GME цепочка опционов GameStop Corp.
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 ±11.0% (16.93–21.11) · ATM IV 55.0% · P/C открытого интереса 0.24
| 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 | |
| 7.75 | 10.50 | 156.2% | 0.99 | 0.0035 | -0.001 | 10 | 0 | 0.0200 | 378 | 107.2% | -0.01 | 0.0035 | -0.002 | |||
| 6.65 | 10.05 | 188.5% | 0.99 | 0.0052 | -0.001 | 11 | 0 | 0.0200 | 92.6% | -0.01 | 0.0052 | -0.002 | ||||
| 6.50 | 8.75 | 2 | 187.8% | 0.99 | 0.0081 | -0.002 | 12 | 0 | 0.0300 | 53 | 83.5% | -0.01 | 0.0081 | -0.003 | ||
| 5.10 | 7.35 | 116.1% | 0.98 | 0.0132 | -0.003 | 13 | 0 | 0.0400 | 1 | 73.4% | -0.02 | 0.0133 | -0.004 | |||
| 4.10 | 7.05 | 20 | 135.7% | 0.97 | 0.0223 | -0.005 | 14 | 0 | 2.19 | 180.2% | -0.03 | 0.0223 | -0.005 | |||
| 3.20 | 5.90 | 55.8% | 0.96 | 0.0290 | -0.006 | 14.5 | 0 | 1.58 | 145.2% | -0.04 | 0.0292 | -0.006 | ||||
| 2.90 | 5.25 | 30 | 56.7% | 0.94 | 0.0380 | -0.007 | 15 | 0 | 1.95 | 12 | 147.7% | -0.06 | 0.0381 | -0.007 | ||
| 2.99 | 4.60 | 6 | 79.2% | 0.92 | 0.0497 | -0.008 | 15.5 | 0 | 1.41 | 15 | 116.2% | -0.08 | 0.0499 | -0.009 | ||
| 2.64 | 4.15 | 57 | 79.2% | 0.90 | 0.0647 | -0.010 | 16 | 0.0800 | 0.3600 | 23 | 66.2% | -0.10 | 0.0650 | -0.011 | ||
| 2.37 | 3.40 | 9 | 69.0% | 0.86 | 0.0828 | -0.012 | 16.5 | 0.0800 | 0.2600 | 2 | 10 | 53.1% | -0.14 | 0.0832 | -0.013 | |
| 1.85 | 2.75 | 14 | 43 | 53.2% | 0.81 | 0.1027 | -0.015 | 17 | 0.2300 | 0.3500 | 71 | 332 | 55.2% | -0.19 | 0.1034 | -0.015 |
| 1.50 | 2.14 | 1 | 86 | 45.9% | 0.75 | 0.1221 | -0.017 | 17.5 | 0.3000 | 0.6300 | 37 | 429 | 58.1% | -0.25 | 0.1229 | -0.018 |
| 1.43 | 1.67 | 79 | 265 | 50.9% | 0.69 | 0.1377 | -0.020 | 18 | 0.5200 | 0.6300 | 136 | 687 | 54.5% | -0.32 | 0.1388 | -0.020 |
| 1.17 | 1.40 | 122 | 271 | 52.9% | 0.61 | 0.1472 | -0.022 | 18.5 | 0.6700 | 0.8700 | 42 | 445 | 54.1% | -0.39 | 0.1484 | -0.022 |
| 0.9100 | 1.15 | 259 | 447 | 53.1% | 0.53 | 0.1494 | -0.023 | 19 | 0.8300 | 1.30 | 23 | 247 | 56.9% | -0.47 | 0.1508 | -0.023 |
| 0.7900 | 1.06 | 8 | 86 | 59.2% | 0.46 | 0.1454 | -0.024 | 19.5 | 1.25 | 1.59 | 20 | 42 | 60.8% | -0.54 | 0.1468 | -0.024 |
| 0.6300 | 0.7300 | 525 | 1,129 | 56.0% | 0.40 | 0.1369 | -0.024 | 20 | 1.44 | 2.03 | 22 | 125 | 61.0% | -0.60 | 0.1384 | -0.024 |
| 0.5200 | 0.9100 | 6 | 96 | 66.7% | 0.34 | 0.1260 | -0.023 | 20.5 | 1.77 | 2.57 | 12 | 66.2% | -0.66 | 0.1276 | -0.024 | |
| 0.4500 | 0.6100 | 73 | 923 | 63.9% | 0.30 | 0.1143 | -0.023 | 21 | 1.92 | 2.83 | 14 | 142 | 56.3% | -0.71 | 0.1159 | -0.023 |
| 0.2300 | 0.7000 | 10 | 185 | 66.9% | 0.26 | 0.1027 | -0.022 | 21.5 | 2.65 | 3.15 | 5 | 33 | 64.8% | -0.75 | 0.1043 | -0.022 |
| 0.3000 | 0.4700 | 107 | 1,465 | 68.0% | 0.23 | 0.0920 | -0.021 | 22 | 2.70 | 3.90 | 30 | 29 | 64.1% | -0.78 | 0.0935 | -0.021 |
| 0.2300 | 0.5000 | 38 | 384 | 72.5% | 0.20 | 0.0824 | -0.021 | 22.5 | 3.25 | 4.35 | 14 | 128 | 70.0% | -0.80 | 0.0839 | -0.021 |
| 0.2800 | 0.3400 | 72 | 1,212 | 73.8% | 0.18 | 0.0740 | -0.020 | 23 | 3.90 | 5.10 | 30 | 19 | 90.4% | -0.82 | 0.0754 | -0.020 |
| 0.1400 | 0.4700 | 43 | 94 | 78.7% | 0.16 | 0.0668 | -0.020 | 23.5 | 4.15 | 5.30 | 4 | 11 | 74.3% | -0.84 | 0.0680 | -0.020 |
| 0.2300 | 0.3000 | 29 | 919 | 80.1% | 0.15 | 0.0605 | -0.019 | 24 | 4.70 | 6.10 | 3 | 94.2% | -0.86 | 0.0618 | -0.019 | |
| 0.2200 | 0.2800 | 2 | 63 | 83.4% | 0.14 | 0.0552 | -0.019 | 24.5 | 5.15 | 7.00 | 112.3% | -0.87 | 0.0563 | -0.019 | ||
| 0.1900 | 0.2500 | 332 | 1,734 | 84.9% | 0.13 | 0.0506 | -0.019 | 25 | 5.70 | 7.50 | 5 | 119.3% | -0.88 | 0.0517 | -0.018 | |
| 0.1700 | 0.2300 | 22 | 306 | 91.0% | 0.11 | 0.0431 | -0.018 | 26 | 6.85 | 8.50 | 4 | 2 | 134.5% | -0.89 | 0.0441 | -0.018 |
| 0.1600 | 0.3400 | 48 | 175 | 104.4% | 0.10 | 0.0374 | -0.018 | 27 | 7.45 | 9.50 | 128.6% | -0.91 | 0.0382 | -0.017 | ||
| 0.1300 | 0.1900 | 13 | 265 | 100.8% | 0.09 | 0.0328 | -0.017 | 28 | 8.55 | 9.85 | 109.9% | -0.92 | 0.0337 | -0.017 | ||
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 25, 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.