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 ±4.3% (322.46–351.36) · ATM IV 23.8% · P/C открытого интереса 0.96
| 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 | |
| 151.40 | 154.55 | 137.4% | 1.00 | 0.0000 | 0.000 | 185 | 0 | 2.13 | 5 | 146.8% | -0.00 | 0.0000 | -0.000 | |||
| 146.40 | 149.70 | 131.6% | 1.00 | 0.0000 | 0.000 | 190 | 0 | 2.13 | 141.1% | -0.00 | 0.0000 | -0.001 | ||||
| 141.45 | 144.55 | 124.4% | 1.00 | 0.0000 | 0.000 | 195 | 0 | 2.13 | 135.5% | -0.00 | 0.0000 | -0.001 | ||||
| 136.50 | 139.55 | 119.7% | 1.00 | 0.0000 | 0.000 | 200 | 0 | 2.13 | 130.1% | -0.00 | 0.0000 | -0.001 | ||||
| 131.45 | 134.60 | 116.4% | 1.00 | 0.0000 | 0.000 | 205 | 0 | 2.13 | 124.7% | -0.00 | 0.0000 | -0.001 | ||||
| 126.60 | 129.60 | 113.0% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 2.13 | 119.5% | -0.00 | 0.0000 | -0.001 | ||||
| 121.45 | 124.60 | 104.0% | 1.00 | 0.0000 | 0.000 | 215 | 0 | 2.13 | 114.4% | -0.00 | 0.0000 | -0.001 | ||||
| 116.50 | 119.65 | 102.2% | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.13 | 109.4% | -0.00 | 0.0000 | -0.002 | ||||
| 111.55 | 114.60 | 95.4% | 1.00 | 0.0000 | 0.000 | 225 | 0 | 2.13 | 104.5% | -0.00 | 0.0000 | -0.002 | ||||
| 106.50 | 109.65 | 92.4% | 1.00 | 0.0001 | 0.000 | 230 | 0 | 2.13 | 99.6% | -0.00 | 0.0001 | -0.002 | ||||
| 101.60 | 104.65 | 87.1% | 1.00 | 0.0001 | 0.000 | 235 | 0 | 2.14 | 95.0% | -0.00 | 0.0001 | -0.003 | ||||
| 96.55 | 99.65 | 81.8% | 1.00 | 0.0001 | 0.000 | 240 | 0 | 2.14 | 90.3% | -0.00 | 0.0001 | -0.003 | ||||
| 91.60 | 94.70 | 78.4% | 1.00 | 0.0001 | 0.000 | 245 | 0 | 2.14 | 85.7% | -0.00 | 0.0001 | -0.004 | ||||
| 86.60 | 89.75 | 74.4% | 1.00 | 0.0002 | 0.000 | 250 | 0 | 2.14 | 1 | 81.2% | -0.00 | 0.0002 | -0.005 | |||
| 81.60 | 84.75 | 71.4% | 1.00 | 0.0002 | 0.000 | 255 | 0 | 2.15 | 1 | 76.8% | -0.00 | 0.0002 | -0.006 | |||
| 76.65 | 79.75 | 66.1% | 1.00 | 0.0003 | 0.000 | 260 | 0 | 2.15 | 72.4% | -0.00 | 0.0003 | -0.007 | ||||
| 71.60 | 74.80 | 62.7% | 1.00 | 0.0004 | 0.000 | 265 | 0 | 2.15 | 36 | 68.1% | -0.00 | 0.0004 | -0.009 | |||
| 66.60 | 69.80 | 58.8% | 0.99 | 0.0005 | -0.002 | 270 | 0 | 2.16 | 7 | 63.8% | -0.01 | 0.0005 | -0.011 | |||
| 61.70 | 64.80 | 54.2% | 0.99 | 0.0007 | -0.005 | 275 | 0 | 2.17 | 15 | 59.6% | -0.01 | 0.0007 | -0.014 | |||
| 56.70 | 59.80 | 3 | 50.1% | 0.99 | 0.0009 | -0.009 | 280 | 0 | 0.2000 | 97 | 36.9% | -0.01 | 0.0009 | -0.017 | ||
| 51.75 | 55.00 | 47.7% | 0.99 | 0.0013 | -0.015 | 285 | 0 | 0.1800 | 96 | 33.3% | -0.01 | 0.0013 | -0.022 | |||
| 46.85 | 49.90 | 43.6% | 0.98 | 0.0018 | -0.022 | 290 | 0 | 0.4600 | 119 | 34.8% | -0.02 | 0.0018 | -0.029 | |||
| 41.90 | 45.00 | 40.3% | 0.97 | 0.0026 | -0.032 | 295 | 0 | 1.32 | 521 | 38.3% | -0.03 | 0.0026 | -0.038 | |||
| 37.20 | 40.10 | 101 | 38.1% | 0.96 | 0.0036 | -0.045 | 300 | 0 | 1.09 | 179 | 33.0% | -0.04 | 0.0037 | -0.051 | ||
| 32.40 | 35.45 | 1 | 36.1% | 0.94 | 0.0052 | -0.063 | 305 | 0.0700 | 1.08 | 482 | 29.6% | -0.06 | 0.0052 | -0.068 | ||
| 28.00 | 30.45 | 5 | 33.8% | 0.92 | 0.0072 | -0.085 | 310 | 0.1900 | 1.39 | 197 | 27.9% | -0.09 | 0.0073 | -0.090 | ||
| 23.45 | 25.70 | 2 | 31.2% | 0.88 | 0.0098 | -0.111 | 315 | 0.6300 | 1.64 | 11 | 333 | 26.4% | -0.12 | 0.0099 | -0.116 | |
| 19.05 | 21.45 | 8 | 29.7% | 0.82 | 0.0128 | -0.139 | 320 | 1.00 | 2.37 | 167 | 25.2% | -0.18 | 0.0130 | -0.143 | ||
| 17.05 | 19.35 | 29.0% | 0.79 | 0.0144 | -0.153 | 322.5 | 1.27 | 3.20 | 25.4% | -0.21 | 0.0146 | -0.157 | ||||
| 14.95 | 17.50 | 37 | 28.4% | 0.75 | 0.0161 | -0.166 | 325 | 1.90 | 3.65 | 2 | 225 | 25.2% | -0.25 | 0.0163 | -0.170 | |
| 13.20 | 15.40 | 27.7% | 0.71 | 0.0176 | -0.177 | 327.5 | 2.05 | 4.35 | 24.1% | -0.29 | 0.0179 | -0.181 | ||||
| 11.45 | 13.60 | 118 | 27.2% | 0.67 | 0.0191 | -0.187 | 330 | 2.95 | 5.00 | 205 | 24.0% | -0.33 | 0.0194 | -0.191 | ||
| 9.85 | 11.95 | 26.9% | 0.62 | 0.0203 | -0.194 | 332.5 | 3.55 | 5.80 | 23.2% | -0.38 | 0.0207 | -0.198 | ||||
| 8.05 | 10.45 | 246 | 26.1% | 0.57 | 0.0213 | -0.198 | 335 | 4.35 | 7.10 | 78 | 23.1% | -0.44 | 0.0217 | -0.202 | ||
| 6.75 | 9.10 | 25.9% | 0.52 | 0.0219 | -0.198 | 337.5 | 5.05 | 8.00 | 21.8% | -0.49 | 0.0224 | -0.203 | ||||
| 5.60 | 7.75 | 113 | 25.7% | 0.46 | 0.0221 | -0.195 | 340 | 6.40 | 9.30 | 245 | 21.7% | -0.55 | 0.0226 | -0.199 | ||
| 4.50 | 6.00 | 28 | 24.4% | 0.41 | 0.0218 | -0.188 | 342.5 | 7.75 | 10.55 | 20.9% | -0.60 | 0.0224 | -0.193 | |||
| 3.70 | 4.75 | 13 | 728 | 23.9% | 0.35 | 0.0211 | -0.178 | 345 | 9.30 | 11.85 | 57 | 20.0% | -0.66 | 0.0217 | -0.182 | |
| 2.85 | 4.00 | 2 | 23.8% | 0.30 | 0.0200 | -0.165 | 347.5 | 11.00 | 13.80 | 20.0% | -0.71 | 0.0207 | -0.169 | |||
| 2.22 | 2.83 | 126 | 361 | 22.9% | 0.25 | 0.0184 | -0.150 | 350 | 12.85 | 15.55 | 40 | 19.2% | -0.76 | 0.0192 | -0.155 | |
| 1.59 | 3.60 | 25.6% | 0.21 | 0.0167 | -0.134 | 352.5 | 14.90 | 17.50 | 18.5% | -0.81 | 0.0176 | -0.139 | ||||
| 1.25 | 1.88 | 908 | 22.9% | 0.17 | 0.0148 | -0.118 | 355 | 17.05 | 19.55 | 6 | 17.0% | -0.85 | 0.0157 | -0.123 | ||
| 0.7900 | 2.34 | 25.0% | 0.14 | 0.0128 | -0.103 | 357.5 | 19.25 | 21.65 | -0.88 | 0.0139 | -0.109 | |||||
| 0.5900 | 1.70 | 207 | 24.5% | 0.11 | 0.0110 | -0.089 | 360 | 21.50 | 24.45 | 26 | -0.91 | 0.0121 | -0.095 | |||
| 0.1800 | 1.64 | 24.6% | 0.09 | 0.0093 | -0.076 | 362.5 | 23.85 | 26.30 | -0.94 | 0.0105 | -0.082 | |||||
| 0.2600 | 1.28 | 185 | 25.3% | 0.07 | 0.0078 | -0.065 | 365 | 26.30 | 29.25 | -0.96 | 0.0090 | -0.070 | ||||
| 0 | 1.20 | 25.4% | 0.06 | 0.0066 | -0.055 | 367.5 | 28.60 | 31.15 | -0.97 | 0.0072 | -0.061 | |||||
| 0.0200 | 0.8700 | 140 | 25.2% | 0.05 | 0.0054 | -0.047 | 370 | 30.85 | 34.70 | -0.98 | 0.0054 | -0.054 | ||||
| 0 | 2.12 | 13 | 34.1% | 0.03 | 0.0037 | -0.033 | 375 | 35.90 | 39.65 | -1.00 | 0.0021 | -0.048 | ||||
| 0.0100 | 0.5100 | 28 | 28.0% | 0.02 | 0.0026 | -0.024 | 380 | 40.90 | 44.70 | -1.00 | 0.0004 | -0.047 | ||||
| 0 | 1.79 | 32 | 38.8% | 0.01 | 0.0018 | -0.018 | 385 | 45.90 | 49.65 | -1.00 | 0.0001 | -0.047 | ||||
| 0 | 0.2600 | 34 | 29.8% | 0.01 | 0.0013 | -0.014 | 390 | 50.90 | 54.65 | -1.00 | 0.0000 | -0.047 | ||||
| 0 | 2.13 | 46.2% | 0.01 | 0.0010 | -0.012 | 395 | 55.95 | 59.60 | -1.00 | 0.0000 | -0.047 | |||||
| 0 | 2.13 | 49.0% | 0.01 | 0.0008 | -0.011 | 400 | 60.90 | 64.65 | -1.00 | 0.0000 | -0.047 | |||||
| 0 | 2.13 | 51.7% | 0.01 | 0.0007 | -0.011 | 405 | 65.90 | 69.65 | -1.00 | 0.0000 | -0.047 | |||||
| 0 | 2.13 | 1 | 54.4% | 0.01 | 0.0006 | -0.010 | 410 | 70.90 | 74.65 | -1.00 | 0.0000 | -0.047 | ||||
| 0 | 2.13 | 57.0% | 0.01 | 0.0006 | -0.010 | 415 | 75.90 | 79.65 | -1.00 | 0.0000 | -0.047 | |||||
| 0 | 2.13 | 59.6% | 0.01 | 0.0005 | -0.010 | 420 | 80.90 | 84.70 | -1.00 | 0.0000 | -0.047 | |||||
| 0 | 2.13 | 62.0% | 0.00 | 0.0005 | -0.010 | 425 | 85.90 | 89.65 | -1.00 | 0.0000 | -0.047 | |||||
| 0 | 2.13 | 64.5% | 0.00 | 0.0004 | -0.010 | 430 | 90.90 | 94.65 | -1.00 | 0.0000 | -0.047 | |||||
| 0 | 2.13 | 66.9% | 0.00 | 0.0004 | -0.010 | 435 | 95.90 | 99.70 | -1.00 | 0.0000 | -0.047 | |||||
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 06, 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