IWM цепочка опционов iShares Russell 2000 ETF
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 ±2.7% (287.44–303.26) · ATM IV 16.1% · P/C открытого интереса 2.69
| 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 | |
| 144.74 | 146.26 | 71 | 111.5% | 1.00 | 0.0000 | 0.000 | 150 | 0 | 0.0100 | 7,985 | 100.8% | -0.00 | 0.0000 | -0.001 | ||
| 139.24 | 141.43 | 13 | 1.00 | 0.0000 | 0.000 | 155 | 0 | 0.0100 | 10.3K | 96.1% | -0.00 | 0.0000 | -0.001 | |||
| 134.75 | 136.23 | 106 | 1.00 | 0.0000 | 0.000 | 160 | 0 | 0.0100 | 7,150 | 91.6% | -0.00 | 0.0000 | -0.001 | |||
| 129.25 | 131.43 | 12 | 1.00 | 0.0000 | 0.000 | 165 | 0 | 0.0100 | 2,098 | 87.2% | -0.00 | 0.0000 | -0.002 | |||
| 124.55 | 126.40 | 1 | 17 | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.0100 | 30.0K | 83.0% | -0.00 | 0.0000 | -0.002 | ||
| 119.77 | 121.19 | 160 | 1.00 | 0.0000 | 0.000 | 175 | 0 | 0.0100 | 1 | 8,958 | 78.8% | -0.00 | 0.0000 | -0.002 | ||
| 114.78 | 116.26 | 61 | 1.00 | 0.0000 | 0.000 | 180 | 0 | 0.0100 | 20.6K | 74.8% | -0.00 | 0.0000 | -0.002 | |||
| 109.78 | 111.29 | 302 | 1.00 | 0.0000 | 0.000 | 185 | 0 | 0.0100 | 10.4K | 70.9% | -0.00 | 0.0000 | -0.002 | |||
| 104.78 | 106.06 | 490 | 1.00 | 0.0000 | 0.000 | 190 | 0 | 0.0100 | 26.1K | 67.0% | -0.00 | 0.0000 | -0.003 | |||
| 99.79 | 100.84 | 1 | 873 | 1.00 | 0.0000 | 0.000 | 195 | 0 | 0.0100 | 15.4K | 63.3% | -0.00 | 0.0001 | -0.003 | ||
| 95.29 | 97.47 | 1 | 1.00 | 0.0000 | 0.000 | 199 | 0 | 0.0100 | 523 | 60.4% | -0.00 | 0.0001 | -0.003 | |||
| 94.80 | 96.30 | 3,016 | 1.00 | 0.0000 | 0.000 | 200 | 0 | 0.0100 | 1 | 26.4K | 59.7% | -0.00 | 0.0001 | -0.003 | ||
| 89.80 | 91.27 | 3,073 | 1.00 | 0.0001 | 0.000 | 205 | 0 | 0.0200 | 17.7K | 59.3% | -0.00 | 0.0001 | -0.004 | |||
| 84.81 | 86.13 | 3,453 | 1.00 | 0.0001 | 0.000 | 210 | 0.0100 | 0.0200 | 22.6K | 57.6% | -0.00 | 0.0001 | -0.005 | |||
| 79.81 | 81.10 | 432 | 1.00 | 0.0001 | 0.000 | 215 | 0.0100 | 0.0200 | 13.7K | 53.9% | -0.00 | 0.0002 | -0.006 | |||
| 74.82 | 76.17 | 1 | 2,232 | 1.00 | 0.0002 | 0.000 | 220 | 0.0200 | 0.0300 | 34.8K | 52.8% | -0.00 | 0.0002 | -0.007 | ||
| 69.83 | 70.90 | 4,005 | 1.00 | 0.0002 | 0.000 | 225 | 0.0200 | 0.0300 | 46.6K | 49.0% | -0.00 | 0.0003 | -0.008 | |||
| 64.84 | 66.17 | 2 | 16.2K | 1.00 | 0.0003 | 0.000 | 230 | 0.0300 | 0.0400 | 6 | 59.5K | 47.0% | -0.00 | 0.0004 | -0.010 | |
| 59.85 | 61.11 | 8,577 | 1.00 | 0.0004 | 0.000 | 235 | 0.0400 | 0.0500 | 5 | 38.3K | 44.5% | -0.01 | 0.0006 | -0.012 | ||
| 54.86 | 56.08 | 19.4K | 1.00 | 0.0005 | 0.000 | 240 | 0.0500 | 0.0600 | 43.4K | 41.7% | -0.01 | 0.0008 | -0.014 | |||
| 49.88 | 51.41 | 6,987 | 37.9% | 0.99 | 0.0007 | 0.000 | 245 | 0.0600 | 0.0700 | 103 | 32.8K | 38.7% | -0.01 | 0.0010 | -0.017 | |
| 44.89 | 46.29 | 10.5K | 0.99 | 0.0010 | 0.000 | 250 | 0.0700 | 0.0900 | 57 | 66.8K | 35.9% | -0.01 | 0.0014 | -0.019 | ||
| 40.10 | 41.39 | 12.3K | 36.3% | 0.99 | 0.0014 | 0.000 | 255 | 0.1000 | 0.1100 | 1,018 | 55.6K | 33.3% | -0.01 | 0.0019 | -0.023 | |
| 35.41 | 37.62 | 46 | 0.99 | 0.0019 | -0.002 | 259 | 0.1300 | 0.1400 | 2,045 | 31.4% | -0.02 | 0.0025 | -0.026 | |||
| 34.92 | 35.92 | 2 | 17.3K | 0.99 | 0.0020 | -0.003 | 260 | 0.1200 | 0.1400 | 4 | 61.0K | 30.4% | -0.02 | 0.0026 | -0.027 | |
| 33.93 | 35.45 | 66 | 28.3% | 0.99 | 0.0022 | -0.004 | 261 | 0.1300 | 0.1400 | 1,274 | 29.8% | -0.02 | 0.0028 | -0.029 | ||
| 32.93 | 34.31 | 46 | 0.98 | 0.0024 | -0.006 | 262 | 0.1400 | 0.1500 | 5 | 1,072 | 29.3% | -0.02 | 0.0031 | -0.030 | ||
| 31.94 | 33.10 | 101 | 0.98 | 0.0026 | -0.007 | 263 | 0.1500 | 0.1600 | 2 | 676 | 28.8% | -0.02 | 0.0033 | -0.031 | ||
| 30.94 | 32.51 | 62 | 27.7% | 0.98 | 0.0028 | -0.009 | 264 | 0.1600 | 0.1700 | 5,608 | 28.3% | -0.03 | 0.0036 | -0.032 | ||
| 29.95 | 31.12 | 11.9K | 0.98 | 0.0031 | -0.011 | 265 | 0.1700 | 0.1800 | 6 | 42.7K | 27.7% | -0.03 | 0.0039 | -0.034 | ||
| 28.96 | 30.19 | 2 | 77 | 0.98 | 0.0033 | -0.013 | 266 | 0.1800 | 0.1900 | 275 | 27.2% | -0.03 | 0.0042 | -0.035 | ||
| 27.79 | 29.30 | 2 | 25 | 0.98 | 0.0036 | -0.015 | 267 | 0.1900 | 0.2100 | 3 | 544 | 26.7% | -0.03 | 0.0045 | -0.036 | |
| 26.98 | 28.30 | 2 | 140 | 0.97 | 0.0040 | -0.017 | 268 | 0.2100 | 0.2200 | 405 | 26.2% | -0.04 | 0.0049 | -0.038 | ||
| 25.47 | 27.72 | 16 | 0.97 | 0.0044 | -0.019 | 269 | 0.2300 | 0.2400 | 4 | 141 | 25.8% | -0.04 | 0.0054 | -0.040 | ||
| 25.00 | 26.29 | 57 | 19.8K | 0.97 | 0.0048 | -0.021 | 270 | 0.2400 | 0.2600 | 215 | 54.6K | 25.2% | -0.04 | 0.0058 | -0.042 | |
| 24.01 | 25.59 | 47 | 24.2% | 0.97 | 0.0053 | -0.024 | 271 | 0.2700 | 0.2800 | 22 | 1,784 | 24.8% | -0.05 | 0.0064 | -0.045 | |
| 22.52 | 24.79 | 33 | 15.2% | 0.96 | 0.0058 | -0.027 | 272 | 0.2900 | 0.3100 | 25 | 3,602 | 24.3% | -0.05 | 0.0070 | -0.047 | |
| 22.05 | 23.55 | 83 | 22.5% | 0.96 | 0.0064 | -0.030 | 273 | 0.3100 | 0.3300 | 14 | 14.5K | 23.8% | -0.05 | 0.0076 | -0.050 | |
| 21.07 | 22.60 | 90 | 22.4% | 0.96 | 0.0071 | -0.034 | 274 | 0.3500 | 0.3600 | 3 | 2,276 | 23.4% | -0.06 | 0.0084 | -0.053 | |
| 20.10 | 21.38 | 1 | 11.7K | 19.1% | 0.95 | 0.0079 | -0.037 | 275 | 0.3800 | 0.4000 | 263 | 50.6K | 22.9% | -0.07 | 0.0092 | -0.056 |
| 19.12 | 20.44 | 757 | 19.3% | 0.95 | 0.0088 | -0.041 | 276 | 0.4200 | 0.4400 | 9 | 522 | 22.5% | -0.07 | 0.0102 | -0.059 | |
| 18.15 | 19.35 | 102 | 17.7% | 0.94 | 0.0098 | -0.045 | 277 | 0.4700 | 0.4800 | 28 | 2,982 | 22.1% | -0.08 | 0.0112 | -0.063 | |
| 17.19 | 18.63 | 356 | 20.1% | 0.93 | 0.0108 | -0.050 | 278 | 0.5200 | 0.5400 | 60 | 6,231 | 21.6% | -0.09 | 0.0124 | -0.067 | |
| 16.64 | 17.14 | 169 | 18.9% | 0.92 | 0.0121 | -0.055 | 279 | 0.5800 | 0.6000 | 25 | 6,733 | 21.3% | -0.10 | 0.0135 | -0.071 | |
| 15.68 | 16.20 | 1 | 16.5K | 18.7% | 0.91 | 0.0134 | -0.060 | 280 | 0.6500 | 0.6700 | 768 | 82.0K | 20.9% | -0.11 | 0.0149 | -0.076 |
| 14.74 | 15.26 | 384 | 18.5% | 0.90 | 0.0149 | -0.066 | 281 | 0.7200 | 0.7400 | 269 | 15.6K | 20.5% | -0.12 | 0.0164 | -0.081 | |
| 13.80 | 14.33 | 1 | 364 | 18.2% | 0.89 | 0.0166 | -0.072 | 282 | 0.8100 | 0.8300 | 44.4K | 78.8K | 20.1% | -0.14 | 0.0180 | -0.086 |
| 12.88 | 13.34 | 334 | 17.7% | 0.88 | 0.0183 | -0.078 | 283 | 0.9100 | 0.9400 | 4,185 | 50.3K | 19.8% | -0.15 | 0.0197 | -0.091 | |
| 11.98 | 12.51 | 442 | 17.9% | 0.86 | 0.0202 | -0.084 | 284 | 1.03 | 1.05 | 46.0K | 56.8K | 19.4% | -0.17 | 0.0215 | -0.096 | |
| 11.08 | 11.62 | 11 | 30.0K | 17.6% | 0.84 | 0.0223 | -0.091 | 285 | 1.16 | 1.19 | 6,702 | 107.4K | 19.1% | -0.19 | 0.0235 | -0.101 |
| 10.32 | 10.75 | 88 | 17.8% | 0.82 | 0.0245 | -0.097 | 286 | 1.31 | 1.34 | 102 | 78.2K | 18.7% | -0.21 | 0.0255 | -0.106 | |
| 9.61 | 9.83 | 17 | 128 | 17.8% | 0.80 | 0.0268 | -0.104 | 287 | 1.48 | 1.51 | 57 | 23.8K | 18.4% | -0.23 | 0.0276 | -0.111 |
| 8.77 | 9.04 | 12 | 149 | 17.6% | 0.78 | 0.0292 | -0.110 | 288 | 1.67 | 1.71 | 29 | 71.6K | 18.1% | -0.26 | 0.0298 | -0.116 |
| 7.96 | 8.26 | 13 | 78 | 17.4% | 0.75 | 0.0316 | -0.116 | 289 | 1.89 | 1.93 | 115 | 52.1K | 17.8% | -0.29 | 0.0319 | -0.120 |
| 7.19 | 7.42 | 38 | 29.4K | 17.0% | 0.72 | 0.0340 | -0.122 | 290 | 2.14 | 2.18 | 2,036 | 141.0K | 17.5% | -0.32 | 0.0340 | -0.124 |
| 6.45 | 6.65 | 6 | 1,579 | 16.7% | 0.69 | 0.0363 | -0.126 | 291 | 2.42 | 2.46 | 127 | 8,640 | 17.2% | -0.35 | 0.0359 | -0.127 |
| 5.77 | 5.98 | 18 | 1,520 | 16.7% | 0.65 | 0.0384 | -0.130 | 292 | 2.74 | 2.78 | 665 | 7,003 | 16.9% | -0.38 | 0.0378 | -0.129 |
| 5.11 | 5.27 | 150 | 3,934 | 16.4% | 0.61 | 0.0404 | -0.133 | 293 | 3.09 | 3.12 | 1,397 | 38.9K | 16.7% | -0.42 | 0.0393 | -0.130 |
| 4.52 | 4.65 | 891 | 4,375 | 16.3% | 0.57 | 0.0420 | -0.134 | 294 | 3.48 | 3.51 | 645 | 4,686 | 16.4% | -0.46 | 0.0406 | -0.130 |
| 3.95 | 4.03 | 2,381 | 23.9K | 16.0% | 0.53 | 0.0432 | -0.134 | 295 | 3.90 | 3.94 | 1,848 | 49.9K | 16.1% | -0.50 | 0.0415 | -0.129 |
| 3.42 | 3.47 | 544 | 5,172 | 15.8% | 0.49 | 0.0438 | -0.132 | 296 | 4.36 | 4.43 | 181 | 2,657 | 15.8% | -0.54 | 0.0418 | -0.126 |
| 2.92 | 2.97 | 205 | 2,835 | 15.7% | 0.44 | 0.0440 | -0.129 | 297 | 4.86 | 5.00 | 155 | 4,197 | 15.7% | -0.59 | 0.0417 | -0.121 |
| 2.47 | 2.52 | 114 | 3,714 | 15.4% | 0.40 | 0.0434 | -0.124 | 298 | 5.44 | 5.57 | 32 | 7,630 | 15.5% | -0.63 | 0.0410 | -0.116 |
| 2.07 | 2.11 | 104 | 4,088 | 15.3% | 0.36 | 0.0423 | -0.118 | 299 | 6.04 | 6.19 | 3 | 2,475 | 15.2% | -0.67 | 0.0398 | -0.109 |
| 1.71 | 1.76 | 664 | 34.8K | 15.1% | 0.31 | 0.0405 | -0.111 | 300 | 6.70 | 6.86 | 263 | 22.7K | 15.1% | -0.71 | 0.0380 | -0.101 |
| 1.40 | 1.43 | 369 | 2,940 | 14.9% | 0.27 | 0.0383 | -0.102 | 301 | 7.37 | 7.55 | 5 | 3,359 | 14.8% | -0.75 | 0.0358 | -0.092 |
| 1.13 | 1.16 | 941 | 15.3K | 14.8% | 0.23 | 0.0356 | -0.093 | 302 | 8.01 | 8.29 | 1 | 4,659 | 14.2% | -0.78 | 0.0332 | -0.083 |
| 0.9000 | 0.9300 | 775 | 5,820 | 14.6% | 0.20 | 0.0326 | -0.083 | 303 | 8.78 | 9.06 | 2 | 1,673 | 13.9% | -0.82 | 0.0303 | -0.073 |
| 0.7000 | 0.7300 | 187 | 13.3K | 14.4% | 0.17 | 0.0294 | -0.073 | 304 | 9.59 | 9.87 | 2 | 997 | 13.6% | -0.85 | 0.0272 | -0.063 |
| 0.5500 | 0.5800 | 3,262 | 31.6K | 14.3% | 0.14 | 0.0259 | -0.063 | 305 | 10.42 | 10.72 | 1 | 6,710 | 13.2% | -0.88 | 0.0240 | -0.053 |
| 0.4200 | 0.4300 | 484 | 14.2K | 14.2% | 0.11 | 0.0225 | -0.053 | 306 | 11.29 | 11.59 | 555 | 12.8% | -0.90 | 0.0208 | -0.044 | |
| 0.3200 | 0.3400 | 441 | 18.9K | 14.1% | 0.09 | 0.0193 | -0.044 | 307 | 12.07 | 12.52 | 250 | 11.4% | -0.92 | 0.0178 | -0.035 | |
| 0.2400 | 0.2500 | 184 | 8,744 | 14.0% | 0.07 | 0.0162 | -0.037 | 308 | 13.01 | 13.43 | 220 | 638 | 10.1% | -0.94 | 0.0149 | -0.027 |
| 0.1800 | 0.1900 | 397 | 4,200 | 14.0% | 0.06 | 0.0135 | -0.030 | 309 | 13.96 | 14.36 | 223 | -0.95 | 0.0124 | -0.021 | ||
| 0.1300 | 0.1500 | 335 | 44.1K | 14.0% | 0.04 | 0.0111 | -0.025 | 310 | 14.58 | 15.94 | 5 | 9,203 | 12.8% | -0.96 | 0.0102 | -0.015 |
| 0.1000 | 0.1100 | 43 | 4,753 | 14.0% | 0.03 | 0.0091 | -0.020 | 311 | 15.60 | 16.91 | 305 | 13.4% | -0.97 | 0.0083 | -0.010 | |
| 0.0800 | 0.0900 | 26 | 7,229 | 14.2% | 0.03 | 0.0075 | -0.017 | 312 | 16.24 | 18.40 | 25 | 15.7% | -0.98 | 0.0068 | -0.007 | |
| 0.0600 | 0.0700 | 11 | 5,029 | 14.3% | 0.02 | 0.0061 | -0.014 | 313 | 17.23 | 19.38 | 8 | 16.1% | -0.98 | 0.0056 | -0.004 | |
| 0.0400 | 0.0600 | 1 | 4,574 | 14.4% | 0.02 | 0.0050 | -0.011 | 314 | 18.33 | 19.86 | 49 | -0.98 | 0.0046 | -0.001 | ||
| 0.0300 | 0.0500 | 67 | 61.0K | 14.5% | 0.01 | 0.0042 | -0.010 | 315 | 19.55 | 20.85 | 14.9K | 13.7% | -0.99 | 0.0038 | 0.000 | |
| 0.0200 | 0.0400 | 41 | 5,256 | 14.6% | 0.01 | 0.0035 | -0.008 | 316 | 20.19 | 22.35 | 4 | 17.4% | -0.99 | 0.0032 | 0.000 | |
| 0.0200 | 0.0300 | 60 | 1,811 | 14.8% | 0.01 | 0.0030 | -0.007 | 317 | 21.18 | 23.34 | 1 | 17.8% | -0.99 | 0.0026 | 0.000 | |
| 0.0100 | 0.0300 | 3 | 1,645 | 15.0% | 0.01 | 0.0025 | -0.006 | 318 | 22.19 | 24.34 | 6 | 18.6% | -0.99 | 0.0023 | 0.000 | |
| 0.0100 | 0.0200 | 49 | 9,439 | 15.1% | 0.01 | 0.0022 | -0.006 | 319 | 23.18 | 25.34 | 2 | 19.2% | -0.99 | 0.0019 | 0.000 | |
| 0.0100 | 0.0200 | 193 | 19.5K | 15.6% | 0.01 | 0.0019 | -0.005 | 320 | 24.57 | 25.82 | 196 | 16.7% | -0.99 | 0.0017 | 0.000 | |
| 0.0100 | 0.0200 | 1 | 15.2K | 16.1% | 0.01 | 0.0016 | -0.005 | 321 | 25.17 | 27.33 | 2 | 20.2% | -0.99 | 0.0014 | 0.000 | |
| 0.0100 | 0.0200 | 1,684 | 16.6% | 0.00 | 0.0014 | -0.004 | 322 | 26.15 | 28.33 | 20.4% | -1.00 | 0.0013 | 0.000 | |||
| 0.0100 | 0.0200 | 1 | 2,551 | 17.2% | 0.00 | 0.0013 | -0.004 | 323 | 27.15 | 29.33 | 21.1% | -1.00 | 0.0011 | 0.000 | ||
| 0.0100 | 0.0200 | 363 | 17.7% | 0.00 | 0.0011 | -0.003 | 324 | 28.15 | 30.32 | 2 | 21.6% | -1.00 | 0.0010 | 0.000 | ||
| 0 | 0.0100 | 12 | 25.4K | 16.4% | 0.00 | 0.0010 | -0.003 | 325 | 29.16 | 31.32 | 22.4% | -1.00 | 0.0009 | 0.000 | ||
| 0 | 0.0100 | 36 | 16.9% | 0.00 | 0.0009 | -0.003 | 326 | 30.16 | 32.32 | 23.1% | -1.00 | 0.0008 | 0.000 | |||
| 0 | 0.0100 | 25 | 17.3% | 0.00 | 0.0008 | -0.003 | 327 | 31.14 | 33.32 | 23.3% | -1.00 | 0.0007 | 0.000 | |||
| 0 | 0.0100 | 17.8% | 0.00 | 0.0007 | -0.003 | 328 | 32.14 | 34.32 | 24.0% | -1.00 | 0.0006 | 0.000 | ||||
| 0 | 0.0100 | 189 | 51 | 18.3% | 0.00 | 0.0007 | -0.002 | 329 | 33.16 | 35.32 | 25.1% | -1.00 | 0.0006 | 0.000 | ||
| 0 | 0.0100 | 274 | 14.7K | 18.7% | 0.00 | 0.0006 | -0.002 | 330 | 34.48 | 35.81 | 147 | -1.00 | 0.0005 | 0.000 | ||
| 0 | 0.0100 | 74 | 19.2% | 0.00 | 0.0005 | -0.002 | 331 | 35.16 | 37.31 | 26.1% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.0100 | 19.6% | 0.00 | 0.0005 | -0.002 | 332 | 36.15 | 38.31 | 26.6% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.0100 | 20.1% | 0.00 | 0.0004 | -0.002 | 333 | 37.13 | 39.31 | 26.7% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.0100 | 4 | 20.5% | 0.00 | 0.0004 | -0.002 | 334 | 38.13 | 40.31 | 27.3% | -1.00 | 0.0004 | 0.000 | |||
| 0 | 0.0100 | 1,543 | 21.0% | 0.00 | 0.0004 | -0.002 | 335 | 39.15 | 41.31 | 28.5% | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.0100 | 21.4% | 0.00 | 0.0003 | -0.002 | 336 | 40.13 | 42.30 | 28.3% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.0100 | 21.9% | 0.00 | 0.0003 | -0.002 | 337 | 41.14 | 43.30 | 29.2% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.0100 | 22.3% | 0.00 | 0.0003 | -0.001 | 338 | 42.15 | 44.30 | 30.1% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.0100 | 22.8% | 0.00 | 0.0003 | -0.001 | 339 | 43.12 | 45.30 | 29.9% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.0100 | 14 | 7,852 | 23.2% | 0.00 | 0.0002 | -0.001 | 340 | 44.13 | 46.30 | 30.9% | -1.00 | 0.0002 | 0.000 | ||
| 0 | 0.0100 | 1,789 | 25.3% | 0.00 | 0.0002 | -0.001 | 345 | 49.13 | 51.29 | 33.7% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0100 | 4,931 | 27.5% | 0.00 | 0.0001 | -0.001 | 350 | 54.11 | 56.29 | 36.1% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0100 | 966 | 29.5% | 0.00 | 0.0001 | -0.001 | 355 | 59.10 | 61.28 | 38.5% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0100 | 1,430 | 31.5% | 0.00 | 0.0001 | -0.000 | 360 | 64.09 | 66.27 | 40.8% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0100 | 1,354 | 33.5% | 0.00 | 0.0000 | -0.000 | 365 | 69.09 | 71.27 | 43.8% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0100 | 1,481 | 35.5% | 0.00 | 0.0000 | -0.000 | 370 | 74.08 | 76.26 | 46.0% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0100 | 5,127 | 37.4% | 0.00 | 0.0000 | -0.000 | 375 | 79.10 | 81.25 | 1 | 49.2% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.0100 | 39.3% | 0.00 | 0.0000 | -0.000 | 380 | 84.09 | 86.25 | 7 | 51.7% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0100 | 41.1% | 0.00 | 0.0000 | -0.000 | 385 | 89.06 | 91.24 | 53.0% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0100 | 42.9% | 0.00 | 0.0000 | -0.000 | 390 | 94.07 | 96.24 | 56.2% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0100 | 1 | 44.7% | 0.00 | 0.0000 | -0.000 | 395 | 99.07 | 101.23 | 58.6% | -1.00 | 0.0000 | 0.000 | |||
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.