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 ±9.7% (280.02–339.98) · ATM IV 29.7% · P/C открытого интереса 0.76
| 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 | |
| 144.55 | 147.30 | 74.2% | 1.00 | 0.0000 | 0.000 | 165 | 0 | 1.38 | 148 | 79.7% | -0.00 | 0.0001 | -0.002 | |||
| 139.85 | 142.00 | 2 | 70.0% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.6000 | 219 | 67.3% | -0.00 | 0.0001 | -0.003 | ||
| 134.85 | 137.70 | 75.3% | 1.00 | 0.0000 | 0.000 | 175 | 0 | 0.8100 | 1 | 230 | 67.2% | -0.00 | 0.0001 | -0.003 | ||
| 129.85 | 132.75 | 1 | 72.0% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 1.19 | 310 | 68.1% | -0.00 | 0.0001 | -0.004 | ||
| 124.10 | 127.75 | 1 | 57.9% | 1.00 | 0.0001 | 0.000 | 185 | 0.0100 | 0.9000 | 294 | 62.4% | -0.00 | 0.0001 | -0.004 | ||
| 119.90 | 122.80 | 65.6% | 1.00 | 0.0001 | 0.000 | 190 | 0 | 0.6000 | 63 | 56.0% | -0.00 | 0.0002 | -0.005 | |||
| 114.65 | 117.85 | 1 | 60.1% | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.4100 | 1 | 25 | 50.6% | -0.00 | 0.0002 | -0.006 | |
| 109.60 | 112.85 | 3 | 56.2% | 1.00 | 0.0002 | 0.000 | 200 | 0 | 0.2300 | 308 | 44.7% | -0.01 | 0.0003 | -0.006 | ||
| 104.60 | 107.90 | 53.4% | 1.00 | 0.0002 | 0.000 | 205 | 0 | 0.2500 | 42.9% | -0.01 | 0.0003 | -0.007 | ||||
| 100.05 | 102.95 | 2 | 54.5% | 0.99 | 0.0003 | 0.000 | 210 | 0 | 0.6800 | 72 | 46.5% | -0.01 | 0.0004 | -0.009 | ||
| 94.30 | 98.00 | 44.5% | 0.99 | 0.0004 | 0.000 | 215 | 0 | 0.2000 | 6 | 2 | 37.4% | -0.01 | 0.0005 | -0.010 | ||
| 90.15 | 93.05 | 6 | 49.5% | 0.99 | 0.0004 | 0.000 | 220 | 0 | 0.2000 | 6 | 116 | 35.2% | -0.01 | 0.0006 | -0.012 | |
| 84.45 | 88.10 | 41.3% | 0.99 | 0.0006 | 0.000 | 225 | 0.1300 | 0.2600 | 8 | 66 | 36.1% | -0.02 | 0.0008 | -0.014 | ||
| 79.90 | 83.20 | 10 | 42.8% | 0.99 | 0.0008 | -0.002 | 230 | 0.1600 | 0.5200 | 4 | 220 | 36.8% | -0.02 | 0.0010 | -0.017 | |
| 75.40 | 78.30 | 43.3% | 0.98 | 0.0010 | -0.006 | 235 | 0 | 0.7600 | 4 | 66 | 35.1% | -0.02 | 0.0013 | -0.021 | ||
| 69.75 | 73.40 | 8 | 37.3% | 0.98 | 0.0013 | -0.010 | 240 | 0.2700 | 0.6300 | 1 | 482 | 33.8% | -0.03 | 0.0016 | -0.025 | |
| 65.00 | 68.55 | 1 | 36.7% | 0.97 | 0.0016 | -0.015 | 245 | 0.4800 | 1.13 | 9 | 106 | 35.1% | -0.04 | 0.0020 | -0.029 | |
| 60.85 | 63.10 | 181 | 35.7% | 0.96 | 0.0021 | -0.021 | 250 | 0.6200 | 1.07 | 2 | 1,505 | 32.9% | -0.05 | 0.0025 | -0.035 | |
| 55.30 | 59.00 | 5 | 34.2% | 0.95 | 0.0026 | -0.029 | 255 | 1.07 | 1.36 | 4 | 80 | 33.0% | -0.06 | 0.0031 | -0.042 | |
| 50.75 | 54.35 | 22 | 33.9% | 0.94 | 0.0033 | -0.037 | 260 | 1.16 | 2.00 | 1 | 542 | 32.4% | -0.08 | 0.0037 | -0.049 | |
| 46.95 | 49.10 | 4 | 33.5% | 0.92 | 0.0041 | -0.047 | 265 | 1.61 | 2.41 | 20 | 291 | 31.7% | -0.10 | 0.0045 | -0.058 | |
| 42.65 | 45.35 | 1,861 | 34.6% | 0.89 | 0.0050 | -0.057 | 270 | 2.11 | 3.10 | 11 | 980 | 31.3% | -0.13 | 0.0054 | -0.067 | |
| 38.10 | 40.90 | 40 | 33.1% | 0.86 | 0.0060 | -0.068 | 275 | 3.00 | 3.50 | 24 | 281 | 30.6% | -0.16 | 0.0063 | -0.076 | |
| 34.10 | 36.10 | 140 | 31.8% | 0.83 | 0.0070 | -0.080 | 280 | 3.95 | 4.40 | 57 | 1,430 | 30.2% | -0.19 | 0.0072 | -0.086 | |
| 30.05 | 32.65 | 5 | 273 | 31.9% | 0.79 | 0.0080 | -0.091 | 285 | 5.00 | 5.70 | 22 | 235 | 30.1% | -0.23 | 0.0081 | -0.095 |
| 26.70 | 29.20 | 4 | 114 | 32.4% | 0.75 | 0.0090 | -0.101 | 290 | 6.30 | 6.95 | 27 | 990 | 29.6% | -0.28 | 0.0090 | -0.104 |
| 23.15 | 25.55 | 2 | 440 | 31.6% | 0.70 | 0.0098 | -0.110 | 295 | 8.05 | 8.60 | 6 | 124 | 29.6% | -0.33 | 0.0097 | -0.111 |
| 20.05 | 22.20 | 20 | 853 | 31.3% | 0.65 | 0.0105 | -0.117 | 300 | 9.80 | 10.70 | 10 | 1,684 | 29.6% | -0.38 | 0.0103 | -0.116 |
| 16.55 | 19.20 | 7 | 240 | 30.4% | 0.59 | 0.0110 | -0.121 | 305 | 11.15 | 12.90 | 3 | 40 | 28.7% | -0.43 | 0.0107 | -0.120 |
| 14.30 | 15.90 | 6 | 721 | 29.9% | 0.54 | 0.0112 | -0.123 | 310 | 14.30 | 15.45 | 17 | 1,995 | 29.4% | -0.48 | 0.0110 | -0.121 |
| 11.90 | 13.35 | 56 | 177 | 29.5% | 0.48 | 0.0113 | -0.123 | 315 | 16.95 | 17.90 | 6 | 32 | 28.9% | -0.54 | 0.0110 | -0.119 |
| 9.80 | 10.85 | 22 | 845 | 29.0% | 0.42 | 0.0111 | -0.120 | 320 | 19.25 | 21.75 | 1 | 1,243 | 29.0% | -0.59 | 0.0108 | -0.116 |
| 8.35 | 9.55 | 43 | 159 | 29.8% | 0.37 | 0.0107 | -0.115 | 325 | 22.95 | 24.95 | 8 | 29.3% | -0.64 | 0.0105 | -0.110 | |
| 6.65 | 7.40 | 70 | 774 | 28.9% | 0.32 | 0.0102 | -0.108 | 330 | 26.45 | 28.25 | 509 | 29.1% | -0.69 | 0.0099 | -0.103 | |
| 4.50 | 6.10 | 16 | 143 | 27.9% | 0.27 | 0.0095 | -0.100 | 335 | 29.95 | 31.90 | 50 | 28.7% | -0.74 | 0.0093 | -0.094 | |
| 3.85 | 4.70 | 40 | 1,983 | 28.0% | 0.23 | 0.0087 | -0.090 | 340 | 33.15 | 35.65 | 1 | 477 | 27.4% | -0.78 | 0.0085 | -0.084 |
| 2.85 | 4.10 | 42 | 222 | 28.2% | 0.19 | 0.0078 | -0.081 | 345 | 37.00 | 39.80 | 26.9% | -0.82 | 0.0076 | -0.074 | ||
| 2.50 | 3.25 | 35 | 2,243 | 28.6% | 0.16 | 0.0070 | -0.071 | 350 | 41.45 | 43.95 | 1 | 556 | 26.8% | -0.85 | 0.0068 | -0.064 |
| 1.69 | 3.05 | 11 | 61 | 29.0% | 0.13 | 0.0061 | -0.062 | 355 | 45.65 | 48.40 | 26.2% | -0.88 | 0.0059 | -0.054 | ||
| 1.45 | 2.03 | 40 | 609 | 28.5% | 0.11 | 0.0052 | -0.053 | 360 | 50.35 | 52.95 | 255 | 26.3% | -0.90 | 0.0051 | -0.045 | |
| 0.8100 | 1.79 | 5 | 20 | 28.2% | 0.09 | 0.0045 | -0.046 | 365 | 54.85 | 57.90 | 26.6% | -0.92 | 0.0043 | -0.037 | ||
| 0.7600 | 1.36 | 11 | 379 | 28.6% | 0.07 | 0.0038 | -0.039 | 370 | 59.70 | 62.20 | 139 | 25.2% | -0.94 | 0.0036 | -0.029 | |
| 0.4800 | 1.09 | 1 | 25 | 28.4% | 0.06 | 0.0032 | -0.033 | 375 | 64.30 | 67.35 | 25.7% | -0.95 | 0.0030 | -0.023 | ||
| 0.3000 | 0.9500 | 12 | 1,099 | 28.7% | 0.05 | 0.0027 | -0.028 | 380 | 69.30 | 72.15 | 15 | 26.2% | -0.96 | 0.0025 | -0.018 | |
| 0.1000 | 0.9200 | 1 | 7 | 29.1% | 0.04 | 0.0023 | -0.024 | 385 | 74.00 | 76.90 | 22.6% | -0.97 | 0.0021 | -0.013 | ||
| 0.1000 | 0.7500 | 1,594 | 29.5% | 0.03 | 0.0019 | -0.021 | 390 | 78.85 | 81.90 | 1 | 21.0% | -0.97 | 0.0018 | -0.009 | ||
| 0.0100 | 0.6800 | 3 | 29.9% | 0.03 | 0.0016 | -0.018 | 395 | 83.80 | 86.80 | -0.98 | 0.0015 | -0.006 | ||||
| 0.1200 | 0.5700 | 8 | 504 | 31.1% | 0.02 | 0.0014 | -0.016 | 400 | 88.80 | 91.60 | 3 | -0.98 | 0.0013 | -0.003 | ||
| 0.0200 | 0.4800 | 302 | 32.1% | 0.02 | 0.0010 | -0.012 | 410 | 98.65 | 101.60 | 8 | -0.99 | 0.0009 | 0.000 | |||
| 0.0400 | 0.6000 | 434 | 35.6% | 0.01 | 0.0008 | -0.010 | 420 | 108.50 | 111.50 | -0.99 | 0.0007 | 0.000 | ||||
| 0 | 0.4400 | 164 | 36.0% | 0.01 | 0.0006 | -0.009 | 430 | 118.40 | 121.40 | -0.99 | 0.0005 | 0.000 | ||||
| 0 | 0.6200 | 154 | 39.9% | 0.01 | 0.0005 | -0.007 | 440 | 128.35 | 131.30 | -0.99 | 0.0004 | 0.000 | ||||
| 0.0100 | 0.1100 | 1 | 362 | 34.6% | 0.01 | 0.0004 | -0.006 | 450 | 138.45 | 141.40 | -1.00 | 0.0007 | 0.000 | |||
| 0 | 0.5900 | 156 | 43.8% | 0.01 | 0.0003 | -0.006 | 460 | 148.35 | 151.40 | -1.00 | 0.0001 | -0.036 | ||||
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.