GS цепочка опционов The Goldman Sachs Group, 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 ±7.1% (811.83–935.53) · ATM IV 29.8% · P/C открытого интереса 1.01
| 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 | |
| 431.55 | 439.45 | 17 | 1.00 | 0.0000 | 0.000 | 440 | 0 | 3.05 | 37 | 113.8% | -0.00 | 0.0000 | -0.006 | |||
| 421.70 | 429.55 | 28 | 1.00 | 0.0000 | 0.000 | 450 | 0 | 3.05 | 41 | 110.4% | -0.00 | 0.0000 | -0.007 | |||
| 412.00 | 419.55 | 20 | 1.00 | 0.0000 | 0.000 | 460 | 0 | 3.40 | 38 | 109.0% | -0.00 | 0.0000 | -0.007 | |||
| 402.00 | 409.60 | 15 | 1.00 | 0.0000 | 0.000 | 470 | 0 | 3.30 | 34 | 105.2% | -0.00 | 0.0000 | -0.008 | |||
| 392.25 | 399.65 | 23 | 1.00 | 0.0000 | 0.000 | 480 | 0 | 2.51 | 27 | 97.9% | -0.00 | 0.0000 | -0.008 | |||
| 382.35 | 389.65 | 22 | 1.00 | 0.0000 | 0.000 | 490 | 0 | 3.15 | 23 | 98.2% | -0.00 | 0.0000 | -0.009 | |||
| 371.95 | 379.70 | 33 | 1.00 | 0.0000 | 0.000 | 500 | 0 | 0.1400 | 266 | 65.8% | -0.00 | 0.0000 | -0.009 | |||
| 352.55 | 359.80 | 22 | 1.00 | 0.0000 | 0.000 | 520 | 0 | 0.1600 | 162 | 62.3% | -0.00 | 0.0000 | -0.011 | |||
| 332.70 | 339.90 | 2 | 14 | 1.00 | 0.0000 | 0.000 | 540 | 0 | 1.77 | 3 | 25 | 76.6% | -0.00 | 0.0000 | -0.012 | |
| 312.00 | 319.95 | 6 | 12 | 1.00 | 0.0000 | 0.000 | 560 | 0 | 1.77 | 4 | 29 | 71.4% | -0.00 | 0.0000 | -0.014 | |
| 293.65 | 300.00 | 2 | 51 | 57.2% | 1.00 | 0.0001 | 0.000 | 580 | 0 | 0.3000 | 3 | 32 | 53.4% | -0.00 | 0.0001 | -0.017 |
| 273.50 | 280.00 | 17 | 48.2% | 1.00 | 0.0001 | 0.000 | 600 | 0.0100 | 0.3000 | 113 | 49.5% | -0.00 | 0.0001 | -0.020 | ||
| 267.90 | 275.00 | 25 | 1.00 | 0.0001 | 0.000 | 605 | 0 | 1.99 | 19 | 61.5% | -0.00 | 0.0001 | -0.022 | |||
| 263.95 | 270.00 | 19 | 51.3% | 1.00 | 0.0001 | 0.000 | 610 | 0 | 1.77 | 1 | 39 | 59.3% | -0.00 | 0.0001 | -0.023 | |
| 257.95 | 265.00 | 2 | 11 | 1.00 | 0.0001 | 0.000 | 615 | 0 | 2.34 | 44 | 60.6% | -0.00 | 0.0001 | -0.024 | ||
| 253.25 | 260.35 | 19 | 42.7% | 1.00 | 0.0001 | 0.000 | 620 | 0 | 1.75 | 3 | 32 | 56.8% | -0.01 | 0.0001 | -0.026 | |
| 247.55 | 255.35 | 14 | 0.99 | 0.0001 | 0.000 | 625 | 0 | 3.55 | 2 | 27 | 62.5% | -0.01 | 0.0001 | -0.027 | ||
| 243.85 | 249.95 | 1 | 8 | 43.2% | 0.99 | 0.0001 | 0.000 | 630 | 0 | 3.00 | 4 | 19 | 59.4% | -0.01 | 0.0001 | -0.029 |
| 238.45 | 244.95 | 4 | 1 | 0.99 | 0.0001 | -0.002 | 635 | 0.0400 | 4.35 | 4 | 10 | 62.3% | -0.01 | 0.0002 | -0.031 | |
| 233.40 | 240.05 | 4 | 6 | 0.99 | 0.0002 | -0.005 | 640 | 0.0600 | 1.90 | 7 | 31 | 53.2% | -0.01 | 0.0002 | -0.033 | |
| 228.85 | 235.10 | 6 | 4 | 40.7% | 0.99 | 0.0002 | -0.007 | 645 | 0.1000 | 0.6600 | 8 | 40 | 45.5% | -0.01 | 0.0002 | -0.035 |
| 223.65 | 230.60 | 3 | 13 | 42.8% | 0.99 | 0.0002 | -0.011 | 650 | 0.1200 | 1.82 | 10 | 65 | 50.8% | -0.01 | 0.0002 | -0.038 |
| 218.60 | 225.20 | 10 | 33.3% | 0.99 | 0.0002 | -0.014 | 655 | 0.0600 | 2.95 | 41 | 53.4% | -0.01 | 0.0002 | -0.041 | ||
| 213.05 | 220.70 | 18 | 0.99 | 0.0002 | -0.018 | 660 | 0 | 3.00 | 25 | 52.2% | -0.01 | 0.0002 | -0.044 | |||
| 209.25 | 215.75 | 1 | 17 | 44.0% | 0.99 | 0.0003 | -0.022 | 665 | 0.2900 | 0.5600 | 3 | 34 | 42.1% | -0.01 | 0.0003 | -0.047 |
| 203.25 | 210.80 | 6 | 9 | 34.3% | 0.99 | 0.0003 | -0.026 | 670 | 0.2800 | 0.9900 | 9 | 22 | 43.5% | -0.01 | 0.0003 | -0.051 |
| 199.00 | 205.90 | 11 | 4 | 40.9% | 0.99 | 0.0003 | -0.030 | 675 | 0 | 2.05 | 10 | 46 | 45.7% | -0.01 | 0.0003 | -0.055 |
| 194.30 | 201.00 | 5 | 15 | 41.8% | 0.99 | 0.0004 | -0.035 | 680 | 0.0200 | 2.06 | 8 | 131 | 44.7% | -0.02 | 0.0004 | -0.059 |
| 189.90 | 195.55 | 3 | 2 | 41.2% | 0.98 | 0.0004 | -0.041 | 685 | 0.0300 | 2.10 | 4 | 39 | 43.7% | -0.02 | 0.0004 | -0.064 |
| 183.70 | 190.65 | 3 | 16 | 32.7% | 0.98 | 0.0004 | -0.047 | 690 | 0.4300 | 2.32 | 3 | 47 | 44.5% | -0.02 | 0.0004 | -0.070 |
| 179.20 | 186.00 | 1 | 15 | 37.6% | 0.98 | 0.0005 | -0.053 | 695 | 0.1500 | 0.7900 | 1 | 96 | 36.6% | -0.02 | 0.0005 | -0.075 |
| 174.65 | 181.40 | 35 | 39.8% | 0.98 | 0.0005 | -0.060 | 700 | 0.6000 | 1.13 | 4 | 523 | 39.1% | -0.02 | 0.0005 | -0.082 | |
| 169.45 | 176.00 | 37 | 36.3% | 0.98 | 0.0006 | -0.067 | 705 | 0.1900 | 1.12 | 1 | 256 | 36.4% | -0.03 | 0.0006 | -0.088 | |
| 164.40 | 170.40 | 19 | 31.6% | 0.97 | 0.0006 | -0.075 | 710 | 0.4700 | 1.38 | 1 | 299 | 37.4% | -0.03 | 0.0006 | -0.096 | |
| 159.70 | 166.85 | 12 | 37.7% | 0.97 | 0.0007 | -0.083 | 715 | 0.2700 | 1.43 | 2 | 68 | 35.8% | -0.03 | 0.0007 | -0.103 | |
| 154.70 | 162.00 | 15 | 37.0% | 0.97 | 0.0008 | -0.092 | 720 | 0.8000 | 1.52 | 14 | 301 | 36.7% | -0.03 | 0.0008 | -0.112 | |
| 150.00 | 156.65 | 8 | 35.6% | 0.96 | 0.0008 | -0.102 | 725 | 0.5300 | 2.16 | 62 | 36.6% | -0.04 | 0.0008 | -0.121 | ||
| 145.00 | 151.85 | 9 | 34.9% | 0.96 | 0.0009 | -0.112 | 730 | 1.01 | 2.46 | 1 | 30 | 37.2% | -0.04 | 0.0009 | -0.130 | |
| 140.80 | 147.05 | 11 | 36.1% | 0.95 | 0.0010 | -0.122 | 735 | 0.8800 | 2.44 | 61 | 35.8% | -0.05 | 0.0010 | -0.141 | ||
| 135.55 | 142.30 | 6 | 34.8% | 0.95 | 0.0011 | -0.134 | 740 | 1.76 | 2.28 | 30 | 120 | 36.1% | -0.05 | 0.0011 | -0.151 | |
| 132.05 | 137.60 | 1 | 36.9% | 0.94 | 0.0012 | -0.146 | 745 | 1.48 | 2.77 | 59 | 35.3% | -0.06 | 0.0012 | -0.163 | ||
| 127.05 | 132.30 | 3 | 15 | 35.1% | 0.94 | 0.0013 | -0.158 | 750 | 2.20 | 2.83 | 101 | 266 | 35.5% | -0.06 | 0.0013 | -0.175 |
| 122.25 | 127.70 | 4 | 34.8% | 0.93 | 0.0014 | -0.171 | 755 | 2.11 | 3.15 | 2 | 70 | 34.6% | -0.07 | 0.0015 | -0.188 | |
| 118.00 | 123.20 | 5 | 35.3% | 0.92 | 0.0016 | -0.185 | 760 | 2.95 | 3.40 | 1 | 224 | 35.0% | -0.08 | 0.0016 | -0.201 | |
| 112.30 | 118.45 | 5 | 33.4% | 0.92 | 0.0017 | -0.199 | 765 | 2.15 | 3.90 | 4 | 61 | 33.3% | -0.08 | 0.0017 | -0.215 | |
| 108.35 | 113.85 | 16 | 34.0% | 0.91 | 0.0018 | -0.214 | 770 | 3.65 | 4.30 | 4 | 149 | 34.5% | -0.09 | 0.0019 | -0.229 | |
| 103.55 | 109.45 | 3 | 33.6% | 0.90 | 0.0020 | -0.229 | 775 | 3.70 | 4.85 | 3 | 120 | 33.9% | -0.10 | 0.0020 | -0.244 | |
| 99.55 | 104.85 | 1 | 7 | 33.7% | 0.89 | 0.0022 | -0.245 | 780 | 4.50 | 5.35 | 16 | 422 | 33.9% | -0.11 | 0.0022 | -0.259 |
| 95.00 | 100.65 | 7 | 33.6% | 0.88 | 0.0023 | -0.261 | 785 | 5.05 | 5.90 | 4 | 100 | 33.7% | -0.12 | 0.0023 | -0.275 | |
| 90.85 | 96.05 | 6 | 33.3% | 0.87 | 0.0025 | -0.277 | 790 | 5.60 | 6.60 | 12 | 759 | 33.4% | -0.13 | 0.0025 | -0.290 | |
| 86.55 | 91.75 | 5 | 33.1% | 0.85 | 0.0027 | -0.293 | 795 | 6.35 | 7.20 | 746 | 406 | 33.2% | -0.15 | 0.0027 | -0.306 | |
| 82.10 | 87.50 | 6 | 175 | 32.7% | 0.84 | 0.0028 | -0.310 | 800 | 7.10 | 8.00 | 236 | 814 | 33.0% | -0.16 | 0.0029 | -0.323 |
| 78.00 | 83.50 | 2 | 32.6% | 0.83 | 0.0030 | -0.326 | 805 | 7.90 | 8.90 | 60 | 129 | 32.8% | -0.18 | 0.0031 | -0.339 | |
| 74.15 | 79.25 | 1 | 36 | 32.5% | 0.81 | 0.0032 | -0.342 | 810 | 8.55 | 9.65 | 5 | 184 | 32.3% | -0.19 | 0.0032 | -0.354 |
| 70.40 | 75.15 | 9 | 32.4% | 0.80 | 0.0034 | -0.358 | 815 | 9.45 | 10.85 | 1 | 166 | 32.2% | -0.21 | 0.0034 | -0.370 | |
| 65.90 | 71.45 | 10 | 32.0% | 0.78 | 0.0036 | -0.374 | 820 | 11.05 | 11.75 | 56 | 415 | 32.2% | -0.22 | 0.0036 | -0.386 | |
| 61.90 | 67.55 | 6 | 31.6% | 0.76 | 0.0038 | -0.389 | 825 | 11.75 | 12.95 | 4 | 299 | 31.8% | -0.24 | 0.0038 | -0.400 | |
| 58.70 | 63.80 | 44 | 31.8% | 0.74 | 0.0040 | -0.403 | 830 | 12.90 | 14.20 | 9 | 246 | 31.5% | -0.26 | 0.0040 | -0.414 | |
| 55.05 | 60.10 | 15 | 31.5% | 0.72 | 0.0042 | -0.416 | 835 | 14.00 | 15.60 | 7 | 266 | 31.2% | -0.28 | 0.0042 | -0.428 | |
| 51.45 | 56.60 | 21 | 31.3% | 0.70 | 0.0043 | -0.429 | 840 | 15.45 | 17.25 | 36 | 503 | 31.1% | -0.30 | 0.0044 | -0.440 | |
| 47.80 | 51.05 | 11 | 29.9% | 0.68 | 0.0045 | -0.440 | 845 | 16.90 | 18.60 | 13 | 345 | 30.8% | -0.33 | 0.0046 | -0.451 | |
| 45.40 | 48.00 | 25 | 101 | 30.3% | 0.66 | 0.0046 | -0.450 | 850 | 19.10 | 20.20 | 79 | 602 | 30.8% | -0.35 | 0.0047 | -0.461 |
| 41.85 | 45.75 | 1 | 17 | 30.5% | 0.63 | 0.0048 | -0.459 | 855 | 20.15 | 22.00 | 49 | 328 | 30.3% | -0.37 | 0.0049 | -0.469 |
| 39.00 | 41.50 | 2 | 50 | 29.8% | 0.61 | 0.0049 | -0.465 | 860 | 20.90 | 23.85 | 4 | 284 | 29.5% | -0.40 | 0.0050 | -0.476 |
| 35.90 | 39.95 | 4 | 108 | 30.3% | 0.58 | 0.0050 | -0.471 | 865 | 24.05 | 25.95 | 2 | 204 | 29.9% | -0.42 | 0.0051 | -0.482 |
| 32.95 | 35.70 | 1 | 99 | 29.4% | 0.56 | 0.0051 | -0.474 | 870 | 27.05 | 28.30 | 9 | 294 | 30.2% | -0.45 | 0.0052 | -0.485 |
| 31.35 | 32.85 | 5 | 49 | 29.7% | 0.53 | 0.0052 | -0.476 | 875 | 28.80 | 30.70 | 19 | 483 | 29.8% | -0.47 | 0.0053 | -0.487 |
| 29.80 | 31.45 | 1 | 29.4% | 0.52 | 0.0052 | -0.476 | 877.5 | 29.00 | 31.90 | 6 | 29.2% | -0.49 | 0.0053 | -0.487 | ||
| 28.65 | 30.20 | 49 | 205 | 29.4% | 0.51 | 0.0052 | -0.476 | 880 | 32.05 | 33.10 | 63 | 1,495 | 30.0% | -0.50 | 0.0053 | -0.487 |
| 26.55 | 29.00 | 2 | 29.0% | 0.49 | 0.0052 | -0.475 | 882.5 | 30.95 | 34.40 | 1 | 28.8% | -0.51 | 0.0053 | -0.486 | ||
| 25.80 | 27.80 | 105 | 90 | 29.1% | 0.48 | 0.0052 | -0.474 | 885 | 33.05 | 35.70 | 60 | 600 | 29.1% | -0.53 | 0.0053 | -0.485 |
| 24.45 | 26.65 | 3 | 28.9% | 0.47 | 0.0052 | -0.472 | 887.5 | 33.75 | 37.05 | 28.7% | -0.54 | 0.0053 | -0.483 | |||
| 24.10 | 25.50 | 40 | 174 | 29.2% | 0.46 | 0.0052 | -0.470 | 890 | 35.05 | 39.30 | 20 | 325 | 29.0% | -0.55 | 0.0053 | -0.481 |
| 22.35 | 24.45 | 5 | 28.9% | 0.44 | 0.0052 | -0.467 | 892.5 | 36.50 | 41.00 | 3 | 29.1% | -0.57 | 0.0053 | -0.479 | ||
| 22.10 | 23.40 | 14 | 164 | 29.2% | 0.43 | 0.0052 | -0.464 | 895 | 38.00 | 43.25 | 13 | 355 | 29.5% | -0.58 | 0.0053 | -0.476 |
| 20.35 | 22.35 | 7 | 28.8% | 0.42 | 0.0051 | -0.461 | 897.5 | 39.55 | 43.50 | 39 | 28.8% | -0.59 | 0.0053 | -0.472 | ||
| 20.20 | 21.35 | 22 | 479 | 29.2% | 0.40 | 0.0051 | -0.457 | 900 | 41.05 | 45.25 | 9 | 757 | 28.9% | -0.61 | 0.0053 | -0.469 |
| 18.60 | 20.35 | 18 | 28.8% | 0.39 | 0.0051 | -0.452 | 902.5 | 42.55 | 46.90 | 28.8% | -0.62 | 0.0052 | -0.464 | |||
| 17.80 | 19.45 | 21 | 75 | 28.8% | 0.38 | 0.0050 | -0.448 | 905 | 44.25 | 48.30 | 1 | 148 | 28.8% | -0.63 | 0.0052 | -0.460 |
| 17.35 | 18.60 | 29 | 29.0% | 0.37 | 0.0050 | -0.442 | 907.5 | 45.90 | 49.85 | 28.7% | -0.64 | 0.0052 | -0.455 | |||
| 16.20 | 17.75 | 39 | 545 | 28.8% | 0.36 | 0.0049 | -0.437 | 910 | 47.60 | 52.05 | 130 | 236 | 28.9% | -0.66 | 0.0051 | -0.450 |
| 15.40 | 16.95 | 3 | 28.8% | 0.34 | 0.0049 | -0.431 | 912.5 | 49.25 | 53.85 | 28.9% | -0.67 | 0.0051 | -0.444 | |||
| 14.40 | 16.05 | 7 | 71 | 28.6% | 0.33 | 0.0048 | -0.425 | 915 | 50.95 | 55.40 | 297 | 28.8% | -0.68 | 0.0050 | -0.438 | |
| 13.55 | 14.60 | 17 | 234 | 28.9% | 0.31 | 0.0047 | -0.411 | 920 | 54.60 | 58.85 | 1 | 450 | 28.7% | -0.71 | 0.0049 | -0.425 |
| 12.20 | 13.20 | 9 | 121 | 28.8% | 0.29 | 0.0045 | -0.397 | 925 | 58.05 | 63.35 | 148 | 29.0% | -0.73 | 0.0048 | -0.410 | |
| 10.65 | 12.05 | 44 | 295 | 28.7% | 0.27 | 0.0044 | -0.381 | 930 | 61.95 | 67.00 | 1 | 159 | 28.9% | -0.75 | 0.0046 | -0.395 |
| 9.60 | 10.85 | 53 | 190 | 28.7% | 0.25 | 0.0042 | -0.365 | 935 | 65.80 | 71.45 | 228 | 29.2% | -0.77 | 0.0044 | -0.379 | |
| 9.00 | 9.65 | 37 | 741 | 28.9% | 0.23 | 0.0040 | -0.348 | 940 | 69.80 | 74.25 | 1 | 332 | 28.3% | -0.79 | 0.0043 | -0.363 |
| 7.70 | 8.80 | 8 | 106 | 28.7% | 0.21 | 0.0038 | -0.331 | 945 | 73.80 | 78.75 | 100 | 28.5% | -0.81 | 0.0041 | -0.345 | |
| 7.00 | 7.85 | 70 | 233 | 28.8% | 0.19 | 0.0036 | -0.314 | 950 | 78.15 | 83.40 | 136 | 28.9% | -0.83 | 0.0039 | -0.329 | |
| 6.25 | 7.35 | 14 | 219 | 29.0% | 0.17 | 0.0034 | -0.297 | 955 | 82.30 | 86.95 | 1 | 62 | 28.2% | -0.85 | 0.0037 | -0.312 |
| 5.55 | 6.35 | 36 | 374 | 28.8% | 0.16 | 0.0032 | -0.280 | 960 | 86.80 | 91.95 | 1 | 157 | 28.8% | -0.86 | 0.0035 | -0.296 |
| 4.80 | 5.70 | 143 | 28.8% | 0.15 | 0.0030 | -0.263 | 965 | 91.20 | 96.30 | 2 | 725 | 28.7% | -0.88 | 0.0034 | -0.279 | |
| 4.25 | 5.00 | 26 | 249 | 28.7% | 0.13 | 0.0028 | -0.247 | 970 | 95.90 | 101.05 | 2 | 624 | 29.2% | -0.89 | 0.0032 | -0.263 |
| 3.90 | 4.85 | 2 | 270 | 29.2% | 0.12 | 0.0027 | -0.231 | 975 | 100.25 | 105.05 | 223 | 28.2% | -0.91 | 0.0030 | -0.249 | |
| 3.45 | 3.95 | 211 | 303 | 28.9% | 0.11 | 0.0025 | -0.216 | 980 | 104.85 | 109.95 | 1 | 117 | 28.4% | -0.92 | 0.0028 | -0.235 |
| 2.86 | 3.90 | 1 | 142 | 29.1% | 0.10 | 0.0023 | -0.202 | 985 | 109.60 | 114.95 | 64 | 29.0% | -0.93 | 0.0026 | -0.219 | |
| 2.68 | 3.50 | 7 | 398 | 29.4% | 0.09 | 0.0022 | -0.189 | 990 | 114.30 | 120.20 | 1 | 217 | 29.8% | -0.94 | 0.0024 | -0.205 |
| 2.29 | 3.00 | 2 | 148 | 29.2% | 0.08 | 0.0020 | -0.176 | 995 | 119.20 | 125.30 | 58 | 30.7% | -0.95 | 0.0024 | -0.197 | |
| 2.14 | 2.95 | 100 | 1,638 | 29.8% | 0.08 | 0.0018 | -0.165 | 1,000 | 124.20 | 129.10 | 127 | 29.1% | -0.96 | 0.0023 | -0.183 | |
| 1.86 | 2.72 | 6 | 101 | 29.9% | 0.07 | 0.0017 | -0.153 | 1,005 | 128.85 | 134.35 | 74 | 29.7% | -0.97 | 0.0021 | -0.168 | |
| 1.68 | 2.49 | 16 | 107 | 30.1% | 0.06 | 0.0016 | -0.143 | 1,010 | 133.70 | 138.85 | 206 | -0.97 | 0.0019 | -0.148 | ||
| 1.41 | 2.09 | 1 | 113 | 29.9% | 0.06 | 0.0015 | -0.134 | 1,015 | 138.75 | 144.25 | 29 | 30.6% | -0.98 | 0.0016 | -0.145 | |
| 1.21 | 2.27 | 13 | 257 | 30.6% | 0.05 | 0.0014 | -0.125 | 1,020 | 143.55 | 148.75 | 137 | -0.99 | 0.0014 | -0.139 | ||
| 1.14 | 1.75 | 3 | 69 | 30.3% | 0.05 | 0.0012 | -0.117 | 1,025 | 148.60 | 154.80 | 3 | 33.5% | -0.99 | 0.0012 | -0.133 | |
| 0.8500 | 2.12 | 2 | 290 | 31.2% | 0.04 | 0.0012 | -0.109 | 1,030 | 153.20 | 159.65 | 2 | 60 | 32.1% | -0.99 | 0.0009 | -0.118 |
| 0.7800 | 2.34 | 23 | 32.2% | 0.04 | 0.0011 | -0.102 | 1,035 | 158.30 | 165.15 | 4 | 35.2% | -1.00 | 0.0007 | -0.115 | ||
| 0.6600 | 1.56 | 19 | 326 | 31.0% | 0.04 | 0.0010 | -0.096 | 1,040 | 163.00 | 169.90 | 16 | 34.0% | -1.00 | 0.0004 | -0.115 | |
| 0.5200 | 2.21 | 37 | 32.9% | 0.03 | 0.0009 | -0.090 | 1,045 | 168.20 | 174.10 | -1.00 | 0.0003 | -0.115 | ||||
| 0.5900 | 1.00 | 5 | 796 | 30.7% | 0.03 | 0.0008 | -0.084 | 1,050 | 173.00 | 180.20 | 21 | 36.8% | -1.00 | 0.0001 | -0.115 | |
| 0.5500 | 0.9800 | 1 | 32 | 31.2% | 0.03 | 0.0008 | -0.079 | 1,055 | 178.20 | 184.00 | -1.00 | 0.0000 | -0.115 | |||
| 0.1400 | 1.75 | 332 | 33.0% | 0.03 | 0.0007 | -0.074 | 1,060 | 183.00 | 189.65 | 17 | 34.8% | -1.00 | 0.0000 | -0.115 | ||
| 0.0600 | 1.83 | 102 | 33.6% | 0.02 | 0.0007 | -0.070 | 1,065 | 188.20 | 194.05 | 2 | -1.00 | 0.0000 | -0.115 | |||
| 0.0300 | 1.86 | 1 | 134 | 34.3% | 0.02 | 0.0006 | -0.066 | 1,070 | 193.10 | 199.25 | 17 | -1.00 | 0.0000 | -0.115 | ||
| 0.0100 | 1.90 | 196 | 35.7% | 0.02 | 0.0005 | -0.058 | 1,080 | 203.20 | 209.60 | 5 | 39.0% | -1.00 | 0.0000 | -0.115 | ||
| 0.0200 | 1.91 | 1 | 237 | 37.0% | 0.02 | 0.0005 | -0.052 | 1,090 | 213.20 | 219.60 | 7 | 40.4% | -1.00 | 0.0000 | -0.115 | |
| 0.2500 | 0.5800 | 51 | 1,074 | 33.9% | 0.01 | 0.0004 | -0.046 | 1,100 | 223.20 | 230.40 | 7 | 45.4% | -1.00 | 0.0000 | -0.115 | |
| 0 | 0.3700 | 4 | 779 | 31.8% | 0.01 | 0.0004 | -0.041 | 1,110 | 233.00 | 239.75 | 42.7% | -1.00 | 0.0000 | -0.115 | ||
| 0 | 0.3300 | 1 | 288 | 32.4% | 0.01 | 0.0003 | -0.037 | 1,120 | 243.30 | 249.70 | 45.9% | -1.00 | 0.0000 | -0.115 | ||
| 0 | 0.3500 | 101 | 33.7% | 0.01 | 0.0003 | -0.034 | 1,130 | 253.15 | 259.20 | -1.00 | 0.0000 | -0.115 | ||||
| 0 | 2.40 | 213 | 44.8% | 0.01 | 0.0002 | -0.030 | 1,140 | 263.20 | 269.85 | 1 | 48.9% | -1.00 | 0.0000 | -0.115 | ||
| 0.0700 | 0.6900 | 3 | 237 | 39.1% | 0.01 | 0.0002 | -0.027 | 1,150 | 273.20 | 280.20 | 51.7% | -1.00 | 0.0000 | -0.115 | ||
| 0 | 3.25 | 326 | 49.6% | 0.01 | 0.0002 | -0.025 | 1,160 | 283.20 | 289.65 | 50.0% | -1.00 | 0.0000 | -0.115 | |||
| 0.0400 | 3.00 | 210 | 50.2% | 0.01 | 0.0002 | -0.022 | 1,170 | 293.20 | 300.10 | 53.9% | -1.00 | 0.0000 | -0.115 | |||
| 0.0200 | 2.45 | 280 | 49.8% | 0.01 | 0.0001 | -0.021 | 1,180 | 303.20 | 309.95 | 54.6% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 3.55 | 186 | 54.0% | 0.00 | 0.0001 | -0.019 | 1,190 | 313.20 | 319.95 | 55.8% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 0.5800 | 1,043 | 42.9% | 0.00 | 0.0001 | -0.017 | 1,200 | 323.20 | 329.65 | 54.9% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 2.46 | 85 | 53.2% | 0.00 | 0.0001 | -0.016 | 1,210 | 333.20 | 340.15 | 59.2% | -1.00 | 0.0000 | -0.115 | |||
| 0.0100 | 0.5500 | 1 | 117 | 44.7% | 0.00 | 0.0001 | -0.014 | 1,220 | 343.20 | 350.05 | 60.0% | -1.00 | 0.0000 | -0.115 | ||
| 0.0100 | 3.70 | 73 | 59.1% | 0.00 | 0.0001 | -0.013 | 1,230 | 353.20 | 359.15 | -1.00 | 0.0000 | -0.115 | ||||
| 0.0100 | 3.00 | 120 | 58.3% | 0.00 | 0.0001 | -0.012 | 1,240 | 363.20 | 370.00 | 62.2% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 2.38 | 151 | 57.4% | 0.00 | 0.0001 | -0.011 | 1,250 | 373.20 | 380.00 | 63.4% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 2.98 | 118 | 60.4% | 0.00 | 0.0001 | -0.010 | 1,260 | 383.20 | 389.95 | 64.3% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 3.35 | 166 | 62.6% | 0.00 | 0.0001 | -0.009 | 1,270 | 393.20 | 400.00 | 65.7% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 3.35 | 66 | 63.7% | 0.00 | 0.0000 | -0.009 | 1,280 | 403.20 | 409.95 | 66.6% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 3.80 | 109 | 66.0% | 0.00 | 0.0000 | -0.008 | 1,290 | 413.20 | 420.00 | 68.0% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 0.0500 | 190 | 41.8% | 0.00 | 0.0000 | -0.007 | 1,300 | 423.20 | 429.95 | 68.8% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 3.35 | 58 | 66.8% | 0.00 | 0.0000 | -0.007 | 1,310 | 433.20 | 439.95 | 69.9% | -1.00 | 0.0000 | -0.115 | |||
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 — Nov 20, 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.