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 ±5.3% (161.73–179.93) · ATM IV 33.9% · P/C открытого интереса 0.62
| 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 | |
| 79.10 | 83.10 | 144.7% | 1.00 | 0.0001 | -0.002 | 90 | 0 | 2.15 | 202.7% | -0.00 | 0.0000 | -0.002 | ||||
| 74.10 | 78.10 | 132.4% | 1.00 | 0.0001 | -0.003 | 95 | 0 | 2.15 | 187.9% | -0.00 | 0.0001 | -0.003 | ||||
| 69.00 | 73.10 | 112.9% | 1.00 | 0.0001 | -0.004 | 100 | 0 | 2.15 | 173.8% | -0.00 | 0.0001 | -0.004 | ||||
| 64.50 | 67.70 | 109.6% | 1.00 | 0.0002 | -0.005 | 105 | 0 | 2.15 | 160.4% | -0.00 | 0.0002 | -0.005 | ||||
| 59.80 | 63.00 | 121.7% | 1.00 | 0.0003 | -0.006 | 110 | 0 | 2.15 | 147.5% | -0.00 | 0.0003 | -0.006 | ||||
| 54.80 | 58.00 | 110.6% | 1.00 | 0.0004 | -0.008 | 115 | 0 | 2.15 | 135.1% | -0.00 | 0.0004 | -0.008 | ||||
| 49.80 | 53.00 | 99.9% | 0.99 | 0.0006 | -0.011 | 120 | 0 | 2.15 | 123.2% | -0.01 | 0.0006 | -0.011 | ||||
| 44.80 | 48.00 | 89.7% | 0.99 | 0.0009 | -0.015 | 125 | 0 | 2.15 | 7 | 111.6% | -0.01 | 0.0009 | -0.015 | |||
| 39.80 | 43.10 | 81.7% | 0.99 | 0.0014 | -0.021 | 130 | 0 | 2.15 | 100.4% | -0.01 | 0.0014 | -0.021 | ||||
| 34.80 | 38.10 | 71.9% | 0.98 | 0.0022 | -0.028 | 135 | 0 | 2.15 | 89.4% | -0.02 | 0.0022 | -0.028 | ||||
| 30.00 | 32.70 | 59.0% | 0.97 | 0.0034 | -0.038 | 140 | 0 | 2.20 | 1 | 79.1% | -0.03 | 0.0034 | -0.038 | |||
| 25.00 | 28.20 | 57.1% | 0.96 | 0.0053 | -0.051 | 145 | 0 | 2.30 | 17 | 69.3% | -0.04 | 0.0053 | -0.052 | |||
| 21.10 | 23.20 | 34.5% | 0.94 | 0.0077 | -0.066 | 149 | 0.0500 | 2.35 | 61.5% | -0.06 | 0.0077 | -0.066 | ||||
| 20.20 | 22.30 | 1 | 37.8% | 0.93 | 0.0084 | -0.070 | 150 | 0.2500 | 1.65 | 1 | 74 | 55.4% | -0.07 | 0.0084 | -0.070 | |
| 17.70 | 19.90 | 35.4% | 0.91 | 0.0105 | -0.081 | 152.5 | 0.1000 | 2.60 | 7 | 56.1% | -0.09 | 0.0106 | -0.081 | |||
| 15.60 | 17.80 | 5 | 39.8% | 0.89 | 0.0132 | -0.093 | 155 | 0.3000 | 0.8000 | 5 | 99 | 38.6% | -0.11 | 0.0132 | -0.094 | |
| 13.30 | 15.40 | 37.2% | 0.86 | 0.0164 | -0.107 | 157.5 | 0.5500 | 2.00 | 1 | 44.1% | -0.14 | 0.0164 | -0.108 | |||
| 11.10 | 13.30 | 71 | 36.6% | 0.82 | 0.0201 | -0.122 | 160 | 0.9500 | 1.50 | 3 | 38 | 37.9% | -0.18 | 0.0202 | -0.122 | |
| 9.10 | 11.20 | 35.7% | 0.77 | 0.0242 | -0.136 | 162.5 | 1.35 | 1.90 | 2 | 1 | 36.3% | -0.23 | 0.0243 | -0.137 | ||
| 7.70 | 9.00 | 4 | 16 | 35.7% | 0.71 | 0.0283 | -0.149 | 165 | 2.00 | 2.70 | 6 | 18 | 36.5% | -0.29 | 0.0285 | -0.150 |
| 6.00 | 7.40 | 5 | 12 | 35.4% | 0.63 | 0.0319 | -0.160 | 167.5 | 2.80 | 3.80 | 36.9% | -0.37 | 0.0321 | -0.161 | ||
| 4.50 | 5.50 | 10 | 184 | 33.2% | 0.55 | 0.0342 | -0.165 | 170 | 3.70 | 4.50 | 9 | 14 | 34.6% | -0.45 | 0.0344 | -0.166 |
| 3.60 | 4.30 | 127 | 8 | 34.4% | 0.47 | 0.0347 | -0.164 | 172.5 | 5.00 | 5.70 | 4 | 34.2% | -0.54 | 0.0350 | -0.165 | |
| 2.55 | 3.40 | 7 | 27 | 34.5% | 0.38 | 0.0333 | -0.157 | 175 | 6.20 | 7.80 | 6 | 35.3% | -0.62 | 0.0336 | -0.158 | |
| 1.65 | 2.45 | 10 | 33.4% | 0.31 | 0.0303 | -0.145 | 177.5 | 7.80 | 9.30 | 34.0% | -0.70 | 0.0306 | -0.147 | |||
| 1.00 | 2.00 | 19 | 35 | 34.0% | 0.24 | 0.0265 | -0.131 | 180 | 9.70 | 11.40 | 4 | 35.0% | -0.76 | 0.0268 | -0.133 | |
| 0.8000 | 1.55 | 8 | 35.5% | 0.19 | 0.0225 | -0.116 | 182.5 | 11.60 | 13.70 | 35.9% | -0.81 | 0.0228 | -0.118 | |||
| 0.5500 | 1.00 | 10 | 16 | 35.0% | 0.15 | 0.0188 | -0.102 | 185 | 13.80 | 15.90 | 36.6% | -0.86 | 0.0191 | -0.104 | ||
| 0.0500 | 2.65 | 46.5% | 0.12 | 0.0155 | -0.089 | 187.5 | 16.10 | 18.20 | 37.7% | -0.89 | 0.0158 | -0.091 | ||||
| 0.0500 | 1.80 | 42 | 45.2% | 0.09 | 0.0127 | -0.077 | 190 | 17.30 | 20.60 | -0.91 | 0.0130 | -0.079 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.6500 | 6 | 41.2% | 0.06 | 0.0086 | -0.058 | 195 | 22.20 | 25.40 | -0.95 | 0.0088 | -0.060 | ||||
| 0 | 0.5000 | 31 | 45.0% | 0.04 | 0.0059 | -0.044 | 200 | 27.20 | 31.00 | 32.8% | -0.97 | 0.0059 | -0.045 | |||
| 0 | 2.15 | 69.2% | 0.03 | 0.0041 | -0.034 | 205 | 32.20 | 35.40 | -0.98 | 0.0040 | -0.034 | |||||
| 0 | 2.15 | 75.8% | 0.02 | 0.0029 | -0.027 | 210 | 37.20 | 40.40 | -0.99 | 0.0028 | -0.025 | |||||
| 0 | 2.15 | 1 | 82.1% | 0.01 | 0.0021 | -0.021 | 215 | 42.20 | 45.40 | -0.99 | 0.0019 | -0.018 | ||||
| 0 | 2.15 | 88.1% | 0.01 | 0.0016 | -0.017 | 220 | 47.90 | 50.30 | 49.6% | -0.99 | 0.0013 | -0.013 | ||||
| 0 | 2.15 | 93.8% | 0.01 | 0.0012 | -0.014 | 225 | 52.20 | 55.40 | -1.00 | 0.0009 | -0.009 | |||||
| 0 | 2.15 | 99.4% | 0.01 | 0.0009 | -0.011 | 230 | 57.20 | 60.40 | -1.00 | 0.0006 | -0.007 | |||||
| 0 | 2.15 | 104.8% | 0.01 | 0.0007 | -0.009 | 235 | 62.20 | 65.40 | -1.00 | 0.0004 | -0.005 | |||||
| 0 | 2.15 | 109.9% | 0.00 | 0.0006 | -0.008 | 240 | 67.20 | 70.40 | -1.00 | 0.0003 | -0.003 | |||||
| 0 | 2.15 | 114.9% | 0.00 | 0.0004 | -0.007 | 245 | 72.20 | 75.40 | -1.00 | 0.0002 | -0.002 | |||||
| 0 | 2.15 | 119.8% | 0.00 | 0.0004 | -0.006 | 250 | 77.20 | 80.40 | -1.00 | 0.0001 | -0.002 | |||||
| 0 | 2.15 | 124.5% | 0.00 | 0.0003 | -0.005 | 255 | 82.20 | 85.40 | -1.00 | 0.0001 | -0.001 | |||||
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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