HD цепочка опционов The Home Depot, Inc.
Cboe delayed options data · по состоянию на 15:37 UTC
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 ±15.0% (269.18–364.32) · ATM IV 29.2% · P/C открытого интереса 1.23
| 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 | |
| 155.90 | 159.60 | 1 | 50.3% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 0.2700 | 6 | 43.5% | -0.00 | 0.0001 | -0.004 | ||
| 151.00 | 154.75 | 50.4% | 1.00 | 0.0001 | 0.000 | 165 | 0.0200 | 0.2900 | 21 | 42.4% | -0.01 | 0.0002 | -0.004 | |||
| 146.10 | 149.85 | 49.2% | 1.00 | 0.0002 | 0.000 | 170 | 0.0500 | 0.3200 | 18 | 41.5% | -0.01 | 0.0002 | -0.005 | |||
| 141.25 | 144.85 | 47.6% | 1.00 | 0.0002 | 0.000 | 175 | 0.0900 | 0.3600 | 55 | 40.7% | -0.01 | 0.0003 | -0.006 | |||
| 136.35 | 140.00 | 1 | 46.6% | 0.99 | 0.0003 | 0.000 | 180 | 0.1400 | 0.4100 | 16 | 40.0% | -0.01 | 0.0003 | -0.007 | ||
| 131.50 | 135.20 | 45.9% | 0.99 | 0.0003 | 0.000 | 185 | 0.2000 | 0.4700 | 9 | 39.4% | -0.01 | 0.0004 | -0.008 | |||
| 126.65 | 130.30 | 44.5% | 0.99 | 0.0004 | 0.000 | 190 | 0.2500 | 0.5600 | 27 | 38.7% | -0.01 | 0.0005 | -0.009 | |||
| 121.80 | 125.50 | 43.5% | 0.99 | 0.0005 | 0.000 | 195 | 0.2200 | 0.6300 | 7 | 37.2% | -0.02 | 0.0006 | -0.010 | |||
| 117.00 | 120.70 | 2 | 42.5% | 0.98 | 0.0006 | 0.000 | 200 | 0.4000 | 0.7900 | 27 | 37.4% | -0.02 | 0.0007 | -0.012 | ||
| 107.50 | 110.85 | 1 | 39.6% | 0.97 | 0.0008 | -0.003 | 210 | 0.6000 | 1.21 | 86 | 36.5% | -0.03 | 0.0009 | -0.015 | ||
| 98.00 | 101.15 | 37.2% | 0.96 | 0.0011 | -0.008 | 220 | 0.8200 | 1.53 | 472 | 34.7% | -0.04 | 0.0012 | -0.020 | |||
| 88.70 | 91.70 | 2 | 35.6% | 0.95 | 0.0015 | -0.014 | 230 | 1.27 | 2.30 | 493 | 34.2% | -0.06 | 0.0017 | -0.025 | ||
| 79.40 | 82.95 | 2 | 34.9% | 0.93 | 0.0020 | -0.021 | 240 | 2.07 | 2.98 | 381 | 33.3% | -0.08 | 0.0022 | -0.032 | ||
| 70.55 | 73.75 | 134 | 33.4% | 0.90 | 0.0026 | -0.029 | 250 | 3.25 | 4.20 | 818 | 33.0% | -0.11 | 0.0028 | -0.039 | ||
| 61.95 | 64.95 | 21 | 32.2% | 0.87 | 0.0033 | -0.038 | 260 | 4.30 | 5.95 | 1,061 | 32.3% | -0.14 | 0.0035 | -0.046 | ||
| 53.70 | 56.65 | 25 | 31.3% | 0.83 | 0.0041 | -0.047 | 270 | 6.25 | 7.55 | 71 | 841 | 31.6% | -0.18 | 0.0042 | -0.054 | |
| 46.05 | 48.90 | 86 | 30.7% | 0.78 | 0.0048 | -0.056 | 280 | 8.35 | 10.30 | 21 | 1,236 | 31.2% | -0.23 | 0.0049 | -0.061 | |
| 39.70 | 41.75 | 391 | 30.8% | 0.73 | 0.0055 | -0.064 | 290 | 11.10 | 13.15 | 10 | 818 | 30.5% | -0.29 | 0.0056 | -0.068 | |
| 32.40 | 35.05 | 11 | 475 | 29.5% | 0.67 | 0.0061 | -0.070 | 300 | 14.65 | 15.75 | 23 | 909 | 29.5% | -0.35 | 0.0062 | -0.073 |
| 27.30 | 29.25 | 1 | 315 | 29.7% | 0.60 | 0.0066 | -0.074 | 310 | 18.60 | 21.30 | 1 | 342 | 29.9% | -0.41 | 0.0066 | -0.076 |
| 22.10 | 24.00 | 2 | 695 | 29.2% | 0.54 | 0.0068 | -0.076 | 320 | 23.60 | 25.45 | 251 | 29.2% | -0.48 | 0.0069 | -0.076 | |
| 18.05 | 19.35 | 12 | 1,015 | 29.0% | 0.47 | 0.0069 | -0.075 | 330 | 29.00 | 31.45 | 122 | 29.1% | -0.55 | 0.0070 | -0.075 | |
| 14.40 | 15.40 | 55 | 487 | 28.8% | 0.40 | 0.0068 | -0.073 | 340 | 35.05 | 37.70 | 138 | 28.8% | -0.61 | 0.0070 | -0.072 | |
| 11.10 | 12.00 | 4 | 693 | 28.3% | 0.34 | 0.0065 | -0.068 | 350 | 41.80 | 44.40 | 179 | 28.4% | -0.68 | 0.0068 | -0.068 | |
| 8.55 | 9.50 | 11 | 526 | 28.2% | 0.28 | 0.0061 | -0.062 | 360 | 49.20 | 51.80 | 24 | 28.1% | -0.74 | 0.0063 | -0.061 | |
| 6.15 | 7.30 | 573 | 27.7% | 0.23 | 0.0055 | -0.056 | 370 | 57.15 | 59.95 | 44 | 28.1% | -0.80 | 0.0058 | -0.053 | ||
| 3.60 | 5.75 | 153 | 26.8% | 0.19 | 0.0049 | -0.049 | 380 | 65.35 | 68.45 | 49 | 27.8% | -0.84 | 0.0051 | -0.044 | ||
| 3.35 | 4.30 | 1 | 355 | 27.5% | 0.15 | 0.0042 | -0.042 | 390 | 74.25 | 77.35 | 6 | 27.8% | -0.88 | 0.0043 | -0.035 | |
| 1.95 | 3.25 | 324 | 26.8% | 0.12 | 0.0036 | -0.035 | 400 | 83.50 | 86.60 | 28.1% | -0.92 | 0.0035 | -0.026 | |||
| 1.29 | 2.70 | 140 | 27.1% | 0.09 | 0.0030 | -0.029 | 410 | 92.50 | 95.90 | 27.1% | -0.94 | 0.0028 | -0.018 | |||
| 1.08 | 1.99 | 102 | 27.3% | 0.07 | 0.0025 | -0.024 | 420 | 102.25 | 105.55 | 27.7% | -0.96 | 0.0021 | -0.010 | |||
| 0.5900 | 1.59 | 54 | 27.2% | 0.06 | 0.0020 | -0.020 | 430 | 111.90 | 115.30 | 27.7% | -0.97 | 0.0016 | -0.004 | |||
| 0.5400 | 1.29 | 54 | 27.9% | 0.04 | 0.0017 | -0.017 | 440 | 121.65 | 125.25 | 28.4% | -0.98 | 0.0015 | 0.000 | |||
| 0.2200 | 1.05 | 39 | 27.7% | 0.04 | 0.0014 | -0.014 | 450 | 131.50 | 135.10 | -0.99 | 0.0015 | -0.009 | ||||
| 0.1100 | 0.9000 | 9 | 28.1% | 0.03 | 0.0011 | -0.012 | 460 | 141.35 | 145.50 | 32.4% | -1.00 | 0.0001 | -0.033 | |||
| 0.0800 | 0.7100 | 47 | 28.4% | 0.02 | 0.0010 | -0.010 | 470 | 151.40 | 155.05 | -1.00 | 0.0000 | -0.033 | ||||
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 — Mar 19, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы