HLT цепочка опционов Hilton Worldwide Holdings Inc.
Cboe delayed options data · по состоянию на 21:35 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 ±23.5% (238.70–385.00) · ATM IV 28.4% · P/C открытого интереса 0.09
| 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 | |
| 155.50 | 160.00 | 5 | 40.6% | 0.97 | 0.0006 | 0.000 | 165 | 1.60 | 2.70 | 5 | 42.0% | -0.04 | 0.0006 | -0.013 | ||
| 151.00 | 155.50 | 1 | 40.2% | 0.97 | 0.0006 | 0.000 | 170 | 1.70 | 2.95 | 41.1% | -0.04 | 0.0006 | -0.014 | |||
| 146.50 | 151.00 | 1 | 39.7% | 0.96 | 0.0007 | 0.000 | 175 | 1.00 | 3.20 | 38.7% | -0.04 | 0.0007 | -0.015 | |||
| 142.00 | 146.50 | 39.1% | 0.96 | 0.0008 | 0.000 | 180 | 2.20 | 3.50 | 39.7% | -0.05 | 0.0008 | -0.016 | ||||
| 137.50 | 142.00 | 38.4% | 0.96 | 0.0008 | -0.001 | 185 | 1.50 | 3.80 | 37.6% | -0.05 | 0.0009 | -0.017 | ||||
| 133.00 | 137.50 | 37.7% | 0.95 | 0.0009 | -0.002 | 190 | 2.80 | 4.20 | 38.6% | -0.06 | 0.0010 | -0.018 | ||||
| 129.00 | 133.00 | 37.6% | 0.94 | 0.0010 | -0.004 | 195 | 3.10 | 4.60 | 37.9% | -0.06 | 0.0010 | -0.019 | ||||
| 124.50 | 128.50 | 36.8% | 0.94 | 0.0011 | -0.005 | 200 | 3.40 | 5.00 | 37.2% | -0.07 | 0.0012 | -0.021 | ||||
| 115.50 | 120.00 | 35.5% | 0.93 | 0.0013 | -0.009 | 210 | 4.20 | 6.00 | 36.2% | -0.08 | 0.0014 | -0.023 | ||||
| 107.00 | 111.50 | 34.6% | 0.91 | 0.0016 | -0.012 | 220 | 5.20 | 7.10 | 1 | 35.1% | -0.10 | 0.0016 | -0.026 | |||
| 99.00 | 103.00 | 33.8% | 0.89 | 0.0018 | -0.016 | 230 | 6.30 | 8.40 | 34.1% | -0.12 | 0.0019 | -0.028 | ||||
| 90.50 | 94.90 | 32.7% | 0.87 | 0.0021 | -0.019 | 240 | 6.40 | 9.60 | 32.0% | -0.14 | 0.0022 | -0.031 | ||||
| 83.00 | 87.00 | 32.1% | 0.85 | 0.0024 | -0.023 | 250 | 9.30 | 12.50 | 32.8% | -0.17 | 0.0026 | -0.034 | ||||
| 75.40 | 79.50 | 31.4% | 0.82 | 0.0027 | -0.026 | 260 | 10.00 | 13.50 | 30.6% | -0.20 | 0.0029 | -0.037 | ||||
| 68.00 | 72.20 | 30.6% | 0.79 | 0.0030 | -0.030 | 270 | 13.50 | 15.00 | 30.1% | -0.23 | 0.0033 | -0.039 | ||||
| 61.00 | 65.30 | 30.0% | 0.76 | 0.0034 | -0.033 | 280 | 16.10 | 18.60 | 29.8% | -0.27 | 0.0037 | -0.042 | ||||
| 54.50 | 59.00 | 2 | 29.6% | 0.72 | 0.0037 | -0.035 | 290 | 19.10 | 22.70 | 29.6% | -0.31 | 0.0041 | -0.044 | |||
| 48.00 | 52.50 | 1 | 28.7% | 0.68 | 0.0040 | -0.038 | 300 | 22.60 | 26.30 | 29.0% | -0.35 | 0.0044 | -0.046 | |||
| 42.50 | 46.80 | 1 | 28.4% | 0.64 | 0.0042 | -0.040 | 310 | 26.50 | 30.50 | 28.4% | -0.40 | 0.0048 | -0.048 | |||
| 37.00 | 41.50 | 73 | 27.9% | 0.60 | 0.0044 | -0.041 | 320 | 30.50 | 35.00 | 1 | 1 | 27.7% | -0.45 | 0.0052 | -0.049 | |
| 32.00 | 36.50 | 46 | 27.4% | 0.55 | 0.0046 | -0.042 | 330 | 35.70 | 40.00 | 17 | 27.2% | -0.50 | 0.0055 | -0.050 | ||
| 27.50 | 32.00 | 39 | 27.0% | 0.51 | 0.0047 | -0.042 | 340 | 41.00 | 45.50 | 19 | 26.7% | -0.56 | 0.0058 | -0.050 | ||
| 23.60 | 28.00 | 151 | 26.7% | 0.47 | 0.0047 | -0.041 | 350 | 47.50 | 52.00 | 8 | 26.5% | -0.61 | 0.0060 | -0.050 | ||
| 20.00 | 24.00 | 36 | 26.2% | 0.42 | 0.0047 | -0.041 | 360 | 54.00 | 58.50 | 26.0% | -0.67 | 0.0063 | -0.050 | |||
| 16.50 | 21.00 | 61 | 25.9% | 0.38 | 0.0046 | -0.039 | 370 | 61.50 | 65.50 | 25.6% | -0.73 | 0.0064 | -0.050 | |||
| 14.00 | 18.00 | 91 | 25.7% | 0.34 | 0.0045 | -0.037 | 380 | 69.50 | 73.50 | 25.4% | -0.79 | 0.0066 | -0.049 | |||
| 11.50 | 15.40 | 34 | 25.4% | 0.30 | 0.0043 | -0.035 | 390 | 78.00 | 81.90 | 25.2% | -0.85 | 0.0066 | -0.047 | |||
| 9.90 | 13.10 | 25.4% | 0.27 | 0.0041 | -0.033 | 400 | 86.50 | 90.80 | 24.2% | -0.91 | 0.0069 | -0.048 | ||||
| 8.20 | 11.10 | 25.2% | 0.23 | 0.0039 | -0.031 | 410 | 96.00 | 99.70 | -0.96 | 0.0059 | -0.045 | |||||
| 6.70 | 9.40 | 25.0% | 0.20 | 0.0036 | -0.028 | 420 | 106.00 | 111.00 | 26.9% | -0.99 | 0.0017 | -0.045 | ||||
| 5.30 | 7.90 | 24.7% | 0.18 | 0.0033 | -0.026 | 430 | 116.00 | 120.70 | -1.00 | 0.0000 | -0.045 | |||||
| 3.00 | 7.40 | 24.2% | 0.15 | 0.0030 | -0.023 | 440 | 126.00 | 130.70 | -1.00 | 0.0000 | -0.045 | |||||
| 3.40 | 5.60 | 24.4% | 0.13 | 0.0027 | -0.021 | 450 | 136.00 | 140.70 | -1.00 | 0.0000 | -0.045 | |||||
| 2.95 | 4.60 | 24.5% | 0.11 | 0.0024 | -0.019 | 460 | 146.00 | 150.70 | -1.00 | 0.0000 | -0.045 | |||||
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 — Sep 17, 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