GOOGL цепочка опционов Alphabet 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 ±19.4% (272.61–403.65) · ATM IV 33.0% · P/C открытого интереса 1.55
| 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 | |
| 170.05 | 173.65 | 9 | 48.2% | 0.99 | 0.0003 | 0.000 | 170 | 0.2100 | 0.7100 | 38 | 208 | 45.2% | -0.01 | 0.0003 | -0.008 | |
| 164.80 | 168.80 | 24 | 44.5% | 0.99 | 0.0003 | 0.000 | 175 | 0.3100 | 0.8100 | 56 | 340 | 44.8% | -0.01 | 0.0003 | -0.009 | |
| 160.40 | 164.00 | 8 | 46.0% | 0.99 | 0.0003 | 0.000 | 180 | 0.3700 | 0.8800 | 99 | 278 | 43.9% | -0.01 | 0.0003 | -0.009 | |
| 155.60 | 159.10 | 8 | 44.7% | 0.99 | 0.0004 | 0.000 | 185 | 0.4400 | 0.9100 | 99 | 220 | 42.7% | -0.02 | 0.0004 | -0.010 | |
| 150.50 | 154.30 | 16 | 42.4% | 0.98 | 0.0004 | 0.000 | 190 | 0.6900 | 1.14 | 331 | 43.2% | -0.02 | 0.0004 | -0.011 | ||
| 146.05 | 149.65 | 48 | 43.2% | 0.98 | 0.0005 | 0.000 | 195 | 0.6000 | 1.04 | 126 | 40.8% | -0.02 | 0.0005 | -0.013 | ||
| 141.10 | 144.30 | 118 | 39.6% | 0.98 | 0.0006 | 0.000 | 200 | 0.9100 | 1.24 | 25 | 236 | 41.0% | -0.02 | 0.0006 | -0.014 | |
| 136.95 | 139.55 | 13 | 40.9% | 0.97 | 0.0006 | 0.000 | 205 | 0.7000 | 1.49 | 283 | 39.6% | -0.03 | 0.0006 | -0.015 | ||
| 131.65 | 135.35 | 6 | 32 | 40.0% | 0.97 | 0.0007 | 0.000 | 210 | 0.9500 | 1.63 | 856 | 39.1% | -0.03 | 0.0007 | -0.017 | |
| 127.10 | 130.15 | 96 | 38.4% | 0.97 | 0.0008 | 0.000 | 215 | 0.9400 | 1.67 | 546 | 37.6% | -0.04 | 0.0008 | -0.019 | ||
| 122.45 | 125.50 | 53 | 37.9% | 0.96 | 0.0009 | 0.000 | 220 | 1.51 | 2.18 | 5 | 1,808 | 38.7% | -0.04 | 0.0009 | -0.021 | |
| 117.80 | 121.35 | 49 | 38.3% | 0.95 | 0.0010 | -0.000 | 225 | 1.86 | 2.05 | 1 | 4,685 | 37.5% | -0.05 | 0.0011 | -0.023 | |
| 113.30 | 116.35 | 79 | 37.2% | 0.95 | 0.0012 | -0.003 | 230 | 2.00 | 2.35 | 2,020 | 36.8% | -0.05 | 0.0012 | -0.025 | ||
| 108.85 | 111.80 | 129 | 36.9% | 0.94 | 0.0013 | -0.007 | 235 | 2.26 | 3.25 | 429 | 37.2% | -0.06 | 0.0013 | -0.027 | ||
| 104.30 | 107.30 | 102 | 36.4% | 0.93 | 0.0015 | -0.010 | 240 | 2.87 | 3.40 | 11 | 3,188 | 36.7% | -0.07 | 0.0015 | -0.030 | |
| 99.90 | 102.90 | 94 | 36.1% | 0.92 | 0.0016 | -0.014 | 245 | 3.35 | 4.00 | 9 | 1,505 | 36.5% | -0.08 | 0.0017 | -0.033 | |
| 95.60 | 98.50 | 216 | 35.8% | 0.91 | 0.0018 | -0.017 | 250 | 3.75 | 4.15 | 269 | 4,639 | 35.6% | -0.09 | 0.0018 | -0.036 | |
| 91.35 | 94.10 | 110 | 35.5% | 0.90 | 0.0020 | -0.021 | 255 | 4.10 | 5.40 | 56 | 595 | 35.8% | -0.10 | 0.0020 | -0.039 | |
| 87.00 | 89.90 | 1 | 87 | 35.1% | 0.89 | 0.0022 | -0.025 | 260 | 5.10 | 5.85 | 3 | 5,416 | 35.6% | -0.11 | 0.0022 | -0.042 |
| 82.90 | 86.40 | 43 | 35.5% | 0.88 | 0.0024 | -0.029 | 265 | 5.85 | 6.20 | 19 | 958 | 34.9% | -0.13 | 0.0024 | -0.045 | |
| 78.75 | 82.00 | 10 | 297 | 34.8% | 0.86 | 0.0026 | -0.033 | 270 | 6.70 | 7.05 | 65 | 7,487 | 34.7% | -0.14 | 0.0026 | -0.048 |
| 74.85 | 78.10 | 149 | 34.7% | 0.85 | 0.0028 | -0.037 | 275 | 7.50 | 8.15 | 206 | 948 | 34.5% | -0.16 | 0.0028 | -0.051 | |
| 72.20 | 73.95 | 3 | 1,197 | 35.3% | 0.83 | 0.0030 | -0.041 | 280 | 8.05 | 9.20 | 19 | 5,320 | 34.0% | -0.17 | 0.0031 | -0.055 |
| 67.25 | 70.15 | 155 | 34.1% | 0.81 | 0.0032 | -0.045 | 285 | 9.80 | 10.35 | 147 | 819 | 34.3% | -0.19 | 0.0033 | -0.058 | |
| 63.65 | 66.75 | 111 | 423 | 34.2% | 0.79 | 0.0034 | -0.049 | 290 | 10.40 | 12.40 | 18 | 2,923 | 34.2% | -0.21 | 0.0035 | -0.061 |
| 60.15 | 63.10 | 21 | 95 | 34.0% | 0.78 | 0.0036 | -0.052 | 295 | 12.50 | 13.80 | 12 | 1,502 | 34.6% | -0.23 | 0.0037 | -0.064 |
| 56.95 | 60.25 | 4 | 1,065 | 34.4% | 0.76 | 0.0037 | -0.056 | 300 | 13.20 | 15.35 | 27 | 7,199 | 34.0% | -0.25 | 0.0039 | -0.067 |
| 53.55 | 56.70 | 1 | 355 | 34.0% | 0.73 | 0.0039 | -0.059 | 305 | 14.75 | 17.05 | 9 | 1,509 | 33.8% | -0.27 | 0.0041 | -0.070 |
| 50.60 | 52.75 | 344 | 33.6% | 0.71 | 0.0041 | -0.062 | 310 | 16.45 | 18.50 | 89 | 3,032 | 33.5% | -0.30 | 0.0042 | -0.072 | |
| 47.45 | 50.45 | 479 | 34.5% | 0.69 | 0.0042 | -0.065 | 315 | 18.45 | 19.80 | 2 | 2,649 | 33.2% | -0.32 | 0.0044 | -0.074 | |
| 44.45 | 47.35 | 1 | 645 | 33.7% | 0.67 | 0.0044 | -0.068 | 320 | 20.50 | 21.75 | 47 | 4,902 | 33.1% | -0.34 | 0.0046 | -0.076 |
| 41.70 | 44.40 | 624 | 33.5% | 0.65 | 0.0045 | -0.070 | 325 | 23.30 | 24.95 | 2 | 1,385 | 34.0% | -0.37 | 0.0047 | -0.078 | |
| 39.10 | 41.45 | 61 | 615 | 33.4% | 0.62 | 0.0046 | -0.072 | 330 | 24.65 | 27.25 | 171 | 3,289 | 33.4% | -0.39 | 0.0048 | -0.080 |
| 36.65 | 38.95 | 675 | 743 | 33.4% | 0.60 | 0.0047 | -0.074 | 335 | 26.95 | 29.20 | 177 | 1,218 | 33.1% | -0.42 | 0.0050 | -0.081 |
| 34.85 | 35.75 | 97 | 1,381 | 33.3% | 0.58 | 0.0047 | -0.075 | 340 | 29.40 | 31.05 | 2 | 1,933 | 32.6% | -0.44 | 0.0050 | -0.082 |
| 32.05 | 34.05 | 24 | 438 | 33.3% | 0.55 | 0.0048 | -0.077 | 345 | 32.10 | 34.85 | 101 | 1,153 | 33.2% | -0.47 | 0.0051 | -0.082 |
| 29.90 | 31.50 | 91 | 1,772 | 33.1% | 0.53 | 0.0048 | -0.077 | 350 | 34.80 | 37.30 | 10 | 2,427 | 32.9% | -0.49 | 0.0052 | -0.083 |
| 28.50 | 29.75 | 8 | 526 | 33.6% | 0.51 | 0.0048 | -0.078 | 355 | 37.60 | 39.55 | 475 | 32.5% | -0.52 | 0.0052 | -0.083 | |
| 25.90 | 27.80 | 11 | 1,003 | 33.2% | 0.48 | 0.0048 | -0.078 | 360 | 41.65 | 43.90 | 1 | 1,766 | 33.7% | -0.54 | 0.0052 | -0.082 |
| 24.05 | 25.95 | 15 | 799 | 33.2% | 0.46 | 0.0048 | -0.078 | 365 | 43.70 | 47.10 | 13 | 2,190 | 33.1% | -0.57 | 0.0053 | -0.082 |
| 22.75 | 23.55 | 23 | 1,230 | 33.1% | 0.44 | 0.0048 | -0.078 | 370 | 46.90 | 50.20 | 9 | 463 | 33.0% | -0.59 | 0.0053 | -0.081 |
| 21.25 | 21.85 | 33 | 872 | 33.1% | 0.42 | 0.0047 | -0.077 | 375 | 50.15 | 53.80 | 591 | 33.0% | -0.61 | 0.0052 | -0.080 | |
| 19.20 | 21.05 | 8 | 1,189 | 33.2% | 0.40 | 0.0047 | -0.076 | 380 | 53.70 | 57.25 | 2,088 | 33.0% | -0.64 | 0.0052 | -0.079 | |
| 17.80 | 19.45 | 4 | 748 | 33.1% | 0.38 | 0.0046 | -0.075 | 385 | 58.05 | 60.55 | 213 | 33.2% | -0.66 | 0.0052 | -0.078 | |
| 16.45 | 18.25 | 4 | 1,607 | 33.2% | 0.36 | 0.0045 | -0.074 | 390 | 61.55 | 64.30 | 1 | 317 | 33.1% | -0.68 | 0.0051 | -0.076 |
| 15.25 | 17.00 | 7 | 759 | 33.3% | 0.34 | 0.0044 | -0.073 | 395 | 65.45 | 68.10 | 281 | 32.5% | -0.70 | 0.0051 | -0.074 | |
| 14.50 | 15.30 | 88 | 5,211 | 33.2% | 0.32 | 0.0043 | -0.071 | 400 | 69.20 | 71.40 | 1 | 326 | 32.7% | -0.73 | 0.0050 | -0.073 |
| 13.10 | 14.75 | 3 | 574 | 33.7% | 0.30 | 0.0042 | -0.070 | 405 | 73.25 | 75.40 | 35 | 32.7% | -0.75 | 0.0049 | -0.071 | |
| 12.00 | 13.75 | 8 | 913 | 33.4% | 0.28 | 0.0041 | -0.068 | 410 | 77.65 | 80.05 | 192 | 33.3% | -0.77 | 0.0049 | -0.069 | |
| 11.60 | 12.80 | 18 | 196 | 33.7% | 0.27 | 0.0040 | -0.066 | 415 | 81.50 | 84.50 | 51 | 33.3% | -0.78 | 0.0048 | -0.067 | |
| 10.25 | 11.90 | 38 | 2,193 | 33.5% | 0.25 | 0.0038 | -0.065 | 420 | 85.50 | 88.70 | 3 | 75 | 33.1% | -0.80 | 0.0047 | -0.065 |
| 9.45 | 11.10 | 7 | 232 | 33.5% | 0.24 | 0.0037 | -0.063 | 425 | 90.15 | 92.95 | 3 | 1 | 33.3% | -0.82 | 0.0046 | -0.062 |
| 8.70 | 10.00 | 12 | 1,208 | 33.4% | 0.22 | 0.0036 | -0.061 | 430 | 94.55 | 97.35 | 331 | 33.4% | -0.84 | 0.0045 | -0.061 | |
| 8.40 | 9.65 | 28 | 422 | 33.9% | 0.21 | 0.0035 | -0.059 | 435 | 99.00 | 102.00 | 33.6% | -0.85 | 0.0044 | -0.058 | ||
| 7.85 | 8.65 | 73 | 731 | 33.8% | 0.20 | 0.0033 | -0.057 | 440 | 103.45 | 106.55 | 47 | 33.6% | -0.87 | 0.0043 | -0.057 | |
| 6.90 | 8.05 | 1 | 382 | 33.6% | 0.19 | 0.0032 | -0.055 | 445 | 108.75 | 111.10 | 52 | 34.4% | -0.88 | 0.0042 | -0.054 | |
| 6.80 | 7.45 | 38 | 3,432 | 34.0% | 0.18 | 0.0031 | -0.053 | 450 | 112.70 | 115.50 | 143 | 33.3% | -0.90 | 0.0040 | -0.051 | |
| 6.15 | 6.75 | 5 | 74 | 33.8% | 0.17 | 0.0030 | -0.051 | 455 | 117.40 | 120.45 | 34 | 33.7% | -0.91 | 0.0038 | -0.049 | |
| 5.35 | 6.75 | 3 | 1,106 | 34.0% | 0.16 | 0.0028 | -0.050 | 460 | 122.15 | 124.60 | 3 | 32.6% | -0.92 | 0.0036 | -0.046 | |
| 4.55 | 6.05 | 41 | 498 | 34.3% | 0.14 | 0.0026 | -0.046 | 470 | 131.80 | 134.85 | 33 | 34.0% | -0.94 | 0.0031 | -0.036 | |
| 4.25 | 5.05 | 28 | 5,810 | 34.6% | 0.12 | 0.0024 | -0.043 | 480 | 141.60 | 144.00 | 2 | -0.96 | 0.0027 | -0.022 | ||
| 3.40 | 4.60 | 49 | 765 | 34.7% | 0.11 | 0.0022 | -0.040 | 490 | 150.80 | 154.70 | 3 | -0.98 | 0.0022 | -0.006 | ||
| 2.88 | 3.90 | 52 | 2,470 | 34.7% | 0.10 | 0.0020 | -0.037 | 500 | 160.80 | 164.70 | -0.99 | 0.0017 | 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 — Mar 19, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.