HLT цепочка опционов Hilton Worldwide Holdings 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% (295.60–328.10) · ATM IV 25.7% · P/C открытого интереса 0.10
| 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 | |
| 135.50 | 139.30 | 85.9% | 1.00 | 0.0001 | 0.000 | 175 | 0 | 2.15 | 128.9% | -0.00 | 0.0001 | -0.004 | ||||
| 130.30 | 134.40 | 1.00 | 0.0001 | 0.000 | 180 | 0 | 1.60 | 117.2% | -0.00 | 0.0001 | -0.004 | |||||
| 125.30 | 129.40 | 1.00 | 0.0001 | 0.000 | 185 | 0 | 2.15 | 118.0% | -0.00 | 0.0001 | -0.005 | |||||
| 120.50 | 124.40 | 75.2% | 1.00 | 0.0001 | 0.000 | 190 | 0 | 2.00 | 111.4% | -0.00 | 0.0001 | -0.006 | ||||
| 115.40 | 119.30 | 1.00 | 0.0001 | 0.000 | 195 | 0 | 2.15 | 107.8% | -0.00 | 0.0001 | -0.007 | |||||
| 110.60 | 114.40 | 70.3% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 2.00 | 101.4% | -0.00 | 0.0001 | -0.008 | ||||
| 105.60 | 109.40 | 65.1% | 1.00 | 0.0002 | 0.000 | 205 | 0 | 2.15 | 97.9% | -0.00 | 0.0002 | -0.009 | ||||
| 100.40 | 104.40 | 1.00 | 0.0002 | 0.000 | 210 | 0 | 1.20 | 83.9% | -0.00 | 0.0002 | -0.010 | |||||
| 95.50 | 99.40 | 1.00 | 0.0003 | -0.001 | 215 | 0 | 1.85 | 86.0% | -0.00 | 0.0003 | -0.012 | |||||
| 90.70 | 94.50 | 59.4% | 1.00 | 0.0004 | -0.004 | 220 | 0 | 1.85 | 81.5% | -0.01 | 0.0004 | -0.014 | ||||
| 85.50 | 89.40 | 0.99 | 0.0004 | -0.006 | 225 | 0 | 2.00 | 78.3% | -0.01 | 0.0004 | -0.016 | |||||
| 80.50 | 84.50 | 0.99 | 0.0005 | -0.009 | 230 | 0 | 1.65 | 71.2% | -0.01 | 0.0006 | -0.018 | |||||
| 75.50 | 79.50 | 0.99 | 0.0007 | -0.013 | 235 | 0 | 1.65 | 67.0% | -0.01 | 0.0007 | -0.021 | |||||
| 70.50 | 74.50 | 0.99 | 0.0008 | -0.017 | 240 | 0 | 2.15 | 66.2% | -0.01 | 0.0009 | -0.025 | |||||
| 65.80 | 69.60 | 44.0% | 0.99 | 0.0011 | -0.022 | 245 | 0 | 2.15 | 62.0% | -0.02 | 0.0011 | -0.029 | ||||
| 60.60 | 64.60 | 33.4% | 0.98 | 0.0014 | -0.027 | 250 | 0 | 2.20 | 58.1% | -0.02 | 0.0014 | -0.034 | ||||
| 55.60 | 59.70 | 33.7% | 0.98 | 0.0017 | -0.033 | 255 | 0 | 2.25 | 54.2% | -0.02 | 0.0018 | -0.040 | ||||
| 51.00 | 54.70 | 37.5% | 0.97 | 0.0022 | -0.041 | 260 | 0 | 2.25 | 50.1% | -0.03 | 0.0022 | -0.047 | ||||
| 46.00 | 49.80 | 34.9% | 0.96 | 0.0028 | -0.049 | 265 | 0 | 2.35 | 46.4% | -0.04 | 0.0029 | -0.055 | ||||
| 41.00 | 45.00 | 33.1% | 0.95 | 0.0036 | -0.059 | 270 | 0 | 2.45 | 42.8% | -0.05 | 0.0037 | -0.064 | ||||
| 36.30 | 40.10 | 32.1% | 0.93 | 0.0047 | -0.070 | 275 | 0 | 2.60 | 2 | 39.2% | -0.07 | 0.0047 | -0.075 | |||
| 31.60 | 35.40 | 31.3% | 0.91 | 0.0060 | -0.083 | 280 | 0 | 2.40 | 2 | 34.3% | -0.09 | 0.0061 | -0.088 | |||
| 26.80 | 30.70 | 29.3% | 0.89 | 0.0078 | -0.098 | 285 | 0 | 2.85 | 2 | 31.7% | -0.11 | 0.0078 | -0.102 | |||
| 22.30 | 26.20 | 28.2% | 0.85 | 0.0099 | -0.114 | 290 | 0.3000 | 2.85 | 17 | 28.2% | -0.15 | 0.0100 | -0.118 | |||
| 18.10 | 21.90 | 27.4% | 0.81 | 0.0125 | -0.130 | 295 | 0.6500 | 4.10 | 1 | 27.7% | -0.20 | 0.0127 | -0.134 | |||
| 14.50 | 18.00 | 27.5% | 0.74 | 0.0154 | -0.145 | 300 | 2.50 | 3.90 | 2 | 26.0% | -0.26 | 0.0157 | -0.149 | |||
| 11.70 | 13.30 | 26.1% | 0.66 | 0.0183 | -0.158 | 305 | 2.55 | 6.60 | 4 | 25.2% | -0.34 | 0.0187 | -0.162 | |||
| 8.20 | 11.30 | 1 | 26.7% | 0.57 | 0.0206 | -0.164 | 310 | 4.50 | 8.50 | 5 | 24.8% | -0.44 | 0.0211 | -0.168 | ||
| 6.00 | 7.30 | 24.6% | 0.46 | 0.0214 | -0.161 | 315 | 7.80 | 10.00 | 5 | 24.2% | -0.55 | 0.0221 | -0.166 | |||
| 3.20 | 5.50 | 1 | 23.4% | 0.36 | 0.0205 | -0.148 | 320 | 10.90 | 12.30 | 1 | 22.8% | -0.66 | 0.0214 | -0.154 | ||
| 2.35 | 3.50 | 2 | 6 | 23.5% | 0.27 | 0.0180 | -0.130 | 325 | 13.70 | 16.70 | 1 | 22.6% | -0.75 | 0.0190 | -0.135 | |
| 0.5000 | 2.55 | 6 | 109 | 21.8% | 0.19 | 0.0148 | -0.108 | 330 | 17.30 | 20.80 | 21.2% | -0.83 | 0.0158 | -0.113 | ||
| 0.0500 | 2.70 | 106 | 24.8% | 0.14 | 0.0115 | -0.087 | 335 | 21.70 | 25.30 | 19.6% | -0.89 | 0.0130 | -0.094 | |||
| 0 | 2.55 | 27.8% | 0.10 | 0.0087 | -0.070 | 340 | 26.40 | 29.90 | -0.94 | 0.0111 | -0.090 | |||||
| 0 | 1.60 | 2 | 5 | 27.6% | 0.07 | 0.0065 | -0.055 | 345 | 31.40 | 35.30 | -0.97 | 0.0080 | -0.072 | |||
| 0 | 2.25 | 171 | 33.2% | 0.05 | 0.0049 | -0.044 | 350 | 36.40 | 40.30 | -0.99 | 0.0038 | -0.052 | ||||
| 0 | 2.20 | 8 | 36.0% | 0.04 | 0.0036 | -0.035 | 355 | 41.40 | 45.30 | -1.00 | 0.0012 | -0.044 | ||||
| 0 | 2.15 | 3 | 38.8% | 0.03 | 0.0027 | -0.028 | 360 | 46.40 | 50.30 | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 2.15 | 1 | 41.6% | 0.02 | 0.0021 | -0.022 | 365 | 51.40 | 55.30 | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 2.15 | 44.4% | 0.01 | 0.0016 | -0.018 | 370 | 56.40 | 60.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 47.0% | 0.01 | 0.0012 | -0.015 | 375 | 61.40 | 65.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.05 | 49.1% | 0.01 | 0.0010 | -0.012 | 380 | 66.40 | 70.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 52.2% | 0.01 | 0.0008 | -0.010 | 385 | 71.40 | 75.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 54.6% | 0.01 | 0.0006 | -0.008 | 390 | 76.40 | 80.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 57.0% | 0.00 | 0.0005 | -0.007 | 395 | 81.40 | 85.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 59.4% | 0.00 | 0.0004 | -0.006 | 400 | 86.40 | 90.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 61.7% | 0.00 | 0.0003 | -0.005 | 405 | 91.40 | 95.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 64.0% | 0.00 | 0.0002 | -0.004 | 410 | 96.40 | 100.20 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 66.2% | 0.00 | 0.0002 | -0.004 | 415 | 101.40 | 105.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 68.4% | 0.00 | 0.0002 | -0.003 | 420 | 106.40 | 110.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 70.5% | 0.00 | 0.0001 | -0.003 | 425 | 111.40 | 115.30 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 2.15 | 72.6% | 0.00 | 0.0001 | -0.002 | 430 | 116.40 | 120.30 | -1.00 | 0.0000 | -0.044 | |||||
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.
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