ISRG цепочка опционов Intuitive Surgical, Inc.
Cboe delayed options data · по состоянию на 09:38 UTC
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 ±21.7% (339.15–527.05) · ATM IV 38.7% · P/C открытого интереса 1.04
| 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 | |
| 215.50 | 223.50 | 47.2% | 0.99 | 0.0002 | 0.000 | 220 | 0 | 2.00 | 51.1% | -0.01 | 0.0002 | -0.014 | ||||
| 205.90 | 214.20 | 47.5% | 0.98 | 0.0003 | 0.000 | 230 | 0 | 2.30 | 49.3% | -0.02 | 0.0003 | -0.017 | ||||
| 196.40 | 204.40 | 45.6% | 0.98 | 0.0004 | 0.000 | 240 | 0.4000 | 2.05 | 2 | 46.9% | -0.02 | 0.0004 | -0.020 | |||
| 187.00 | 195.30 | 46.1% | 0.97 | 0.0004 | 0.000 | 250 | 0.7500 | 2.45 | 1 | 46.3% | -0.03 | 0.0004 | -0.024 | |||
| 177.60 | 185.90 | 45.1% | 0.97 | 0.0005 | -0.005 | 260 | 1.05 | 3.30 | 46.2% | -0.03 | 0.0006 | -0.029 | ||||
| 168.40 | 176.70 | 4 | 44.7% | 0.96 | 0.0006 | -0.012 | 270 | 1.50 | 3.60 | 1 | 44.9% | -0.04 | 0.0007 | -0.034 | ||
| 159.20 | 167.50 | 43.8% | 0.95 | 0.0008 | -0.018 | 280 | 1.90 | 4.50 | 35 | 44.3% | -0.05 | 0.0008 | -0.040 | |||
| 152.00 | 158.40 | 45.6% | 0.94 | 0.0009 | -0.025 | 290 | 2.20 | 5.70 | 30 | 43.6% | -0.06 | 0.0009 | -0.045 | |||
| 147.50 | 154.00 | 45.1% | 0.93 | 0.0010 | -0.029 | 295 | 2.90 | 6.00 | 20 | 43.5% | -0.07 | 0.0010 | -0.049 | |||
| 143.10 | 149.60 | 44.8% | 0.93 | 0.0011 | -0.033 | 300 | 3.10 | 6.40 | 43 | 42.7% | -0.08 | 0.0011 | -0.052 | |||
| 138.70 | 145.20 | 44.3% | 0.92 | 0.0012 | -0.037 | 305 | 3.60 | 7.30 | 45 | 42.9% | -0.08 | 0.0012 | -0.055 | |||
| 134.40 | 140.70 | 4 | 43.8% | 0.91 | 0.0012 | -0.041 | 310 | 3.40 | 8.80 | 154 | 42.8% | -0.09 | 0.0013 | -0.059 | ||
| 130.20 | 136.60 | 43.7% | 0.90 | 0.0013 | -0.045 | 315 | 3.90 | 9.30 | 11 | 42.3% | -0.10 | 0.0014 | -0.062 | |||
| 124.50 | 132.60 | 42.3% | 0.90 | 0.0014 | -0.049 | 320 | 4.90 | 8.80 | 120 | 41.3% | -0.11 | 0.0014 | -0.066 | |||
| 121.90 | 128.40 | 1 | 43.3% | 0.89 | 0.0015 | -0.053 | 325 | 5.10 | 10.90 | 39 | 41.8% | -0.12 | 0.0015 | -0.069 | ||
| 117.80 | 124.30 | 1 | 43.0% | 0.88 | 0.0016 | -0.057 | 330 | 5.40 | 12.20 | 46 | 41.6% | -0.13 | 0.0016 | -0.073 | ||
| 113.70 | 120.20 | 42.7% | 0.87 | 0.0017 | -0.061 | 335 | 6.00 | 13.30 | 21 | 41.4% | -0.14 | 0.0017 | -0.077 | |||
| 109.60 | 116.20 | 42.3% | 0.86 | 0.0018 | -0.065 | 340 | 6.90 | 13.60 | 28 | 40.8% | -0.15 | 0.0018 | -0.080 | |||
| 105.60 | 111.20 | 2 | 41.3% | 0.85 | 0.0019 | -0.069 | 345 | 8.00 | 15.20 | 30 | 41.1% | -0.16 | 0.0020 | -0.084 | ||
| 100.50 | 108.40 | 4 | 41.0% | 0.83 | 0.0020 | -0.073 | 350 | 9.70 | 15.40 | 2 | 40.8% | -0.17 | 0.0020 | -0.087 | ||
| 98.00 | 104.60 | 4 | 41.6% | 0.82 | 0.0021 | -0.077 | 355 | 9.70 | 17.60 | 3 | 40.6% | -0.18 | 0.0022 | -0.091 | ||
| 94.10 | 100.80 | 5 | 41.2% | 0.81 | 0.0022 | -0.081 | 360 | 10.60 | 18.80 | 2 | 40.2% | -0.19 | 0.0023 | -0.095 | ||
| 90.60 | 97.10 | 1 | 15 | 41.1% | 0.80 | 0.0023 | -0.085 | 365 | 12.20 | 19.60 | 3 | 40.0% | -0.21 | 0.0024 | -0.098 | |
| 85.40 | 93.60 | 80 | 40.0% | 0.78 | 0.0024 | -0.089 | 370 | 13.70 | 21.40 | 2 | 2 | 40.2% | -0.22 | 0.0025 | -0.101 | |
| 82.00 | 90.10 | 11 | 39.9% | 0.77 | 0.0025 | -0.092 | 375 | 14.90 | 22.80 | 1 | 39.9% | -0.24 | 0.0026 | -0.104 | ||
| 78.20 | 86.70 | 33 | 39.6% | 0.76 | 0.0026 | -0.096 | 380 | 16.10 | 24.30 | 1 | 39.6% | -0.25 | 0.0027 | -0.108 | ||
| 75.30 | 83.30 | 31 | 39.6% | 0.74 | 0.0027 | -0.099 | 385 | 17.40 | 25.90 | 2 | 39.3% | -0.26 | 0.0028 | -0.111 | ||
| 73.50 | 80.10 | 12 | 40.2% | 0.73 | 0.0028 | -0.102 | 390 | 19.30 | 27.50 | 3 | 39.3% | -0.28 | 0.0028 | -0.113 | ||
| 68.40 | 76.90 | 23 | 39.1% | 0.71 | 0.0028 | -0.105 | 395 | 21.00 | 29.30 | 2 | 39.1% | -0.30 | 0.0029 | -0.116 | ||
| 68.90 | 73.80 | 32 | 40.7% | 0.70 | 0.0029 | -0.108 | 400 | 24.70 | 30.00 | 3 | 152 | 39.3% | -0.31 | 0.0030 | -0.118 | |
| 64.20 | 70.40 | 168 | 39.6% | 0.68 | 0.0030 | -0.111 | 405 | 25.50 | 33.10 | 39 | 39.2% | -0.33 | 0.0031 | -0.121 | ||
| 59.70 | 67.90 | 9 | 38.9% | 0.67 | 0.0031 | -0.113 | 410 | 26.60 | 35.10 | 11 | 38.7% | -0.34 | 0.0032 | -0.123 | ||
| 56.80 | 65.10 | 82 | 38.8% | 0.65 | 0.0031 | -0.115 | 415 | 29.80 | 37.30 | 39.1% | -0.36 | 0.0033 | -0.125 | |||
| 53.90 | 62.40 | 1 | 29 | 38.6% | 0.63 | 0.0032 | -0.117 | 420 | 32.10 | 39.50 | 2 | 39.0% | -0.38 | 0.0033 | -0.127 | |
| 51.60 | 59.80 | 58 | 38.7% | 0.62 | 0.0032 | -0.119 | 425 | 33.30 | 41.80 | 1 | 38.5% | -0.39 | 0.0034 | -0.128 | ||
| 48.70 | 57.10 | 1 | 11 | 38.4% | 0.60 | 0.0033 | -0.121 | 430 | 36.00 | 44.30 | 1 | 38.5% | -0.41 | 0.0034 | -0.129 | |
| 48.00 | 54.80 | 3 | 2 | 39.1% | 0.59 | 0.0033 | -0.122 | 435 | 38.30 | 46.80 | 15 | 38.4% | -0.43 | 0.0035 | -0.130 | |
| 43.90 | 52.40 | 14 | 38.3% | 0.57 | 0.0034 | -0.123 | 440 | 42.00 | 49.40 | 38.8% | -0.45 | 0.0036 | -0.131 | |||
| 41.60 | 50.10 | 26 | 38.2% | 0.55 | 0.0034 | -0.124 | 445 | 43.90 | 52.10 | 38.4% | -0.46 | 0.0036 | -0.132 | |||
| 39.40 | 47.90 | 11 | 38.2% | 0.54 | 0.0034 | -0.124 | 450 | 46.40 | 54.90 | 38.2% | -0.48 | 0.0036 | -0.132 | |||
| 37.30 | 45.80 | 17 | 38.1% | 0.52 | 0.0034 | -0.125 | 455 | 49.30 | 57.80 | 38.2% | -0.50 | 0.0036 | -0.132 | |||
| 37.50 | 43.70 | 12 | 39.0% | 0.50 | 0.0034 | -0.125 | 460 | 52.20 | 60.70 | 1 | 38.1% | -0.52 | 0.0037 | -0.132 | ||
| 33.20 | 41.70 | 12 | 37.9% | 0.49 | 0.0034 | -0.125 | 465 | 55.30 | 63.80 | 38.1% | -0.54 | 0.0037 | -0.132 | |||
| 31.30 | 38.40 | 15 | 37.3% | 0.47 | 0.0034 | -0.124 | 470 | 58.40 | 66.90 | 38.0% | -0.55 | 0.0037 | -0.131 | |||
| 29.50 | 38.00 | 12 | 37.8% | 0.45 | 0.0034 | -0.124 | 475 | 61.60 | 70.10 | 1 | 37.9% | -0.57 | 0.0037 | -0.131 | ||
| 27.80 | 36.00 | 18 | 37.7% | 0.44 | 0.0034 | -0.123 | 480 | 64.90 | 73.40 | 37.9% | -0.59 | 0.0037 | -0.130 | |||
| 26.20 | 33.70 | 1 | 23 | 37.4% | 0.42 | 0.0034 | -0.122 | 485 | 68.30 | 76.80 | 37.9% | -0.60 | 0.0037 | -0.129 | ||
| 24.50 | 33.00 | 1 | 37.6% | 0.41 | 0.0034 | -0.121 | 490 | 72.30 | 78.80 | 37.5% | -0.62 | 0.0037 | -0.128 | |||
| 23.60 | 31.20 | 1 | 2 | 37.8% | 0.39 | 0.0033 | -0.120 | 495 | 75.30 | 83.80 | 37.9% | -0.64 | 0.0037 | -0.126 | ||
| 21.50 | 29.00 | 14 | 48 | 37.1% | 0.38 | 0.0033 | -0.119 | 500 | 78.90 | 87.40 | 1 | 37.8% | -0.65 | 0.0037 | -0.125 | |
| 16.20 | 24.70 | 1 | 37.3% | 0.32 | 0.0031 | -0.112 | 520 | 94.10 | 102.60 | 37.8% | -0.72 | 0.0036 | -0.117 | |||
| 12.00 | 19.80 | 22 | 36.8% | 0.27 | 0.0029 | -0.103 | 540 | 110.30 | 118.80 | 37.8% | -0.77 | 0.0034 | -0.109 | |||
| 8.60 | 17.10 | 6 | 37.1% | 0.23 | 0.0026 | -0.094 | 560 | 127.50 | 136.00 | 38.0% | -0.83 | 0.0032 | -0.099 | |||
| 6.90 | 13.60 | 37.2% | 0.19 | 0.0024 | -0.084 | 580 | 145.50 | 152.80 | 37.3% | -0.88 | 0.0030 | -0.090 | ||||
| 5.40 | 11.60 | 2 | 2 | 37.8% | 0.16 | 0.0021 | -0.074 | 600 | 164.40 | 172.70 | 1 | 39.1% | -0.92 | 0.0028 | -0.077 | |
| 4.00 | 9.00 | 37.5% | 0.13 | 0.0018 | -0.065 | 620 | 183.60 | 191.90 | 40.0% | -0.96 | 0.0026 | -0.070 | ||||
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 — Apr 16, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы