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 ±11.6% (282.38–356.62) · ATM IV 26.8% · P/C открытого интереса 0.97
| 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 | |
| 151.55 | 155.50 | 1 | 55.8% | 1.00 | 0.0000 | -0.072 | 165 | 0 | 0.6500 | 139 | 55.2% | -0.00 | 0.0001 | -0.003 | ||
| 146.60 | 150.50 | 52.5% | 1.00 | 0.0000 | -0.037 | 170 | 0 | 0.3000 | 291 | 39.9% | -0.00 | 0.0001 | -0.003 | |||
| 141.60 | 145.55 | 49.3% | 1.00 | 0.0000 | -0.000 | 175 | 0 | 2.16 | 260 | 61.3% | -0.00 | 0.0001 | -0.003 | |||
| 136.60 | 140.55 | 2 | 45.2% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 2.17 | 301 | 58.8% | -0.00 | 0.0002 | -0.004 | ||
| 131.60 | 135.55 | 1 | 40.5% | 1.00 | 0.0002 | 0.000 | 185 | 0.0100 | 0.7100 | 281 | 47.1% | -0.01 | 0.0002 | -0.005 | ||
| 126.60 | 130.60 | 36.4% | 1.00 | 0.0002 | 0.000 | 190 | 0 | 0.4200 | 51 | 41.9% | -0.01 | 0.0003 | -0.005 | |||
| 121.70 | 125.15 | 1 | 1.00 | 0.0002 | 0.000 | 195 | 0 | 0.2700 | 16 | 37.8% | -0.01 | 0.0003 | -0.006 | |||
| 116.80 | 120.60 | 5 | 6 | 31.7% | 0.99 | 0.0003 | 0.000 | 200 | 0 | 0.7100 | 11 | 391 | 40.9% | -0.01 | 0.0004 | -0.007 |
| 107.00 | 110.80 | 1 | 33.6% | 0.99 | 0.0004 | 0.000 | 210 | 0 | 0.6000 | 70 | 36.2% | -0.01 | 0.0006 | -0.009 | ||
| 97.05 | 101.10 | 6 | 31.9% | 0.99 | 0.0006 | 0.000 | 220 | 0 | 1.12 | 102 | 34.9% | -0.02 | 0.0008 | -0.012 | ||
| 87.40 | 91.30 | 6 | 31.3% | 0.98 | 0.0010 | 0.000 | 230 | 0.3500 | 1.11 | 188 | 33.7% | -0.03 | 0.0012 | -0.016 | ||
| 78.30 | 80.80 | 8 | 28.8% | 0.97 | 0.0014 | 0.000 | 240 | 0.4900 | 1.39 | 5 | 127 | 31.5% | -0.04 | 0.0017 | -0.021 | |
| 69.00 | 71.60 | 122 | 30.0% | 0.95 | 0.0021 | -0.002 | 250 | 1.00 | 1.87 | 410 | 30.3% | -0.06 | 0.0024 | -0.029 | ||
| 59.90 | 62.45 | 16 | 29.6% | 0.92 | 0.0030 | -0.014 | 260 | 1.84 | 2.74 | 357 | 29.7% | -0.09 | 0.0033 | -0.038 | ||
| 51.10 | 53.75 | 42 | 29.2% | 0.88 | 0.0041 | -0.029 | 270 | 2.90 | 3.75 | 2 | 336 | 28.6% | -0.13 | 0.0043 | -0.048 | |
| 42.90 | 45.45 | 27 | 28.8% | 0.83 | 0.0053 | -0.043 | 280 | 4.25 | 6.35 | 3 | 355 | 28.7% | -0.19 | 0.0055 | -0.059 | |
| 35.30 | 37.25 | 1 | 22 | 27.9% | 0.77 | 0.0065 | -0.057 | 290 | 6.50 | 8.00 | 6 | 491 | 27.5% | -0.25 | 0.0066 | -0.069 |
| 28.50 | 30.35 | 56 | 27.8% | 0.70 | 0.0076 | -0.069 | 300 | 9.40 | 11.30 | 67 | 956 | 27.1% | -0.32 | 0.0076 | -0.076 | |
| 22.50 | 24.35 | 152 | 27.6% | 0.61 | 0.0084 | -0.077 | 310 | 13.90 | 16.15 | 15 | 1,727 | 28.0% | -0.40 | 0.0084 | -0.080 | |
| 16.50 | 20.10 | 27 | 49 | 27.5% | 0.53 | 0.0088 | -0.081 | 320 | 17.65 | 20.00 | 28 | 1,202 | 26.2% | -0.49 | 0.0087 | -0.080 |
| 12.70 | 14.95 | 7 | 228 | 27.1% | 0.44 | 0.0088 | -0.081 | 330 | 23.20 | 26.75 | 7 | 389 | 26.6% | -0.57 | 0.0087 | -0.076 |
| 9.80 | 10.25 | 22 | 513 | 26.5% | 0.36 | 0.0084 | -0.077 | 340 | 31.00 | 32.70 | 465 | 27.1% | -0.66 | 0.0083 | -0.069 | |
| 6.40 | 7.70 | 54 | 1,073 | 26.0% | 0.29 | 0.0076 | -0.070 | 350 | 37.00 | 40.70 | 4 | 630 | 26.5% | -0.73 | 0.0078 | -0.060 |
| 4.35 | 5.75 | 6 | 465 | 26.0% | 0.22 | 0.0067 | -0.061 | 360 | 46.10 | 48.00 | 378 | 27.0% | -0.80 | 0.0072 | -0.051 | |
| 3.00 | 4.75 | 14 | 311 | 26.8% | 0.17 | 0.0056 | -0.052 | 370 | 54.60 | 56.60 | 282 | 27.1% | -0.86 | 0.0066 | -0.043 | |
| 2.45 | 3.15 | 2 | 687 | 27.1% | 0.13 | 0.0046 | -0.043 | 380 | 63.60 | 65.65 | 151 | 27.3% | -0.91 | 0.0061 | -0.034 | |
| 1.70 | 2.20 | 1,285 | 27.1% | 0.09 | 0.0037 | -0.035 | 390 | 73.10 | 75.00 | 80 | 27.6% | -0.96 | 0.0055 | -0.027 | ||
| 0.9700 | 1.50 | 410 | 26.6% | 0.07 | 0.0029 | -0.028 | 400 | 82.45 | 84.95 | 1 | 69 | -0.99 | 0.0030 | -0.047 | ||
| 0.8500 | 1.15 | 1 | 304 | 27.6% | 0.05 | 0.0023 | -0.023 | 410 | 92.45 | 95.55 | 60 | 32.4% | -1.00 | 0.0003 | -0.083 | |
| 0.3100 | 1.03 | 10 | 438 | 27.6% | 0.04 | 0.0018 | -0.018 | 420 | 101.75 | 105.65 | 23 | -1.00 | 0.0000 | -0.089 | ||
| 0.0500 | 0.7400 | 20 | 164 | 27.1% | 0.03 | 0.0014 | -0.015 | 430 | 111.75 | 115.65 | 12 | -1.00 | 0.0000 | -0.089 | ||
| 0.2000 | 0.7400 | 68 | 29.6% | 0.02 | 0.0011 | -0.012 | 440 | 122.40 | 125.65 | 2 | 39.5% | -1.00 | 0.0000 | -0.088 | ||
| 0.0100 | 0.6300 | 379 | 29.6% | 0.02 | 0.0009 | -0.010 | 450 | 132.40 | 135.70 | 41.9% | -1.00 | 0.0000 | -0.087 | |||
| 0 | 0.7400 | 155 | 31.8% | 0.01 | 0.0007 | -0.008 | 460 | 141.70 | 145.65 | -1.00 | 0.0000 | -0.087 | ||||
| 0 | 0.6900 | 80 | 32.9% | 0.01 | 0.0006 | -0.007 | 470 | 151.70 | 155.70 | -1.00 | 0.0000 | -0.086 | ||||
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 — Dec 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.