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 ±15.4% (78.50–107.06) · ATM IV 65.1% · P/C открытого интереса 0.51
| 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 | |
| 45.95 | 46.15 | 533 | 104.1% | 0.99 | 0.0008 | -0.003 | 47 | 0.0600 | 0.1000 | 1,061 | 102.2% | -0.01 | 0.0008 | -0.009 | ||
| 43.00 | 43.20 | 2,498 | 5,161 | 100.2% | 0.99 | 0.0010 | -0.005 | 50 | 0.0900 | 0.1100 | 193 | 4,710 | 96.6% | -0.01 | 0.0010 | -0.010 |
| 40.50 | 40.70 | 2 | 1,348 | 91.9% | 0.99 | 0.0013 | -0.007 | 52.5 | 0.1100 | 0.1300 | 258 | 3,352 | 92.1% | -0.01 | 0.0013 | -0.012 |
| 38.05 | 38.25 | 1 | 884 | 89.0% | 0.98 | 0.0016 | -0.010 | 55 | 0.1400 | 0.1500 | 47 | 2,049 | 87.8% | -0.02 | 0.0016 | -0.014 |
| 35.60 | 35.80 | 7 | 613 | 85.3% | 0.98 | 0.0021 | -0.012 | 57.5 | 0.1500 | 0.2000 | 2,087 | 83.7% | -0.02 | 0.0021 | -0.017 | |
| 33.20 | 33.30 | 9 | 6,398 | 81.2% | 0.97 | 0.0026 | -0.016 | 60 | 0.2200 | 0.2300 | 848 | 5,979 | 80.6% | -0.03 | 0.0027 | -0.020 |
| 30.75 | 30.90 | 8 | 989 | 78.1% | 0.97 | 0.0034 | -0.020 | 62.5 | 0.2700 | 0.2900 | 35 | 2,263 | 77.1% | -0.03 | 0.0034 | -0.023 |
| 28.35 | 28.50 | 12 | 4,883 | 75.4% | 0.96 | 0.0043 | -0.025 | 65 | 0.3600 | 0.3800 | 499 | 11.9K | 74.6% | -0.04 | 0.0044 | -0.028 |
| 25.95 | 26.10 | 19 | 418 | 72.8% | 0.95 | 0.0055 | -0.031 | 67.5 | 0.4800 | 0.5000 | 125 | 5,099 | 72.3% | -0.05 | 0.0056 | -0.034 |
| 23.65 | 23.85 | 122 | 56.6K | 71.5% | 0.93 | 0.0070 | -0.038 | 70 | 0.6500 | 0.6700 | 907 | 11.8K | 70.5% | -0.07 | 0.0070 | -0.041 |
| 21.40 | 21.55 | 31 | 1,674 | 69.5% | 0.91 | 0.0087 | -0.046 | 72.5 | 0.8700 | 0.9000 | 264 | 2,787 | 68.9% | -0.09 | 0.0088 | -0.049 |
| 19.20 | 19.40 | 118 | 2,470 | 68.3% | 0.88 | 0.0107 | -0.055 | 75 | 1.18 | 1.21 | 803 | 12.7K | 67.8% | -0.12 | 0.0107 | -0.058 |
| 17.10 | 17.30 | 19 | 575 | 67.5% | 0.85 | 0.0128 | -0.065 | 77.5 | 1.57 | 1.61 | 464 | 6,325 | 66.7% | -0.15 | 0.0129 | -0.067 |
| 16.70 | 16.85 | 12 | 66.7% | 0.84 | 0.0132 | -0.067 | 78 | 1.66 | 1.70 | 173 | 66.5% | -0.16 | 0.0133 | -0.069 | ||
| 15.95 | 16.10 | 12 | 67.0% | 0.82 | 0.0141 | -0.071 | 79 | 1.87 | 1.90 | 69 | 66.3% | -0.18 | 0.0142 | -0.073 | ||
| 15.15 | 15.30 | 44 | 11.2K | 66.4% | 0.81 | 0.0150 | -0.075 | 80 | 2.08 | 2.13 | 2,230 | 22.5K | 66.0% | -0.19 | 0.0150 | -0.077 |
| 14.40 | 14.55 | 9 | 66.2% | 0.79 | 0.0158 | -0.080 | 81 | 2.32 | 2.39 | 27 | 65.9% | -0.21 | 0.0159 | -0.081 | ||
| 13.70 | 13.85 | 24 | 66.1% | 0.77 | 0.0166 | -0.083 | 82 | 2.59 | 2.64 | 189 | 65.7% | -0.23 | 0.0167 | -0.085 | ||
| 13.30 | 13.45 | 52 | 272 | 65.8% | 0.76 | 0.0170 | -0.085 | 82.5 | 2.72 | 2.78 | 152 | 5,475 | 65.5% | -0.24 | 0.0171 | -0.087 |
| 13.00 | 13.10 | 41 | 65.8% | 0.75 | 0.0174 | -0.087 | 83 | 2.86 | 2.93 | 135 | 65.5% | -0.25 | 0.0175 | -0.089 | ||
| 12.30 | 12.40 | 31 | 65.8% | 0.73 | 0.0181 | -0.091 | 84 | 3.15 | 3.25 | 121 | 65.3% | -0.27 | 0.0182 | -0.092 | ||
| 11.65 | 11.75 | 126 | 7,087 | 65.8% | 0.71 | 0.0188 | -0.094 | 85 | 3.50 | 3.60 | 2,139 | 19.6K | 65.4% | -0.29 | 0.0189 | -0.096 |
| 10.95 | 11.10 | 18 | 65.4% | 0.69 | 0.0194 | -0.097 | 86 | 3.85 | 3.95 | 225 | 65.2% | -0.31 | 0.0196 | -0.099 | ||
| 10.35 | 10.50 | 273 | 65.5% | 0.67 | 0.0200 | -0.100 | 87 | 4.20 | 4.30 | 196 | 64.8% | -0.33 | 0.0202 | -0.102 | ||
| 10.05 | 10.20 | 43 | 1,470 | 65.4% | 0.66 | 0.0203 | -0.102 | 87.5 | 4.40 | 4.55 | 365 | 7,557 | 65.0% | -0.34 | 0.0204 | -0.103 |
| 9.75 | 9.90 | 79 | 65.3% | 0.65 | 0.0205 | -0.103 | 88 | 4.65 | 4.75 | 243 | 65.2% | -0.35 | 0.0207 | -0.104 | ||
| 9.20 | 9.35 | 339 | 65.5% | 0.63 | 0.0210 | -0.105 | 89 | 5.05 | 5.15 | 166 | 64.9% | -0.37 | 0.0211 | -0.106 | ||
| 8.65 | 8.80 | 531 | 8,887 | 65.4% | 0.61 | 0.0214 | -0.107 | 90 | 5.50 | 5.60 | 1,589 | 26.7K | 64.8% | -0.39 | 0.0215 | -0.108 |
| 8.10 | 8.25 | 77 | 65.1% | 0.59 | 0.0217 | -0.109 | 91 | 6.00 | 6.10 | 130 | 65.0% | -0.42 | 0.0218 | -0.110 | ||
| 7.65 | 7.75 | 85 | 65.3% | 0.56 | 0.0219 | -0.110 | 92 | 6.50 | 6.60 | 240 | 65.0% | -0.44 | 0.0221 | -0.111 | ||
| 7.40 | 7.50 | 513 | 11.4K | 65.2% | 0.55 | 0.0220 | -0.110 | 92.5 | 6.75 | 6.85 | 712 | 14.0K | 64.9% | -0.45 | 0.0222 | -0.111 |
| 7.15 | 7.30 | 160 | 65.3% | 0.54 | 0.0220 | -0.111 | 93 | 7.00 | 7.10 | 84 | 64.8% | -0.46 | 0.0222 | -0.112 | ||
| 6.70 | 6.85 | 1,387 | 65.3% | 0.52 | 0.0221 | -0.111 | 94 | 7.55 | 7.70 | 979 | 65.0% | -0.48 | 0.0223 | -0.112 | ||
| 6.30 | 6.40 | 3,138 | 8,568 | 65.4% | 0.50 | 0.0222 | -0.112 | 95 | 8.15 | 8.25 | 1,224 | 12.7K | 65.1% | -0.50 | 0.0224 | -0.112 |
| 5.90 | 6.00 | 294 | 65.5% | 0.48 | 0.0221 | -0.111 | 96 | 8.75 | 8.85 | 221 | 65.2% | -0.53 | 0.0223 | -0.112 | ||
| 5.50 | 5.60 | 285 | 65.4% | 0.46 | 0.0220 | -0.111 | 97 | 9.35 | 9.50 | 36 | 65.4% | -0.55 | 0.0222 | -0.112 | ||
| 5.30 | 5.40 | 615 | 3,327 | 65.5% | 0.45 | 0.0219 | -0.111 | 97.5 | 9.65 | 9.80 | 333 | 4,234 | 65.0% | -0.56 | 0.0222 | -0.111 |
| 5.15 | 5.25 | 114 | 65.5% | 0.44 | 0.0218 | -0.110 | 98 | 9.95 | 10.10 | 52 | 65.1% | -0.57 | 0.0221 | -0.111 | ||
| 4.80 | 4.90 | 136 | 65.5% | 0.42 | 0.0216 | -0.109 | 99 | 10.70 | 10.75 | 49 | 65.5% | -0.59 | 0.0218 | -0.110 | ||
| 4.50 | 4.60 | 6,091 | 20.3K | 65.8% | 0.40 | 0.0213 | -0.108 | 100 | 11.30 | 11.45 | 879 | 24.9K | 65.4% | -0.61 | 0.0216 | -0.109 |
| 4.20 | 4.30 | 118 | 65.9% | 0.38 | 0.0210 | -0.107 | 101 | 12.00 | 12.15 | 68 | 65.5% | -0.63 | 0.0212 | -0.107 | ||
| 3.90 | 4.00 | 222 | 65.9% | 0.36 | 0.0206 | -0.105 | 102 | 12.70 | 12.85 | 11 | 65.4% | -0.65 | 0.0209 | -0.105 | ||
| 3.60 | 3.70 | 229 | 65.7% | 0.34 | 0.0202 | -0.103 | 103 | 13.45 | 13.60 | 125 | 65.7% | -0.67 | 0.0205 | -0.103 | ||
| 3.40 | 3.45 | 170 | 66.0% | 0.32 | 0.0197 | -0.101 | 104 | 14.20 | 14.35 | 158 | 65.8% | -0.68 | 0.0200 | -0.101 | ||
| 3.15 | 3.20 | 3,000 | 12.6K | 66.0% | 0.31 | 0.0192 | -0.099 | 105 | 15.00 | 15.10 | 152 | 10.7K | 66.0% | -0.70 | 0.0196 | -0.099 |
| 2.20 | 2.23 | 8,088 | 44.0K | 66.6% | 0.23 | 0.0165 | -0.086 | 110 | 19.00 | 19.15 | 261 | 9,924 | 66.4% | -0.78 | 0.0169 | -0.086 |
| 1.53 | 1.55 | 4,457 | 25.0K | 67.5% | 0.17 | 0.0137 | -0.073 | 115 | 23.35 | 23.50 | 76 | 11.4K | 67.3% | -0.84 | 0.0141 | -0.073 |
| 1.08 | 1.09 | 2,646 | 39.2K | 68.6% | 0.13 | 0.0110 | -0.060 | 120 | 27.90 | 28.10 | 89 | 11.0K | 68.7% | -0.88 | 0.0115 | -0.060 |
| 0.7600 | 0.7800 | 3,469 | 34.8K | 69.8% | 0.10 | 0.0088 | -0.050 | 125 | 32.60 | 32.80 | 60 | 4,689 | 69.8% | -0.92 | 0.0093 | -0.049 |
| 0.5500 | 0.5600 | 1,545 | 95.2K | 71.1% | 0.07 | 0.0069 | -0.040 | 130 | 37.40 | 37.55 | 213 | 1,543 | 70.8% | -0.94 | 0.0074 | -0.039 |
| 0.4000 | 0.4100 | 626 | 13.0K | 72.5% | 0.05 | 0.0054 | -0.033 | 135 | 42.25 | 42.45 | 55 | 946 | 70.8% | -0.96 | 0.0060 | -0.032 |
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.