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 ±5.2% (977.27–1,083.83) · ATM IV 31.9% · P/C открытого интереса 1.41
| 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 | |
| 507.25 | 514.00 | 1.00 | 0.0000 | 0.000 | 520 | 0 | 1.34 | 66 | 143.4% | -0.00 | 0.0000 | -0.011 | ||||
| 497.25 | 504.70 | 1.00 | 0.0000 | 0.000 | 530 | 0 | 1.24 | 26 | 138.4% | -0.00 | 0.0000 | -0.011 | ||||
| 487.30 | 495.10 | 1.00 | 0.0000 | 0.000 | 540 | 0 | 2.25 | 93 | 145.8% | -0.00 | 0.0000 | -0.012 | ||||
| 477.30 | 484.80 | 1.00 | 0.0000 | 0.000 | 550 | 0 | 0.2000 | 263 | 108.1% | -0.00 | 0.0000 | -0.012 | ||||
| 467.30 | 475.20 | 1.00 | 0.0000 | 0.000 | 560 | 0 | 0.0800 | 247 | 97.2% | -0.00 | 0.0000 | -0.013 | ||||
| 447.35 | 454.60 | 1.00 | 0.0000 | 0.000 | 580 | 0 | 0.0500 | 777 | 88.6% | -0.00 | 0.0000 | -0.015 | ||||
| 427.40 | 434.65 | 5 | 1.00 | 0.0000 | 0.000 | 600 | 0 | 0.1400 | 236 | 91.1% | -0.00 | 0.0000 | -0.017 | |||
| 422.45 | 430.05 | 1.00 | 0.0000 | 0.000 | 605 | 0 | 0.1600 | 101 | 90.9% | -0.00 | 0.0000 | -0.017 | ||||
| 417.45 | 425.20 | 1.00 | 0.0000 | 0.000 | 610 | 0 | 0.9400 | 66 | 107.7% | -0.00 | 0.0000 | -0.018 | ||||
| 412.45 | 420.05 | 1.00 | 0.0000 | 0.000 | 615 | 0 | 2.80 | 45 | 123.0% | -0.00 | 0.0000 | -0.018 | ||||
| 407.50 | 414.75 | 1.00 | 0.0000 | 0.000 | 620 | 0 | 4.30 | 337 | 129.7% | -0.00 | 0.0000 | -0.019 | ||||
| 402.50 | 409.70 | 1.00 | 0.0000 | 0.000 | 625 | 0 | 0.9400 | 102 | 103.2% | -0.00 | 0.0000 | -0.019 | ||||
| 397.50 | 404.95 | 1.00 | 0.0000 | 0.000 | 630 | 0 | 0.9500 | 44 | 101.8% | -0.00 | 0.0000 | -0.020 | ||||
| 392.50 | 400.30 | 1.00 | 0.0000 | 0.000 | 635 | 0 | 0.9500 | 68 | 100.4% | -0.00 | 0.0000 | -0.021 | ||||
| 387.50 | 394.75 | 1.00 | 0.0000 | 0.000 | 640 | 0 | 0.9500 | 111 | 98.9% | -0.00 | 0.0000 | -0.021 | ||||
| 382.55 | 390.35 | 1.00 | 0.0000 | 0.000 | 645 | 0 | 0.3200 | 47 | 86.3% | -0.00 | 0.0000 | -0.022 | ||||
| 377.55 | 384.90 | 1.00 | 0.0000 | 0.000 | 650 | 0 | 0.8400 | 196 | 94.6% | -0.00 | 0.0000 | -0.023 | ||||
| 372.55 | 380.30 | 1.00 | 0.0000 | 0.000 | 655 | 0 | 0.2000 | 78 | 79.9% | -0.00 | 0.0000 | -0.024 | ||||
| 367.60 | 375.25 | 1.00 | 0.0000 | 0.000 | 660 | 0 | 0.5100 | 262 | 86.6% | -0.00 | 0.0000 | -0.025 | ||||
| 362.60 | 370.40 | 1.00 | 0.0000 | 0.000 | 665 | 0.0100 | 0.1800 | 1 | 453 | 77.0% | -0.00 | 0.0000 | -0.025 | |||
| 357.60 | 365.00 | 1.00 | 0.0000 | 0.000 | 670 | 0 | 0.6700 | 71 | 86.6% | -0.00 | 0.0000 | -0.026 | ||||
| 352.65 | 360.25 | 1.00 | 0.0000 | 0.000 | 675 | 0 | 0.1700 | 475 | 73.9% | -0.00 | 0.0000 | -0.027 | ||||
| 347.65 | 354.55 | 1.00 | 0.0000 | 0.000 | 680 | 0.0100 | 0.1900 | 7 | 177 | 73.8% | -0.00 | 0.0000 | -0.028 | |||
| 342.65 | 350.80 | 1.00 | 0.0000 | 0.000 | 685 | 0 | 1.64 | 9 | 92 | 92.5% | -0.00 | 0.0000 | -0.029 | |||
| 338.00 | 345.35 | 1.00 | 0.0000 | 0.000 | 690 | 0 | 1.63 | 59 | 91.0% | -0.00 | 0.0000 | -0.030 | ||||
| 333.00 | 340.20 | 1.00 | 0.0000 | 0.000 | 695 | 0 | 1.41 | 99 | 87.8% | -0.00 | 0.0000 | -0.031 | ||||
| 328.00 | 335.95 | 1.00 | 0.0000 | 0.000 | 700 | 0.0200 | 0.7000 | 754 | 79.2% | -0.00 | 0.0000 | -0.033 | ||||
| 323.00 | 329.75 | 1.00 | 0.0001 | 0.000 | 705 | 0 | 0.9600 | 213 | 80.8% | -0.00 | 0.0001 | -0.034 | ||||
| 318.00 | 325.05 | 1.00 | 0.0001 | 0.000 | 710 | 0 | 0.8200 | 346 | 77.9% | -0.00 | 0.0001 | -0.035 | ||||
| 313.00 | 319.70 | 1.00 | 0.0001 | 0.000 | 715 | 0 | 0.9600 | 115 | 78.1% | -0.00 | 0.0001 | -0.036 | ||||
| 308.00 | 314.65 | 1 | 1.00 | 0.0001 | 0.000 | 720 | 0.1000 | 0.8600 | 625 | 76.8% | -0.00 | 0.0001 | -0.038 | |||
| 303.00 | 310.15 | 1.00 | 0.0001 | 0.000 | 725 | 0 | 0.7800 | 704 | 73.5% | -0.00 | 0.0001 | -0.039 | ||||
| 298.00 | 305.05 | 1.00 | 0.0001 | 0.000 | 730 | 0 | 1.40 | 376 | 77.9% | -0.00 | 0.0001 | -0.041 | ||||
| 293.00 | 299.80 | 1 | 1.00 | 0.0001 | 0.000 | 735 | 0 | 1.50 | 236 | 77.3% | -0.00 | 0.0001 | -0.042 | |||
| 288.00 | 295.80 | 4 | 1.00 | 0.0001 | 0.000 | 740 | 0 | 0.3000 | 391 | 62.5% | -0.00 | 0.0001 | -0.044 | |||
| 283.00 | 290.65 | 1 | 1.00 | 0.0001 | 0.000 | 745 | 0 | 1.60 | 106 | 75.3% | -0.00 | 0.0001 | -0.046 | |||
| 278.00 | 284.80 | 1.00 | 0.0001 | 0.000 | 750 | 0 | 1.10 | 155 | 70.2% | -0.00 | 0.0001 | -0.048 | ||||
| 273.00 | 280.35 | 1.00 | 0.0001 | 0.000 | 755 | 0 | 0.4500 | 87 | 61.7% | -0.00 | 0.0001 | -0.050 | ||||
| 268.00 | 275.00 | 0.99 | 0.0001 | 0.000 | 760 | 0 | 1.65 | 592 | 71.6% | -0.00 | 0.0001 | -0.052 | ||||
| 263.00 | 270.45 | 0.99 | 0.0001 | 0.000 | 765 | 0.0400 | 0.8200 | 213 | 64.2% | -0.01 | 0.0001 | -0.054 | ||||
| 258.00 | 265.70 | 0.99 | 0.0001 | 0.000 | 770 | 0 | 1.00 | 203 | 64.2% | -0.01 | 0.0001 | -0.057 | ||||
| 253.00 | 259.80 | 0.99 | 0.0001 | 0.000 | 775 | 0.0700 | 1.02 | 216 | 63.6% | -0.01 | 0.0001 | -0.059 | ||||
| 248.00 | 256.20 | 1 | 0.99 | 0.0001 | 0.000 | 780 | 0 | 1.65 | 577 | 66.2% | -0.01 | 0.0001 | -0.061 | |||
| 243.00 | 250.45 | 0.99 | 0.0002 | 0.000 | 785 | 0 | 1.50 | 136 | 64.0% | -0.01 | 0.0002 | -0.064 | ||||
| 238.00 | 245.35 | 0.99 | 0.0002 | 0.000 | 790 | 0 | 1.82 | 160 | 64.5% | -0.01 | 0.0002 | -0.067 | ||||
| 234.60 | 241.20 | 56.4% | 0.99 | 0.0002 | 0.000 | 795 | 0 | 1.50 | 142 | 61.4% | -0.01 | 0.0002 | -0.070 | |||
| 228.00 | 235.85 | 4 | 0.99 | 0.0002 | 0.000 | 800 | 0.2500 | 0.9200 | 1,388 | 58.0% | -0.01 | 0.0002 | -0.073 | |||
| 223.10 | 230.55 | 0.99 | 0.0002 | 0.000 | 805 | 0 | 1.43 | 176 | 58.4% | -0.01 | 0.0002 | -0.077 | ||||
| 218.10 | 224.80 | 3 | 0.99 | 0.0002 | 0.000 | 810 | 0 | 2.30 | 153 | 61.6% | -0.01 | 0.0002 | -0.081 | |||
| 213.15 | 220.85 | 0.99 | 0.0002 | 0.000 | 815 | 0 | 2.30 | 62 | 60.2% | -0.01 | 0.0002 | -0.084 | ||||
| 208.15 | 215.05 | 3 | 0.99 | 0.0003 | 0.000 | 820 | 0 | 2.32 | 141 | 59.0% | -0.01 | 0.0003 | -0.088 | |||
| 203.20 | 210.15 | 0.99 | 0.0003 | 0.000 | 825 | 0 | 2.12 | 106 | 56.8% | -0.01 | 0.0003 | -0.093 | ||||
| 198.20 | 204.95 | 0.99 | 0.0003 | 0.000 | 830 | 0 | 1.50 | 242 | 52.5% | -0.01 | 0.0003 | -0.097 | ||||
| 194.60 | 201.00 | 1 | 43.5% | 0.99 | 0.0003 | -0.005 | 835 | 0.3500 | 2.38 | 527 | 56.5% | -0.01 | 0.0003 | -0.102 | ||
| 188.30 | 196.00 | 1 | 0.99 | 0.0004 | -0.013 | 840 | 0 | 1.25 | 190 | 48.7% | -0.01 | 0.0004 | -0.107 | |||
| 183.30 | 190.30 | 4 | 0.98 | 0.0004 | -0.021 | 845 | 0.3500 | 1.10 | 123 | 48.5% | -0.02 | 0.0004 | -0.113 | |||
| 178.00 | 185.40 | 1 | 0.98 | 0.0004 | -0.029 | 850 | 0.4500 | 1.31 | 863 | 48.8% | -0.02 | 0.0004 | -0.119 | |||
| 174.35 | 181.10 | 36.0% | 0.98 | 0.0005 | -0.038 | 855 | 0.2400 | 0.9500 | 173 | 44.7% | -0.02 | 0.0005 | -0.125 | |||
| 168.45 | 175.35 | 1 | 0.98 | 0.0005 | -0.047 | 860 | 0.5000 | 1.38 | 211 | 46.8% | -0.02 | 0.0005 | -0.132 | |||
| 164.00 | 170.55 | 0.98 | 0.0005 | -0.057 | 865 | 0.1500 | 0.9600 | 2 | 289 | 41.9% | -0.02 | 0.0006 | -0.140 | |||
| 159.00 | 165.50 | 2 | 0.98 | 0.0006 | -0.067 | 870 | 0.0500 | 0.9700 | 362 | 40.2% | -0.02 | 0.0006 | -0.148 | |||
| 154.00 | 160.95 | 17 | 0.98 | 0.0006 | -0.079 | 875 | 0.3000 | 0.9600 | 171 | 40.3% | -0.02 | 0.0006 | -0.157 | |||
| 149.00 | 156.25 | 1 | 0.97 | 0.0007 | -0.090 | 880 | 0.6000 | 1.58 | 11 | 472 | 42.8% | -0.03 | 0.0007 | -0.166 | ||
| 144.00 | 150.90 | 0.97 | 0.0008 | -0.103 | 885 | 0.1400 | 1.46 | 326 | 39.4% | -0.03 | 0.0008 | -0.176 | ||||
| 139.00 | 145.75 | 4 | 0.97 | 0.0008 | -0.117 | 890 | 0.6500 | 1.36 | 210 | 39.7% | -0.03 | 0.0008 | -0.188 | |||
| 134.00 | 141.35 | 1 | 0.96 | 0.0009 | -0.131 | 895 | 0.4300 | 1.38 | 10 | 321 | 37.8% | -0.04 | 0.0009 | -0.200 | ||
| 132.45 | 137.05 | 127 | 25.7% | 0.96 | 0.0010 | -0.147 | 900 | 0.8000 | 1.91 | 4 | 670 | 39.3% | -0.04 | 0.0010 | -0.213 | |
| 124.30 | 131.70 | 0.96 | 0.0011 | -0.164 | 905 | 0.9400 | 1.81 | 382 | 38.1% | -0.04 | 0.0011 | -0.228 | ||||
| 119.45 | 126.55 | 3 | 0.95 | 0.0012 | -0.183 | 910 | 1.18 | 2.02 | 293 | 37.9% | -0.05 | 0.0012 | -0.244 | |||
| 114.75 | 121.35 | 1 | 27.7% | 0.95 | 0.0014 | -0.203 | 915 | 1.20 | 2.33 | 521 | 37.4% | -0.05 | 0.0014 | -0.262 | ||
| 110.00 | 116.40 | 3 | 27.4% | 0.94 | 0.0015 | -0.224 | 920 | 1.42 | 2.40 | 266 | 36.6% | -0.06 | 0.0015 | -0.281 | ||
| 105.65 | 111.30 | 2 | 29.1% | 0.94 | 0.0016 | -0.248 | 925 | 1.56 | 2.71 | 444 | 36.1% | -0.06 | 0.0016 | -0.302 | ||
| 100.20 | 106.70 | 45 | 27.7% | 0.93 | 0.0018 | -0.273 | 930 | 1.89 | 2.98 | 14 | 193 | 35.8% | -0.07 | 0.0018 | -0.326 | |
| 96.20 | 101.90 | 97 | 29.8% | 0.92 | 0.0020 | -0.300 | 935 | 2.43 | 3.30 | 10 | 453 | 35.8% | -0.08 | 0.0020 | -0.350 | |
| 91.00 | 97.05 | 112 | 28.4% | 0.91 | 0.0022 | -0.329 | 940 | 2.71 | 4.05 | 369 | 35.9% | -0.09 | 0.0022 | -0.377 | ||
| 86.35 | 93.15 | 147 | 29.9% | 0.90 | 0.0024 | -0.360 | 945 | 3.05 | 4.45 | 347 | 35.4% | -0.10 | 0.0024 | -0.406 | ||
| 82.00 | 89.05 | 1 | 129 | 30.9% | 0.89 | 0.0026 | -0.393 | 950 | 3.55 | 4.95 | 13 | 941 | 35.1% | -0.11 | 0.0026 | -0.437 |
| 79.35 | 83.85 | 88 | 32.4% | 0.88 | 0.0028 | -0.427 | 955 | 4.05 | 5.95 | 137 | 35.2% | -0.12 | 0.0028 | -0.469 | ||
| 74.15 | 79.35 | 2 | 307 | 31.2% | 0.86 | 0.0031 | -0.463 | 960 | 4.50 | 6.40 | 148 | 218 | 34.5% | -0.14 | 0.0031 | -0.503 |
| 69.70 | 75.50 | 43 | 31.5% | 0.85 | 0.0033 | -0.500 | 965 | 5.25 | 6.90 | 9 | 131 | 34.1% | -0.15 | 0.0034 | -0.537 | |
| 64.65 | 71.35 | 79 | 30.6% | 0.83 | 0.0036 | -0.538 | 970 | 6.05 | 8.00 | 343 | 245 | 34.2% | -0.17 | 0.0036 | -0.573 | |
| 61.50 | 66.70 | 1 | 58 | 31.0% | 0.81 | 0.0039 | -0.576 | 975 | 6.75 | 8.65 | 17 | 384 | 33.7% | -0.19 | 0.0039 | -0.609 |
| 56.50 | 62.85 | 111 | 30.2% | 0.79 | 0.0041 | -0.614 | 980 | 7.75 | 9.55 | 21 | 415 | 33.3% | -0.21 | 0.0042 | -0.645 | |
| 52.45 | 58.60 | 93 | 29.8% | 0.77 | 0.0044 | -0.651 | 985 | 8.50 | 11.35 | 353 | 33.4% | -0.23 | 0.0044 | -0.680 | ||
| 49.85 | 56.00 | 149 | 31.7% | 0.75 | 0.0047 | -0.687 | 990 | 10.00 | 12.75 | 4 | 437 | 33.6% | -0.25 | 0.0047 | -0.714 | |
| 45.50 | 51.35 | 72 | 30.4% | 0.73 | 0.0049 | -0.721 | 995 | 10.60 | 13.50 | 8 | 325 | 32.4% | -0.28 | 0.0050 | -0.746 | |
| 43.30 | 47.40 | 15 | 379 | 30.9% | 0.70 | 0.0051 | -0.752 | 1,000 | 12.50 | 15.40 | 454 | 2,361 | 32.9% | -0.30 | 0.0052 | -0.775 |
| 39.35 | 44.60 | 6 | 69 | 30.9% | 0.67 | 0.0054 | -0.780 | 1,005 | 14.25 | 17.95 | 8 | 459 | 33.5% | -0.33 | 0.0054 | -0.801 |
| 36.95 | 40.65 | 5 | 121 | 30.9% | 0.65 | 0.0055 | -0.805 | 1,010 | 16.05 | 18.65 | 5 | 188 | 32.7% | -0.36 | 0.0056 | -0.824 |
| 33.30 | 37.60 | 152 | 30.6% | 0.62 | 0.0057 | -0.825 | 1,015 | 17.50 | 21.30 | 4 | 201 | 32.8% | -0.38 | 0.0058 | -0.842 | |
| 30.55 | 34.90 | 18 | 194 | 30.8% | 0.59 | 0.0058 | -0.841 | 1,020 | 19.25 | 22.60 | 560 | 32.0% | -0.41 | 0.0059 | -0.856 | |
| 27.00 | 32.75 | 9 | 29.0% | 0.58 | 0.0059 | -0.848 | 1,022 | 19.95 | 24.15 | 9 | 32.0% | -0.43 | 0.0060 | -0.862 | ||
| 27.85 | 32.50 | 3 | 122 | 31.1% | 0.56 | 0.0060 | -0.853 | 1,025 | 20.85 | 26.05 | 3 | 121 | 32.3% | -0.44 | 0.0060 | -0.866 |
| 24.05 | 30.45 | 19 | 29.1% | 0.55 | 0.0060 | -0.856 | 1,028 | 22.35 | 27.50 | 1 | 17 | 32.7% | -0.46 | 0.0060 | -0.868 | |
| 24.30 | 30.10 | 1 | 256 | 30.6% | 0.53 | 0.0060 | -0.859 | 1,030 | 23.00 | 29.15 | 2 | 117 | 33.2% | -0.47 | 0.0061 | -0.870 |
| 21.55 | 28.25 | 2 | 12 | 29.3% | 0.52 | 0.0060 | -0.860 | 1,032 | 24.55 | 29.20 | 1 | 84 | 32.0% | -0.49 | 0.0061 | -0.870 |
| 21.10 | 26.35 | 27 | 205 | 29.4% | 0.50 | 0.0061 | -0.860 | 1,035 | 25.65 | 30.25 | 159 | 31.8% | -0.50 | 0.0061 | -0.869 | |
| 19.85 | 24.90 | 96 | 29.2% | 0.49 | 0.0061 | -0.858 | 1,038 | 26.65 | 31.60 | 48 | 31.6% | -0.52 | 0.0061 | -0.866 | ||
| 19.90 | 23.95 | 13 | 263 | 30.0% | 0.47 | 0.0061 | -0.855 | 1,040 | 28.00 | 32.45 | 142 | 31.2% | -0.53 | 0.0061 | -0.862 | |
| 17.90 | 22.80 | 1 | 20 | 29.4% | 0.46 | 0.0060 | -0.851 | 1,042 | 30.10 | 35.00 | 16 | 32.3% | -0.55 | 0.0061 | -0.857 | |
| 17.90 | 21.55 | 2 | 458 | 29.9% | 0.44 | 0.0060 | -0.846 | 1,045 | 31.30 | 36.40 | 2 | 175 | 32.1% | -0.56 | 0.0061 | -0.851 |
| 16.70 | 19.60 | 71 | 1,133 | 30.4% | 0.41 | 0.0060 | -0.832 | 1,050 | 34.55 | 40.25 | 3 | 150 | 32.8% | -0.59 | 0.0060 | -0.835 |
| 14.80 | 17.15 | 9 | 228 | 30.0% | 0.38 | 0.0059 | -0.813 | 1,055 | 37.80 | 43.45 | 66 | 56 | 32.9% | -0.62 | 0.0060 | -0.814 |
| 13.55 | 15.65 | 55 | 242 | 30.3% | 0.35 | 0.0057 | -0.790 | 1,060 | 39.80 | 46.35 | 2 | 381 | 31.9% | -0.65 | 0.0058 | -0.789 |
| 11.40 | 13.90 | 37 | 314 | 29.9% | 0.33 | 0.0056 | -0.763 | 1,065 | 43.65 | 49.95 | 22 | 201 | 32.3% | -0.68 | 0.0056 | -0.760 |
| 10.90 | 12.50 | 78 | 243 | 30.4% | 0.30 | 0.0054 | -0.733 | 1,070 | 47.70 | 52.45 | 76 | 31.9% | -0.71 | 0.0055 | -0.728 | |
| 8.75 | 10.95 | 38 | 212 | 29.8% | 0.27 | 0.0052 | -0.699 | 1,075 | 50.20 | 57.35 | 34 | 367 | 32.0% | -0.74 | 0.0052 | -0.692 |
| 8.00 | 10.60 | 57 | 679 | 30.5% | 0.25 | 0.0049 | -0.664 | 1,080 | 54.95 | 61.20 | 26 | 670 | 32.7% | -0.76 | 0.0050 | -0.655 |
| 6.90 | 8.75 | 18 | 406 | 30.1% | 0.23 | 0.0047 | -0.628 | 1,085 | 58.30 | 65.00 | 80 | 32.3% | -0.78 | 0.0048 | -0.616 | |
| 5.25 | 8.25 | 17 | 286 | 29.9% | 0.20 | 0.0044 | -0.590 | 1,090 | 62.35 | 69.00 | 114 | 32.5% | -0.81 | 0.0045 | -0.576 | |
| 4.60 | 6.60 | 150 | 29.4% | 0.18 | 0.0041 | -0.552 | 1,095 | 66.25 | 73.15 | 2 | 38 | 32.2% | -0.83 | 0.0042 | -0.535 | |
| 3.95 | 5.85 | 73 | 2,570 | 29.5% | 0.16 | 0.0039 | -0.514 | 1,100 | 70.55 | 77.70 | 19 | 139 | 32.7% | -0.85 | 0.0039 | -0.494 |
| 3.40 | 5.10 | 212 | 29.5% | 0.15 | 0.0036 | -0.477 | 1,105 | 74.90 | 81.10 | 113 | 31.9% | -0.86 | 0.0037 | -0.453 | ||
| 3.05 | 4.35 | 1 | 337 | 29.6% | 0.13 | 0.0033 | -0.442 | 1,110 | 79.00 | 84.30 | 1 | 91 | 32.8% | -0.88 | 0.0034 | -0.413 |
| 2.45 | 3.90 | 372 | 29.6% | 0.12 | 0.0031 | -0.407 | 1,115 | 84.10 | 90.60 | 16 | 33.2% | -0.89 | 0.0031 | -0.375 | ||
| 2.27 | 3.50 | 16 | 153 | 30.0% | 0.10 | 0.0028 | -0.374 | 1,120 | 88.50 | 95.20 | 27 | 33.3% | -0.91 | 0.0029 | -0.338 | |
| 1.88 | 3.00 | 166 | 30.0% | 0.09 | 0.0026 | -0.344 | 1,125 | 93.05 | 100.00 | 25 | 33.7% | -0.92 | 0.0027 | -0.302 | ||
| 1.56 | 2.62 | 375 | 30.0% | 0.08 | 0.0023 | -0.315 | 1,130 | 97.75 | 104.95 | 13 | 34.4% | -0.93 | 0.0025 | -0.273 | ||
| 1.36 | 2.38 | 109 | 30.3% | 0.07 | 0.0021 | -0.289 | 1,135 | 102.00 | 109.00 | 187 | 34.4% | -0.94 | 0.0024 | -0.248 | ||
| 1.55 | 2.16 | 201 | 31.4% | 0.07 | 0.0019 | -0.265 | 1,140 | 107.75 | 114.00 | 35.4% | -0.95 | 0.0023 | -0.224 | |||
| 0.9200 | 2.52 | 353 | 31.9% | 0.06 | 0.0018 | -0.243 | 1,145 | 112.40 | 119.00 | 36.0% | -0.96 | 0.0022 | -0.213 | |||
| 0.8800 | 1.30 | 10 | 752 | 30.1% | 0.05 | 0.0016 | -0.224 | 1,150 | 116.30 | 124.00 | 1 | 10 | 35.1% | -0.96 | 0.0020 | -0.214 |
| 0.4300 | 1.34 | 81 | 29.9% | 0.05 | 0.0015 | -0.206 | 1,155 | 121.80 | 128.95 | 37.1% | -0.97 | 0.0018 | -0.212 | |||
| 0.3900 | 1.24 | 279 | 30.4% | 0.04 | 0.0013 | -0.190 | 1,160 | 126.40 | 134.00 | 37.4% | -0.98 | 0.0017 | -0.208 | |||
| 0.0100 | 1.77 | 588 | 31.8% | 0.04 | 0.0012 | -0.176 | 1,165 | 130.80 | 138.90 | 40.1% | -0.98 | 0.0014 | -0.233 | |||
| 0.0300 | 1.09 | 1 | 79 | 30.4% | 0.03 | 0.0011 | -0.163 | 1,170 | 136.20 | 143.85 | 40.9% | -0.99 | 0.0012 | -0.254 | ||
| 0.0100 | 1.54 | 224 | 32.9% | 0.03 | 0.0010 | -0.152 | 1,175 | 141.60 | 148.85 | 42.1% | -0.99 | 0.0010 | -0.269 | |||
| 0.0100 | 1.44 | 278 | 33.4% | 0.03 | 0.0009 | -0.142 | 1,180 | 146.00 | 153.85 | 40.3% | -0.99 | 0.0009 | -0.281 | |||
| 0.0100 | 1.43 | 80 | 34.3% | 0.03 | 0.0008 | -0.134 | 1,185 | 151.45 | 158.85 | 43.8% | -0.99 | 0.0007 | -0.296 | |||
| 0.0100 | 1.63 | 128 | 35.9% | 0.02 | 0.0008 | -0.126 | 1,190 | 155.80 | 163.85 | 1 | 41.8% | -0.99 | 0.0006 | -0.318 | ||
| 0.0100 | 1.29 | 154 | 35.4% | 0.02 | 0.0007 | -0.119 | 1,195 | 161.05 | 168.85 | 43.4% | -1.00 | 0.0005 | -0.336 | |||
| 0.1300 | 0.5000 | 2 | 1,884 | 32.7% | 0.02 | 0.0007 | -0.113 | 1,200 | 165.95 | 173.85 | 47.0% | -1.00 | 0.0004 | -0.350 | ||
| 0 | 1.20 | 213 | 36.7% | 0.02 | 0.0006 | -0.107 | 1,205 | 170.70 | 178.85 | 44.4% | -1.00 | 0.0003 | -0.363 | |||
| 0 | 1.92 | 118 | 40.4% | 0.02 | 0.0006 | -0.102 | 1,210 | 176.60 | 183.85 | 47.7% | -1.00 | 0.0002 | -0.374 | |||
| 0.0100 | 0.9500 | 77 | 37.1% | 0.02 | 0.0005 | -0.098 | 1,215 | 181.55 | 188.85 | 48.5% | -1.00 | 0.0002 | -0.382 | |||
| 0 | 1.50 | 446 | 40.5% | 0.02 | 0.0005 | -0.093 | 1,220 | 187.00 | 193.85 | 50.6% | -1.00 | 0.0001 | -0.391 | |||
| 0 | 1.70 | 66 | 42.1% | 0.01 | 0.0005 | -0.090 | 1,225 | 191.50 | 198.85 | 50.3% | -1.00 | 0.0001 | -0.401 | |||
| 0 | 1.70 | 67 | 42.9% | 0.01 | 0.0004 | -0.086 | 1,230 | 196.10 | 203.85 | 50.2% | -1.00 | 0.0001 | -0.409 | |||
| 0 | 1.23 | 328 | 42.5% | 0.01 | 0.0004 | -0.080 | 1,240 | 206.05 | 213.85 | 1 | 51.9% | -1.00 | 0.0001 | -0.422 | ||
| 0 | 0.7000 | 579 | 42.2% | 0.01 | 0.0003 | -0.070 | 1,260 | 227.05 | 233.85 | 58.2% | -1.00 | 0.0000 | -0.442 | |||
| 0 | 1.50 | 76 | 48.5% | 0.01 | 0.0003 | -0.065 | 1,270 | 236.05 | 243.85 | 57.3% | -1.00 | 0.0000 | -0.449 | |||
| 0 | 2.26 | 290 | 53.2% | 0.01 | 0.0002 | -0.061 | 1,280 | 245.80 | 253.85 | 58.2% | -1.00 | 0.0000 | -0.455 | |||
| 0 | 2.31 | 171 | 55.0% | 0.01 | 0.0002 | -0.058 | 1,290 | 256.65 | 263.85 | 62.5% | -1.00 | 0.0000 | -0.460 | |||
| 0 | 0.9500 | 1,034 | 49.8% | 0.01 | 0.0002 | -0.054 | 1,300 | 266.40 | 273.85 | 63.5% | -1.00 | 0.0000 | -0.465 | |||
| 0 | 1.05 | 315 | 51.9% | 0.01 | 0.0002 | -0.051 | 1,310 | 276.15 | 283.85 | 64.5% | -1.00 | 0.0000 | -0.469 | |||
| 0 | 2.28 | 117 | 59.6% | 0.01 | 0.0002 | -0.048 | 1,320 | 286.85 | 293.85 | 69.0% | -1.00 | 0.0000 | -0.472 | |||
| 0 | 2.28 | 80 | 61.1% | 0.01 | 0.0002 | -0.045 | 1,330 | 296.45 | 303.85 | 68.7% | -1.00 | 0.0000 | -0.475 | |||
| 0 | 2.27 | 536 | 62.5% | 0.01 | 0.0001 | -0.043 | 1,340 | 305.75 | 313.85 | 72.7% | -1.00 | 0.0000 | -0.477 | |||
| 0 | 2.27 | 31 | 64.0% | 0.00 | 0.0001 | -0.041 | 1,350 | 316.35 | 323.85 | 71.7% | -1.00 | 0.0000 | -0.479 | |||
| 0 | 2.26 | 271 | 65.4% | 0.00 | 0.0001 | -0.038 | 1,360 | 326.15 | 333.85 | 72.6% | -1.00 | 0.0000 | -0.481 | |||
| 0 | 2.26 | 104 | 66.9% | 0.00 | 0.0001 | -0.036 | 1,370 | 336.40 | 343.85 | 75.0% | -1.00 | 0.0000 | -0.483 | |||
| 0 | 2.26 | 26 | 68.3% | 0.00 | 0.0001 | -0.034 | 1,380 | 346.45 | 353.85 | 76.8% | -1.00 | 0.0000 | -0.484 | |||
| 0 | 2.26 | 102 | 69.7% | 0.00 | 0.0001 | -0.033 | 1,390 | 356.05 | 363.85 | 77.0% | -1.00 | 0.0000 | -0.486 | |||
| 0 | 0.0400 | 637 | 46.6% | 0.00 | 0.0001 | -0.031 | 1,400 | 366.25 | 373.85 | 79.2% | -1.00 | 0.0000 | -0.487 | |||
| 0 | 2.26 | 39 | 72.5% | 0.00 | 0.0001 | -0.029 | 1,410 | 375.80 | 383.85 | 79.0% | -1.00 | 0.0000 | -0.488 | |||
| 0 | 2.25 | 73 | 73.8% | 0.00 | 0.0001 | -0.028 | 1,420 | 386.20 | 393.85 | 82.0% | -1.00 | 0.0000 | -0.489 | |||
| 0 | 1.78 | 33 | 72.7% | 0.00 | 0.0001 | -0.026 | 1,430 | 396.25 | 403.85 | 83.7% | -1.00 | 0.0000 | -0.490 | |||
| 0 | 1.17 | 267 | 70.1% | 0.00 | 0.0001 | -0.025 | 1,440 | 406.35 | 413.85 | 85.5% | -1.00 | 0.0000 | -0.490 | |||
| 0 | 0.9800 | 37 | 69.8% | 0.00 | 0.0001 | -0.024 | 1,450 | 416.95 | 423.85 | 89.1% | -1.00 | 0.0000 | -0.491 | |||
| 0 | 1.01 | 36 | 71.2% | 0.00 | 0.0000 | -0.023 | 1,460 | 426.90 | 433.85 | 90.4% | -1.00 | 0.0000 | -0.491 | |||
| 0 | 2.25 | 71 | 80.4% | 0.00 | 0.0000 | -0.022 | 1,470 | 436.45 | 443.85 | 90.3% | -1.00 | 0.0000 | -0.492 | |||
| 0 | 2.25 | 26 | 81.7% | 0.00 | 0.0000 | -0.021 | 1,480 | 446.40 | 453.85 | 91.5% | -1.00 | 0.0000 | -0.492 | |||
| 0 | 1.90 | 334 | 81.1% | 0.00 | 0.0000 | -0.020 | 1,490 | 455.85 | 463.85 | 90.6% | -1.00 | 0.0000 | -0.493 | |||
| 0 | 2.25 | 652 | 84.3% | 0.00 | 0.0000 | -0.019 | 1,500 | 465.75 | 473.85 | 97.3% | -1.00 | 0.0000 | -0.493 | |||
| 0 | 2.25 | 1 | 85.5% | 0.00 | 0.0000 | -0.018 | 1,510 | 477.05 | 483.85 | 98.1% | -1.00 | 0.0000 | -0.493 | |||
| 0 | 2.25 | 14 | 86.8% | 0.00 | 0.0000 | -0.017 | 1,520 | 485.85 | 493.85 | 100.1% | -1.00 | 0.0000 | -0.494 | |||
| 0 | 1.70 | 2 | 84.7% | 0.00 | 0.0000 | -0.016 | 1,530 | 495.80 | 503.85 | 95.8% | -1.00 | 0.0000 | -0.494 | |||
| 0 | 1.80 | 5 | 86.6% | 0.00 | 0.0000 | -0.015 | 1,540 | 506.20 | 513.85 | 99.0% | -1.00 | 0.0000 | -0.494 | |||
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 18, 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.