GLD цепочка опционов SPDR Gold Shares
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 ±4.1% (394.82–428.38) · ATM IV 25.0% · P/C открытого интереса 0.16
| 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 | |
| 201.45 | 202.25 | 103 | 1.00 | 0.0000 | 0.000 | 210 | 0 | 0.0500 | 14 | 111.0% | -0.00 | 0.0000 | -0.003 | |||
| 196.35 | 198.60 | 2 | 146.7% | 1.00 | 0.0000 | 0.000 | 215 | 0 | 0.0500 | 89 | 107.3% | -0.00 | 0.0000 | -0.003 | ||
| 191.45 | 192.45 | 1 | 1 | 1.00 | 0.0000 | 0.000 | 220 | 0 | 0.0500 | 25 | 103.7% | -0.00 | 0.0000 | -0.003 | ||
| 186.35 | 188.60 | 16 | 136.5% | 1.00 | 0.0000 | 0.000 | 225 | 0 | 0.0500 | 29 | 100.2% | -0.00 | 0.0000 | -0.004 | ||
| 181.55 | 183.60 | 13 | 135.6% | 1.00 | 0.0000 | 0.000 | 230 | 0 | 0.0500 | 11 | 96.8% | -0.00 | 0.0000 | -0.004 | ||
| 175.75 | 178.65 | 36 | 110.0% | 1.00 | 0.0000 | 0.000 | 235 | 0 | 0.0500 | 84 | 93.5% | -0.00 | 0.0000 | -0.004 | ||
| 170.80 | 173.65 | 11 | 107.5% | 1.00 | 0.0000 | 0.000 | 240 | 0 | 0.0600 | 1,275 | 91.6% | -0.00 | 0.0000 | -0.005 | ||
| 166.40 | 168.65 | 3 | 119.4% | 1.00 | 0.0000 | 0.000 | 245 | 0 | 0.0500 | 144 | 87.0% | -0.00 | 0.0000 | -0.005 | ||
| 161.45 | 162.40 | 404 | 1,166 | 1.00 | 0.0000 | 0.000 | 250 | 0 | 0.0500 | 8,090 | 83.8% | -0.00 | 0.0000 | -0.005 | ||
| 156.45 | 158.65 | 15 | 111.3% | 1.00 | 0.0000 | 0.000 | 255 | 0 | 0.0600 | 638 | 82.0% | -0.00 | 0.0000 | -0.006 | ||
| 151.55 | 152.50 | 197 | 1.00 | 0.0001 | 0.000 | 260 | 0 | 0.0600 | 966 | 78.9% | -0.00 | 0.0001 | -0.006 | |||
| 146.45 | 148.70 | 14 | 103.5% | 1.00 | 0.0001 | 0.000 | 265 | 0.0100 | 0.0300 | 873 | 73.2% | -0.00 | 0.0001 | -0.007 | ||
| 141.65 | 143.70 | 30 | 102.4% | 1.00 | 0.0001 | 0.000 | 270 | 0.0100 | 0.0300 | 517 | 70.3% | -0.00 | 0.0001 | -0.007 | ||
| 136.60 | 137.45 | 11 | 302 | 1.00 | 0.0001 | 0.000 | 275 | 0.0100 | 0.0300 | 407 | 67.5% | -0.00 | 0.0001 | -0.008 | ||
| 131.55 | 132.45 | 396 | 1.00 | 0.0001 | 0.000 | 280 | 0.0100 | 0.0600 | 1,144 | 68.1% | -0.00 | 0.0001 | -0.009 | |||
| 130.00 | 132.75 | 2 | 82.4% | 1.00 | 0.0001 | 0.000 | 281 | 0.0100 | 0.0700 | 8 | 166 | 68.4% | -0.00 | 0.0001 | -0.009 | |
| 129.00 | 131.75 | 2 | 81.6% | 1.00 | 0.0001 | 0.000 | 282 | 0.0100 | 0.0700 | 28 | 67.8% | -0.00 | 0.0001 | -0.009 | ||
| 128.50 | 130.75 | 77 | 90.2% | 1.00 | 0.0001 | 0.000 | 283 | 0.0100 | 0.0700 | 17 | 67.2% | -0.00 | 0.0001 | -0.009 | ||
| 127.00 | 129.75 | 80.0% | 1.00 | 0.0001 | 0.000 | 284 | 0.0100 | 0.0700 | 62 | 66.6% | -0.00 | 0.0001 | -0.009 | |||
| 126.50 | 128.75 | 10 | 88.6% | 1.00 | 0.0001 | 0.000 | 285 | 0.0100 | 0.0700 | 1,598 | 66.0% | -0.00 | 0.0001 | -0.009 | ||
| 125.05 | 127.75 | 160 | 79.7% | 1.00 | 0.0001 | 0.000 | 286 | 0.0100 | 0.0800 | 39 | 66.2% | -0.00 | 0.0001 | -0.010 | ||
| 124.00 | 126.75 | 6 | 77.7% | 1.00 | 0.0001 | 0.000 | 287 | 0.0100 | 0.0800 | 220 | 65.6% | -0.00 | 0.0001 | -0.010 | ||
| 123.60 | 124.50 | 1 | 281 | 1.00 | 0.0001 | 0.000 | 288 | 0.0100 | 0.0800 | 188 | 65.1% | -0.00 | 0.0001 | -0.010 | ||
| 122.60 | 123.50 | 447 | 1.00 | 0.0001 | 0.000 | 289 | 0.0100 | 0.0800 | 526 | 64.5% | -0.00 | 0.0001 | -0.010 | |||
| 121.55 | 122.55 | 1 | 70 | 1.00 | 0.0001 | 0.000 | 290 | 0.0200 | 0.0800 | 10.0K | 64.6% | -0.00 | 0.0001 | -0.010 | ||
| 120.60 | 122.75 | 101 | 85.3% | 1.00 | 0.0001 | 0.000 | 291 | 0.0100 | 0.0800 | 95 | 63.3% | -0.00 | 0.0001 | -0.010 | ||
| 119.60 | 120.60 | 431 | 1.00 | 0.0001 | 0.000 | 292 | 0.0100 | 0.0800 | 48 | 62.8% | -0.00 | 0.0001 | -0.011 | |||
| 118.50 | 120.75 | 29 | 82.3% | 1.00 | 0.0001 | 0.000 | 293 | 0.0100 | 0.0800 | 168 | 62.2% | -0.00 | 0.0001 | -0.011 | ||
| 117.50 | 119.75 | 104 | 81.5% | 1.00 | 0.0001 | 0.000 | 294 | 0.0100 | 0.0800 | 410 | 61.6% | -0.00 | 0.0001 | -0.011 | ||
| 116.75 | 117.60 | 2 | 123 | 1.00 | 0.0001 | 0.000 | 295 | 0.0100 | 0.0500 | 1,554 | 58.7% | -0.00 | 0.0001 | -0.011 | ||
| 115.50 | 117.75 | 32 | 80.0% | 1.00 | 0.0002 | 0.000 | 296 | 0.0200 | 0.0800 | 9 | 61.1% | -0.00 | 0.0002 | -0.011 | ||
| 114.50 | 116.75 | 2 | 79.2% | 1.00 | 0.0002 | 0.000 | 297 | 0.0200 | 0.0700 | 21 | 60.0% | -0.00 | 0.0002 | -0.011 | ||
| 113.50 | 115.75 | 3 | 78.5% | 1.00 | 0.0002 | 0.000 | 298 | 0.0100 | 0.0700 | 325 | 58.7% | -0.00 | 0.0002 | -0.012 | ||
| 112.50 | 114.75 | 98 | 77.7% | 1.00 | 0.0002 | 0.000 | 299 | 0.0200 | 0.0600 | 997 | 58.1% | -0.00 | 0.0002 | -0.012 | ||
| 111.85 | 112.55 | 679 | 1.00 | 0.0002 | 0.000 | 300 | 0.0100 | 0.0500 | 2 | 4,201 | 56.0% | -0.00 | 0.0002 | -0.012 | ||
| 110.05 | 112.80 | 16 | 69.5% | 1.00 | 0.0002 | 0.000 | 301 | 0.0100 | 0.0900 | 114 | 58.3% | -0.00 | 0.0002 | -0.012 | ||
| 109.05 | 111.80 | 32 | 68.7% | 1.00 | 0.0002 | 0.000 | 302 | 0.0100 | 0.0500 | 673 | 54.9% | -0.00 | 0.0002 | -0.013 | ||
| 108.50 | 110.80 | 42 | 75.3% | 1.00 | 0.0002 | 0.000 | 303 | 0.0100 | 0.0900 | 52 | 57.2% | -0.00 | 0.0002 | -0.013 | ||
| 107.50 | 109.80 | 59 | 74.6% | 1.00 | 0.0002 | 0.000 | 304 | 0.0100 | 0.0900 | 288 | 56.7% | -0.00 | 0.0002 | -0.013 | ||
| 106.60 | 107.60 | 143 | 1.00 | 0.0002 | 0.000 | 305 | 0.0100 | 0.0700 | 1,461 | 54.8% | -0.00 | 0.0002 | -0.013 | |||
| 105.55 | 107.80 | 99 | 73.7% | 1.00 | 0.0002 | 0.000 | 306 | 0.0100 | 0.0900 | 206 | 55.5% | -0.00 | 0.0002 | -0.013 | ||
| 104.60 | 105.55 | 1 | 314 | 1.00 | 0.0002 | 0.000 | 307 | 0.0100 | 0.1000 | 34 | 55.5% | -0.00 | 0.0002 | -0.014 | ||
| 103.90 | 104.55 | 338 | 45.3% | 1.00 | 0.0002 | 0.000 | 308 | 0.0100 | 0.1000 | 139 | 55.0% | -0.00 | 0.0002 | -0.014 | ||
| 102.90 | 103.55 | 811 | 43.5% | 1.00 | 0.0002 | 0.000 | 309 | 0.0100 | 0.1000 | 582 | 54.4% | -0.00 | 0.0002 | -0.014 | ||
| 101.90 | 102.55 | 502 | 41.2% | 1.00 | 0.0002 | 0.000 | 310 | 0.0100 | 0.1000 | 1 | 1,034 | 53.9% | -0.00 | 0.0002 | -0.014 | |
| 100.60 | 101.55 | 2,203 | 1.00 | 0.0002 | 0.000 | 311 | 0.0100 | 0.1000 | 51 | 53.3% | -0.00 | 0.0003 | -0.015 | |||
| 99.90 | 100.60 | 672 | 48.4% | 1.00 | 0.0003 | 0.000 | 312 | 0.0100 | 0.1000 | 91 | 52.8% | -0.00 | 0.0003 | -0.015 | ||
| 98.05 | 100.80 | 43 | 60.8% | 1.00 | 0.0003 | 0.000 | 313 | 0.0100 | 0.1000 | 486 | 52.2% | -0.00 | 0.0003 | -0.015 | ||
| 97.55 | 99.80 | 8 | 67.8% | 1.00 | 0.0003 | 0.000 | 314 | 0.0100 | 0.0500 | 172 | 48.6% | -0.00 | 0.0003 | -0.015 | ||
| 96.65 | 97.60 | 197 | 1.00 | 0.0003 | 0.000 | 315 | 0.0100 | 0.1100 | 475 | 51.6% | -0.00 | 0.0003 | -0.016 | |||
| 95.65 | 96.65 | 248 | 1.00 | 0.0003 | 0.000 | 316 | 0.0100 | 0.1100 | 233 | 51.1% | -0.00 | 0.0003 | -0.016 | |||
| 94.55 | 96.85 | 83 | 66.2% | 1.00 | 0.0003 | 0.000 | 317 | 0.0100 | 0.1100 | 594 | 50.5% | -0.00 | 0.0003 | -0.016 | ||
| 93.55 | 95.85 | 121 | 65.5% | 1.00 | 0.0003 | 0.000 | 318 | 0.0100 | 0.0700 | 238 | 47.9% | -0.00 | 0.0003 | -0.017 | ||
| 92.55 | 94.85 | 75 | 64.7% | 1.00 | 0.0003 | 0.000 | 319 | 0.0100 | 0.1200 | 190 | 49.9% | -0.00 | 0.0003 | -0.017 | ||
| 91.65 | 92.65 | 576 | 0.99 | 0.0004 | 0.000 | 320 | 0.0300 | 0.0600 | 6,066 | 47.4% | -0.01 | 0.0004 | -0.017 | |||
| 90.15 | 92.35 | 104 | 38.4% | 0.99 | 0.0004 | 0.000 | 321 | 0.0300 | 0.1000 | 753 | 48.7% | -0.01 | 0.0004 | -0.018 | ||
| 89.55 | 91.85 | 74 | 62.6% | 0.99 | 0.0004 | 0.000 | 322 | 0.0100 | 0.1200 | 25 | 48.2% | -0.01 | 0.0004 | -0.018 | ||
| 88.95 | 89.60 | 290 | 43.3% | 0.99 | 0.0004 | 0.000 | 323 | 0.0100 | 0.1300 | 1,025 | 48.1% | -0.01 | 0.0004 | -0.018 | ||
| 87.60 | 89.85 | 159 | 61.7% | 0.99 | 0.0004 | 0.000 | 324 | 0.0100 | 0.1300 | 214 | 47.5% | -0.01 | 0.0004 | -0.019 | ||
| 86.95 | 87.60 | 249 | 41.6% | 0.99 | 0.0004 | 0.000 | 325 | 0.0300 | 0.1200 | 1 | 1,214 | 47.3% | -0.01 | 0.0004 | -0.019 | |
| 85.65 | 87.85 | 75 | 60.8% | 0.99 | 0.0004 | 0.000 | 326 | 0.0200 | 0.1200 | 1 | 308 | 46.4% | -0.01 | 0.0004 | -0.019 | |
| 84.60 | 86.85 | 99 | 59.5% | 0.99 | 0.0004 | 0.000 | 327 | 0.0200 | 0.1400 | 420 | 46.6% | -0.01 | 0.0004 | -0.020 | ||
| 83.80 | 85.35 | 176 | 55.3% | 0.99 | 0.0005 | 0.000 | 328 | 0.0300 | 0.1300 | 1 | 836 | 46.0% | -0.01 | 0.0005 | -0.020 | |
| 82.70 | 83.60 | 264 | 0.99 | 0.0005 | 0.000 | 329 | 0.0100 | 0.1400 | 223 | 45.1% | -0.01 | 0.0005 | -0.021 | |||
| 81.75 | 82.60 | 409 | 0.99 | 0.0005 | 0.000 | 330 | 0.0300 | 0.1000 | 2,615 | 43.9% | -0.01 | 0.0005 | -0.021 | |||
| 80.75 | 82.00 | 147 | 46.1% | 0.99 | 0.0005 | 0.000 | 331 | 0.0400 | 0.1100 | 1 | 134 | 44.1% | -0.01 | 0.0005 | -0.021 | |
| 79.80 | 81.90 | 72 | 58.4% | 0.99 | 0.0005 | 0.000 | 332 | 0.0300 | 0.1300 | 1 | 666 | 43.8% | -0.01 | 0.0005 | -0.022 | |
| 78.15 | 80.90 | 36 | 50.5% | 0.99 | 0.0006 | 0.000 | 333 | 0.0300 | 0.1500 | 294 | 43.9% | -0.01 | 0.0006 | -0.022 | ||
| 77.10 | 79.90 | 72 | 49.0% | 0.99 | 0.0006 | 0.000 | 334 | 0.0400 | 0.1100 | 113 | 42.4% | -0.01 | 0.0006 | -0.023 | ||
| 77.00 | 77.60 | 266 | 37.4% | 0.99 | 0.0006 | 0.000 | 335 | 0.0300 | 0.1400 | 1 | 1,377 | 42.5% | -0.01 | 0.0006 | -0.023 | |
| 76.00 | 76.65 | 243 | 39.4% | 0.99 | 0.0006 | 0.000 | 336 | 0.0300 | 0.1600 | 855 | 42.5% | -0.01 | 0.0006 | -0.024 | ||
| 74.15 | 76.90 | 25 | 47.8% | 0.99 | 0.0006 | 0.000 | 337 | 0.0100 | 0.1700 | 1 | 41 | 41.7% | -0.01 | 0.0006 | -0.024 | |
| 73.65 | 75.95 | 152 | 53.2% | 0.99 | 0.0007 | 0.000 | 338 | 0.0400 | 0.1700 | 62 | 294 | 42.0% | -0.01 | 0.0007 | -0.025 | |
| 72.65 | 73.75 | 1 | 43 | 0.99 | 0.0007 | 0.000 | 339 | 0.0700 | 0.1100 | 68 | 389 | 40.6% | -0.01 | 0.0007 | -0.025 | |
| 72.00 | 72.65 | 1 | 1,176 | 36.6% | 0.99 | 0.0007 | 0.000 | 340 | 0.0600 | 0.1100 | 65 | 14.7K | 39.8% | -0.01 | 0.0007 | -0.026 |
| 70.65 | 72.95 | 85 | 51.1% | 0.99 | 0.0008 | 0.000 | 341 | 0.0600 | 0.1400 | 64 | 200 | 40.1% | -0.01 | 0.0008 | -0.027 | |
| 70.00 | 71.05 | 73 | 44.5% | 0.99 | 0.0008 | 0.000 | 342 | 0.0800 | 0.1200 | 70 | 173 | 39.5% | -0.01 | 0.0008 | -0.027 | |
| 68.25 | 70.95 | 19 | 45.7% | 0.99 | 0.0008 | 0.000 | 343 | 0.0200 | 0.1500 | 62 | 186 | 38.2% | -0.01 | 0.0008 | -0.028 | |
| 67.80 | 68.70 | 326 | 0.99 | 0.0009 | 0.000 | 344 | 0.0600 | 0.1800 | 72 | 296 | 39.3% | -0.01 | 0.0009 | -0.029 | ||
| 67.05 | 67.70 | 738 | 36.9% | 0.99 | 0.0009 | 0.000 | 345 | 0.1000 | 0.1800 | 273 | 2,192 | 39.6% | -0.01 | 0.0009 | -0.029 | |
| 66.05 | 66.70 | 300 | 36.3% | 0.99 | 0.0009 | 0.000 | 346 | 0.0800 | 0.1800 | 8 | 623 | 38.6% | -0.01 | 0.0009 | -0.030 | |
| 64.15 | 66.95 | 126 | 41.9% | 0.99 | 0.0010 | 0.000 | 347 | 0.0800 | 0.1500 | 6 | 74 | 37.5% | -0.01 | 0.0010 | -0.031 | |
| 63.70 | 65.95 | 147 | 46.7% | 0.99 | 0.0010 | 0.000 | 348 | 0.0800 | 0.1700 | 7 | 287 | 37.3% | -0.01 | 0.0010 | -0.031 | |
| 62.75 | 64.05 | 89 | 35.6% | 0.99 | 0.0011 | -0.001 | 349 | 0.0900 | 0.1700 | 32 | 270 | 37.0% | -0.01 | 0.0011 | -0.032 | |
| 61.75 | 62.75 | 12 | 2,373 | 0.99 | 0.0011 | -0.002 | 350 | 0.1200 | 0.1600 | 158 | 26.0K | 36.8% | -0.01 | 0.0011 | -0.033 | |
| 60.40 | 63.00 | 38 | 42.5% | 0.99 | 0.0012 | -0.004 | 351 | 0.1000 | 0.1900 | 46 | 422 | 36.4% | -0.01 | 0.0012 | -0.034 | |
| 59.90 | 61.85 | 120 | 44.7% | 0.98 | 0.0012 | -0.005 | 352 | 0.1100 | 0.1900 | 49 | 1,954 | 36.0% | -0.01 | 0.0012 | -0.035 | |
| 58.30 | 60.85 | 35 | 38.6% | 0.98 | 0.0013 | -0.006 | 353 | 0.1300 | 0.1800 | 47 | 260 | 35.6% | -0.02 | 0.0013 | -0.036 | |
| 57.80 | 59.90 | 67 | 42.9% | 0.98 | 0.0014 | -0.008 | 354 | 0.1400 | 0.1900 | 32 | 670 | 35.3% | -0.02 | 0.0014 | -0.037 | |
| 56.85 | 57.80 | 70 | 1,561 | 25.4% | 0.98 | 0.0014 | -0.009 | 355 | 0.1500 | 0.1900 | 54 | 1,349 | 34.9% | -0.02 | 0.0014 | -0.038 |
| 55.80 | 58.05 | 175 | 42.6% | 0.98 | 0.0015 | -0.011 | 356 | 0.1000 | 0.2800 | 391 | 34.9% | -0.02 | 0.0015 | -0.039 | ||
| 55.15 | 55.90 | 96 | 42 | 34.8% | 0.98 | 0.0016 | -0.013 | 357 | 0.1400 | 0.2100 | 387 | 33.9% | -0.02 | 0.0016 | -0.040 | |
| 54.15 | 54.80 | 501 | 32.8% | 0.98 | 0.0016 | -0.014 | 358 | 0.1700 | 0.2200 | 678 | 33.9% | -0.02 | 0.0016 | -0.041 | ||
| 52.20 | 55.10 | 148 | 36.2% | 0.98 | 0.0017 | -0.016 | 359 | 0.1200 | 0.3100 | 347 | 33.8% | -0.02 | 0.0017 | -0.043 | ||
| 52.15 | 52.85 | 114 | 1,524 | 32.3% | 0.98 | 0.0018 | -0.018 | 360 | 0.2000 | 0.2400 | 185 | 4,669 | 33.4% | -0.02 | 0.0018 | -0.044 |
| 51.15 | 51.85 | 59 | 31.6% | 0.98 | 0.0019 | -0.020 | 361 | 0.1900 | 0.2600 | 3 | 92 | 32.9% | -0.02 | 0.0019 | -0.045 | |
| 50.20 | 50.85 | 158 | 269 | 31.7% | 0.98 | 0.0020 | -0.022 | 362 | 0.1900 | 0.2700 | 3 | 140 | 32.4% | -0.02 | 0.0020 | -0.047 |
| 48.90 | 51.15 | 131 | 39.0% | 0.98 | 0.0021 | -0.024 | 363 | 0.1800 | 0.3300 | 243 | 32.4% | -0.02 | 0.0021 | -0.049 | ||
| 47.90 | 50.15 | 57 | 38.3% | 0.97 | 0.0022 | -0.026 | 364 | 0.2300 | 0.3100 | 82 | 32.1% | -0.03 | 0.0023 | -0.051 | ||
| 47.25 | 47.90 | 86 | 1,013 | 30.9% | 0.97 | 0.0024 | -0.029 | 365 | 0.2500 | 0.3100 | 515 | 3,672 | 31.7% | -0.03 | 0.0024 | -0.052 |
| 45.95 | 48.20 | 34 | 37.4% | 0.97 | 0.0025 | -0.031 | 366 | 0.2300 | 0.4000 | 199 | 31.7% | -0.03 | 0.0025 | -0.054 | ||
| 45.25 | 45.95 | 148 | 343 | 30.2% | 0.97 | 0.0026 | -0.034 | 367 | 0.2400 | 0.3700 | 228 | 30.9% | -0.03 | 0.0027 | -0.056 | |
| 43.95 | 46.20 | 114 | 36.0% | 0.97 | 0.0028 | -0.036 | 368 | 0.2600 | 0.4300 | 180 | 31.0% | -0.03 | 0.0028 | -0.059 | ||
| 43.30 | 44.00 | 3 | 20 | 29.8% | 0.97 | 0.0030 | -0.039 | 369 | 0.3100 | 0.4500 | 2 | 253 | 30.9% | -0.03 | 0.0030 | -0.061 |
| 42.35 | 43.00 | 56 | 1,309 | 29.6% | 0.96 | 0.0032 | -0.042 | 370 | 0.3600 | 0.4000 | 74 | 14.4K | 30.3% | -0.04 | 0.0032 | -0.064 |
| 41.00 | 43.30 | 90 | 34.6% | 0.96 | 0.0033 | -0.045 | 371 | 0.3400 | 0.4900 | 294 | 30.2% | -0.04 | 0.0034 | -0.066 | ||
| 40.40 | 41.05 | 86 | 296 | 29.0% | 0.96 | 0.0036 | -0.049 | 372 | 0.3400 | 0.5200 | 3 | 160 | 29.7% | -0.04 | 0.0036 | -0.069 |
| 39.35 | 40.05 | 679 | 28.0% | 0.96 | 0.0038 | -0.052 | 373 | 0.3900 | 0.5500 | 6 | 293 | 29.6% | -0.04 | 0.0038 | -0.072 | |
| 38.05 | 39.45 | 161 | 28.1% | 0.95 | 0.0040 | -0.056 | 374 | 0.4100 | 0.5300 | 4 | 463 | 29.0% | -0.05 | 0.0040 | -0.076 | |
| 37.50 | 38.10 | 19 | 7,626 | 28.1% | 0.95 | 0.0042 | -0.060 | 375 | 0.4800 | 0.5500 | 123 | 11.8K | 28.9% | -0.05 | 0.0043 | -0.079 |
| 36.45 | 37.10 | 304 | 27.1% | 0.95 | 0.0045 | -0.064 | 376 | 0.5000 | 0.5900 | 2 | 242 | 28.5% | -0.05 | 0.0046 | -0.083 | |
| 35.30 | 36.25 | 1 | 124 | 26.4% | 0.94 | 0.0048 | -0.069 | 377 | 0.5300 | 0.6300 | 5 | 206 | 28.3% | -0.06 | 0.0048 | -0.087 |
| 34.55 | 35.20 | 240 | 26.9% | 0.94 | 0.0051 | -0.073 | 378 | 0.6000 | 0.6700 | 105 | 254 | 28.2% | -0.06 | 0.0051 | -0.091 | |
| 33.65 | 34.30 | 2 | 177 | 27.3% | 0.93 | 0.0054 | -0.078 | 379 | 0.6400 | 0.7100 | 24 | 170 | 27.9% | -0.07 | 0.0055 | -0.095 |
| 32.70 | 33.30 | 9 | 4,480 | 26.9% | 0.93 | 0.0058 | -0.083 | 380 | 0.6800 | 0.7700 | 228 | 6,333 | 27.6% | -0.07 | 0.0058 | -0.100 |
| 31.60 | 32.75 | 121 | 27.7% | 0.93 | 0.0061 | -0.088 | 381 | 0.7100 | 0.8300 | 29 | 868 | 27.3% | -0.08 | 0.0062 | -0.104 | |
| 30.80 | 31.95 | 149 | 28.5% | 0.92 | 0.0065 | -0.094 | 382 | 0.8000 | 0.8900 | 60 | 293 | 27.3% | -0.08 | 0.0066 | -0.110 | |
| 29.70 | 30.50 | 4 | 130 | 25.6% | 0.91 | 0.0069 | -0.099 | 383 | 0.8300 | 0.9600 | 26 | 154 | 26.9% | -0.09 | 0.0070 | -0.115 |
| 29.00 | 29.55 | 1 | 90 | 26.3% | 0.91 | 0.0073 | -0.105 | 384 | 0.8900 | 1.02 | 16 | 421 | 26.7% | -0.09 | 0.0074 | -0.120 |
| 28.10 | 28.60 | 12 | 8,798 | 26.1% | 0.90 | 0.0077 | -0.111 | 385 | 1.00 | 1.10 | 309 | 3,396 | 26.6% | -0.10 | 0.0078 | -0.126 |
| 27.15 | 27.70 | 1 | 349 | 25.9% | 0.89 | 0.0082 | -0.118 | 386 | 1.07 | 1.19 | 18 | 220 | 26.4% | -0.11 | 0.0083 | -0.132 |
| 26.25 | 26.80 | 67 | 25.8% | 0.89 | 0.0087 | -0.124 | 387 | 1.17 | 1.28 | 31 | 1,146 | 26.2% | -0.11 | 0.0088 | -0.138 | |
| 25.30 | 25.85 | 143 | 25.3% | 0.88 | 0.0092 | -0.131 | 388 | 1.29 | 1.38 | 7 | 199 | 26.1% | -0.12 | 0.0093 | -0.145 | |
| 24.60 | 25.00 | 258 | 25.9% | 0.87 | 0.0097 | -0.138 | 389 | 1.40 | 1.49 | 38 | 330 | 25.9% | -0.13 | 0.0098 | -0.151 | |
| 23.70 | 24.10 | 24 | 7,673 | 25.6% | 0.86 | 0.0102 | -0.145 | 390 | 1.54 | 1.61 | 382 | 6,332 | 25.9% | -0.14 | 0.0103 | -0.158 |
| 22.80 | 23.25 | 3 | 140 | 25.5% | 0.85 | 0.0107 | -0.153 | 391 | 1.66 | 1.74 | 4 | 184 | 25.7% | -0.15 | 0.0108 | -0.165 |
| 22.00 | 22.35 | 828 | 25.4% | 0.84 | 0.0113 | -0.160 | 392 | 1.80 | 1.89 | 23 | 484 | 25.6% | -0.16 | 0.0114 | -0.172 | |
| 21.10 | 21.50 | 84 | 25.1% | 0.83 | 0.0118 | -0.168 | 393 | 1.96 | 2.04 | 6 | 227 | 25.5% | -0.17 | 0.0120 | -0.179 | |
| 20.30 | 20.70 | 1 | 304 | 25.2% | 0.82 | 0.0124 | -0.175 | 394 | 2.13 | 2.21 | 9 | 296 | 25.4% | -0.18 | 0.0125 | -0.186 |
| 19.50 | 19.90 | 38 | 4,002 | 25.2% | 0.81 | 0.0130 | -0.183 | 395 | 2.32 | 2.39 | 264 | 3,688 | 25.3% | -0.20 | 0.0131 | -0.193 |
| 18.65 | 19.10 | 6 | 177 | 25.0% | 0.79 | 0.0135 | -0.190 | 396 | 2.51 | 2.60 | 3 | 191 | 25.2% | -0.21 | 0.0137 | -0.201 |
| 17.85 | 18.30 | 57 | 24.9% | 0.78 | 0.0141 | -0.198 | 397 | 2.71 | 2.80 | 67 | 325 | 25.1% | -0.22 | 0.0142 | -0.208 | |
| 17.05 | 17.50 | 12 | 158 | 24.7% | 0.76 | 0.0146 | -0.205 | 398 | 2.94 | 3.05 | 18 | 290 | 25.1% | -0.24 | 0.0148 | -0.215 |
| 16.30 | 16.75 | 4 | 238 | 24.7% | 0.75 | 0.0151 | -0.213 | 399 | 3.15 | 3.30 | 27 | 269 | 25.0% | -0.25 | 0.0153 | -0.222 |
| 15.65 | 16.05 | 1,876 | 44.9K | 24.9% | 0.73 | 0.0156 | -0.220 | 400 | 3.45 | 3.55 | 780 | 22.3K | 24.9% | -0.27 | 0.0158 | -0.229 |
| 14.95 | 15.30 | 54 | 917 | 24.8% | 0.72 | 0.0161 | -0.227 | 401 | 3.70 | 3.85 | 12 | 640 | 24.9% | -0.28 | 0.0163 | -0.235 |
| 14.25 | 14.60 | 18 | 988 | 24.8% | 0.70 | 0.0166 | -0.234 | 402 | 4.00 | 4.15 | 14 | 2,938 | 24.9% | -0.30 | 0.0168 | -0.242 |
| 13.55 | 13.95 | 15 | 308 | 24.8% | 0.68 | 0.0170 | -0.240 | 403 | 4.30 | 4.45 | 5 | 289 | 24.8% | -0.32 | 0.0172 | -0.247 |
| 12.90 | 13.25 | 3 | 1,076 | 24.7% | 0.67 | 0.0174 | -0.246 | 404 | 4.65 | 4.80 | 17 | 1,417 | 24.8% | -0.34 | 0.0176 | -0.253 |
| 12.30 | 12.60 | 326 | 6,555 | 24.8% | 0.65 | 0.0178 | -0.251 | 405 | 5.00 | 5.15 | 127 | 3,107 | 24.7% | -0.35 | 0.0180 | -0.258 |
| 11.65 | 12.00 | 37 | 457 | 24.8% | 0.63 | 0.0181 | -0.257 | 406 | 5.40 | 5.55 | 18 | 1,055 | 24.8% | -0.37 | 0.0183 | -0.263 |
| 11.05 | 11.35 | 40 | 323 | 24.7% | 0.61 | 0.0183 | -0.261 | 407 | 5.80 | 5.95 | 32 | 171 | 24.8% | -0.39 | 0.0186 | -0.267 |
| 10.50 | 10.80 | 75 | 501 | 24.8% | 0.59 | 0.0186 | -0.265 | 408 | 6.20 | 6.40 | 173 | 2,433 | 24.8% | -0.41 | 0.0188 | -0.271 |
| 10.00 | 10.25 | 70 | 898 | 24.9% | 0.58 | 0.0187 | -0.269 | 409 | 6.65 | 6.85 | 69 | 143 | 24.8% | -0.43 | 0.0190 | -0.274 |
| 9.45 | 9.70 | 1,441 | 40.1K | 24.9% | 0.56 | 0.0188 | -0.271 | 410 | 7.10 | 7.30 | 247 | 12.3K | 24.8% | -0.45 | 0.0191 | -0.276 |
| 8.95 | 9.15 | 363 | 217 | 24.9% | 0.54 | 0.0189 | -0.274 | 411 | 7.60 | 7.80 | 159 | 142 | 24.9% | -0.47 | 0.0192 | -0.278 |
| 8.45 | 8.70 | 290 | 111 | 25.0% | 0.52 | 0.0190 | -0.275 | 412 | 8.10 | 8.30 | 258 | 71 | 24.9% | -0.49 | 0.0192 | -0.279 |
| 8.00 | 8.20 | 213 | 116 | 25.1% | 0.50 | 0.0190 | -0.276 | 413 | 8.65 | 8.85 | 126 | 52 | 25.0% | -0.51 | 0.0192 | -0.280 |
| 7.55 | 7.75 | 125 | 54 | 25.1% | 0.48 | 0.0189 | -0.277 | 414 | 9.20 | 9.40 | 113 | 41 | 25.1% | -0.53 | 0.0192 | -0.280 |
| 7.10 | 7.30 | 2,753 | 146.8K | 25.1% | 0.46 | 0.0188 | -0.276 | 415 | 9.75 | 9.95 | 559 | 5,988 | 25.1% | -0.54 | 0.0191 | -0.279 |
| 6.70 | 6.90 | 77 | 581 | 25.2% | 0.44 | 0.0186 | -0.276 | 416 | 10.35 | 10.55 | 40 | 138 | 25.1% | -0.56 | 0.0190 | -0.278 |
| 6.30 | 6.50 | 49 | 125 | 25.2% | 0.43 | 0.0185 | -0.274 | 417 | 10.95 | 11.15 | 20 | 70 | 25.2% | -0.58 | 0.0188 | -0.277 |
| 5.95 | 6.15 | 89 | 286 | 25.4% | 0.41 | 0.0182 | -0.272 | 418 | 11.55 | 11.80 | 10 | 99 | 25.2% | -0.60 | 0.0186 | -0.274 |
| 5.55 | 5.80 | 56 | 392 | 25.4% | 0.39 | 0.0180 | -0.270 | 419 | 12.20 | 12.45 | 143 | 25.3% | -0.62 | 0.0183 | -0.272 | |
| 5.25 | 5.35 | 2,732 | 56.0K | 25.4% | 0.37 | 0.0177 | -0.267 | 420 | 12.85 | 13.10 | 13 | 18.7K | 25.3% | -0.63 | 0.0180 | -0.268 |
| 4.90 | 5.15 | 292 | 178 | 25.6% | 0.36 | 0.0174 | -0.264 | 421 | 13.55 | 13.80 | 96 | 25.4% | -0.65 | 0.0177 | -0.265 | |
| 4.65 | 4.80 | 167 | 193 | 25.7% | 0.34 | 0.0170 | -0.260 | 422 | 14.25 | 14.55 | 25 | 155 | 25.6% | -0.67 | 0.0174 | -0.261 |
| 4.35 | 4.55 | 34 | 140 | 25.8% | 0.32 | 0.0166 | -0.256 | 423 | 14.95 | 15.25 | 1 | 177 | 25.6% | -0.68 | 0.0170 | -0.256 |
| 4.10 | 4.25 | 124 | 349 | 25.9% | 0.31 | 0.0162 | -0.252 | 424 | 15.65 | 16.00 | 1 | 90 | 25.6% | -0.70 | 0.0166 | -0.251 |
| 3.85 | 4.00 | 5,180 | 59.5K | 26.0% | 0.29 | 0.0158 | -0.247 | 425 | 16.45 | 16.75 | 136 | 664 | 25.8% | -0.71 | 0.0162 | -0.246 |
| 3.60 | 3.75 | 18 | 176 | 26.0% | 0.28 | 0.0154 | -0.242 | 426 | 17.20 | 17.50 | 4 | 172 | 25.9% | -0.73 | 0.0158 | -0.241 |
| 3.40 | 3.50 | 10 | 463 | 26.1% | 0.27 | 0.0150 | -0.237 | 427 | 17.95 | 18.30 | 9 | 22 | 25.9% | -0.74 | 0.0153 | -0.235 |
| 3.15 | 3.30 | 69 | 124 | 26.2% | 0.25 | 0.0145 | -0.232 | 428 | 18.75 | 19.10 | 1 | 79 | 26.1% | -0.76 | 0.0148 | -0.230 |
| 2.99 | 3.10 | 23 | 214 | 26.4% | 0.24 | 0.0141 | -0.226 | 429 | 19.55 | 19.90 | 169 | 26.1% | -0.77 | 0.0144 | -0.224 | |
| 2.81 | 2.91 | 3,553 | 197.0K | 26.5% | 0.23 | 0.0136 | -0.221 | 430 | 20.40 | 20.70 | 73 | 2,662 | 26.3% | -0.78 | 0.0139 | -0.218 |
| 2.62 | 2.74 | 50 | 2,571 | 26.6% | 0.22 | 0.0131 | -0.215 | 431 | 21.20 | 21.55 | 74 | 26.3% | -0.79 | 0.0135 | -0.212 | |
| 2.47 | 2.57 | 67 | 55 | 26.8% | 0.21 | 0.0127 | -0.209 | 432 | 22.05 | 22.40 | 1 | 78 | 26.5% | -0.80 | 0.0130 | -0.205 |
| 2.32 | 2.41 | 8 | 145 | 26.9% | 0.20 | 0.0122 | -0.204 | 433 | 22.90 | 23.25 | 6 | 41 | 26.6% | -0.81 | 0.0125 | -0.199 |
| 2.17 | 2.27 | 11 | 315 | 27.0% | 0.19 | 0.0118 | -0.198 | 434 | 23.70 | 24.10 | 33 | 26.5% | -0.83 | 0.0121 | -0.193 | |
| 2.04 | 2.11 | 425 | 120.6K | 27.1% | 0.18 | 0.0113 | -0.193 | 435 | 24.65 | 24.95 | 441 | 26.8% | -0.83 | 0.0116 | -0.187 | |
| 1.48 | 1.57 | 3,301 | 30.5K | 27.9% | 0.14 | 0.0092 | -0.166 | 440 | 29.15 | 29.45 | 1 | 533 | 27.6% | -0.88 | 0.0094 | -0.156 |
| 1.11 | 1.19 | 190 | 120.9K | 28.8% | 0.10 | 0.0074 | -0.141 | 445 | 33.70 | 34.10 | 15 | 28.0% | -0.91 | 0.0078 | -0.127 | |
| 0.8400 | 0.9100 | 6,713 | 64.5K | 29.7% | 0.08 | 0.0060 | -0.120 | 450 | 38.45 | 38.90 | 1 | 8 | 28.8% | -0.93 | 0.0066 | -0.104 |
| 0.6400 | 0.7100 | 51 | 2,759 | 30.8% | 0.06 | 0.0048 | -0.102 | 455 | 42.85 | 44.15 | 29.2% | -0.95 | 0.0058 | -0.086 | ||
| 0.5100 | 0.5700 | 1,778 | 15.7K | 31.9% | 0.05 | 0.0039 | -0.087 | 460 | 47.75 | 48.85 | 2 | -0.97 | 0.0048 | -0.084 | ||
| 0.3800 | 0.4900 | 65 | 47.9K | 33.0% | 0.04 | 0.0031 | -0.075 | 465 | 53.15 | 53.80 | 2 | 33.7% | -0.98 | 0.0040 | -0.082 | |
| 0.3300 | 0.4100 | 16 | 42.4K | 34.4% | 0.03 | 0.0026 | -0.065 | 470 | 57.10 | 58.85 | 2 | -0.99 | 0.0028 | -0.099 | ||
| 0.2700 | 0.3500 | 83 | 9,842 | 35.6% | 0.03 | 0.0021 | -0.057 | 475 | 63.05 | 63.80 | 300 | 37.0% | -0.99 | 0.0020 | -0.110 | |
| 0.2300 | 0.2900 | 736 | 6,341 | 36.8% | 0.02 | 0.0018 | -0.051 | 480 | 67.65 | 68.80 | -0.99 | 0.0014 | -0.124 | |||
| 0.1600 | 0.2700 | 1,585 | 37.8% | 0.02 | 0.0015 | -0.045 | 485 | 72.15 | 74.00 | -1.00 | 0.0009 | -0.137 | ||||
| 0.1300 | 0.2500 | 1 | 6,364 | 39.1% | 0.02 | 0.0013 | -0.041 | 490 | 77.15 | 78.80 | -1.00 | 0.0005 | -0.147 | |||
| 0.0900 | 0.2000 | 1,598 | 39.6% | 0.01 | 0.0011 | -0.037 | 495 | 81.80 | 84.20 | -1.00 | 0.0003 | -0.154 | ||||
| 0.1300 | 0.1800 | 704 | 43.3K | 41.8% | 0.01 | 0.0009 | -0.034 | 500 | 86.80 | 89.00 | -1.00 | 0.0002 | -0.161 | |||
| 0.1100 | 0.1800 | 31 | 2,217 | 43.3% | 0.01 | 0.0008 | -0.032 | 505 | 91.80 | 94.20 | -1.00 | 0.0001 | -0.166 | |||
| 0.0900 | 0.1700 | 16 | 4,183 | 44.5% | 0.01 | 0.0007 | -0.030 | 510 | 96.90 | 99.20 | -1.00 | 0.0001 | -0.170 | |||
| 0.0800 | 0.1500 | 3 | 2,990 | 45.5% | 0.01 | 0.0006 | -0.028 | 515 | 101.70 | 104.20 | -1.00 | 0.0000 | -0.173 | |||
| 0.0800 | 0.1000 | 2 | 4,413 | 45.9% | 0.01 | 0.0006 | -0.026 | 520 | 106.70 | 109.20 | -1.00 | 0.0000 | -0.176 | |||
| 0.0600 | 0.1200 | 3 | 2,033 | 47.6% | 0.01 | 0.0005 | -0.025 | 525 | 111.95 | 114.75 | -1.00 | 0.0000 | -0.178 | |||
| 0.0500 | 0.1300 | 2 | 3,205 | 49.2% | 0.01 | 0.0005 | -0.024 | 530 | 116.70 | 119.20 | -1.00 | 0.0000 | -0.180 | |||
| 0.0400 | 0.1300 | 575 | 50.5% | 0.01 | 0.0004 | -0.022 | 535 | 121.70 | 124.20 | -1.00 | 0.0000 | -0.181 | ||||
| 0.0400 | 0.1200 | 15 | 398 | 51.7% | 0.01 | 0.0004 | -0.021 | 540 | 126.70 | 129.20 | -1.00 | 0.0000 | -0.183 | |||
| 0.0400 | 0.1000 | 906 | 52.5% | 0.01 | 0.0004 | -0.020 | 545 | 131.70 | 134.10 | -1.00 | 0.0000 | -0.184 | ||||
| 0.0600 | 0.0700 | 23 | 110.5K | 53.6% | 0.01 | 0.0003 | -0.020 | 550 | 136.70 | 139.05 | -1.00 | 0.0000 | -0.185 | |||
| 0.0300 | 0.1000 | 3 | 93.3K | 55.1% | 0.00 | 0.0003 | -0.019 | 555 | 141.70 | 144.10 | -1.00 | 0.0000 | -0.186 | |||
| 0.0200 | 0.1000 | 3 | 2,389 | 56.1% | 0.00 | 0.0003 | -0.018 | 560 | 146.70 | 149.20 | -1.00 | 0.0000 | -0.186 | |||
| 0.0200 | 0.0900 | 19 | 375 | 57.0% | 0.00 | 0.0003 | -0.018 | 565 | 151.70 | 154.05 | -1.00 | 0.0000 | -0.187 | |||
| 0.0200 | 0.0900 | 3 | 1,030 | 58.4% | 0.00 | 0.0002 | -0.017 | 570 | 156.70 | 159.20 | -1.00 | 0.0000 | -0.188 | |||
| 0.0100 | 0.0900 | 1 | 1,364 | 59.3% | 0.00 | 0.0002 | -0.016 | 575 | 161.70 | 164.15 | -1.00 | 0.0000 | -0.188 | |||
| 0.0100 | 0.0600 | 11 | 830 | 58.6% | 0.00 | 0.0002 | -0.016 | 580 | 166.70 | 169.20 | -1.00 | 0.0000 | -0.189 | |||
| 0.0100 | 0.1000 | 275 | 62.6% | 0.00 | 0.0002 | -0.015 | 585 | 171.70 | 174.20 | -1.00 | 0.0000 | -0.189 | ||||
| 0.0100 | 0.0400 | 74.2K | 59.4% | 0.00 | 0.0002 | -0.015 | 590 | 176.70 | 178.95 | -1.00 | 0.0000 | -0.189 | ||||
| 0.0100 | 0.1100 | 74.3K | 65.8% | 0.00 | 0.0002 | -0.014 | 595 | 182.05 | 184.20 | 3 | -1.00 | 0.0000 | -0.190 | |||
| 0.0100 | 0.0600 | 10 | 9,406 | 63.8% | 0.00 | 0.0002 | -0.014 | 600 | 187.15 | 188.80 | -1.00 | 0.0000 | -0.190 | |||
| 0.0100 | 0.1000 | 2,633 | 67.8% | 0.00 | 0.0001 | -0.013 | 605 | 191.70 | 194.85 | -1.00 | 0.0000 | -0.190 | ||||
| 0.0100 | 0.1000 | 415 | 69.1% | 0.00 | 0.0001 | -0.013 | 610 | 196.75 | 199.20 | -1.00 | 0.0000 | -0.191 | ||||
| 0.0100 | 0.1000 | 508 | 70.4% | 0.00 | 0.0001 | -0.013 | 615 | 201.70 | 204.15 | -1.00 | 0.0000 | -0.191 | ||||
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 — Sep 18, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.