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 ±23.9% (263.39–428.69) · ATM IV 26.6% · P/C открытого интереса 0.75
| 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 | |
| 182.50 | 187.00 | 42.4% | 0.97 | 0.0004 | 0.000 | 175 | 0.6500 | 3.70 | 34 | 40.2% | -0.03 | 0.0005 | -0.012 | |||
| 178.00 | 182.50 | 1 | 41.6% | 0.97 | 0.0005 | 0.000 | 180 | 0.9000 | 3.40 | 1 | 38.7% | -0.04 | 0.0005 | -0.013 | ||
| 173.50 | 178.00 | 2 | 40.8% | 0.96 | 0.0005 | 0.000 | 185 | 1.10 | 3.70 | 4 | 38.3% | -0.04 | 0.0006 | -0.014 | ||
| 169.00 | 173.50 | 1 | 39.9% | 0.96 | 0.0006 | 0.000 | 190 | 0.1000 | 4.10 | 1 | 36.0% | -0.04 | 0.0006 | -0.015 | ||
| 164.50 | 169.20 | 8 | 39.4% | 0.96 | 0.0006 | 0.000 | 195 | 1.30 | 4.40 | 37.1% | -0.05 | 0.0007 | -0.015 | |||
| 160.00 | 165.00 | 2 | 38.9% | 0.95 | 0.0007 | 0.000 | 200 | 2.55 | 4.60 | 5 | 37.7% | -0.05 | 0.0007 | -0.016 | ||
| 151.50 | 156.00 | 16 | 37.7% | 0.94 | 0.0008 | 0.000 | 210 | 3.10 | 5.10 | 21 | 36.3% | -0.06 | 0.0009 | -0.018 | ||
| 143.00 | 147.00 | 13 | 36.4% | 0.93 | 0.0010 | -0.003 | 220 | 3.80 | 6.00 | 1 | 35.4% | -0.07 | 0.0010 | -0.020 | ||
| 134.00 | 138.50 | 11 | 34.9% | 0.92 | 0.0011 | -0.006 | 230 | 4.60 | 7.00 | 85 | 34.5% | -0.08 | 0.0012 | -0.022 | ||
| 126.00 | 130.00 | 18 | 34.2% | 0.91 | 0.0013 | -0.009 | 240 | 5.60 | 8.10 | 2 | 33.7% | -0.10 | 0.0014 | -0.024 | ||
| 117.50 | 122.00 | 7 | 33.4% | 0.89 | 0.0015 | -0.012 | 250 | 6.70 | 9.50 | 14 | 32.9% | -0.11 | 0.0016 | -0.027 | ||
| 109.50 | 114.00 | 39 | 32.6% | 0.88 | 0.0017 | -0.015 | 260 | 8.00 | 10.80 | 7 | 32.0% | -0.13 | 0.0018 | -0.029 | ||
| 101.50 | 105.00 | 81 | 31.1% | 0.86 | 0.0019 | -0.018 | 270 | 9.60 | 12.50 | 41 | 31.3% | -0.15 | 0.0020 | -0.031 | ||
| 93.50 | 97.50 | 18 | 30.3% | 0.84 | 0.0021 | -0.021 | 280 | 11.20 | 14.20 | 30 | 30.4% | -0.18 | 0.0023 | -0.034 | ||
| 86.00 | 90.00 | 153 | 29.7% | 0.81 | 0.0023 | -0.024 | 290 | 12.20 | 16.10 | 209 | 29.2% | -0.20 | 0.0026 | -0.036 | ||
| 78.50 | 82.50 | 94 | 28.8% | 0.79 | 0.0026 | -0.027 | 300 | 15.00 | 18.70 | 36 | 28.9% | -0.23 | 0.0028 | -0.038 | ||
| 71.50 | 76.00 | 41 | 28.4% | 0.76 | 0.0028 | -0.029 | 310 | 17.50 | 21.30 | 26 | 28.2% | -0.26 | 0.0032 | -0.040 | ||
| 65.00 | 69.10 | 61 | 27.8% | 0.73 | 0.0030 | -0.032 | 320 | 20.00 | 24.50 | 139 | 27.6% | -0.30 | 0.0035 | -0.042 | ||
| 58.50 | 63.00 | 58 | 27.3% | 0.70 | 0.0033 | -0.034 | 330 | 24.00 | 27.80 | 157 | 27.3% | -0.33 | 0.0038 | -0.044 | ||
| 52.60 | 56.20 | 20 | 26.5% | 0.67 | 0.0035 | -0.036 | 340 | 27.50 | 32.00 | 305 | 26.8% | -0.37 | 0.0041 | -0.046 | ||
| 47.00 | 50.80 | 6 | 35 | 26.2% | 0.63 | 0.0037 | -0.037 | 350 | 31.50 | 36.00 | 1 | 84 | 27.1% | -0.42 | 0.0044 | -0.047 |
| 42.00 | 45.70 | 1 | 56 | 25.9% | 0.59 | 0.0038 | -0.038 | 360 | 36.50 | 41.00 | 21 | 26.0% | -0.46 | 0.0047 | -0.049 | |
| 37.00 | 40.90 | 270 | 25.5% | 0.56 | 0.0039 | -0.039 | 370 | 42.00 | 46.00 | 180 | 25.7% | -0.51 | 0.0050 | -0.050 | ||
| 32.50 | 36.50 | 144 | 25.2% | 0.52 | 0.0040 | -0.039 | 380 | 48.50 | 52.00 | 25.7% | -0.56 | 0.0053 | -0.050 | |||
| 28.50 | 32.50 | 1 | 226 | 24.9% | 0.48 | 0.0041 | -0.039 | 390 | 54.00 | 58.00 | 25.1% | -0.61 | 0.0055 | -0.051 | ||
| 24.50 | 28.50 | 137 | 24.5% | 0.44 | 0.0041 | -0.038 | 400 | 61.00 | 65.00 | 25.0% | -0.67 | 0.0057 | -0.051 | |||
| 21.10 | 26.00 | 96 | 24.5% | 0.41 | 0.0041 | -0.038 | 410 | 69.00 | 72.00 | 25.0% | -0.72 | 0.0059 | -0.050 | |||
| 18.00 | 22.50 | 21 | 24.1% | 0.37 | 0.0040 | -0.036 | 420 | 76.50 | 80.00 | 24.8% | -0.78 | 0.0062 | -0.050 | |||
| 15.50 | 20.00 | 11 | 24.0% | 0.34 | 0.0039 | -0.035 | 430 | 84.00 | 88.50 | 24.4% | -0.83 | 0.0063 | -0.049 | |||
| 13.00 | 17.50 | 1 | 23.7% | 0.30 | 0.0038 | -0.034 | 440 | 93.50 | 97.50 | 25.0% | -0.89 | 0.0067 | -0.054 | |||
| 11.40 | 15.50 | 76 | 23.8% | 0.27 | 0.0036 | -0.032 | 450 | 102.30 | 106.50 | 24.6% | -0.94 | 0.0064 | -0.052 | |||
| 9.50 | 13.50 | 41 | 23.6% | 0.24 | 0.0034 | -0.030 | 460 | 112.00 | 116.50 | 25.6% | -0.98 | 0.0029 | -0.047 | |||
| 8.20 | 11.50 | 17 | 23.4% | 0.22 | 0.0032 | -0.028 | 470 | 122.00 | 126.50 | 27.0% | -1.00 | 0.0002 | -0.047 | |||
| 6.80 | 10.00 | 23.3% | 0.19 | 0.0030 | -0.026 | 480 | 132.00 | 136.50 | 28.3% | -1.00 | 0.0000 | -0.047 | ||||
| 5.70 | 8.70 | 16 | 23.2% | 0.17 | 0.0028 | -0.024 | 490 | 142.00 | 146.50 | 29.5% | -1.00 | 0.0000 | -0.047 | |||
| 4.70 | 8.00 | 2 | 23.3% | 0.15 | 0.0026 | -0.022 | 500 | 152.00 | 156.50 | 30.8% | -1.00 | 0.0000 | -0.047 | |||
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 — Jan 21, 2028
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.