GM цепочка опционов General Motors Company
Cboe delayed options data · по состоянию на 06:35 UTC
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 ±2.0% (83.17–86.58) · ATM IV 33.1% · P/C открытого интереса 0.33
| 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 | |
| 38.55 | 41.95 | 4 | 506.2% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 2.13 | 617.0% | 0.00 | 0.0000 | 0.000 | |||
| 33.90 | 36.55 | 1 | 4 | 427.0% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 2.13 | 530.7% | 0.00 | 0.0000 | 0.000 | ||
| 28.40 | 31.55 | 4 | 3 | 294.1% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.13 | 452.1% | 0.00 | 0.0000 | -0.000 | ||
| 23.85 | 26.95 | 4 | 4 | 325.8% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.7200 | 2 | 291.1% | -0.00 | 0.0000 | -0.000 | |
| 18.50 | 21.60 | 4 | 3 | 211.4% | 1.00 | 0.0001 | 0.000 | 65 | 0 | 0.0700 | 157.7% | -0.00 | 0.0002 | -0.001 | ||
| 15.25 | 18.60 | 5 | 3 | 149.1% | 1.00 | 0.0002 | 0.000 | 68 | 0 | 1.32 | 235.4% | -0.00 | 0.0004 | -0.001 | ||
| 14.25 | 17.95 | 7 | 3 | 179.9% | 1.00 | 0.0002 | 0.000 | 69 | 0 | 0.0700 | 21 | 126.0% | -0.00 | 0.0005 | -0.001 | |
| 13.85 | 16.35 | 7 | 3 | 169.8% | 1.00 | 0.0003 | 0.000 | 70 | 0 | 0.5900 | 5 | 172.5% | -0.00 | 0.0007 | -0.002 | |
| 12.75 | 14.85 | 4 | 4 | 1.00 | 0.0005 | 0.000 | 71 | 0 | 0.7500 | 16 | 171.8% | -0.00 | 0.0010 | -0.002 | ||
| 11.85 | 13.60 | 11 | 2 | 1.00 | 0.0007 | 0.000 | 72 | 0 | 1.03 | 5 | 175.4% | -0.00 | 0.0013 | -0.003 | ||
| 10.90 | 12.80 | 11 | 3 | 1.00 | 0.0010 | 0.000 | 73 | 0 | 1.57 | 3 | 186.5% | -0.00 | 0.0018 | -0.004 | ||
| 10.10 | 11.75 | 6 | 3 | 99.2% | 1.00 | 0.0015 | -0.001 | 74 | 0 | 1.42 | 1 | 168.9% | -0.00 | 0.0026 | -0.005 | |
| 8.85 | 11.05 | 6 | 9 | 97.0% | 1.00 | 0.0022 | -0.001 | 75 | 0 | 1.12 | 8 | 145.6% | -0.01 | 0.0037 | -0.006 | |
| 7.80 | 9.75 | 4 | 3 | 1.00 | 0.0034 | -0.003 | 76 | 0 | 0.9500 | 3 | 127.6% | -0.01 | 0.0054 | -0.009 | ||
| 6.75 | 8.75 | 4 | 4 | 0.99 | 0.0053 | -0.005 | 77 | 0 | 0.9700 | 6 | 117.3% | -0.01 | 0.0080 | -0.012 | ||
| 6.05 | 7.50 | 6 | 5 | 0.99 | 0.0085 | -0.008 | 78 | 0 | 0.0600 | 1 | 109 | 56.2% | -0.02 | 0.0121 | -0.018 | |
| 5.10 | 6.45 | 8 | 4 | 0.98 | 0.0141 | -0.013 | 79 | 0 | 0.1300 | 5 | 29 | 56.1% | -0.02 | 0.0189 | -0.026 | |
| 4.75 | 5.10 | 38 | 84 | 49.9% | 0.97 | 0.0243 | -0.023 | 80 | 0 | 0.1000 | 8 | 183 | 45.4% | -0.04 | 0.0304 | -0.039 |
| 3.50 | 4.55 | 28 | 21 | 52.9% | 0.95 | 0.0434 | -0.044 | 81 | 0.0100 | 0.1700 | 232 | 111 | 42.5% | -0.07 | 0.0505 | -0.063 |
| 2.28 | 3.50 | 8 | 66 | 26.6% | 0.91 | 0.0778 | -0.088 | 82 | 0.0600 | 0.1800 | 585 | 312 | 36.1% | -0.12 | 0.0839 | -0.105 |
| 1.92 | 2.43 | 15 | 53 | 41.0% | 0.81 | 0.1290 | -0.166 | 83 | 0.1600 | 0.3400 | 230 | 355 | 34.2% | -0.22 | 0.1305 | -0.169 |
| 1.18 | 1.56 | 53 | 24 | 36.5% | 0.66 | 0.1789 | -0.247 | 84 | 0.3800 | 0.6900 | 410 | 746 | 34.0% | -0.36 | 0.1742 | -0.232 |
| 0.6100 | 0.8200 | 313 | 246 | 32.5% | 0.47 | 0.1933 | -0.262 | 85 | 0.8900 | 1.09 | 172 | 1,493 | 33.6% | -0.55 | 0.1867 | -0.251 |
| 0.3500 | 0.5100 | 118 | 847 | 36.3% | 0.30 | 0.1630 | -0.208 | 86 | 1.36 | 1.87 | 53 | 269 | 32.4% | -0.72 | 0.1584 | -0.206 |
| 0.1300 | 0.3000 | 1,489 | 1,084 | 37.0% | 0.17 | 0.1134 | -0.134 | 87 | 1.97 | 4.10 | 41 | 256 | 65.0% | -0.84 | 0.1102 | -0.132 |
| 0.0800 | 0.1400 | 114 | 620 | 38.6% | 0.09 | 0.0696 | -0.076 | 88 | 2.82 | 3.50 | 18 | 229 | -0.92 | 0.0668 | -0.070 | |
| 0.0200 | 0.0900 | 102 | 7,915 | 40.3% | 0.05 | 0.0398 | -0.040 | 89 | 3.55 | 4.95 | 2 | 46 | -0.96 | 0.0370 | -0.033 | |
| 0.0200 | 0.0900 | 22 | 663 | 47.4% | 0.02 | 0.0217 | -0.020 | 90 | 4.35 | 6.30 | 43 | 42.1% | -0.98 | 0.0193 | -0.015 | |
| 0.0100 | 0.0800 | 64 | 260 | 52.4% | 0.01 | 0.0116 | -0.010 | 91 | 5.35 | 7.30 | 39 | 48.4% | -0.99 | 0.0098 | -0.006 | |
| 0 | 0.0100 | 25 | 349 | 43.6% | 0.01 | 0.0062 | -0.005 | 92 | 6.35 | 8.60 | 11 | 79.0% | -1.00 | 0.0049 | -0.002 | |
| 0 | 0.0900 | 54 | 65.2% | 0.00 | 0.0034 | -0.003 | 93 | 7.35 | 9.55 | 4 | 8 | 83.7% | -1.00 | 0.0025 | -0.001 | |
| 0 | 0.0200 | 241 | 58.0% | 0.00 | 0.0019 | -0.001 | 94 | 8.55 | 10.15 | 6 | 7 | 74.0% | -1.00 | 0.0013 | 0.000 | |
| 0 | 0.0300 | 389 | 66.3% | 0.00 | 0.0010 | -0.001 | 95 | 9.35 | 11.45 | 16 | 19 | 90.5% | -1.00 | 0.0007 | 0.000 | |
| 0 | 0.0200 | 74 | 68.1% | 0.00 | 0.0006 | -0.000 | 96 | 10.35 | 12.55 | 2 | 104.9% | -1.00 | 0.0004 | 0.000 | ||
| 0 | 0.0100 | 8 | 67.8% | 0.00 | 0.0004 | -0.000 | 97 | 11.35 | 13.05 | 18 | 19 | -1.00 | 0.0002 | 0.000 | ||
| 0 | 1.57 | 7 | 175.0% | 0.00 | 0.0002 | -0.000 | 98 | 12.35 | 14.35 | 1 | 97.9% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 2.13 | 16 | 201.7% | 0.00 | 0.0001 | -0.000 | 99 | 13.35 | 15.25 | 3 | 4 | -1.00 | 0.0001 | 0.000 | ||
| 0 | 1.75 | 33 | 197.4% | 0.00 | 0.0001 | -0.000 | 100 | 14.35 | 16.80 | 1 | 1 | 147.9% | -1.00 | 0.0000 | 0.000 | |
| 0 | 2.13 | 218.2% | 0.00 | 0.0001 | 0.000 | 101 | 15.35 | 17.85 | 1 | 1 | 157.6% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 2.13 | 226.1% | 0.00 | 0.0000 | 0.000 | 102 | 16.35 | 18.70 | 1 | 154.7% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 2.13 | 2 | 249.0% | 0.00 | 0.0000 | 0.000 | 105 | 19.35 | 21.70 | 2 | 173.2% | -1.00 | 0.0000 | 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.
Улыбка волатильности — Sep 04, 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.
call-опционыput-опционы