JPM цепочка опционов JPMorgan Chase & Co.
Cboe delayed options data · по состоянию на 14:04 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 ±3.3% (325.88–347.94) · ATM IV 23.2% · P/C открытого интереса 0.88
| 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 | |
| 151.20 | 154.35 | 169.9% | 1.00 | 0.0000 | 0.000 | 185 | 0 | 0.5400 | 9 | 151.7% | 0.00 | 0.0000 | -0.000 | |||
| 146.40 | 149.35 | 166.9% | 1.00 | 0.0000 | 0.000 | 190 | 0 | 2.13 | 179.6% | 0.00 | 0.0000 | -0.000 | ||||
| 141.50 | 144.35 | 161.7% | 1.00 | 0.0000 | 0.000 | 195 | 0 | 2.13 | 172.5% | 0.00 | 0.0000 | -0.000 | ||||
| 136.50 | 139.40 | 155.7% | 1.00 | 0.0000 | 0.000 | 200 | 0 | 2.13 | 165.5% | 0.00 | 0.0000 | -0.000 | ||||
| 131.55 | 133.75 | 149.8% | 1.00 | 0.0000 | 0.000 | 205 | 0 | 0.0100 | 3 | 86.5% | 0.00 | 0.0000 | -0.000 | |||
| 126.55 | 129.40 | 143.1% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 2.13 | 152.0% | -0.00 | 0.0000 | -0.000 | ||||
| 121.50 | 124.40 | 135.9% | 1.00 | 0.0000 | 0.000 | 215 | 0 | 2.13 | 145.5% | -0.00 | 0.0000 | -0.000 | ||||
| 116.50 | 119.50 | 1 | 131.1% | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.13 | 139.2% | -0.00 | 0.0000 | -0.001 | |||
| 111.55 | 114.40 | 124.1% | 1.00 | 0.0000 | 0.000 | 225 | 0 | 2.13 | 1 | 132.9% | -0.00 | 0.0000 | -0.001 | |||
| 106.55 | 109.40 | 118.1% | 1.00 | 0.0000 | 0.000 | 230 | 0 | 2.13 | 126.7% | -0.00 | 0.0000 | -0.001 | ||||
| 101.60 | 104.45 | 113.5% | 1.00 | 0.0000 | 0.000 | 235 | 0 | 2.13 | 2 | 120.7% | -0.00 | 0.0000 | -0.001 | |||
| 96.55 | 99.45 | 106.9% | 1.00 | 0.0000 | 0.000 | 240 | 0 | 2.13 | 114.8% | -0.00 | 0.0000 | -0.001 | ||||
| 91.55 | 94.50 | 101.8% | 1.00 | 0.0000 | 0.000 | 245 | 0 | 2.13 | 108.9% | -0.00 | 0.0000 | -0.002 | ||||
| 86.60 | 89.50 | 1 | 98.4% | 1.00 | 0.0001 | 0.000 | 250 | 0 | 2.13 | 2 | 103.1% | -0.00 | 0.0001 | -0.002 | ||
| 81.70 | 84.45 | 91.7% | 1.00 | 0.0001 | 0.000 | 255 | 0 | 2.13 | 3 | 97.5% | -0.00 | 0.0001 | -0.003 | |||
| 76.65 | 79.45 | 85.6% | 1.00 | 0.0001 | 0.000 | 260 | 0 | 2.13 | 10 | 91.9% | -0.00 | 0.0001 | -0.003 | |||
| 71.20 | 74.50 | 75.6% | 1.00 | 0.0002 | 0.000 | 265 | 0 | 2.13 | 48 | 86.3% | -0.00 | 0.0002 | -0.004 | |||
| 66.60 | 69.55 | 76.3% | 1.00 | 0.0002 | 0.000 | 270 | 0 | 2.13 | 53 | 80.8% | -0.00 | 0.0002 | -0.005 | |||
| 61.50 | 64.50 | 1 | 68.6% | 1.00 | 0.0003 | -0.000 | 275 | 0 | 2.14 | 23 | 75.5% | -0.00 | 0.0003 | -0.007 | ||
| 56.65 | 59.50 | 64.8% | 1.00 | 0.0005 | -0.003 | 280 | 0 | 1.48 | 260 | 64.8% | -0.00 | 0.0005 | -0.010 | |||
| 51.50 | 54.55 | 58.7% | 0.99 | 0.0007 | -0.007 | 285 | 0 | 2.15 | 59 | 64.8% | -0.01 | 0.0007 | -0.013 | |||
| 46.70 | 49.55 | 55.2% | 0.99 | 0.0010 | -0.011 | 290 | 0 | 0.7700 | 191 | 48.2% | -0.01 | 0.0010 | -0.017 | |||
| 41.65 | 44.60 | 50.1% | 0.99 | 0.0015 | -0.018 | 295 | 0.0100 | 0.1700 | 273 | 34.6% | -0.01 | 0.0015 | -0.023 | |||
| 36.80 | 39.65 | 30 | 46.2% | 0.98 | 0.0022 | -0.028 | 300 | 0 | 0.2500 | 467 | 32.3% | -0.02 | 0.0023 | -0.033 | ||
| 31.80 | 34.80 | 1 | 41.9% | 0.97 | 0.0035 | -0.043 | 305 | 0 | 1.20 | 911 | 37.9% | -0.03 | 0.0036 | -0.047 | ||
| 27.25 | 29.90 | 25 | 39.3% | 0.95 | 0.0056 | -0.066 | 310 | 0.1500 | 0.6700 | 5 | 1,594 | 30.3% | -0.05 | 0.0056 | -0.069 | |
| 24.85 | 27.20 | 36.1% | 0.94 | 0.0070 | -0.081 | 312.5 | 0.2000 | 1.77 | 87 | 34.7% | -0.06 | 0.0071 | -0.084 | |||
| 22.55 | 25.10 | 7 | 35.8% | 0.92 | 0.0087 | -0.098 | 315 | 0.2700 | 0.7100 | 7 | 694 | 26.8% | -0.08 | 0.0088 | -0.102 | |
| 20.20 | 22.70 | 33.8% | 0.90 | 0.0107 | -0.118 | 317.5 | 0.4300 | 2.10 | 39 | 31.6% | -0.10 | 0.0108 | -0.122 | |||
| 18.00 | 20.30 | 23 | 32.2% | 0.87 | 0.0130 | -0.141 | 320 | 0.5800 | 1.10 | 5 | 384 | 25.3% | -0.13 | 0.0132 | -0.145 | |
| 15.65 | 18.25 | 5 | 31.0% | 0.84 | 0.0155 | -0.165 | 322.5 | 0.8800 | 1.85 | 5 | 154 | 26.5% | -0.16 | 0.0157 | -0.169 | |
| 13.60 | 15.95 | 2 | 77 | 29.5% | 0.80 | 0.0182 | -0.189 | 325 | 1.25 | 1.82 | 8 | 712 | 24.6% | -0.20 | 0.0184 | -0.193 |
| 11.80 | 14.05 | 3 | 127 | 29.4% | 0.75 | 0.0208 | -0.212 | 327.5 | 1.73 | 2.43 | 6 | 145 | 24.5% | -0.25 | 0.0211 | -0.216 |
| 9.75 | 12.05 | 286 | 27.9% | 0.70 | 0.0232 | -0.233 | 330 | 2.38 | 2.99 | 10 | 456 | 24.0% | -0.30 | 0.0236 | -0.237 | |
| 8.10 | 10.40 | 29 | 27.7% | 0.64 | 0.0253 | -0.248 | 332.5 | 2.45 | 3.85 | 1 | 94 | 22.2% | -0.37 | 0.0257 | -0.252 | |
| 6.65 | 8.85 | 382 | 27.4% | 0.57 | 0.0269 | -0.257 | 335 | 3.80 | 5.25 | 409 | 23.8% | -0.43 | 0.0273 | -0.261 | ||
| 5.25 | 6.00 | 12 | 64 | 23.9% | 0.51 | 0.0278 | -0.259 | 337.5 | 4.45 | 6.35 | 10 | 74 | 22.4% | -0.50 | 0.0282 | -0.262 |
| 4.00 | 5.00 | 22 | 836 | 24.0% | 0.44 | 0.0278 | -0.251 | 340 | 6.05 | 7.30 | 20 | 93 | 21.9% | -0.57 | 0.0283 | -0.255 |
| 3.15 | 4.30 | 7 | 224 | 24.8% | 0.37 | 0.0270 | -0.236 | 342.5 | 6.75 | 9.30 | 83 | 20.9% | -0.64 | 0.0275 | -0.240 | |
| 2.36 | 2.81 | 88 | 1,099 | 23.3% | 0.30 | 0.0254 | -0.214 | 345 | 8.30 | 11.05 | 72 | 20.2% | -0.71 | 0.0259 | -0.217 | |
| 1.65 | 2.00 | 26 | 404 | 22.7% | 0.24 | 0.0229 | -0.186 | 347.5 | 10.15 | 12.80 | 11 | 19.2% | -0.77 | 0.0236 | -0.191 | |
| 1.11 | 1.50 | 10 | 1,089 | 22.8% | 0.18 | 0.0199 | -0.157 | 350 | 12.20 | 14.25 | 90 | 14.7% | -0.83 | 0.0207 | -0.162 | |
| 0.8200 | 1.29 | 20 | 188 | 23.5% | 0.14 | 0.0167 | -0.128 | 352.5 | 14.20 | 16.45 | -0.88 | 0.0175 | -0.134 | |||
| 0.5300 | 0.9600 | 7 | 884 | 23.4% | 0.10 | 0.0135 | -0.102 | 355 | 16.60 | 18.95 | 60 | -0.92 | 0.0145 | -0.108 | ||
| 0.2500 | 1.00 | 39 | 24.5% | 0.08 | 0.0106 | -0.080 | 357.5 | 18.85 | 21.25 | -0.95 | 0.0117 | -0.086 | ||||
| 0.2400 | 0.4000 | 1 | 1,633 | 22.9% | 0.06 | 0.0083 | -0.063 | 360 | 21.35 | 23.65 | -0.97 | 0.0089 | -0.067 | |||
| 0 | 0.7500 | 25.7% | 0.04 | 0.0063 | -0.049 | 362.5 | 23.50 | 26.40 | -0.98 | 0.0060 | -0.054 | |||||
| 0.0200 | 0.6900 | 454 | 27.3% | 0.03 | 0.0049 | -0.038 | 365 | 25.85 | 29.45 | -0.99 | 0.0036 | -0.046 | ||||
| 0 | 0.7400 | 29.4% | 0.02 | 0.0037 | -0.030 | 367.5 | 28.50 | 31.35 | -1.00 | 0.0020 | -0.042 | |||||
| 0 | 0.1000 | 135 | 22.8% | 0.02 | 0.0029 | -0.024 | 370 | 30.80 | 34.35 | -1.00 | 0.0010 | -0.040 | ||||
| 0.0100 | 0.5700 | 10 | 295 | 33.3% | 0.01 | 0.0018 | -0.017 | 375 | 35.90 | 39.40 | -1.00 | 0.0002 | -0.039 | |||
| 0 | 1.00 | 70 | 40.5% | 0.01 | 0.0013 | -0.013 | 380 | 41.00 | 43.80 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.8000 | 25 | 100 | 42.2% | 0.01 | 0.0010 | -0.012 | 385 | 46.00 | 48.80 | -1.00 | 0.0000 | -0.039 | |||
| 0 | 2.13 | 34 | 55.5% | 0.01 | 0.0008 | -0.011 | 390 | 51.00 | 54.40 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 2.13 | 9 | 59.1% | 0.01 | 0.0007 | -0.011 | 395 | 55.90 | 59.65 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.5300 | 15 | 48.5% | 0.00 | 0.0006 | -0.011 | 400 | 60.90 | 64.50 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 2.13 | 13 | 66.2% | 0.00 | 0.0006 | -0.011 | 405 | 65.90 | 69.55 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 2.13 | 11 | 69.6% | 0.00 | 0.0005 | -0.011 | 410 | 70.90 | 74.65 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 2.13 | 1 | 72.9% | 0.00 | 0.0004 | -0.011 | 415 | 75.80 | 79.60 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 2.13 | 76.1% | 0.00 | 0.0004 | -0.011 | 420 | 80.90 | 84.50 | -1.00 | 0.0000 | -0.039 | |||||
| 0 | 2.13 | 4 | 79.3% | 0.00 | 0.0004 | -0.011 | 425 | 85.90 | 89.55 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 2.13 | 82.4% | 0.00 | 0.0003 | -0.011 | 430 | 90.90 | 94.70 | -1.00 | 0.0000 | -0.039 | |||||
| 0 | 2.12 | 85.4% | 0.00 | 0.0003 | -0.011 | 435 | 95.90 | 99.60 | -1.00 | 0.0000 | -0.039 | |||||
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 — Oct 30, 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