IBIT цепочка опционов iShares Bitcoin Trust ETF
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 ±8.3% (40.16–47.41) · ATM IV 36.1% · P/C открытого интереса 1.06
| 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 | |
| 18.10 | 19.55 | 3 | 0.99 | 0.0024 | -0.002 | 25 | 0.0300 | 0.0400 | 314 | 87.8% | -0.01 | 0.0024 | -0.005 | |||
| 13.95 | 15.40 | 1 | 0.98 | 0.0048 | -0.004 | 29 | 0.0600 | 0.0700 | 5 | 473 | 73.1% | -0.02 | 0.0048 | -0.006 | ||
| 13.15 | 14.40 | 101 | 0.98 | 0.0057 | -0.005 | 30 | 0.0600 | 0.0800 | 1,213 | 68.7% | -0.02 | 0.0057 | -0.007 | |||
| 12.20 | 13.25 | 100 | 0.98 | 0.0069 | -0.006 | 31 | 0.0700 | 0.0900 | 1,644 | 65.0% | -0.02 | 0.0069 | -0.007 | |||
| 11.70 | 12.75 | 101 | 0.97 | 0.0076 | -0.006 | 31.5 | 0.0700 | 0.0900 | 290 | 62.5% | -0.03 | 0.0076 | -0.008 | |||
| 11.20 | 12.25 | 10 | 0.97 | 0.0084 | -0.006 | 32 | 0.0800 | 0.1000 | 334 | 61.2% | -0.03 | 0.0084 | -0.008 | |||
| 11.25 | 11.70 | 100 | 53.6% | 0.97 | 0.0093 | -0.007 | 32.5 | 0.0800 | 0.1000 | 100 | 58.6% | -0.03 | 0.0093 | -0.008 | ||
| 10.75 | 11.20 | 10 | 50.9% | 0.97 | 0.0103 | -0.007 | 33 | 0.0900 | 0.1100 | 499 | 57.2% | -0.03 | 0.0104 | -0.009 | ||
| 10.45 | 10.60 | 10 | 4 | 54.6% | 0.96 | 0.0115 | -0.008 | 33.5 | 0.1000 | 0.1100 | 10 | 55.2% | -0.04 | 0.0115 | -0.009 | |
| 9.95 | 10.10 | 4 | 51.9% | 0.96 | 0.0128 | -0.008 | 34 | 0.1000 | 0.1200 | 2 | 247 | 53.1% | -0.04 | 0.0128 | -0.009 | |
| 9.45 | 9.60 | 172 | 49.2% | 0.96 | 0.0143 | -0.009 | 34.5 | 0.1100 | 0.1300 | 50 | 336 | 51.5% | -0.04 | 0.0144 | -0.010 | |
| 9.00 | 9.15 | 50 | 9 | 50.9% | 0.95 | 0.0160 | -0.009 | 35 | 0.1200 | 0.1400 | 1,036 | 2,248 | 49.8% | -0.05 | 0.0161 | -0.010 |
| 8.50 | 8.65 | 2 | 77 | 48.1% | 0.95 | 0.0180 | -0.010 | 35.5 | 0.1300 | 0.1500 | 1,000 | 151 | 48.0% | -0.05 | 0.0181 | -0.011 |
| 8.00 | 8.15 | 161 | 45.5% | 0.94 | 0.0204 | -0.011 | 36 | 0.1500 | 0.1700 | 13 | 576 | 46.9% | -0.06 | 0.0205 | -0.012 | |
| 7.55 | 7.70 | 5 | 16 | 46.0% | 0.93 | 0.0230 | -0.011 | 36.5 | 0.1700 | 0.1900 | 6 | 527 | 45.5% | -0.07 | 0.0232 | -0.012 |
| 7.05 | 7.20 | 10 | 212 | 43.2% | 0.92 | 0.0261 | -0.012 | 37 | 0.1900 | 0.2100 | 27 | 1,338 | 44.0% | -0.08 | 0.0263 | -0.013 |
| 6.60 | 6.75 | 100 | 43.1% | 0.91 | 0.0297 | -0.013 | 37.5 | 0.2100 | 0.2400 | 1,812 | 42.7% | -0.09 | 0.0298 | -0.014 | ||
| 6.10 | 6.25 | 1 | 253 | 40.3% | 0.90 | 0.0337 | -0.015 | 38 | 0.2500 | 0.2700 | 97 | 1,741 | 41.6% | -0.10 | 0.0339 | -0.015 |
| 5.65 | 5.80 | 1 | 210 | 39.7% | 0.88 | 0.0383 | -0.016 | 38.5 | 0.2900 | 0.3100 | 2 | 415 | 40.5% | -0.12 | 0.0385 | -0.017 |
| 5.20 | 5.35 | 2 | 284 | 38.8% | 0.87 | 0.0433 | -0.017 | 39 | 0.3400 | 0.3700 | 90 | 1,055 | 39.7% | -0.14 | 0.0436 | -0.018 |
| 4.80 | 4.90 | 116 | 38.4% | 0.84 | 0.0488 | -0.019 | 39.5 | 0.4100 | 0.4300 | 77 | 758 | 39.0% | -0.16 | 0.0491 | -0.019 | |
| 4.35 | 4.50 | 76 | 817 | 37.7% | 0.82 | 0.0546 | -0.020 | 40 | 0.4800 | 0.5100 | 396 | 5,080 | 38.2% | -0.18 | 0.0550 | -0.021 |
| 3.95 | 4.10 | 351 | 37.3% | 0.79 | 0.0605 | -0.022 | 40.5 | 0.5700 | 0.6000 | 107 | 719 | 37.6% | -0.21 | 0.0611 | -0.023 | |
| 3.55 | 3.70 | 2 | 297 | 36.6% | 0.76 | 0.0664 | -0.024 | 41 | 0.6900 | 0.7100 | 1,093 | 1,379 | 37.1% | -0.24 | 0.0670 | -0.024 |
| 3.20 | 3.35 | 234 | 36.6% | 0.72 | 0.0720 | -0.025 | 41.5 | 0.8200 | 0.8500 | 3 | 296 | 36.9% | -0.28 | 0.0727 | -0.026 | |
| 2.88 | 2.96 | 68 | 1,377 | 36.2% | 0.69 | 0.0770 | -0.027 | 42 | 0.9700 | 1.00 | 118 | 2,740 | 36.5% | -0.32 | 0.0778 | -0.027 |
| 2.56 | 2.64 | 5 | 25 | 36.0% | 0.65 | 0.0812 | -0.028 | 42.5 | 1.15 | 1.18 | 57 | 403 | 36.3% | -0.36 | 0.0822 | -0.029 |
| 2.29 | 2.33 | 22 | 676 | 36.1% | 0.60 | 0.0846 | -0.029 | 43 | 1.35 | 1.38 | 34 | 356 | 36.1% | -0.40 | 0.0857 | -0.029 |
| 2.02 | 2.06 | 24 | 54 | 36.0% | 0.56 | 0.0868 | -0.030 | 43.5 | 1.57 | 1.61 | 79 | 265 | 36.1% | -0.44 | 0.0881 | -0.030 |
| 1.77 | 1.80 | 1,636 | 1,808 | 36.0% | 0.52 | 0.0880 | -0.030 | 44 | 1.82 | 1.86 | 172 | 1,866 | 36.1% | -0.49 | 0.0893 | -0.030 |
| 1.54 | 1.58 | 7 | 250 | 36.0% | 0.47 | 0.0879 | -0.030 | 44.5 | 2.09 | 2.13 | 8 | 192 | 36.0% | -0.53 | 0.0893 | -0.030 |
| 1.34 | 1.37 | 103 | 9,568 | 36.0% | 0.43 | 0.0866 | -0.030 | 45 | 2.39 | 2.43 | 104 | 727 | 36.1% | -0.57 | 0.0882 | -0.030 |
| 1.16 | 1.19 | 9 | 175 | 36.1% | 0.39 | 0.0844 | -0.029 | 45.5 | 2.71 | 2.76 | 429 | 36.0% | -0.62 | 0.0861 | -0.029 | |
| 1.00 | 1.03 | 117 | 781 | 36.2% | 0.35 | 0.0812 | -0.028 | 46 | 3.00 | 3.15 | 192 | 36.3% | -0.66 | 0.0830 | -0.029 | |
| 0.8600 | 0.8900 | 22 | 492 | 36.4% | 0.32 | 0.0773 | -0.027 | 46.5 | 3.35 | 3.50 | 31 | 36.2% | -0.69 | 0.0793 | -0.028 | |
| 0.7400 | 0.7700 | 35 | 489 | 36.6% | 0.28 | 0.0730 | -0.026 | 47 | 3.75 | 3.90 | 14 | 51 | 36.8% | -0.73 | 0.0751 | -0.026 |
| 0.6400 | 0.6700 | 4 | 590 | 37.0% | 0.25 | 0.0683 | -0.025 | 47.5 | 4.15 | 4.30 | 14 | 37.2% | -0.76 | 0.0705 | -0.025 | |
| 0.5500 | 0.5800 | 8 | 460 | 37.3% | 0.22 | 0.0635 | -0.023 | 48 | 4.55 | 4.70 | 22 | 37.1% | -0.79 | 0.0657 | -0.023 | |
| 0.4700 | 0.5000 | 6 | 522 | 37.5% | 0.20 | 0.0586 | -0.022 | 48.5 | 5.00 | 5.15 | 11 | 38.1% | -0.82 | 0.0609 | -0.022 | |
| 0.4100 | 0.4300 | 32 | 139 | 37.9% | 0.17 | 0.0538 | -0.020 | 49 | 5.40 | 5.55 | 24 | 37.3% | -0.84 | 0.0560 | -0.020 | |
| 0.3500 | 0.3700 | 13 | 28 | 38.2% | 0.15 | 0.0492 | -0.019 | 49.5 | 5.85 | 6.00 | 10 | 37.7% | -0.86 | 0.0514 | -0.019 | |
| 0.3000 | 0.3300 | 232 | 2,121 | 38.6% | 0.14 | 0.0448 | -0.017 | 50 | 6.30 | 6.45 | 63 | 37.8% | -0.88 | 0.0470 | -0.018 | |
| 0.2600 | 0.2800 | 4 | 33 | 39.0% | 0.12 | 0.0406 | -0.016 | 50.5 | 6.75 | 6.95 | 38.7% | -0.90 | 0.0429 | -0.016 | ||
| 0.2300 | 0.2500 | 2 | 105 | 39.6% | 0.11 | 0.0369 | -0.015 | 51 | 7.25 | 7.40 | 39.5% | -0.91 | 0.0390 | -0.015 | ||
| 0.2000 | 0.2200 | 10 | 181 | 40.1% | 0.10 | 0.0334 | -0.014 | 51.5 | 7.70 | 7.90 | 39.9% | -0.92 | 0.0361 | -0.014 | ||
| 0.1700 | 0.2000 | 21 | 394 | 40.6% | 0.09 | 0.0303 | -0.013 | 52 | 8.20 | 8.35 | 40.2% | -0.93 | 0.0333 | -0.013 | ||
| 0.1500 | 0.1700 | 1,086 | 41.0% | 0.08 | 0.0275 | -0.012 | 52.5 | 8.65 | 8.85 | 40.0% | -0.94 | 0.0306 | -0.012 | |||
| 0.1400 | 0.1600 | 4 | 147 | 42.0% | 0.07 | 0.0250 | -0.011 | 53 | 9.15 | 9.35 | 41.7% | -0.95 | 0.0283 | -0.012 | ||
| 0.1200 | 0.1400 | 105 | 42.3% | 0.06 | 0.0228 | -0.011 | 53.5 | 9.65 | 9.80 | 40.8% | -0.96 | 0.0261 | -0.012 | |||
| 0.1100 | 0.1300 | 150 | 180 | 43.2% | 0.06 | 0.0208 | -0.010 | 54 | 10.15 | 10.35 | 1 | 44.9% | -0.96 | 0.0252 | -0.011 | |
| 0.1000 | 0.1200 | 165 | 43.9% | 0.05 | 0.0191 | -0.009 | 54.5 | 10.65 | 10.80 | 1 | 43.9% | -0.97 | 0.0244 | -0.011 | ||
| 0.0900 | 0.1100 | 128 | 2,267 | 44.6% | 0.05 | 0.0176 | -0.009 | 55 | 11.10 | 11.30 | 3 | -0.97 | 0.0227 | -0.011 | ||
| 0.0500 | 0.0600 | 4 | 753 | 52.7% | 0.02 | 0.0086 | -0.006 | 60 | 15.45 | 17.05 | 62.1% | -1.00 | 0.0067 | -0.006 | ||
| 0.0300 | 0.0400 | 154 | 548 | 59.9% | 0.02 | 0.0050 | -0.004 | 65 | 20.40 | 22.00 | -1.00 | 0.0002 | -0.006 | |||
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 — Oct 02, 2026
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