IBM цепочка опционов International Business Machines Corporation
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 ±10.1% (215.47–263.77) · ATM IV 42.8% · P/C открытого интереса 0.53
| 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 | |
| 118.10 | 122.00 | 2 | 110.7% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.2900 | 186 | 99.5% | -0.00 | 0.0001 | -0.005 | ||
| 114.15 | 116.95 | 1 | 125.3% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 0.2000 | 159 | 90.0% | -0.00 | 0.0001 | -0.005 | ||
| 109.10 | 111.95 | 3 | 117.5% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 0.4100 | 63 | 92.9% | -0.00 | 0.0001 | -0.006 | ||
| 104.30 | 106.95 | 113.5% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.3000 | 123 | 84.2% | -0.00 | 0.0002 | -0.007 | |||
| 99.40 | 101.95 | 2 | 108.2% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.4200 | 50 | 82.9% | -0.00 | 0.0002 | -0.008 | ||
| 94.35 | 97.00 | 12 | 101.7% | 1.00 | 0.0002 | 0.000 | 145 | 0 | 0.2500 | 117 | 72.8% | -0.00 | 0.0003 | -0.009 | ||
| 88.90 | 92.10 | 61 | 91.1% | 1.00 | 0.0002 | 0.000 | 150 | 0 | 0.3400 | 288 | 71.1% | -0.01 | 0.0003 | -0.010 | ||
| 83.85 | 87.05 | 17 | 83.9% | 1.00 | 0.0003 | 0.000 | 155 | 0 | 0.3600 | 80 | 67.1% | -0.01 | 0.0004 | -0.012 | ||
| 79.40 | 82.05 | 31 | 84.6% | 0.99 | 0.0004 | 0.000 | 160 | 0 | 0.3900 | 266 | 63.4% | -0.01 | 0.0005 | -0.014 | ||
| 74.50 | 77.10 | 11 | 80.3% | 0.99 | 0.0005 | -0.001 | 165 | 0 | 0.2400 | 10 | 474 | 55.3% | -0.01 | 0.0007 | -0.016 | |
| 69.60 | 72.20 | 287 | 76.4% | 0.99 | 0.0006 | -0.005 | 170 | 0.1500 | 0.2900 | 559 | 55.8% | -0.01 | 0.0009 | -0.020 | ||
| 64.35 | 67.15 | 246 | 68.4% | 0.99 | 0.0009 | -0.009 | 175 | 0.1100 | 0.2600 | 402 | 50.3% | -0.02 | 0.0012 | -0.024 | ||
| 59.70 | 62.20 | 22 | 66.3% | 0.98 | 0.0012 | -0.015 | 180 | 0.2400 | 0.3400 | 11 | 671 | 49.6% | -0.02 | 0.0016 | -0.030 | |
| 54.70 | 57.30 | 26 | 61.7% | 0.98 | 0.0017 | -0.022 | 185 | 0.3600 | 0.5400 | 3 | 748 | 49.0% | -0.03 | 0.0021 | -0.037 | |
| 49.60 | 52.50 | 4 | 133 | 57.0% | 0.97 | 0.0023 | -0.033 | 190 | 0.5100 | 0.6600 | 26 | 2,105 | 47.0% | -0.04 | 0.0028 | -0.047 |
| 45.10 | 47.10 | 20 | 113 | 52.4% | 0.95 | 0.0032 | -0.045 | 195 | 0.7600 | 0.9200 | 34 | 646 | 46.0% | -0.06 | 0.0037 | -0.060 |
| 40.05 | 43.15 | 254 | 52.2% | 0.94 | 0.0043 | -0.062 | 200 | 1.10 | 1.30 | 40 | 2,484 | 45.1% | -0.08 | 0.0048 | -0.075 | |
| 35.65 | 38.55 | 1 | 254 | 50.8% | 0.91 | 0.0056 | -0.081 | 205 | 1.57 | 1.89 | 29 | 1,023 | 44.7% | -0.11 | 0.0060 | -0.092 |
| 33.60 | 36.25 | 50.2% | 0.89 | 0.0064 | -0.092 | 207.5 | 1.87 | 2.18 | 3 | 17 | 44.2% | -0.13 | 0.0067 | -0.102 | ||
| 31.25 | 33.95 | 396 | 48.5% | 0.87 | 0.0071 | -0.103 | 210 | 2.23 | 2.59 | 123 | 1,350 | 44.0% | -0.15 | 0.0074 | -0.112 | |
| 29.10 | 31.95 | 48.1% | 0.85 | 0.0079 | -0.115 | 212.5 | 2.61 | 3.05 | 7 | 43.7% | -0.17 | 0.0082 | -0.122 | |||
| 26.95 | 29.40 | 444 | 46.0% | 0.83 | 0.0087 | -0.127 | 215 | 3.10 | 3.50 | 37 | 912 | 43.4% | -0.19 | 0.0089 | -0.132 | |
| 25.45 | 27.90 | 41 | 5 | 48.1% | 0.81 | 0.0095 | -0.138 | 217.5 | 3.50 | 4.15 | 43.1% | -0.22 | 0.0096 | -0.142 | ||
| 23.55 | 25.90 | 1 | 1,119 | 47.5% | 0.78 | 0.0103 | -0.149 | 220 | 4.10 | 4.75 | 110 | 2,023 | 42.8% | -0.24 | 0.0103 | -0.152 |
| 21.60 | 23.85 | 46.4% | 0.75 | 0.0110 | -0.159 | 222.5 | 5.00 | 5.50 | 6 | 6 | 43.2% | -0.27 | 0.0109 | -0.161 | ||
| 19.65 | 21.90 | 1 | 622 | 45.3% | 0.72 | 0.0116 | -0.169 | 225 | 5.85 | 6.25 | 30 | 894 | 43.1% | -0.30 | 0.0115 | -0.169 |
| 18.15 | 20.50 | 46.1% | 0.69 | 0.0122 | -0.177 | 227.5 | 6.45 | 7.20 | 2 | 14 | 42.6% | -0.33 | 0.0120 | -0.176 | ||
| 16.80 | 18.20 | 15 | 1,810 | 44.9% | 0.66 | 0.0126 | -0.184 | 230 | 7.75 | 8.10 | 34 | 2,370 | 43.1% | -0.36 | 0.0124 | -0.182 |
| 15.20 | 16.85 | 16 | 52 | 44.9% | 0.62 | 0.0130 | -0.190 | 232.5 | 8.35 | 9.25 | 2 | 28 | 42.4% | -0.39 | 0.0127 | -0.187 |
| 14.00 | 14.40 | 73 | 1,869 | 43.2% | 0.59 | 0.0133 | -0.195 | 235 | 9.95 | 10.35 | 22 | 1,866 | 43.2% | -0.43 | 0.0130 | -0.190 |
| 12.65 | 13.40 | 8 | 17 | 43.7% | 0.56 | 0.0135 | -0.198 | 237.5 | 11.05 | 11.85 | 18 | 57 | 43.4% | -0.46 | 0.0132 | -0.192 |
| 11.50 | 12.00 | 306 | 3,230 | 43.5% | 0.52 | 0.0136 | -0.199 | 240 | 11.85 | 12.95 | 2 | 724 | 42.1% | -0.49 | 0.0132 | -0.193 |
| 10.35 | 11.50 | 8 | 14 | 44.6% | 0.49 | 0.0136 | -0.199 | 242.5 | 13.15 | 14.40 | 42.0% | -0.53 | 0.0132 | -0.193 | ||
| 9.30 | 10.30 | 49 | 1,440 | 44.4% | 0.46 | 0.0135 | -0.197 | 245 | 14.60 | 15.85 | 14 | 219 | 41.9% | -0.56 | 0.0131 | -0.191 |
| 8.20 | 9.35 | 6 | 15 | 44.2% | 0.42 | 0.0133 | -0.195 | 247.5 | 16.05 | 17.65 | 7 | 42.2% | -0.59 | 0.0129 | -0.188 | |
| 7.45 | 7.90 | 1,241 | 8,652 | 43.5% | 0.39 | 0.0130 | -0.191 | 250 | 17.60 | 19.10 | 75 | 582 | 41.7% | -0.62 | 0.0126 | -0.184 |
| 6.65 | 7.50 | 2 | 5 | 44.3% | 0.36 | 0.0126 | -0.185 | 252.5 | 19.25 | 21.05 | 50 | 42.0% | -0.65 | 0.0123 | -0.179 | |
| 5.95 | 6.20 | 31 | 1,707 | 43.4% | 0.33 | 0.0122 | -0.179 | 255 | 20.95 | 22.60 | 9 | 774 | 41.4% | -0.68 | 0.0119 | -0.173 |
| 4.75 | 5.00 | 748 | 1,929 | 43.8% | 0.28 | 0.0112 | -0.165 | 260 | 24.65 | 26.85 | 48 | 187 | 42.3% | -0.73 | 0.0110 | -0.159 |
| 3.65 | 3.90 | 34 | 1,028 | 43.6% | 0.23 | 0.0101 | -0.150 | 265 | 28.55 | 30.65 | 1 | 132 | 41.7% | -0.78 | 0.0099 | -0.143 |
| 2.81 | 3.05 | 44 | 1,223 | 43.7% | 0.19 | 0.0090 | -0.133 | 270 | 32.70 | 34.80 | 424 | 41.4% | -0.82 | 0.0088 | -0.127 | |
| 2.19 | 2.43 | 69 | 5,978 | 44.2% | 0.16 | 0.0078 | -0.117 | 275 | 37.00 | 39.00 | 157 | 40.6% | -0.85 | 0.0076 | -0.110 | |
| 1.71 | 1.96 | 84 | 1,843 | 44.8% | 0.13 | 0.0067 | -0.102 | 280 | 41.40 | 43.55 | 365 | 40.1% | -0.88 | 0.0066 | -0.095 | |
| 1.34 | 1.57 | 21 | 641 | 45.3% | 0.10 | 0.0057 | -0.088 | 285 | 46.05 | 48.50 | 77 | 41.5% | -0.90 | 0.0056 | -0.081 | |
| 1.05 | 1.20 | 27 | 667 | 45.6% | 0.08 | 0.0048 | -0.076 | 290 | 50.20 | 52.85 | 274 | 33.9% | -0.92 | 0.0047 | -0.068 | |
| 0.8300 | 0.9700 | 2 | 461 | 46.2% | 0.07 | 0.0041 | -0.066 | 295 | 55.15 | 57.60 | 88 | 31.7% | -0.93 | 0.0040 | -0.058 | |
| 0.6600 | 0.7800 | 134 | 2,065 | 46.9% | 0.06 | 0.0034 | -0.057 | 300 | 60.45 | 62.85 | 36 | 42.1% | -0.95 | 0.0034 | -0.048 | |
| 0.2100 | 0.9800 | 309 | 47.7% | 0.05 | 0.0029 | -0.049 | 305 | 64.65 | 67.30 | 73 | -0.96 | 0.0028 | -0.040 | |||
| 0.3900 | 0.7600 | 571 | 49.9% | 0.04 | 0.0025 | -0.043 | 310 | 70.20 | 72.20 | 38 | -0.96 | 0.0024 | -0.033 | |||
| 0.0400 | 0.8100 | 152 | 49.7% | 0.03 | 0.0021 | -0.038 | 315 | 74.60 | 77.10 | 17 | -0.97 | 0.0020 | -0.027 | |||
| 0.2500 | 0.4300 | 3 | 1,428 | 50.1% | 0.03 | 0.0018 | -0.033 | 320 | 79.55 | 82.05 | 4 | -0.97 | 0.0017 | -0.022 | ||
| 0.0600 | 0.4400 | 1 | 938 | 50.0% | 0.02 | 0.0015 | -0.030 | 325 | 84.50 | 87.05 | 18 | -0.98 | 0.0015 | -0.018 | ||
| 0.1400 | 0.4200 | 1 | 1,148 | 52.9% | 0.02 | 0.0013 | -0.026 | 330 | 89.45 | 92.55 | 21 | -0.98 | 0.0013 | -0.014 | ||
| 0.1200 | 0.3300 | 2 | 375 | 53.2% | 0.02 | 0.0012 | -0.024 | 335 | 94.40 | 97.20 | -0.98 | 0.0011 | -0.011 | |||
| 0.0800 | 0.3500 | 1 | 322 | 56.1% | 0.01 | 0.0010 | -0.021 | 340 | 99.35 | 101.90 | -0.99 | 0.0010 | -0.008 | |||
| 0 | 0.5500 | 29 | 58.7% | 0.01 | 0.0009 | -0.019 | 345 | 104.30 | 106.80 | -0.99 | 0.0008 | -0.005 | ||||
| 0.0100 | 0.5300 | 369 | 60.5% | 0.01 | 0.0008 | -0.017 | 350 | 109.30 | 111.75 | -0.99 | 0.0007 | -0.003 | ||||
| 0 | 0.5100 | 56 | 61.8% | 0.01 | 0.0007 | -0.016 | 355 | 114.25 | 116.75 | -0.99 | 0.0006 | -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.
Улыбка волатильности — Nov 20, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.