HD цепочка опционов The Home Depot, 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 ±6.8% (295.16–338.36) · ATM IV 24.5% · P/C открытого интереса 0.63
| 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 | |
| 135.80 | 139.60 | 1.00 | 0.0001 | 0.000 | 180 | 0 | 0.2000 | 6 | 66.0% | -0.00 | 0.0001 | -0.003 | ||||
| 130.80 | 133.55 | 1.00 | 0.0001 | 0.000 | 185 | 0 | 2.13 | 11 | 88.4% | -0.00 | 0.0001 | -0.003 | ||||
| 125.85 | 130.00 | 1.00 | 0.0001 | 0.000 | 190 | 0 | 2.13 | 13 | 84.7% | -0.00 | 0.0001 | -0.004 | ||||
| 120.85 | 124.80 | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.5000 | 4 | 64.4% | -0.00 | 0.0001 | -0.004 | ||||
| 115.90 | 119.50 | 1.00 | 0.0001 | 0.000 | 200 | 0 | 2.10 | 6 | 77.1% | -0.00 | 0.0001 | -0.004 | ||||
| 105.95 | 109.75 | 1.00 | 0.0002 | 0.000 | 210 | 0 | 2.13 | 3 | 70.4% | -0.00 | 0.0002 | -0.005 | ||||
| 101.00 | 104.80 | 1.00 | 0.0002 | 0.000 | 215 | 0 | 2.13 | 67.0% | -0.00 | 0.0002 | -0.006 | |||||
| 96.40 | 99.85 | 1.00 | 0.0003 | 0.000 | 220 | 0 | 2.13 | 6 | 63.7% | -0.00 | 0.0003 | -0.006 | ||||
| 91.05 | 93.75 | 1.00 | 0.0003 | 0.000 | 225 | 0 | 2.13 | 65 | 60.4% | -0.01 | 0.0003 | -0.007 | ||||
| 86.05 | 88.80 | 0.99 | 0.0004 | 0.000 | 230 | 0 | 0.1700 | 9 | 38.9% | -0.01 | 0.0004 | -0.008 | ||||
| 81.10 | 84.75 | 0.99 | 0.0005 | 0.000 | 235 | 0 | 0.1800 | 2 | 50 | 36.8% | -0.01 | 0.0005 | -0.009 | |||
| 76.15 | 79.50 | 1 | 0.99 | 0.0006 | 0.000 | 240 | 0 | 0.2000 | 16 | 35.0% | -0.01 | 0.0006 | -0.010 | |||
| 71.20 | 74.40 | 0.99 | 0.0007 | 0.000 | 245 | 0 | 0.2200 | 5 | 33.1% | -0.01 | 0.0008 | -0.011 | ||||
| 66.35 | 70.05 | 0.99 | 0.0009 | 0.000 | 250 | 0 | 0.2600 | 84 | 31.5% | -0.01 | 0.0010 | -0.013 | ||||
| 61.30 | 64.90 | 0.98 | 0.0012 | 0.000 | 255 | 0.0300 | 0.3000 | 17 | 30.2% | -0.02 | 0.0012 | -0.016 | ||||
| 56.80 | 60.15 | 0.98 | 0.0016 | 0.000 | 260 | 0.0700 | 0.3800 | 213 | 29.2% | -0.02 | 0.0016 | -0.019 | ||||
| 51.55 | 54.45 | 0.97 | 0.0021 | 0.000 | 265 | 0.1800 | 0.4800 | 120 | 28.6% | -0.03 | 0.0021 | -0.024 | ||||
| 46.75 | 49.60 | 0.96 | 0.0028 | 0.000 | 270 | 0.3100 | 0.6400 | 287 | 27.9% | -0.04 | 0.0028 | -0.030 | ||||
| 42.05 | 44.85 | 1 | 0.95 | 0.0037 | -0.007 | 275 | 0.6000 | 1.06 | 5 | 111 | 28.4% | -0.06 | 0.0037 | -0.037 | ||
| 37.40 | 40.30 | 1 | 20.3% | 0.93 | 0.0048 | -0.020 | 280 | 0.8900 | 1.37 | 5 | 366 | 27.6% | -0.08 | 0.0049 | -0.047 | |
| 33.00 | 35.45 | 5 | 21.3% | 0.90 | 0.0061 | -0.035 | 285 | 1.30 | 1.92 | 1 | 167 | 27.3% | -0.10 | 0.0062 | -0.059 | |
| 28.85 | 31.45 | 13 | 23.7% | 0.86 | 0.0077 | -0.050 | 290 | 2.01 | 2.50 | 2 | 429 | 26.9% | -0.14 | 0.0078 | -0.071 | |
| 24.65 | 27.40 | 3 | 24.0% | 0.82 | 0.0093 | -0.067 | 295 | 2.87 | 3.15 | 12 | 377 | 26.2% | -0.18 | 0.0095 | -0.085 | |
| 20.95 | 23.45 | 19 | 24.3% | 0.77 | 0.0109 | -0.082 | 300 | 3.95 | 4.35 | 47 | 925 | 26.1% | -0.24 | 0.0112 | -0.097 | |
| 17.45 | 20.05 | 25 | 24.6% | 0.71 | 0.0124 | -0.096 | 305 | 5.30 | 5.70 | 22 | 679 | 25.8% | -0.30 | 0.0127 | -0.108 | |
| 14.20 | 16.75 | 81 | 24.5% | 0.64 | 0.0136 | -0.107 | 310 | 6.90 | 7.85 | 25 | 456 | 25.9% | -0.36 | 0.0140 | -0.117 | |
| 11.70 | 12.95 | 3 | 44 | 23.8% | 0.57 | 0.0144 | -0.115 | 315 | 9.00 | 9.55 | 1,927 | 654 | 25.2% | -0.44 | 0.0149 | -0.121 |
| 9.80 | 10.20 | 60 | 155 | 24.2% | 0.50 | 0.0147 | -0.118 | 320 | 11.45 | 11.75 | 1,948 | 2,355 | 24.8% | -0.51 | 0.0153 | -0.121 |
| 7.70 | 8.05 | 101 | 164 | 24.3% | 0.43 | 0.0146 | -0.117 | 325 | 14.20 | 15.20 | 5 | 277 | 25.2% | -0.59 | 0.0152 | -0.118 |
| 5.90 | 6.20 | 10 | 263 | 24.2% | 0.36 | 0.0139 | -0.111 | 330 | 17.30 | 19.20 | 436 | 25.9% | -0.66 | 0.0147 | -0.110 | |
| 4.45 | 4.85 | 4 | 328 | 24.3% | 0.29 | 0.0129 | -0.103 | 335 | 20.95 | 22.55 | 2 | 528 | 25.8% | -0.73 | 0.0138 | -0.099 |
| 3.20 | 3.70 | 12 | 625 | 24.2% | 0.24 | 0.0115 | -0.092 | 340 | 24.90 | 26.45 | 5 | 181 | 26.0% | -0.79 | 0.0126 | -0.085 |
| 2.42 | 2.66 | 3 | 489 | 24.3% | 0.19 | 0.0100 | -0.080 | 345 | 28.55 | 31.35 | 120 | 26.6% | -0.85 | 0.0111 | -0.071 | |
| 1.62 | 1.92 | 3 | 967 | 24.0% | 0.14 | 0.0085 | -0.068 | 350 | 33.60 | 35.40 | 112 | 27.7% | -0.89 | 0.0094 | -0.054 | |
| 1.17 | 1.36 | 6 | 705 | 24.1% | 0.11 | 0.0070 | -0.057 | 355 | 37.65 | 40.35 | 25 | 27.9% | -0.93 | 0.0090 | -0.036 | |
| 0.8400 | 1.18 | 30 | 771 | 24.9% | 0.08 | 0.0057 | -0.047 | 360 | 42.55 | 45.35 | 15 | 30.1% | -0.97 | 0.0077 | -0.052 | |
| 0.5500 | 0.7400 | 1 | 841 | 24.4% | 0.06 | 0.0046 | -0.038 | 365 | 47.45 | 50.30 | 6 | 31.9% | -0.99 | 0.0046 | -0.104 | |
| 0.4000 | 0.5400 | 21 | 777 | 24.8% | 0.05 | 0.0037 | -0.032 | 370 | 52.15 | 55.30 | 33 | 33.2% | -1.00 | 0.0008 | -0.184 | |
| 0.2600 | 0.4100 | 7 | 757 | 25.0% | 0.04 | 0.0029 | -0.026 | 375 | 56.95 | 60.30 | 3 | 34.6% | -1.00 | 0.0000 | -0.223 | |
| 0.1900 | 0.3500 | 4 | 283 | 25.8% | 0.03 | 0.0023 | -0.022 | 380 | 62.00 | 64.50 | 4 | 32.8% | -1.00 | 0.0000 | -0.240 | |
| 0.1100 | 0.3300 | 2 | 529 | 26.5% | 0.02 | 0.0019 | -0.018 | 385 | 66.95 | 69.65 | 35.6% | -1.00 | 0.0000 | -0.247 | ||
| 0.0200 | 0.2900 | 323 | 26.7% | 0.02 | 0.0015 | -0.015 | 390 | 72.10 | 75.30 | 41.1% | -1.00 | 0.0000 | -0.250 | |||
| 0.0100 | 0.2300 | 2 | 558 | 27.2% | 0.02 | 0.0013 | -0.013 | 395 | 76.95 | 80.30 | 42.5% | -1.00 | 0.0000 | -0.251 | ||
| 0.0400 | 0.2100 | 11 | 5,346 | 28.7% | 0.01 | 0.0011 | -0.012 | 400 | 82.20 | 85.30 | 2 | 45.3% | -1.00 | 0.0000 | -0.252 | |
| 0 | 0.2100 | 82 | 29.4% | 0.01 | 0.0009 | -0.010 | 405 | 86.85 | 89.80 | 1 | 43.0% | -1.00 | 0.0000 | -0.252 | ||
| 0 | 0.1900 | 25 | 30.3% | 0.01 | 0.0008 | -0.009 | 410 | 91.60 | 95.30 | 4 | 46.2% | -1.00 | 0.0000 | -0.252 | ||
| 0 | 0.1800 | 112 | 31.4% | 0.01 | 0.0007 | -0.009 | 415 | 97.60 | 100.30 | 52.3% | -1.00 | 0.0000 | -0.252 | |||
| 0 | 0.1700 | 65 | 32.4% | 0.01 | 0.0006 | -0.008 | 420 | 101.50 | 105.30 | 49.0% | -1.00 | 0.0000 | -0.252 | |||
| 0 | 0.1600 | 34 | 33.4% | 0.01 | 0.0005 | -0.007 | 425 | 106.50 | 110.30 | 50.6% | -1.00 | 0.0000 | -0.252 | |||
| 0 | 0.1600 | 77 | 34.5% | 0.01 | 0.0005 | -0.007 | 430 | 112.60 | 115.30 | 57.6% | -1.00 | 0.0000 | -0.252 | |||
| 0 | 0.9500 | 5 | 45.1% | 0.01 | 0.0004 | -0.006 | 435 | 116.65 | 120.30 | 54.8% | -1.00 | 0.0000 | -0.252 | |||
| 0 | 2.14 | 12 | 53.3% | 0.01 | 0.0004 | -0.006 | 440 | 121.65 | 125.30 | 56.3% | -1.00 | 0.0000 | -0.252 | |||
| 0 | 2.14 | 12 | 54.7% | 0.00 | 0.0003 | -0.006 | 445 | 126.70 | 130.30 | 58.2% | -1.00 | 0.0000 | -0.252 | |||
| 0 | 2.14 | 11 | 56.2% | 0.00 | 0.0003 | -0.006 | 450 | 132.60 | 135.30 | 64.1% | -1.00 | 0.0000 | -0.252 | |||
| 0 | 2.13 | 2 | 58.9% | 0.00 | 0.0003 | -0.005 | 460 | 142.00 | 145.30 | 64.4% | -1.00 | 0.0000 | -0.252 | |||
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 16, 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.