HSY цепочка опционов The Hershey Company
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 ±2.5% (163.13–171.49) · ATM IV 28.9% · P/C открытого интереса 1.22
| 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 | |
| 75.40 | 79.60 | 268.8% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.15 | 360.8% | 0.00 | 0.0000 | 0.000 | ||||
| 70.40 | 74.60 | 246.9% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.15 | 2 | 333.7% | 0.00 | 0.0000 | 0.000 | |||
| 65.50 | 69.60 | 226.2% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.15 | 1 | 307.9% | 0.00 | 0.0000 | 0.000 | |||
| 60.90 | 64.60 | 231.9% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 283.3% | 0.00 | 0.0000 | 0.000 | ||||
| 56.30 | 59.60 | 220.4% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.15 | 259.7% | 0.00 | 0.0000 | 0.000 | ||||
| 50.60 | 54.60 | 150.8% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.15 | 236.9% | 0.00 | 0.0000 | -0.000 | ||||
| 46.50 | 49.60 | 184.0% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.15 | 215.0% | -0.00 | 0.0000 | -0.000 | ||||
| 41.50 | 44.60 | 164.8% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 193.7% | -0.00 | 0.0000 | -0.000 | ||||
| 36.40 | 39.60 | 143.1% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 1.35 | 155.0% | -0.00 | 0.0001 | -0.001 | ||||
| 31.10 | 34.60 | 122.3% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 1.55 | 140.7% | -0.00 | 0.0002 | -0.002 | ||||
| 26.50 | 29.60 | 110.2% | 1.00 | 0.0005 | -0.001 | 140 | 0 | 0.7500 | 2 | 103.3% | -0.00 | 0.0005 | -0.004 | |||
| 25.80 | 28.60 | 113.3% | 1.00 | 0.0006 | -0.002 | 141 | 0 | 1.35 | 114.1% | -0.00 | 0.0006 | -0.005 | ||||
| 24.60 | 27.60 | 105.4% | 1.00 | 0.0008 | -0.003 | 142 | 0 | 1.55 | 114.3% | -0.00 | 0.0008 | -0.006 | ||||
| 23.60 | 26.60 | 101.8% | 1.00 | 0.0010 | -0.004 | 143 | 0 | 1.55 | 110.6% | -0.00 | 0.0010 | -0.007 | ||||
| 22.60 | 25.60 | 98.3% | 1.00 | 0.0012 | -0.005 | 144 | 0 | 1.75 | 110.3% | -0.00 | 0.0012 | -0.008 | ||||
| 21.70 | 24.60 | 96.7% | 1.00 | 0.0014 | -0.007 | 145 | 0 | 0.7500 | 179 | 86.7% | -0.00 | 0.0014 | -0.009 | |||
| 20.20 | 23.60 | 87.0% | 0.99 | 0.0017 | -0.009 | 146 | 0 | 0.7500 | 2 | 83.4% | -0.01 | 0.0017 | -0.011 | |||
| 19.50 | 22.60 | 87.7% | 0.99 | 0.0021 | -0.011 | 147 | 0 | 0.7500 | 3 | 80.1% | -0.01 | 0.0021 | -0.013 | |||
| 18.40 | 21.60 | 82.2% | 0.99 | 0.0025 | -0.014 | 148 | 0 | 0.7500 | 3 | 76.8% | -0.01 | 0.0025 | -0.016 | |||
| 17.50 | 20.60 | 85.8% | 0.99 | 0.0031 | -0.017 | 149 | 0 | 0.7500 | 3 | 73.5% | -0.01 | 0.0031 | -0.019 | |||
| 16.20 | 19.60 | 71.2% | 0.99 | 0.0038 | -0.021 | 150 | 0 | 0.7500 | 15 | 70.2% | -0.01 | 0.0038 | -0.023 | |||
| 14.00 | 16.80 | 60.8% | 0.98 | 0.0064 | -0.034 | 152.5 | 0 | 0.7500 | 15 | 61.9% | -0.02 | 0.0064 | -0.036 | |||
| 11.90 | 14.70 | 65.0% | 0.96 | 0.0107 | -0.055 | 155 | 0 | 0.7500 | 247 | 53.6% | -0.04 | 0.0107 | -0.057 | |||
| 9.50 | 12.30 | 59.0% | 0.94 | 0.0179 | -0.087 | 157.5 | 0.0500 | 0.3000 | 5 | 34 | 37.5% | -0.06 | 0.0180 | -0.089 | ||
| 7.50 | 9.00 | 19 | 44.4% | 0.89 | 0.0294 | -0.134 | 160 | 0.2000 | 0.3500 | 3 | 89 | 33.4% | -0.11 | 0.0296 | -0.135 | |
| 5.10 | 7.30 | 22 | 42.7% | 0.81 | 0.0455 | -0.193 | 162.5 | 0.4000 | 0.6000 | 1 | 8 | 30.2% | -0.19 | 0.0461 | -0.196 | |
| 3.30 | 4.20 | 50 | 31.4% | 0.68 | 0.0631 | -0.250 | 165 | 0.8000 | 1.30 | 17 | 30 | 29.1% | -0.32 | 0.0641 | -0.255 | |
| 1.90 | 2.45 | 1 | 12 | 29.8% | 0.51 | 0.0728 | -0.275 | 167.5 | 1.75 | 2.25 | 5 | 64 | 27.9% | -0.50 | 0.0741 | -0.280 |
| 0.9000 | 1.45 | 2 | 172 | 30.1% | 0.34 | 0.0668 | -0.247 | 170 | 3.20 | 4.10 | 9 | 104 | 30.0% | -0.68 | 0.0680 | -0.251 |
| 0.3000 | 0.9000 | 2 | 55 | 31.0% | 0.20 | 0.0497 | -0.185 | 172.5 | 3.50 | 6.00 | 13 | -0.82 | 0.0506 | -0.187 | ||
| 0.1500 | 0.3500 | 14 | 213 | 30.8% | 0.11 | 0.0322 | -0.123 | 175 | 6.00 | 8.40 | 3 | -0.90 | 0.0332 | -0.124 | ||
| 0.0500 | 0.3000 | 3 | 35.0% | 0.06 | 0.0195 | -0.077 | 177.5 | 8.70 | 10.70 | -0.95 | 0.0200 | -0.078 | ||||
| 0 | 0.2000 | 3 | 32 | 37.1% | 0.03 | 0.0116 | -0.048 | 180 | 11.00 | 13.40 | -0.98 | 0.0108 | -0.052 | |||
| 0 | 2.30 | 1 | 77.4% | 0.02 | 0.0069 | -0.029 | 182.5 | 13.60 | 15.80 | -0.99 | 0.0052 | -0.041 | ||||
| 0 | 0.4000 | 70 | 55.0% | 0.01 | 0.0042 | -0.019 | 185 | 15.50 | 19.20 | -1.00 | 0.0022 | -0.036 | ||||
| 0 | 2.20 | 91.7% | 0.01 | 0.0026 | -0.012 | 187.5 | 18.00 | 21.10 | -1.00 | 0.0009 | -0.034 | |||||
| 0 | 2.15 | 16 | 98.3% | 0.00 | 0.0016 | -0.008 | 190 | 20.50 | 23.60 | -1.00 | 0.0003 | -0.034 | ||||
| 0 | 2.15 | 105.3% | 0.00 | 0.0010 | -0.005 | 192.5 | 23.00 | 26.10 | -1.00 | 0.0001 | -0.034 | |||||
| 0 | 2.15 | 3 | 112.1% | 0.00 | 0.0007 | -0.004 | 195 | 25.50 | 28.70 | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0500 | 65.8% | 0.00 | 0.0003 | -0.002 | 200 | 30.50 | 33.70 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 1.95 | 1 | 134.1% | 0.00 | 0.0001 | -0.001 | 205 | 35.50 | 38.60 | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 2.15 | 149.2% | 0.00 | 0.0001 | -0.001 | 210 | 40.50 | 43.60 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 2.15 | 160.4% | 0.00 | 0.0000 | -0.000 | 215 | 45.50 | 48.70 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 2.15 | 171.2% | 0.00 | 0.0000 | -0.000 | 220 | 50.50 | 53.70 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 2.15 | 181.6% | 0.00 | 0.0000 | -0.000 | 225 | 55.50 | 58.60 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 2.15 | 191.6% | 0.00 | 0.0000 | -0.000 | 230 | 60.50 | 63.70 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 2.15 | 201.3% | 0.00 | 0.0000 | 0.000 | 235 | 65.50 | 68.70 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 2.15 | 210.7% | 0.00 | 0.0000 | 0.000 | 240 | 70.50 | 73.50 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 2.15 | 219.7% | 0.00 | 0.0000 | 0.000 | 245 | 75.50 | 78.40 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 2.15 | 228.5% | 0.00 | 0.0000 | 0.000 | 250 | 80.50 | 83.60 | -1.00 | 0.0000 | -0.034 | |||||
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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