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 ±17.6% (361.23–515.83) · ATM IV 38.1% · P/C открытого интереса 1.34
| 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 | |
| 219.40 | 225.30 | 42.0% | 0.99 | 0.0001 | 0.000 | 220 | 0 | 1.40 | 64 | 58.7% | -0.01 | 0.0001 | -0.009 | |||
| 214.50 | 221.00 | 52.0% | 0.99 | 0.0001 | 0.000 | 225 | 0 | 1.25 | 28 | 56.1% | -0.01 | 0.0001 | -0.010 | |||
| 209.60 | 216.10 | 50.8% | 0.99 | 0.0002 | 0.000 | 230 | 0 | 1.30 | 19 | 54.8% | -0.01 | 0.0002 | -0.011 | |||
| 204.80 | 211.20 | 50.5% | 0.99 | 0.0002 | 0.000 | 235 | 0 | 1.35 | 11 | 53.4% | -0.01 | 0.0002 | -0.012 | |||
| 199.60 | 206.40 | 47.7% | 0.99 | 0.0002 | 0.000 | 240 | 0 | 1.40 | 6 | 52.1% | -0.01 | 0.0002 | -0.014 | |||
| 195.20 | 201.50 | 2 | 50.0% | 0.99 | 0.0002 | 0.000 | 245 | 0 | 1.70 | 4 | 52.1% | -0.01 | 0.0002 | -0.015 | ||
| 190.20 | 196.70 | 2 | 48.7% | 0.99 | 0.0003 | 0.000 | 250 | 0 | 1.60 | 5 | 50.1% | -0.01 | 0.0003 | -0.017 | ||
| 185.20 | 191.80 | 46.9% | 0.99 | 0.0003 | 0.000 | 255 | 0.0500 | 1.70 | 49.2% | -0.02 | 0.0003 | -0.019 | ||||
| 180.70 | 187.00 | 3 | 12 | 48.0% | 0.98 | 0.0004 | 0.000 | 260 | 0.1000 | 1.80 | 27 | 48.4% | -0.02 | 0.0004 | -0.021 | |
| 175.90 | 182.20 | 1 | 47.5% | 0.98 | 0.0004 | -0.001 | 265 | 0.2000 | 1.90 | 24 | 47.6% | -0.02 | 0.0004 | -0.023 | ||
| 170.80 | 177.40 | 2 | 45.8% | 0.98 | 0.0005 | -0.004 | 270 | 0.3000 | 2.40 | 2 | 48.2% | -0.02 | 0.0005 | -0.026 | ||
| 166.40 | 172.60 | 5 | 46.5% | 0.97 | 0.0005 | -0.007 | 275 | 0.3000 | 2.60 | 14 | 47.3% | -0.03 | 0.0005 | -0.028 | ||
| 161.60 | 167.90 | 4 | 46.0% | 0.97 | 0.0006 | -0.010 | 280 | 0.2500 | 3.10 | 27 | 47.0% | -0.03 | 0.0006 | -0.031 | ||
| 156.80 | 163.20 | 45.5% | 0.97 | 0.0006 | -0.014 | 285 | 0.8000 | 2.90 | 29 | 46.4% | -0.03 | 0.0006 | -0.034 | |||
| 152.10 | 158.40 | 2 | 44.8% | 0.96 | 0.0007 | -0.018 | 290 | 1.00 | 3.20 | 22 | 46.0% | -0.04 | 0.0007 | -0.037 | ||
| 147.40 | 153.70 | 2 | 44.3% | 0.96 | 0.0008 | -0.022 | 295 | 1.25 | 3.50 | 21 | 45.7% | -0.04 | 0.0008 | -0.041 | ||
| 143.20 | 149.10 | 4 | 45.0% | 0.95 | 0.0009 | -0.026 | 300 | 1.50 | 3.10 | 1 | 87 | 43.8% | -0.05 | 0.0009 | -0.044 | |
| 138.10 | 144.50 | 43.7% | 0.95 | 0.0010 | -0.030 | 305 | 1.80 | 4.40 | 11 | 45.2% | -0.05 | 0.0010 | -0.048 | |||
| 133.40 | 139.90 | 1 | 43.1% | 0.94 | 0.0011 | -0.035 | 310 | 1.80 | 4.40 | 60 | 43.6% | -0.06 | 0.0011 | -0.052 | ||
| 129.00 | 135.10 | 42.6% | 0.94 | 0.0012 | -0.040 | 315 | 1.90 | 5.30 | 48 | 43.7% | -0.07 | 0.0012 | -0.056 | |||
| 124.40 | 130.80 | 1 | 42.5% | 0.93 | 0.0013 | -0.044 | 320 | 2.80 | 5.90 | 69 | 44.2% | -0.07 | 0.0013 | -0.061 | ||
| 120.00 | 126.30 | 42.2% | 0.92 | 0.0014 | -0.050 | 325 | 2.80 | 6.80 | 87 | 43.7% | -0.08 | 0.0014 | -0.065 | |||
| 115.50 | 121.90 | 5 | 41.8% | 0.91 | 0.0015 | -0.055 | 330 | 3.70 | 6.40 | 48 | 42.7% | -0.09 | 0.0015 | -0.070 | ||
| 111.20 | 117.60 | 3 | 41.7% | 0.90 | 0.0016 | -0.060 | 335 | 4.20 | 7.30 | 42 | 42.7% | -0.10 | 0.0016 | -0.075 | ||
| 107.00 | 113.20 | 1 | 41.4% | 0.89 | 0.0017 | -0.065 | 340 | 5.20 | 7.50 | 45 | 42.3% | -0.11 | 0.0018 | -0.080 | ||
| 103.70 | 109.40 | 1 | 42.5% | 0.88 | 0.0019 | -0.071 | 345 | 6.00 | 9.10 | 18 | 43.0% | -0.12 | 0.0019 | -0.085 | ||
| 99.80 | 104.70 | 9 | 42.0% | 0.87 | 0.0020 | -0.076 | 350 | 6.50 | 8.60 | 2 | 325 | 41.2% | -0.13 | 0.0020 | -0.090 | |
| 94.50 | 100.60 | 8 | 40.7% | 0.86 | 0.0021 | -0.082 | 355 | 7.30 | 8.80 | 1 | 28 | 40.4% | -0.14 | 0.0022 | -0.095 | |
| 90.00 | 97.10 | 20 | 40.5% | 0.85 | 0.0023 | -0.088 | 360 | 8.40 | 9.90 | 1 | 132 | 40.6% | -0.16 | 0.0023 | -0.100 | |
| 87.80 | 92.70 | 12 | 41.3% | 0.83 | 0.0024 | -0.093 | 365 | 9.00 | 10.60 | 1 | 36 | 39.8% | -0.17 | 0.0025 | -0.105 | |
| 83.60 | 88.60 | 37 | 40.7% | 0.82 | 0.0026 | -0.099 | 370 | 9.60 | 11.70 | 56 | 66 | 39.3% | -0.18 | 0.0026 | -0.110 | |
| 78.20 | 85.20 | 18 | 39.6% | 0.81 | 0.0027 | -0.104 | 375 | 11.30 | 13.00 | 9 | 39.7% | -0.20 | 0.0028 | -0.115 | ||
| 74.50 | 80.90 | 1 | 9 | 39.0% | 0.79 | 0.0028 | -0.109 | 380 | 12.20 | 16.10 | 92 | 40.6% | -0.21 | 0.0029 | -0.120 | |
| 72.10 | 77.40 | 12 | 39.8% | 0.77 | 0.0030 | -0.114 | 385 | 14.00 | 17.80 | 40.9% | -0.23 | 0.0031 | -0.125 | |||
| 69.00 | 73.90 | 2 | 17 | 39.9% | 0.76 | 0.0031 | -0.119 | 390 | 15.30 | 16.90 | 25 | 39.2% | -0.25 | 0.0032 | -0.130 | |
| 64.20 | 70.30 | 23 | 38.8% | 0.74 | 0.0032 | -0.124 | 395 | 15.00 | 18.70 | 8 | 38.1% | -0.26 | 0.0033 | -0.134 | ||
| 61.10 | 66.80 | 1 | 43 | 38.7% | 0.72 | 0.0034 | -0.128 | 400 | 18.40 | 20.40 | 1 | 22 | 39.1% | -0.28 | 0.0035 | -0.138 |
| 57.90 | 63.60 | 236 | 38.6% | 0.71 | 0.0035 | -0.133 | 405 | 19.80 | 22.10 | 7 | 38.8% | -0.30 | 0.0036 | -0.142 | ||
| 54.70 | 60.40 | 1 | 26 | 38.4% | 0.69 | 0.0036 | -0.136 | 410 | 21.80 | 23.90 | 12 | 38.7% | -0.32 | 0.0037 | -0.145 | |
| 52.40 | 57.70 | 3 | 38.9% | 0.67 | 0.0037 | -0.140 | 415 | 23.70 | 28.90 | 106 | 40.2% | -0.34 | 0.0038 | -0.148 | ||
| 49.60 | 54.10 | 70 | 38.5% | 0.65 | 0.0038 | -0.143 | 420 | 25.40 | 30.10 | 9 | 39.5% | -0.36 | 0.0039 | -0.151 | ||
| 46.50 | 51.90 | 38 | 38.5% | 0.63 | 0.0039 | -0.146 | 425 | 27.90 | 33.00 | 7 | 39.9% | -0.38 | 0.0040 | -0.153 | ||
| 44.30 | 48.70 | 39 | 38.4% | 0.61 | 0.0039 | -0.148 | 430 | 29.80 | 32.70 | 1 | 38.3% | -0.40 | 0.0041 | -0.156 | ||
| 41.50 | 46.20 | 27 | 38.3% | 0.59 | 0.0040 | -0.150 | 435 | 32.00 | 35.10 | 2 | 38.1% | -0.42 | 0.0042 | -0.157 | ||
| 39.90 | 42.30 | 5 | 47 | 38.0% | 0.57 | 0.0040 | -0.151 | 440 | 34.90 | 37.50 | 16 | 38.2% | -0.44 | 0.0042 | -0.159 | |
| 35.60 | 41.20 | 1 | 50 | 37.6% | 0.55 | 0.0041 | -0.153 | 445 | 37.00 | 43.00 | 39.3% | -0.46 | 0.0043 | -0.160 | ||
| 35.20 | 38.10 | 1 | 65 | 38.0% | 0.53 | 0.0041 | -0.153 | 450 | 40.20 | 45.20 | 6 | 39.3% | -0.48 | 0.0043 | -0.160 | |
| 32.80 | 36.30 | 32 | 38.0% | 0.51 | 0.0041 | -0.154 | 455 | 42.60 | 48.40 | 1 | 39.2% | -0.51 | 0.0043 | -0.160 | ||
| 30.90 | 33.80 | 3 | 47 | 37.9% | 0.49 | 0.0041 | -0.154 | 460 | 45.30 | 50.90 | 5 | 38.8% | -0.53 | 0.0044 | -0.160 | |
| 27.10 | 32.70 | 5 | 37.4% | 0.47 | 0.0041 | -0.153 | 465 | 48.20 | 54.40 | 38.9% | -0.55 | 0.0044 | -0.159 | |||
| 27.20 | 29.90 | 2 | 48 | 37.8% | 0.45 | 0.0041 | -0.152 | 470 | 51.30 | 57.20 | 4 | 38.7% | -0.57 | 0.0044 | -0.158 | |
| 23.60 | 28.80 | 35 | 37.2% | 0.43 | 0.0041 | -0.151 | 475 | 54.50 | 60.00 | 38.5% | -0.59 | 0.0043 | -0.157 | |||
| 23.80 | 25.70 | 1 | 43 | 37.4% | 0.41 | 0.0040 | -0.150 | 480 | 57.60 | 62.70 | 38.0% | -0.61 | 0.0043 | -0.155 | ||
| 22.10 | 24.30 | 6 | 37.5% | 0.39 | 0.0040 | -0.148 | 485 | 61.00 | 65.20 | 37.4% | -0.63 | 0.0043 | -0.153 | |||
| 19.10 | 23.70 | 5 | 37.1% | 0.38 | 0.0040 | -0.146 | 490 | 64.40 | 69.70 | 37.9% | -0.65 | 0.0042 | -0.151 | |||
| 18.00 | 22.00 | 8 | 37.1% | 0.36 | 0.0039 | -0.144 | 495 | 68.00 | 73.30 | 1 | 37.9% | -0.67 | 0.0042 | -0.149 | ||
| 18.00 | 19.60 | 29 | 145 | 37.2% | 0.34 | 0.0038 | -0.141 | 500 | 71.70 | 77.40 | 38.1% | -0.69 | 0.0041 | -0.146 | ||
| 15.00 | 19.40 | 36.9% | 0.32 | 0.0038 | -0.138 | 505 | 75.40 | 81.90 | 38.4% | -0.70 | 0.0041 | -0.143 | ||||
| 14.00 | 17.90 | 36.8% | 0.31 | 0.0037 | -0.135 | 510 | 79.10 | 83.80 | 1 | 37.2% | -0.72 | 0.0040 | -0.140 | |||
| 14.30 | 17.10 | 6 | 37.8% | 0.29 | 0.0036 | -0.132 | 515 | 83.00 | 88.20 | 37.4% | -0.74 | 0.0040 | -0.137 | |||
| 14.10 | 15.20 | 9 | 37.8% | 0.28 | 0.0035 | -0.129 | 520 | 87.00 | 91.80 | 37.1% | -0.75 | 0.0039 | -0.134 | |||
| 10.90 | 15.00 | 1 | 36.9% | 0.26 | 0.0034 | -0.126 | 525 | 91.00 | 97.80 | 38.3% | -0.77 | 0.0038 | -0.130 | |||
| 10.40 | 13.70 | 1 | 36.9% | 0.25 | 0.0033 | -0.122 | 530 | 95.10 | 100.90 | 37.6% | -0.79 | 0.0037 | -0.127 | |||
| 10.60 | 13.00 | 9 | 37.7% | 0.24 | 0.0032 | -0.118 | 535 | 99.40 | 106.00 | 38.3% | -0.80 | 0.0036 | -0.123 | |||
| 9.80 | 12.40 | 4 | 37.9% | 0.22 | 0.0031 | -0.115 | 540 | 103.40 | 110.10 | 38.0% | -0.82 | 0.0036 | -0.120 | |||
| 7.50 | 11.50 | 9 | 36.7% | 0.21 | 0.0030 | -0.111 | 545 | 108.20 | 115.10 | 38.9% | -0.83 | 0.0035 | -0.116 | |||
| 7.20 | 10.20 | 8 | 36.6% | 0.20 | 0.0029 | -0.107 | 550 | 112.20 | 118.20 | 37.6% | -0.84 | 0.0034 | -0.113 | |||
| 7.10 | 10.10 | 37.4% | 0.19 | 0.0028 | -0.104 | 555 | 116.70 | 123.20 | 38.1% | -0.86 | 0.0033 | -0.109 | ||||
| 7.10 | 9.20 | 37.7% | 0.18 | 0.0027 | -0.100 | 560 | 121.90 | 126.80 | 38.0% | -0.87 | 0.0032 | -0.106 | ||||
| 5.30 | 9.00 | 37.0% | 0.17 | 0.0026 | -0.097 | 565 | 125.60 | 131.70 | 37.5% | -0.88 | 0.0031 | -0.102 | ||||
| 4.90 | 8.50 | 37.2% | 0.16 | 0.0025 | -0.093 | 570 | 130.60 | 137.10 | 38.8% | -0.89 | 0.0031 | -0.099 | ||||
| 4.60 | 7.60 | 5 | 37.0% | 0.15 | 0.0024 | -0.089 | 575 | 135.30 | 141.60 | 38.8% | -0.90 | 0.0030 | -0.094 | |||
| 4.00 | 7.70 | 37.4% | 0.14 | 0.0023 | -0.086 | 580 | 140.00 | 146.30 | 39.0% | -0.91 | 0.0029 | -0.089 | ||||
| 4.20 | 6.70 | 37.5% | 0.13 | 0.0022 | -0.082 | 585 | 144.80 | 150.40 | 38.4% | -0.93 | 0.0028 | -0.085 | ||||
| 4.40 | 6.00 | 2 | 37.8% | 0.12 | 0.0021 | -0.079 | 590 | 149.60 | 155.90 | 39.6% | -0.94 | 0.0028 | -0.080 | |||
| 4.00 | 6.20 | 3 | 38.4% | 0.12 | 0.0020 | -0.076 | 595 | 155.80 | 160.70 | 41.8% | -0.94 | 0.0027 | -0.082 | |||
| 2.55 | 5.20 | 3 | 36.5% | 0.11 | 0.0019 | -0.072 | 600 | 159.20 | 165.50 | 40.0% | -0.95 | 0.0026 | -0.082 | |||
| 2.95 | 4.10 | 10 | 38.6% | 0.09 | 0.0016 | -0.061 | 620 | 178.70 | 185.00 | 41.0% | -0.98 | 0.0018 | -0.067 | |||
| 1.60 | 2.75 | 22 | 37.3% | 0.07 | 0.0013 | -0.050 | 640 | 198.40 | 205.00 | 43.1% | -1.00 | 0.0003 | -0.060 | |||
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.
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