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 ±13.6% (23.14–30.45) · ATM IV 86.7% · P/C открытого интереса 0.10
| 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 | |
| 11.55 | 14.90 | 4 | 244.1% | 1.00 | 0.0011 | -0.001 | 14 | 0 | 2.13 | 3 | 338.4% | -0.00 | 0.0011 | -0.001 | ||
| 11.05 | 14.40 | 232.9% | 1.00 | 0.0013 | -0.002 | 14.5 | 0 | 2.13 | 1 | 324.1% | -0.00 | 0.0013 | -0.002 | |||
| 10.65 | 13.70 | 442 | 213.8% | 1.00 | 0.0015 | -0.002 | 15 | 0 | 2.13 | 10 | 310.3% | -0.00 | 0.0016 | -0.002 | ||
| 10.05 | 12.60 | 1.00 | 0.0019 | -0.002 | 15.5 | 0 | 2.13 | 297.0% | -0.00 | 0.0019 | -0.002 | |||||
| 9.60 | 12.10 | 1.00 | 0.0023 | -0.002 | 16 | 0 | 2.13 | 1 | 284.1% | -0.00 | 0.0023 | -0.002 | ||||
| 9.65 | 11.60 | 22 | 4 | 176.2% | 0.99 | 0.0028 | -0.003 | 16.5 | 0 | 2.13 | 1 | 271.6% | -0.01 | 0.0028 | -0.003 | |
| 8.55 | 11.10 | 10 | 3 | 0.99 | 0.0035 | -0.003 | 17 | 0 | 1.21 | 55 | 206.2% | -0.01 | 0.0035 | -0.003 | ||
| 8.45 | 10.60 | 140.9% | 0.99 | 0.0045 | -0.004 | 17.5 | 0 | 1.13 | 372 | 191.6% | -0.01 | 0.0045 | -0.004 | |||
| 7.85 | 10.90 | 3 | 181.6% | 0.99 | 0.0057 | -0.004 | 18 | 0 | 0.1300 | 40 | 112.6% | -0.01 | 0.0057 | -0.004 | ||
| 7.30 | 9.60 | 65 | 108.9% | 0.99 | 0.0073 | -0.005 | 18.5 | 0 | 2.14 | 4 | 225.1% | -0.01 | 0.0074 | -0.005 | ||
| 7.35 | 9.05 | 20 | 146 | 143.1% | 0.98 | 0.0094 | -0.007 | 19 | 0 | 0.1000 | 632 | 95.0% | -0.02 | 0.0095 | -0.007 | |
| 7.05 | 8.40 | 380 | 137.6% | 0.98 | 0.0121 | -0.008 | 19.5 | 0 | 0.2900 | 151 | 98.0% | -0.02 | 0.0122 | -0.008 | ||
| 6.75 | 7.30 | 288 | 5,729 | 103.2% | 0.97 | 0.0155 | -0.010 | 20 | 0 | 0.0800 | 1 | 1,332 | 79.7% | -0.03 | 0.0156 | -0.010 |
| 5.90 | 7.45 | 2 | 207 | 115.5% | 0.96 | 0.0196 | -0.013 | 20.5 | 0 | 0.3200 | 356 | 98.0% | -0.04 | 0.0197 | -0.013 | |
| 5.65 | 6.60 | 25 | 680 | 102.1% | 0.95 | 0.0246 | -0.015 | 21 | 0.0300 | 0.1000 | 3 | 1,052 | 74.7% | -0.05 | 0.0248 | -0.015 |
| 4.75 | 5.85 | 40 | 358 | 0.93 | 0.0306 | -0.019 | 21.5 | 0.0800 | 0.4200 | 15 | 319 | 95.1% | -0.07 | 0.0307 | -0.019 | |
| 4.60 | 5.70 | 599 | 1,831 | 89.8% | 0.92 | 0.0374 | -0.022 | 22 | 0.1000 | 0.2000 | 195 | 1,065 | 76.2% | -0.09 | 0.0376 | -0.023 |
| 3.60 | 4.95 | 306 | 1,236 | 0.89 | 0.0451 | -0.027 | 22.5 | 0.1700 | 0.2400 | 53 | 734 | 75.8% | -0.11 | 0.0453 | -0.027 | |
| 4.05 | 4.30 | 155 | 2,969 | 77.1% | 0.86 | 0.0533 | -0.032 | 23 | 0.2600 | 0.3100 | 317 | 1,341 | 76.4% | -0.14 | 0.0535 | -0.032 |
| 3.60 | 4.50 | 99 | 1,221 | 96.8% | 0.83 | 0.0616 | -0.037 | 23.5 | 0.2800 | 0.5300 | 36 | 429 | 78.4% | -0.17 | 0.0619 | -0.037 |
| 3.20 | 3.60 | 220 | 4,287 | 78.2% | 0.79 | 0.0695 | -0.042 | 24 | 0.4900 | 0.5500 | 582 | 1,125 | 78.3% | -0.21 | 0.0698 | -0.042 |
| 2.76 | 3.50 | 63 | 1,337 | 83.6% | 0.75 | 0.0764 | -0.047 | 24.5 | 0.5800 | 0.7000 | 29 | 763 | 77.2% | -0.25 | 0.0768 | -0.047 |
| 2.70 | 2.92 | 2,658 | 20.6K | 80.9% | 0.71 | 0.0820 | -0.052 | 25 | 0.8500 | 0.9500 | 1,044 | 2,433 | 82.8% | -0.29 | 0.0823 | -0.052 |
| 2.36 | 2.59 | 181 | 402 | 82.8% | 0.66 | 0.0858 | -0.056 | 25.5 | 0.9600 | 1.20 | 51 | 105 | 82.2% | -0.34 | 0.0862 | -0.057 |
| 2.12 | 2.31 | 1,915 | 10.0K | 84.1% | 0.61 | 0.0879 | -0.060 | 26 | 1.23 | 1.37 | 535 | 2,727 | 82.6% | -0.39 | 0.0883 | -0.060 |
| 1.90 | 1.99 | 919 | 2,339 | 83.8% | 0.57 | 0.0884 | -0.063 | 26.5 | 1.50 | 1.73 | 627 | 1,199 | 86.3% | -0.43 | 0.0888 | -0.063 |
| 1.75 | 1.81 | 8,003 | 20.2K | 87.1% | 0.52 | 0.0877 | -0.065 | 27 | 1.78 | 1.97 | 766 | 1,117 | 86.3% | -0.48 | 0.0881 | -0.066 |
| 1.50 | 1.62 | 960 | 1,883 | 88.4% | 0.48 | 0.0859 | -0.067 | 27.5 | 2.11 | 2.36 | 156 | 1,030 | 89.9% | -0.52 | 0.0863 | -0.067 |
| 1.40 | 1.50 | 6,041 | 20.4K | 90.6% | 0.44 | 0.0833 | -0.068 | 28 | 2.46 | 2.70 | 127 | 318 | 92.0% | -0.56 | 0.0837 | -0.068 |
| 1.13 | 1.45 | 266 | 834 | 92.2% | 0.41 | 0.0803 | -0.068 | 28.5 | 2.59 | 4.00 | 20 | 52 | 111.1% | -0.59 | 0.0807 | -0.068 |
| 1.10 | 1.17 | 2,592 | 7,084 | 92.6% | 0.38 | 0.0769 | -0.067 | 29 | 3.15 | 3.75 | 12 | 111 | 102.4% | -0.63 | 0.0773 | -0.068 |
| 0.8400 | 1.13 | 380 | 694 | 92.3% | 0.35 | 0.0733 | -0.066 | 29.5 | 3.15 | 4.20 | 2 | 96.0% | -0.66 | 0.0737 | -0.067 | |
| 0.9300 | 0.9700 | 15.4K | 50.0K | 97.4% | 0.32 | 0.0696 | -0.065 | 30 | 3.90 | 4.35 | 3 | 133 | 100.4% | -0.69 | 0.0699 | -0.066 |
| 0.7400 | 0.8700 | 2,362 | 2,596 | 100.3% | 0.27 | 0.0621 | -0.062 | 31 | 3.65 | 6.20 | 40 | 102.0% | -0.73 | 0.0625 | -0.063 | |
| 0.6300 | 0.6900 | 8,230 | 19.8K | 105.3% | 0.23 | 0.0550 | -0.059 | 32 | 5.25 | 6.20 | 6 | 150 | 101.1% | -0.78 | 0.0554 | -0.059 |
| 0.3700 | 0.4300 | 9,020 | 18.7K | 113.8% | 0.15 | 0.0378 | -0.049 | 35 | 7.90 | 8.95 | 2 | 105 | 105.3% | -0.86 | 0.0382 | -0.049 |
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 — Oct 30, 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.