HON цепочка опционов Honeywell International 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 ±22.6% (162.53–257.43) · ATM IV 29.8% · P/C открытого интереса 1.00
| 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 | |
| 102.00 | 105.90 | 41.5% | 0.98 | 0.0006 | 0.000 | 110 | 0 | 2.90 | 12 | 44.7% | -0.02 | 0.0007 | -0.005 | |||
| 96.60 | 101.00 | 36.1% | 0.98 | 0.0008 | 0.000 | 115 | 0.5000 | 3.00 | 43.9% | -0.03 | 0.0008 | -0.006 | ||||
| 92.50 | 96.90 | 39.1% | 0.97 | 0.0010 | 0.000 | 120 | 0.6000 | 5.00 | 46.4% | -0.03 | 0.0010 | -0.007 | ||||
| 88.10 | 92.00 | 37.6% | 0.97 | 0.0012 | 0.000 | 125 | 0.6000 | 3.30 | 40.0% | -0.04 | 0.0012 | -0.009 | ||||
| 83.40 | 87.50 | 36.2% | 0.96 | 0.0014 | 0.000 | 130 | 0.5000 | 3.40 | 7 | 37.6% | -0.05 | 0.0014 | -0.010 | |||
| 79.10 | 83.00 | 35.7% | 0.95 | 0.0016 | -0.000 | 135 | 0.6000 | 3.60 | 9 | 35.9% | -0.06 | 0.0016 | -0.011 | |||
| 74.60 | 78.50 | 34.6% | 0.94 | 0.0019 | -0.002 | 140 | 0.8500 | 3.90 | 1 | 34.7% | -0.07 | 0.0019 | -0.013 | |||
| 70.10 | 73.90 | 33.2% | 0.93 | 0.0022 | -0.005 | 145 | 0.7000 | 4.20 | 45 | 32.8% | -0.08 | 0.0022 | -0.015 | |||
| 65.50 | 69.60 | 1 | 32.1% | 0.91 | 0.0025 | -0.007 | 150 | 1.00 | 4.80 | 32 | 32.1% | -0.09 | 0.0026 | -0.016 | ||
| 62.10 | 66.00 | 3 | 33.5% | 0.90 | 0.0029 | -0.009 | 155 | 2.00 | 6.30 | 14 | 33.4% | -0.11 | 0.0030 | -0.018 | ||
| 57.60 | 61.50 | 4 | 31.9% | 0.88 | 0.0032 | -0.012 | 160 | 2.50 | 6.80 | 1 | 16 | 32.3% | -0.13 | 0.0033 | -0.020 | |
| 53.80 | 58.20 | 1 | 32.4% | 0.86 | 0.0036 | -0.014 | 165 | 3.20 | 7.70 | 12 | 31.7% | -0.15 | 0.0037 | -0.022 | ||
| 50.10 | 54.00 | 1 | 31.7% | 0.84 | 0.0040 | -0.016 | 170 | 4.60 | 8.60 | 24 | 31.7% | -0.17 | 0.0042 | -0.024 | ||
| 46.30 | 50.60 | 4 | 31.5% | 0.81 | 0.0044 | -0.019 | 175 | 5.60 | 9.90 | 11 | 31.3% | -0.20 | 0.0046 | -0.025 | ||
| 43.10 | 46.90 | 3 | 31.4% | 0.79 | 0.0048 | -0.021 | 180 | 7.00 | 11.00 | 13 | 31.0% | -0.22 | 0.0050 | -0.027 | ||
| 39.60 | 43.50 | 2 | 30.9% | 0.76 | 0.0051 | -0.023 | 185 | 8.50 | 12.90 | 17 | 31.1% | -0.25 | 0.0054 | -0.029 | ||
| 36.30 | 40.20 | 1 | 30.6% | 0.73 | 0.0055 | -0.025 | 190 | 10.10 | 14.50 | 2 | 30.8% | -0.28 | 0.0058 | -0.030 | ||
| 33.50 | 37.00 | 1 | 30.4% | 0.70 | 0.0058 | -0.027 | 195 | 11.70 | 15.80 | 6 | 30.1% | -0.31 | 0.0062 | -0.032 | ||
| 30.30 | 34.40 | 15 | 30.2% | 0.67 | 0.0061 | -0.028 | 200 | 14.00 | 17.80 | 15 | 30.1% | -0.35 | 0.0065 | -0.033 | ||
| 24.50 | 29.40 | 8 | 29.8% | 0.61 | 0.0065 | -0.031 | 210 | 18.60 | 22.40 | 11 | 29.9% | -0.42 | 0.0071 | -0.035 | ||
| 20.50 | 24.30 | 5 | 29.6% | 0.54 | 0.0068 | -0.032 | 220 | 23.50 | 27.70 | 8 | 29.5% | -0.49 | 0.0075 | -0.035 | ||
| 16.60 | 20.50 | 3 | 29.5% | 0.48 | 0.0068 | -0.033 | 230 | 29.50 | 33.60 | 8 | 29.2% | -0.56 | 0.0078 | -0.036 | ||
| 13.60 | 17.00 | 5 | 29.5% | 0.42 | 0.0067 | -0.032 | 240 | 36.50 | 40.50 | 29.5% | -0.63 | 0.0080 | -0.035 | |||
| 10.00 | 14.00 | 2 | 53 | 28.8% | 0.37 | 0.0064 | -0.031 | 250 | 43.50 | 47.30 | 28.7% | -0.70 | 0.0080 | -0.035 | ||
| 8.00 | 12.30 | 14 | 29.4% | 0.32 | 0.0061 | -0.030 | 260 | 51.50 | 55.60 | 28.9% | -0.76 | 0.0078 | -0.033 | |||
| 6.10 | 10.50 | 7 | 29.5% | 0.27 | 0.0056 | -0.028 | 270 | 60.00 | 63.90 | 28.7% | -0.82 | 0.0072 | -0.029 | |||
| 4.70 | 8.20 | 7 | 29.1% | 0.23 | 0.0052 | -0.026 | 280 | 69.10 | 73.00 | 29.0% | -0.87 | 0.0064 | -0.024 | |||
| 3.40 | 7.10 | 21 | 29.2% | 0.20 | 0.0047 | -0.024 | 290 | 78.00 | 82.20 | 27.5% | -0.92 | 0.0060 | -0.017 | |||
| 2.10 | 6.40 | 6 | 29.3% | 0.17 | 0.0042 | -0.021 | 300 | 88.10 | 92.30 | 30.5% | -0.96 | 0.0060 | -0.017 | |||
| 1.60 | 5.70 | 29.9% | 0.14 | 0.0037 | -0.019 | 310 | 97.50 | 101.50 | -0.98 | 0.0028 | -0.035 | |||||
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.