INTC цепочка опционов Intel Corp.
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 ±8.7% (82.80–98.55) · ATM IV 53.3% · P/C открытого интереса 0.99
| 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 | |
| 44.45 | 44.95 | 695 | 1.00 | 0.0003 | 0.000 | 46 | 0 | 0.0300 | 1,802 | 122.6% | -0.00 | 0.0003 | -0.004 | |||
| 43.45 | 43.95 | 20 | 3,143 | 1.00 | 0.0003 | 0.000 | 47 | 0 | 0.0300 | 4,835 | 119.0% | -0.00 | 0.0003 | -0.004 | ||
| 42.45 | 42.95 | 336 | 1.00 | 0.0004 | 0.000 | 48 | 0.0100 | 0.0400 | 2,791 | 121.7% | -0.00 | 0.0004 | -0.005 | |||
| 41.45 | 42.00 | 511 | 1.00 | 0.0004 | 0.000 | 49 | 0.0100 | 0.0400 | 1,178 | 118.1% | -0.00 | 0.0004 | -0.005 | |||
| 40.50 | 40.95 | 4 | 9,443 | 1.00 | 0.0004 | 0.000 | 50 | 0.0100 | 0.0200 | 1 | 10.2K | 108.5% | -0.00 | 0.0004 | -0.005 | |
| 38.00 | 38.45 | 4,078 | 1.00 | 0.0006 | 0.000 | 52.5 | 0.0100 | 0.0300 | 8 | 3,666 | 103.3% | -0.00 | 0.0006 | -0.006 | ||
| 35.50 | 35.95 | 11 | 5,439 | 1.00 | 0.0008 | 0.000 | 55 | 0.0200 | 0.0300 | 7 | 6,809 | 97.5% | -0.00 | 0.0008 | -0.007 | |
| 33.00 | 33.45 | 3 | 1,644 | 0.99 | 0.0010 | 0.000 | 57.5 | 0.0200 | 0.0700 | 1,993 | 96.1% | -0.01 | 0.0010 | -0.009 | ||
| 30.50 | 31.00 | 57 | 9,114 | 0.99 | 0.0013 | 0.000 | 60 | 0.0300 | 0.0500 | 509 | 16.3K | 86.7% | -0.01 | 0.0013 | -0.010 | |
| 28.05 | 28.55 | 1,380 | 64.6% | 0.99 | 0.0017 | 0.000 | 62.5 | 0.0400 | 0.0600 | 27 | 3,451 | 81.2% | -0.01 | 0.0017 | -0.012 | |
| 25.55 | 26.05 | 64 | 7,417 | 50.5% | 0.99 | 0.0023 | -0.001 | 65 | 0.0600 | 0.0700 | 554 | 18.9K | 76.3% | -0.01 | 0.0023 | -0.014 |
| 23.10 | 23.65 | 3 | 470 | 69.6% | 0.98 | 0.0032 | -0.006 | 67.5 | 0.0800 | 0.0900 | 38 | 26.7K | 71.4% | -0.02 | 0.0032 | -0.017 |
| 20.60 | 21.05 | 1 | 6,021 | 51.1% | 0.98 | 0.0046 | -0.011 | 70 | 0.1100 | 0.1200 | 197 | 15.7K | 66.9% | -0.02 | 0.0046 | -0.022 |
| 18.15 | 18.70 | 1 | 265 | 58.8% | 0.96 | 0.0066 | -0.019 | 72.5 | 0.1600 | 0.1800 | 37 | 4,154 | 63.4% | -0.04 | 0.0066 | -0.029 |
| 15.75 | 16.20 | 5 | 4,911 | 54.5% | 0.95 | 0.0096 | -0.030 | 75 | 0.2500 | 0.2600 | 1,253 | 14.5K | 60.2% | -0.05 | 0.0097 | -0.038 |
| 13.85 | 14.50 | 18 | 57.7% | 0.93 | 0.0129 | -0.041 | 77 | 0.3500 | 0.3700 | 85 | 984 | 58.0% | -0.07 | 0.0130 | -0.048 | |
| 13.40 | 13.85 | 191 | 53.8% | 0.92 | 0.0139 | -0.044 | 77.5 | 0.3800 | 0.4000 | 116 | 2,978 | 57.3% | -0.08 | 0.0139 | -0.051 | |
| 12.95 | 13.45 | 17 | 55.0% | 0.91 | 0.0149 | -0.047 | 78 | 0.4200 | 0.4700 | 22 | 358 | 57.5% | -0.09 | 0.0149 | -0.054 | |
| 12.05 | 12.45 | 9 | 53.1% | 0.90 | 0.0171 | -0.054 | 79 | 0.5100 | 0.5400 | 23 | 354 | 56.3% | -0.10 | 0.0171 | -0.060 | |
| 11.15 | 11.60 | 47 | 5,210 | 53.2% | 0.88 | 0.0194 | -0.061 | 80 | 0.6200 | 0.6400 | 1,393 | 31.1K | 55.5% | -0.12 | 0.0195 | -0.067 |
| 10.40 | 10.70 | 1 | 62 | 53.9% | 0.86 | 0.0219 | -0.069 | 81 | 0.7500 | 0.7900 | 96 | 726 | 55.1% | -0.14 | 0.0220 | -0.074 |
| 9.45 | 9.85 | 4 | 37 | 52.2% | 0.84 | 0.0246 | -0.077 | 82 | 0.9000 | 0.9500 | 181 | 459 | 54.5% | -0.17 | 0.0247 | -0.082 |
| 9.05 | 9.45 | 1 | 632 | 52.3% | 0.82 | 0.0259 | -0.081 | 82.5 | 0.9900 | 1.03 | 119 | 4,297 | 54.2% | -0.18 | 0.0260 | -0.086 |
| 8.65 | 9.05 | 4 | 12 | 52.2% | 0.81 | 0.0272 | -0.085 | 83 | 1.09 | 1.13 | 48 | 1,290 | 54.1% | -0.19 | 0.0274 | -0.090 |
| 7.85 | 8.25 | 12 | 17 | 51.6% | 0.78 | 0.0299 | -0.093 | 84 | 1.30 | 1.36 | 647 | 987 | 53.7% | -0.22 | 0.0300 | -0.097 |
| 7.15 | 7.50 | 276 | 3,672 | 51.8% | 0.75 | 0.0324 | -0.101 | 85 | 1.56 | 1.61 | 600 | 27.4K | 53.4% | -0.25 | 0.0325 | -0.105 |
| 6.60 | 6.80 | 3 | 275 | 53.0% | 0.71 | 0.0346 | -0.108 | 86 | 1.85 | 1.91 | 93 | 2,059 | 53.2% | -0.29 | 0.0348 | -0.111 |
| 5.95 | 6.15 | 278 | 2,064 | 53.0% | 0.67 | 0.0366 | -0.115 | 87 | 2.18 | 2.27 | 54 | 623 | 53.2% | -0.33 | 0.0368 | -0.117 |
| 5.65 | 5.80 | 10 | 992 | 52.8% | 0.66 | 0.0374 | -0.118 | 87.5 | 2.38 | 2.44 | 64 | 5,164 | 53.1% | -0.35 | 0.0377 | -0.120 |
| 5.30 | 5.50 | 57 | 402 | 52.5% | 0.64 | 0.0382 | -0.120 | 88 | 2.57 | 2.64 | 50 | 446 | 53.1% | -0.37 | 0.0384 | -0.122 |
| 4.70 | 4.95 | 304 | 754 | 52.5% | 0.60 | 0.0394 | -0.125 | 89 | 2.98 | 3.10 | 26 | 619 | 53.2% | -0.41 | 0.0396 | -0.126 |
| 4.25 | 4.40 | 1,964 | 13.8K | 53.0% | 0.56 | 0.0400 | -0.128 | 90 | 3.45 | 3.55 | 490 | 28.5K | 53.1% | -0.45 | 0.0403 | -0.129 |
| 3.80 | 3.90 | 233 | 1,134 | 53.2% | 0.52 | 0.0403 | -0.130 | 91 | 3.95 | 4.10 | 31 | 479 | 53.3% | -0.49 | 0.0406 | -0.131 |
| 3.30 | 3.45 | 793 | 1,471 | 52.9% | 0.48 | 0.0401 | -0.130 | 92 | 4.50 | 4.65 | 23 | 342 | 53.3% | -0.53 | 0.0404 | -0.131 |
| 3.15 | 3.25 | 1,132 | 5,244 | 53.4% | 0.46 | 0.0398 | -0.130 | 92.5 | 4.80 | 4.95 | 11 | 6,597 | 53.5% | -0.55 | 0.0401 | -0.130 |
| 2.97 | 3.10 | 110 | 746 | 53.9% | 0.44 | 0.0395 | -0.130 | 93 | 5.10 | 5.25 | 9 | 87 | 53.5% | -0.56 | 0.0398 | -0.130 |
| 2.62 | 2.71 | 95 | 1,088 | 53.9% | 0.40 | 0.0385 | -0.128 | 94 | 5.75 | 5.90 | 7 | 87 | 53.8% | -0.60 | 0.0388 | -0.127 |
| 2.32 | 2.36 | 4,775 | 43.7K | 54.1% | 0.37 | 0.0372 | -0.125 | 95 | 6.45 | 6.60 | 99 | 25.4K | 54.4% | -0.64 | 0.0376 | -0.124 |
| 2.02 | 2.10 | 231 | 557 | 54.5% | 0.33 | 0.0357 | -0.121 | 96 | 7.15 | 7.35 | 28 | 79 | 54.8% | -0.67 | 0.0360 | -0.120 |
| 1.79 | 1.85 | 215 | 759 | 55.1% | 0.30 | 0.0340 | -0.117 | 97 | 7.90 | 8.30 | 5 | 138 | 56.7% | -0.70 | 0.0343 | -0.115 |
| 1.67 | 1.73 | 115 | 7,718 | 55.2% | 0.29 | 0.0331 | -0.115 | 97.5 | 8.30 | 8.70 | 5 | 4,400 | 57.2% | -0.72 | 0.0334 | -0.113 |
| 1.55 | 1.63 | 32 | 1,067 | 55.3% | 0.27 | 0.0322 | -0.112 | 98 | 8.70 | 9.00 | 16 | 29 | 56.7% | -0.73 | 0.0325 | -0.110 |
| 1.39 | 1.43 | 95 | 446 | 56.0% | 0.25 | 0.0302 | -0.107 | 99 | 9.50 | 9.90 | 1 | 69 | 58.0% | -0.76 | 0.0306 | -0.104 |
| 1.22 | 1.25 | 6,661 | 50.6K | 56.4% | 0.22 | 0.0283 | -0.101 | 100 | 10.30 | 10.55 | 101 | 17.3K | 56.6% | -0.78 | 0.0286 | -0.098 |
| 1.05 | 1.10 | 1,854 | 1,382 | 56.7% | 0.20 | 0.0263 | -0.096 | 101 | 11.15 | 11.60 | 2 | 7 | 59.0% | -0.81 | 0.0267 | -0.092 |
| 0.9300 | 0.9700 | 42 | 581 | 57.3% | 0.18 | 0.0244 | -0.090 | 102 | 12.00 | 12.50 | 1 | 59.7% | -0.83 | 0.0248 | -0.086 | |
| 0.8000 | 0.8600 | 13 | 291 | 57.7% | 0.16 | 0.0226 | -0.084 | 103 | 12.85 | 13.40 | 2 | 9 | 60.2% | -0.85 | 0.0229 | -0.080 |
| 0.7300 | 0.7500 | 31 | 304 | 58.5% | 0.14 | 0.0208 | -0.079 | 104 | 13.80 | 14.30 | 2 | 61.4% | -0.86 | 0.0211 | -0.073 | |
| 0.6400 | 0.6700 | 253 | 17.4K | 59.1% | 0.13 | 0.0191 | -0.073 | 105 | 14.70 | 15.20 | 14 | 9,793 | 61.8% | -0.88 | 0.0194 | -0.067 |
| 0.3400 | 0.3600 | 3,741 | 58.8K | 61.8% | 0.07 | 0.0121 | -0.050 | 110 | 19.40 | 19.75 | 50 | 17.9K | 62.5% | -0.93 | 0.0124 | -0.041 |
| 0.1800 | 0.2000 | 2,974 | 15.9K | 64.4% | 0.04 | 0.0075 | -0.033 | 115 | 24.15 | 24.75 | 14 | 2,355 | 66.7% | -0.97 | 0.0087 | -0.022 |
| 0.1000 | 0.1100 | 1,872 | 36.3K | 66.8% | 0.03 | 0.0047 | -0.022 | 120 | 29.20 | 29.65 | 28 | 6,324 | 74.4% | -0.99 | 0.0059 | -0.017 |
| 0.0600 | 0.0700 | 298 | 11.5K | 70.0% | 0.02 | 0.0030 | -0.015 | 125 | 34.15 | 34.65 | 409 | 81.0% | -1.00 | 0.0027 | -0.025 | |
| 0.0300 | 0.0400 | 1,302 | 21.2K | 71.6% | 0.01 | 0.0020 | -0.011 | 130 | 39.15 | 39.65 | 688 | 89.1% | -1.00 | 0.0007 | -0.034 | |
| 0.0200 | 0.0300 | 510 | 31.6K | 75.2% | 0.01 | 0.0014 | -0.008 | 135 | 44.15 | 44.65 | 151 | 96.8% | -1.00 | 0.0002 | -0.039 | |
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 18, 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.