JNJ цепочка опционов Johnson & Johnson
Cboe delayed options data · по состоянию на 15:39 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 ±5.8% (237.30–266.45) · ATM IV 24.2% · 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 | |
| 111.35 | 114.35 | 1 | 94.2% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.1500 | 78.4% | -0.00 | 0.0000 | -0.001 | |||
| 106.40 | 109.30 | 88.3% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.6800 | 90.0% | -0.00 | 0.0001 | -0.002 | ||||
| 101.45 | 104.35 | 84.6% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.2500 | 74.3% | -0.00 | 0.0001 | -0.002 | ||||
| 96.25 | 99.45 | 1 | 77.0% | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.4800 | 76.3% | -0.00 | 0.0001 | -0.003 | |||
| 91.50 | 94.45 | 76.3% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 0.2100 | 64.5% | -0.00 | 0.0001 | -0.004 | ||||
| 86.50 | 89.40 | 70.3% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 0.2900 | 63.1% | -0.00 | 0.0002 | -0.004 | ||||
| 81.40 | 84.40 | 63.4% | 1.00 | 0.0002 | 0.000 | 170 | 0 | 0.2900 | 59.1% | -0.00 | 0.0002 | -0.005 | ||||
| 76.50 | 79.50 | 61.9% | 1.00 | 0.0003 | 0.000 | 175 | 0 | 0.3000 | 55.5% | -0.00 | 0.0003 | -0.006 | ||||
| 71.55 | 74.45 | 57.1% | 1.00 | 0.0004 | 0.000 | 180 | 0 | 0.3000 | 4 | 51.7% | -0.01 | 0.0004 | -0.007 | |||
| 66.60 | 69.20 | 49.1% | 0.99 | 0.0005 | -0.000 | 185 | 0 | 0.3100 | 11 | 48.2% | -0.01 | 0.0005 | -0.008 | |||
| 61.45 | 64.50 | 1 | 47.2% | 0.99 | 0.0007 | -0.002 | 190 | 0 | 0.3200 | 4 | 44.8% | -0.01 | 0.0007 | -0.009 | ||
| 56.50 | 58.80 | 10 | 0.99 | 0.0009 | -0.004 | 195 | 0 | 0.3000 | 144 | 40.8% | -0.01 | 0.0009 | -0.011 | |||
| 51.55 | 54.60 | 8 | 41.2% | 0.99 | 0.0012 | -0.006 | 200 | 0 | 0.3600 | 35 | 38.3% | -0.01 | 0.0012 | -0.012 | ||
| 42.00 | 44.70 | 4 | 37.8% | 0.98 | 0.0020 | -0.011 | 210 | 0.0900 | 0.1400 | 30 | 298 | 29.3% | -0.02 | 0.0020 | -0.016 | |
| 37.10 | 39.85 | 35.2% | 0.97 | 0.0028 | -0.015 | 215 | 0.0100 | 0.5000 | 1 | 29.6% | -0.03 | 0.0028 | -0.020 | |||
| 32.15 | 35.05 | 28 | 32.3% | 0.96 | 0.0041 | -0.021 | 220 | 0.2800 | 0.3700 | 5 | 878 | 27.2% | -0.04 | 0.0041 | -0.026 | |
| 27.60 | 30.25 | 30.8% | 0.94 | 0.0061 | -0.032 | 225 | 0.3900 | 0.5900 | 1 | 25.7% | -0.06 | 0.0062 | -0.035 | |||
| 23.00 | 25.60 | 2 | 35 | 28.9% | 0.91 | 0.0090 | -0.046 | 230 | 0.7500 | 0.9500 | 23 | 938 | 25.0% | -0.10 | 0.0091 | -0.049 |
| 20.80 | 23.35 | 1 | 28.1% | 0.88 | 0.0107 | -0.054 | 232.5 | 0.8900 | 1.30 | 24.6% | -0.12 | 0.0108 | -0.057 | |||
| 18.70 | 21.20 | 1 | 27.7% | 0.85 | 0.0125 | -0.063 | 235 | 1.34 | 1.79 | 25.2% | -0.15 | 0.0127 | -0.066 | |||
| 16.25 | 19.10 | 26.2% | 0.82 | 0.0145 | -0.072 | 237.5 | 1.83 | 2.05 | 3 | 24.6% | -0.18 | 0.0147 | -0.075 | |||
| 14.45 | 16.95 | 85 | 25.8% | 0.78 | 0.0164 | -0.081 | 240 | 2.26 | 2.50 | 166 | 2,030 | 24.1% | -0.22 | 0.0167 | -0.084 | |
| 12.65 | 15.15 | 25.8% | 0.74 | 0.0182 | -0.089 | 242.5 | 2.52 | 3.25 | 1 | 23.4% | -0.27 | 0.0186 | -0.092 | |||
| 11.30 | 13.10 | 25.7% | 0.69 | 0.0198 | -0.097 | 245 | 3.50 | 3.85 | 9 | 23.4% | -0.32 | 0.0203 | -0.099 | |||
| 9.70 | 11.60 | 25.7% | 0.64 | 0.0212 | -0.102 | 247.5 | 4.40 | 4.90 | 23.7% | -0.37 | 0.0217 | -0.105 | ||||
| 8.35 | 8.75 | 5 | 602 | 23.3% | 0.58 | 0.0222 | -0.106 | 250 | 5.45 | 5.85 | 75 | 2,239 | 23.5% | -0.43 | 0.0228 | -0.109 |
| 6.90 | 8.50 | 24.9% | 0.53 | 0.0227 | -0.108 | 252.5 | 6.55 | 7.20 | 5 | 23.5% | -0.48 | 0.0234 | -0.111 | |||
| 5.70 | 6.55 | 89 | 23.6% | 0.47 | 0.0228 | -0.107 | 255 | 7.90 | 8.50 | 32 | 23.5% | -0.54 | 0.0236 | -0.111 | ||
| 4.65 | 5.25 | 23.1% | 0.41 | 0.0224 | -0.105 | 257.5 | 9.35 | 10.50 | 24.3% | -0.60 | 0.0233 | -0.108 | ||||
| 3.80 | 4.20 | 71 | 2,159 | 22.9% | 0.36 | 0.0216 | -0.100 | 260 | 10.80 | 11.80 | 1 | 3,128 | 23.4% | -0.66 | 0.0226 | -0.104 |
| 3.05 | 3.75 | 2 | 23.5% | 0.31 | 0.0204 | -0.094 | 262.5 | 12.70 | 13.45 | 3 | 23.5% | -0.71 | 0.0215 | -0.098 | ||
| 2.43 | 2.78 | 18 | 23.0% | 0.26 | 0.0189 | -0.086 | 265 | 13.25 | 15.40 | 20.6% | -0.76 | 0.0201 | -0.091 | |||
| 1.88 | 2.77 | 24.1% | 0.22 | 0.0171 | -0.078 | 267.5 | 14.90 | 17.55 | 19.6% | -0.81 | 0.0185 | -0.082 | ||||
| 1.50 | 1.70 | 233 | 4,378 | 22.9% | 0.18 | 0.0152 | -0.069 | 270 | 17.10 | 19.65 | 837 | 19.0% | -0.85 | 0.0168 | -0.074 | |
| 1.14 | 1.39 | 1 | 23.0% | 0.15 | 0.0134 | -0.060 | 272.5 | 19.30 | 21.90 | -0.89 | 0.0151 | -0.066 | ||||
| 0.8500 | 0.9600 | 28 | 22.6% | 0.12 | 0.0115 | -0.052 | 275 | 21.65 | 24.30 | -0.92 | 0.0135 | -0.059 | ||||
| 0.6600 | 1.13 | 2 | 24.2% | 0.10 | 0.0098 | -0.045 | 277.5 | 24.00 | 26.95 | -0.94 | 0.0120 | -0.051 | ||||
| 0.5200 | 0.7300 | 30 | 1,819 | 23.7% | 0.08 | 0.0083 | -0.038 | 280 | 26.45 | 29.15 | 95 | -0.97 | 0.0097 | -0.045 | ||
| 0.2900 | 0.4500 | 101 | 23.9% | 0.05 | 0.0059 | -0.029 | 285 | 31.30 | 34.25 | -0.99 | 0.0044 | -0.035 | ||||
| 0.1700 | 0.2600 | 31 | 1,483 | 24.2% | 0.04 | 0.0043 | -0.023 | 290 | 36.30 | 39.40 | -1.00 | 0.0013 | -0.032 | |||
| 0.0100 | 0.5500 | 27.9% | 0.03 | 0.0033 | -0.019 | 295 | 41.30 | 44.20 | -1.00 | 0.0002 | -0.032 | |||||
| 0.0600 | 0.3500 | 62 | 1,448 | 28.9% | 0.02 | 0.0026 | -0.017 | 300 | 46.35 | 49.40 | -1.00 | 0.0000 | -0.032 | |||
| 0 | 0.4100 | 31.2% | 0.02 | 0.0022 | -0.016 | 305 | 51.30 | 54.20 | -1.00 | 0.0000 | -0.032 | |||||
| 0.0200 | 0.2900 | 1,380 | 32.1% | 0.02 | 0.0018 | -0.015 | 310 | 56.30 | 59.25 | -1.00 | 0.0000 | -0.032 | ||||
| 0 | 0.3300 | 88 | 36.6% | 0.01 | 0.0013 | -0.013 | 320 | 66.30 | 69.25 | -1.00 | 0.0000 | -0.032 | ||||
| 0 | 0.3100 | 69 | 40.2% | 0.01 | 0.0010 | -0.012 | 330 | 76.30 | 79.30 | -1.00 | 0.0000 | -0.032 | ||||
| 0 | 0.3000 | 24 | 43.9% | 0.01 | 0.0008 | -0.010 | 340 | 86.30 | 89.20 | -1.00 | 0.0000 | -0.032 | ||||
| 0 | 0.2900 | 2 | 47.3% | 0.01 | 0.0006 | -0.009 | 350 | 96.35 | 99.20 | -1.00 | 0.0000 | -0.032 | ||||
| 0 | 0.2800 | 3 | 50.5% | 0.01 | 0.0005 | -0.008 | 360 | 106.30 | 109.20 | -1.00 | 0.0000 | -0.032 | ||||
| 0 | 0.1800 | 30 | 51.2% | 0.00 | 0.0004 | -0.007 | 370 | 116.30 | 119.20 | -1.00 | 0.0000 | -0.032 | ||||
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