ISRG цепочка опционов Intuitive Surgical, Inc.
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 ±8.0% (337.36–396.06) · ATM IV 31.6% · P/C открытого интереса 0.18
| 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 | |
| 163.60 | 170.20 | 1.00 | 0.0000 | 0.000 | 200 | 0 | 5.20 | 123.9% | -0.00 | 0.0000 | -0.002 | |||||
| 153.70 | 160.30 | 1.00 | 0.0001 | 0.000 | 210 | 0 | 5.20 | 115.5% | -0.00 | 0.0001 | -0.003 | |||||
| 143.70 | 150.40 | 1.00 | 0.0001 | 0.000 | 220 | 0 | 5.20 | 107.3% | -0.00 | 0.0001 | -0.005 | |||||
| 133.80 | 140.40 | 1.00 | 0.0001 | 0.000 | 230 | 0 | 5.20 | 99.6% | -0.00 | 0.0001 | -0.007 | |||||
| 123.90 | 130.50 | 1.00 | 0.0002 | 0.000 | 240 | 0 | 5.20 | 92.1% | -0.00 | 0.0002 | -0.009 | |||||
| 114.00 | 120.60 | 1.00 | 0.0003 | 0.000 | 250 | 0 | 5.20 | 84.8% | -0.01 | 0.0003 | -0.013 | |||||
| 104.10 | 110.70 | 0.99 | 0.0004 | 0.000 | 260 | 0 | 5.20 | 77.8% | -0.01 | 0.0004 | -0.018 | |||||
| 94.30 | 100.90 | 0.99 | 0.0007 | 0.000 | 270 | 0 | 5.30 | 71.3% | -0.01 | 0.0007 | -0.025 | |||||
| 89.40 | 96.00 | 0.98 | 0.0008 | 0.000 | 275 | 0 | 5.30 | 68.0% | -0.02 | 0.0008 | -0.029 | |||||
| 84.50 | 91.10 | 0.98 | 0.0010 | 0.000 | 280 | 0 | 5.40 | 65.0% | -0.02 | 0.0010 | -0.034 | |||||
| 79.60 | 86.20 | 0.98 | 0.0012 | -0.005 | 285 | 0 | 4.60 | 59.2% | -0.03 | 0.0012 | -0.040 | |||||
| 74.80 | 81.40 | 0.97 | 0.0014 | -0.013 | 290 | 0 | 5.50 | 58.7% | -0.03 | 0.0014 | -0.046 | |||||
| 70.10 | 76.50 | 0.96 | 0.0017 | -0.022 | 295 | 0 | 5.50 | 55.5% | -0.04 | 0.0018 | -0.053 | |||||
| 65.90 | 71.70 | 33.6% | 0.95 | 0.0021 | -0.033 | 300 | 0 | 2.80 | 44.1% | -0.05 | 0.0021 | -0.062 | ||||
| 61.10 | 67.00 | 34.2% | 0.94 | 0.0025 | -0.044 | 305 | 0 | 5.70 | 49.6% | -0.06 | 0.0025 | -0.071 | ||||
| 56.00 | 62.30 | 32.6% | 0.93 | 0.0030 | -0.056 | 310 | 0 | 5.80 | 46.7% | -0.07 | 0.0030 | -0.081 | ||||
| 51.50 | 57.60 | 33.2% | 0.92 | 0.0035 | -0.070 | 315 | 0 | 5.90 | 43.7% | -0.09 | 0.0036 | -0.092 | ||||
| 46.80 | 53.00 | 32.6% | 0.90 | 0.0042 | -0.084 | 320 | 0 | 6.10 | 1 | 41.0% | -0.10 | 0.0042 | -0.105 | |||
| 42.80 | 48.30 | 33.1% | 0.88 | 0.0049 | -0.099 | 325 | 0.7500 | 5.10 | 4 | 37.2% | -0.13 | 0.0049 | -0.118 | |||
| 38.50 | 44.00 | 33.1% | 0.85 | 0.0056 | -0.114 | 330 | 1.25 | 5.20 | 1 | 35.2% | -0.15 | 0.0057 | -0.132 | |||
| 32.40 | 39.80 | 6 | 29.2% | 0.82 | 0.0064 | -0.130 | 335 | 1.95 | 4.70 | 3 | 32.3% | -0.18 | 0.0065 | -0.146 | ||
| 29.40 | 35.70 | 31.0% | 0.79 | 0.0073 | -0.145 | 340 | 3.60 | 7.00 | 35.1% | -0.21 | 0.0074 | -0.159 | ||||
| 26.10 | 31.90 | 31.6% | 0.75 | 0.0081 | -0.160 | 345 | 4.70 | 7.00 | 6 | 32.9% | -0.25 | 0.0082 | -0.172 | |||
| 23.80 | 26.80 | 31.2% | 0.71 | 0.0089 | -0.173 | 350 | 3.50 | 8.50 | 29.4% | -0.30 | 0.0091 | -0.184 | ||||
| 20.30 | 23.50 | 30.9% | 0.66 | 0.0096 | -0.184 | 355 | 7.50 | 10.20 | 1 | 32.2% | -0.34 | 0.0098 | -0.194 | |||
| 17.30 | 20.30 | 30.7% | 0.61 | 0.0101 | -0.193 | 360 | 9.30 | 12.20 | 31.9% | -0.39 | 0.0104 | -0.201 | ||||
| 14.90 | 17.40 | 7 | 30.9% | 0.56 | 0.0105 | -0.198 | 365 | 12.00 | 14.40 | 32.3% | -0.45 | 0.0108 | -0.205 | |||
| 13.00 | 15.10 | 4 | 7 | 31.7% | 0.51 | 0.0107 | -0.200 | 370 | 14.70 | 17.30 | 1 | 32.8% | -0.50 | 0.0110 | -0.206 | |
| 10.60 | 12.90 | 53 | 31.5% | 0.46 | 0.0107 | -0.199 | 375 | 16.90 | 20.00 | 2 | 32.0% | -0.56 | 0.0110 | -0.203 | ||
| 9.20 | 10.60 | 1 | 31.6% | 0.40 | 0.0104 | -0.195 | 380 | 19.70 | 22.80 | 31.3% | -0.61 | 0.0108 | -0.197 | |||
| 7.30 | 9.40 | 1 | 32.0% | 0.36 | 0.0100 | -0.188 | 385 | 23.60 | 27.90 | 1 | 34.0% | -0.66 | 0.0105 | -0.189 | ||
| 5.30 | 7.90 | 1 | 31.2% | 0.31 | 0.0095 | -0.178 | 390 | 27.40 | 32.00 | 35.0% | -0.71 | 0.0099 | -0.178 | |||
| 4.30 | 6.60 | 15 | 31.5% | 0.27 | 0.0088 | -0.168 | 395 | 29.00 | 35.80 | 32.2% | -0.75 | 0.0093 | -0.166 | |||
| 3.60 | 7.70 | 17 | 35.0% | 0.23 | 0.0081 | -0.155 | 400 | 33.00 | 39.90 | 1 | 32.4% | -0.79 | 0.0086 | -0.153 | ||
| 2.30 | 4.70 | 2 | 31.4% | 0.20 | 0.0073 | -0.143 | 405 | 37.00 | 43.90 | 1 | 31.7% | -0.83 | 0.0079 | -0.139 | ||
| 2.25 | 4.20 | 1 | 16 | 33.0% | 0.17 | 0.0066 | -0.130 | 410 | 41.40 | 48.70 | 32.7% | -0.86 | 0.0071 | -0.124 | ||
| 1.10 | 6.70 | 1 | 37.7% | 0.14 | 0.0059 | -0.118 | 415 | 46.00 | 52.80 | 1 | 32.1% | -0.88 | 0.0063 | -0.109 | ||
| 0 | 6.10 | 37.1% | 0.12 | 0.0052 | -0.107 | 420 | 51.00 | 57.40 | 1 | 1 | 33.2% | -0.91 | 0.0057 | -0.094 | ||
| 0 | 6.00 | 39.1% | 0.10 | 0.0046 | -0.096 | 425 | 55.30 | 62.40 | 33.0% | -0.93 | 0.0054 | -0.079 | ||||
| 0 | 5.20 | 1 | 39.6% | 0.09 | 0.0040 | -0.086 | 430 | 60.10 | 67.20 | 33.0% | -0.95 | 0.0050 | -0.071 | |||
| 0 | 5.70 | 4 | 42.8% | 0.08 | 0.0035 | -0.076 | 435 | 65.00 | 72.00 | 31.8% | -0.96 | 0.0045 | -0.074 | |||
| 0 | 3.30 | 39.0% | 0.06 | 0.0031 | -0.068 | 440 | 70.30 | 76.90 | 36.0% | -0.98 | 0.0039 | -0.077 | ||||
| 0 | 5.50 | 46.4% | 0.05 | 0.0027 | -0.061 | 445 | 74.70 | 82.70 | 39.0% | -0.99 | 0.0026 | -0.109 | ||||
| 0 | 5.40 | 48.1% | 0.05 | 0.0023 | -0.054 | 450 | 79.70 | 87.70 | 40.7% | -0.99 | 0.0017 | -0.126 | ||||
| 0 | 5.40 | 50.0% | 0.04 | 0.0020 | -0.048 | 455 | 84.70 | 91.60 | -1.00 | 0.0010 | -0.151 | |||||
| 0 | 5.10 | 51.1% | 0.03 | 0.0018 | -0.043 | 460 | 89.70 | 97.20 | -1.00 | 0.0004 | -0.171 | |||||
| 0 | 5.30 | 53.4% | 0.03 | 0.0015 | -0.038 | 465 | 94.90 | 102.80 | 47.5% | -1.00 | 0.0000 | -0.182 | ||||
| 0 | 5.30 | 55.2% | 0.03 | 0.0013 | -0.034 | 470 | 99.90 | 107.80 | 49.1% | -1.00 | 0.0000 | -0.192 | ||||
| 0 | 5.20 | 56.6% | 0.02 | 0.0012 | -0.030 | 475 | 104.90 | 112.80 | 50.8% | -1.00 | 0.0000 | -0.197 | ||||
| 0 | 5.20 | 58.3% | 0.02 | 0.0010 | -0.027 | 480 | 109.90 | 117.80 | 52.4% | -1.00 | 0.0000 | -0.200 | ||||
| 0 | 5.20 | 60.0% | 0.02 | 0.0009 | -0.024 | 485 | 114.90 | 122.80 | 54.0% | -1.00 | 0.0000 | -0.202 | ||||
| 0 | 5.20 | 61.7% | 0.01 | 0.0008 | -0.022 | 490 | 119.70 | 126.70 | -1.00 | 0.0000 | -0.203 | |||||
| 0 | 5.20 | 63.3% | 0.01 | 0.0007 | -0.019 | 495 | 124.90 | 131.70 | -1.00 | 0.0000 | -0.204 | |||||
| 0 | 5.20 | 64.9% | 0.01 | 0.0006 | -0.017 | 500 | 129.90 | 136.70 | -1.00 | 0.0000 | -0.204 | |||||
| 0 | 5.20 | 66.4% | 0.01 | 0.0005 | -0.016 | 505 | 134.70 | 141.70 | -1.00 | 0.0000 | -0.204 | |||||
| 0 | 5.20 | 68.0% | 0.01 | 0.0005 | -0.014 | 510 | 139.90 | 146.70 | -1.00 | 0.0000 | -0.205 | |||||
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 09, 2026
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