322 | -0.065 | 157.5 | 7.90 | 10.45 | 25.6% | -0.84 | 0.0299 | -0.059 | ||
| 0.3100 | 0.4200 | 24 | 3,418 | 25.6% | 0.11 | 0.0234 | -0.049 | 160 | 9.65 | 13.20 | 1 | 26.2% | -0.90 | 0.0218 | -0.044 | |
| 0 | 0.5800 | 11 | 46 | 28.1% | 0.07 | 0.0164 | -0.036 | 162.5 | 12.50 | 15.00 | 26.3% | -0.93 | 0.0154 | -0.032 | ||
| 0.0500 | 0.3200 | 1 | 326 | 29.0% | 0.05 | 0.0114 | -0.026 | 165 | 14.70 | 17.90 | 31.3% | -0.95 | 0.0107 | -0.023 | ||
| 0 | 0.2600 | 1 | 30.4% | 0.03 | 0.0079 | -0.019 | 167.5 | 16.65 | 19.80 | -0.97 | 0.0075 | -0.016 | ||||
| 0 | 0.2000 | 261 | 32.1% | 0.02 | 0.0055 | -0.014 | 170 | 20.10 | 23.00 | 44.5% | -0.98 | 0.0052 | -0.011 | |||
| 0 | 0.0500 | 350 | 31.5% | 0.01 | 0.0027 | -0.008 | 175 | 24.35 | 28.05 | 41.5% | -0.99 | 0.0026 | -0.004 | |||
| 0 | 0.3000 | 81 | 46.2% | 0.01 | 0.0014 | -0.005 | 180 | 29.05 | 32.55 | -0.99 | 0.0014 | -0.001 | ||||
| 0 | 0.1000 | 38 | 44.3% | 0.00 | 0.0008 | -0.003 | 185 | 34.35 | 37.95 | 51.1% | -1.00 | 0.0007 | 0.000 | |||
| 0 | 0.4200 | 8 | 60.0% | 0.00 | 0.0004 | -0.002 | 190 | 39.60 | 42.95 | 62.7% | -1.00 | 0.0004 | 0.000 | |||
| 0 | 2.13 | 17 | 89.3% | 0.00 | 0.0003 | -0.001 | 195 | 44.05 | 47.80 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 1.38 | 16 | 86.8% | 0.00 | 0.0002 | -0.001 | 200 | 49.10 | 52.85 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 2.13 | 106.9% | 0.00 | 0.0001 | -0.000 | 210 | 59.50 | 62.20 | -1.00 | 0.0001 | 0.000 | |||||
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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