JNJ цепочка опционов Johnson & Johnson
Cboe delayed options data · по состоянию на 06:38 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 ±5.6% (239.62–267.96) · ATM IV 23.4% · P/C открытого интереса 0.77
| 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 | |
| 112.70 | 116.10 | 1 | 79.5% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.1500 | 79.5% | -0.00 | 0.0000 | -0.001 | |||
| 107.70 | 110.65 | 1.00 | 0.0000 | 0.000 | 145 | 0 | 0.7100 | 91.8% | -0.00 | 0.0000 | -0.001 | |||||
| 102.70 | 105.50 | 1.00 | 0.0000 | 0.000 | 150 | 0 | 0.2500 | 75.4% | -0.00 | 0.0000 | -0.001 | |||||
| 98.30 | 100.95 | 1 | 77.3% | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.6800 | 81.5% | -0.00 | 0.0001 | -0.002 | |||
| 92.80 | 96.25 | 66.2% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 0.2100 | 65.6% | -0.00 | 0.0001 | -0.002 | ||||
| 87.75 | 91.30 | 60.6% | 1.00 | 0.0001 | 0.000 | 165 | 0 | 0.6900 | 72.5% | -0.00 | 0.0001 | -0.003 | ||||
| 82.80 | 86.35 | 58.8% | 1.00 | 0.0002 | 0.000 | 170 | 0 | 0.4800 | 64.5% | -0.00 | 0.0002 | -0.003 | ||||
| 78.40 | 80.80 | 55.2% | 1.00 | 0.0002 | 0.000 | 175 | 0 | 0.6900 | 63.8% | -0.00 | 0.0002 | -0.004 | ||||
| 72.85 | 75.60 | 1.00 | 0.0003 | 0.000 | 180 | 0 | 0.2900 | 4 | 52.6% | -0.00 | 0.0003 | -0.005 | ||||
| 68.50 | 70.65 | 43.3% | 1.00 | 0.0004 | 0.000 | 185 | 0 | 0.4400 | 11 | 51.8% | -0.00 | 0.0004 | -0.006 | |||
| 62.90 | 66.40 | 1 | 43.5% | 0.99 | 0.0005 | 0.000 | 190 | 0 | 0.1300 | 4 | 40.8% | -0.01 | 0.0005 | -0.007 | ||
| 57.95 | 60.70 | 10 | 0.99 | 0.0007 | -0.001 | 195 | 0 | 0.2200 | 144 | 40.2% | -0.01 | 0.0007 | -0.008 | |||
| 53.55 | 56.45 | 8 | 45.2% | 0.99 | 0.0009 | -0.003 | 200 | 0 | 0.3100 | 35 | 38.6% | -0.01 | 0.0009 | -0.009 | ||
| 43.85 | 46.55 | 4 | 39.8% | 0.98 | 0.0016 | -0.007 | 210 | 0.0100 | 0.1500 | 37 | 298 | 28.9% | -0.01 | 0.0016 | -0.013 | |
| 38.70 | 40.90 | 28.2% | 0.98 | 0.0023 | -0.011 | 215 | 0.0100 | 0.3500 | 23 | 29.0% | -0.02 | 0.0023 | -0.016 | |||
| 33.85 | 36.40 | 28 | 30.4% | 0.97 | 0.0034 | -0.018 | 220 | 0.2000 | 0.3400 | 39 | 878 | 27.5% | -0.03 | 0.0035 | -0.022 | |
| 29.05 | 31.20 | 26.3% | 0.95 | 0.0052 | -0.027 | 225 | 0.2300 | 0.6300 | 4 | 26.2% | -0.05 | 0.0053 | -0.031 | |||
| 24.10 | 26.75 | 2 | 35 | 25.3% | 0.92 | 0.0078 | -0.040 | 230 | 0.6300 | 0.7800 | 70 | 938 | 25.2% | -0.08 | 0.0079 | -0.044 |
| 22.30 | 24.35 | 2 | 26.2% | 0.90 | 0.0094 | -0.048 | 232.5 | 0.6200 | 1.09 | 2 | 24.4% | -0.10 | 0.0095 | -0.051 | ||
| 19.85 | 22.00 | 1 | 24.6% | 0.87 | 0.0112 | -0.057 | 235 | 1.05 | 1.27 | 60 | 24.3% | -0.13 | 0.0113 | -0.060 | ||
| 17.45 | 20.15 | 24.4% | 0.84 | 0.0131 | -0.066 | 237.5 | 1.37 | 1.70 | 17 | 24.3% | -0.16 | 0.0132 | -0.069 | |||
| 15.60 | 17.90 | 85 | 24.2% | 0.81 | 0.0150 | -0.075 | 240 | 1.85 | 2.13 | 229 | 2,030 | 24.2% | -0.19 | 0.0152 | -0.078 | |
| 14.25 | 15.75 | 24.9% | 0.77 | 0.0169 | -0.084 | 242.5 | 2.33 | 2.68 | 58 | 23.8% | -0.23 | 0.0172 | -0.086 | |||
| 11.90 | 14.20 | 24.2% | 0.72 | 0.0187 | -0.092 | 245 | 3.05 | 3.35 | 53 | 23.8% | -0.28 | 0.0190 | -0.094 | |||
| 10.45 | 12.35 | 24.3% | 0.67 | 0.0203 | -0.098 | 247.5 | 3.60 | 4.20 | 9 | 23.3% | -0.33 | 0.0207 | -0.101 | |||
| 9.20 | 9.95 | 82 | 602 | 23.2% | 0.62 | 0.0216 | -0.104 | 250 | 4.60 | 5.00 | 235 | 2,239 | 23.1% | -0.38 | 0.0220 | -0.106 |
| 7.45 | 8.75 | 11 | 23.0% | 0.57 | 0.0224 | -0.107 | 252.5 | 5.65 | 6.25 | 15 | 23.3% | -0.44 | 0.0230 | -0.110 | ||
| 6.60 | 7.15 | 793 | 23.0% | 0.51 | 0.0228 | -0.108 | 255 | 6.65 | 7.95 | 49 | 23.7% | -0.50 | 0.0235 | -0.111 | ||
| 5.45 | 6.00 | 112 | 23.0% | 0.45 | 0.0228 | -0.107 | 257.5 | 8.15 | 8.95 | 1 | 23.2% | -0.56 | 0.0235 | -0.110 | ||
| 4.45 | 5.00 | 377 | 2,159 | 23.1% | 0.40 | 0.0222 | -0.104 | 260 | 9.65 | 11.15 | 9 | 3,128 | 24.4% | -0.61 | 0.0231 | -0.107 |
| 3.65 | 4.05 | 10 | 23.1% | 0.34 | 0.0213 | -0.099 | 262.5 | 10.90 | 12.35 | 6 | 22.8% | -0.67 | 0.0222 | -0.102 | ||
| 2.92 | 3.25 | 180 | 22.9% | 0.29 | 0.0200 | -0.092 | 265 | 12.45 | 14.50 | 23.1% | -0.72 | 0.0210 | -0.096 | |||
| 2.26 | 2.79 | 14 | 22.8% | 0.25 | 0.0184 | -0.085 | 267.5 | 14.45 | 16.65 | 23.8% | -0.77 | 0.0195 | -0.089 | |||
| 1.79 | 2.09 | 709 | 4,378 | 22.9% | 0.21 | 0.0166 | -0.076 | 270 | 16.30 | 18.45 | 837 | 22.9% | -0.81 | 0.0178 | -0.080 | |
| 1.20 | 1.73 | 7 | 22.6% | 0.17 | 0.0147 | -0.068 | 272.5 | 18.45 | 20.20 | 21.8% | -0.85 | 0.0161 | -0.072 | |||
| 1.08 | 1.40 | 103 | 23.3% | 0.14 | 0.0129 | -0.059 | 275 | 20.55 | 23.00 | 23.4% | -0.89 | 0.0144 | -0.064 | |||
| 0.5500 | 1.09 | 16 | 22.3% | 0.11 | 0.0111 | -0.051 | 277.5 | 22.55 | 25.15 | 21.2% | -0.92 | 0.0127 | -0.057 | |||
| 0.5600 | 0.8100 | 70 | 1,819 | 23.0% | 0.09 | 0.0094 | -0.044 | 280 | 24.85 | 27.50 | 95 | -0.94 | 0.0110 | -0.049 | ||
| 0.1300 | 0.5700 | 104 | 22.6% | 0.06 | 0.0066 | -0.032 | 285 | 29.75 | 32.65 | -0.98 | 0.0072 | -0.035 | ||||
| 0.1000 | 0.4000 | 67 | 1,483 | 23.8% | 0.04 | 0.0046 | -0.023 | 290 | 34.15 | 38.20 | -1.00 | 0.0019 | -0.029 | |||
| 0.0100 | 0.2900 | 24.3% | 0.03 | 0.0032 | -0.017 | 295 | 40.15 | 42.40 | 30.3% | -1.00 | 0.0000 | -0.029 | ||||
| 0.0800 | 0.2200 | 63 | 1,448 | 26.6% | 0.02 | 0.0024 | -0.013 | 300 | 44.75 | 47.35 | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.3000 | 28.8% | 0.01 | 0.0018 | -0.011 | 305 | 49.40 | 52.90 | -1.00 | 0.0000 | -0.029 | |||||
| 0.0200 | 0.0900 | 23 | 1,380 | 27.8% | 0.01 | 0.0014 | -0.010 | 310 | 54.75 | 57.65 | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.2100 | 88 | 33.6% | 0.01 | 0.0010 | -0.008 | 320 | 64.40 | 67.65 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.2300 | 69 | 37.9% | 0.01 | 0.0007 | -0.007 | 330 | 74.75 | 77.30 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.1800 | 24 | 40.4% | 0.00 | 0.0005 | -0.006 | 340 | 84.95 | 87.30 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.4600 | 2 | 49.5% | 0.00 | 0.0004 | -0.005 | 350 | 94.75 | 97.30 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.6500 | 3 | 55.8% | 0.00 | 0.0003 | -0.004 | 360 | 104.75 | 107.30 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.1800 | 30 | 50.4% | 0.00 | 0.0002 | -0.003 | 370 | 115.15 | 117.90 | 70.8% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.1300 | 201 | 51.7% | 0.00 | 0.0002 | -0.003 | 380 | 124.75 | 127.30 | -1.00 | 0.0000 | -0.029 | ||||
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.
call-опционыput-опционы