JPM цепочка опционов JPMorgan Chase & Co.
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 ±5.4% (318.66–355.16) · ATM IV 22.7% · P/C открытого интереса 1.03
| 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 | |
| 166.70 | 169.80 | 117.7% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.8900 | 12 | 108.5% | -0.00 | 0.0000 | -0.000 | |||
| 161.25 | 165.00 | 107.3% | 1.00 | 0.0000 | 0.000 | 175 | 0 | 0.7400 | 45 | 101.7% | -0.00 | 0.0000 | -0.000 | |||
| 156.75 | 159.80 | 106.6% | 1.00 | 0.0000 | 0.000 | 180 | 0 | 0.9400 | 19 | 101.1% | -0.00 | 0.0000 | -0.001 | |||
| 151.80 | 154.90 | 1 | 103.8% | 1.00 | 0.0000 | 0.000 | 185 | 0 | 1.19 | 17 | 100.7% | -0.00 | 0.0000 | -0.001 | ||
| 146.75 | 149.85 | 98.0% | 1.00 | 0.0000 | 0.000 | 190 | 0 | 0.7500 | 22 | 90.3% | -0.00 | 0.0000 | -0.001 | |||
| 141.75 | 144.90 | 94.2% | 1.00 | 0.0000 | 0.000 | 195 | 0 | 0.7400 | 27 | 86.4% | -0.00 | 0.0000 | -0.001 | |||
| 136.75 | 139.90 | 91.0% | 1.00 | 0.0000 | 0.000 | 200 | 0 | 0.1400 | 221 | 67.6% | -0.00 | 0.0000 | -0.001 | |||
| 131.80 | 135.00 | 87.2% | 1.00 | 0.0000 | 0.000 | 205 | 0 | 1.34 | 43 | 86.9% | -0.00 | 0.0000 | -0.001 | |||
| 126.55 | 130.00 | 80.4% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 0.7400 | 70 | 75.9% | -0.00 | 0.0000 | -0.001 | |||
| 121.90 | 124.95 | 1 | 79.6% | 1.00 | 0.0000 | 0.000 | 215 | 0 | 1.00 | 74 | 76.0% | -0.00 | 0.0000 | -0.002 | ||
| 116.85 | 120.00 | 5 | 75.6% | 1.00 | 0.0001 | 0.000 | 220 | 0 | 0.5500 | 266 | 66.5% | -0.00 | 0.0001 | -0.002 | ||
| 111.95 | 115.00 | 72.7% | 1.00 | 0.0001 | 0.000 | 225 | 0 | 0.9500 | 54 | 68.7% | -0.00 | 0.0001 | -0.003 | |||
| 106.90 | 110.05 | 1 | 68.9% | 1.00 | 0.0001 | 0.000 | 230 | 0 | 1.19 | 255 | 67.9% | -0.00 | 0.0001 | -0.003 | ||
| 102.00 | 105.10 | 67.7% | 1.00 | 0.0001 | 0.000 | 235 | 0 | 0.9900 | 292 | 62.6% | -0.00 | 0.0001 | -0.004 | |||
| 96.95 | 100.10 | 3 | 63.6% | 1.00 | 0.0002 | 0.000 | 240 | 0 | 0.1000 | 533 | 44.1% | -0.00 | 0.0002 | -0.004 | ||
| 92.10 | 95.15 | 2 | 61.5% | 1.00 | 0.0002 | 0.000 | 245 | 0 | 0.3500 | 208 | 48.4% | -0.00 | 0.0002 | -0.005 | ||
| 87.00 | 90.15 | 33 | 56.1% | 1.00 | 0.0003 | 0.000 | 250 | 0 | 0.3600 | 215 | 45.8% | -0.00 | 0.0003 | -0.006 | ||
| 82.05 | 85.15 | 65 | 53.1% | 1.00 | 0.0004 | 0.000 | 255 | 0 | 0.3800 | 624 | 43.5% | -0.00 | 0.0004 | -0.008 | ||
| 77.10 | 80.25 | 24 | 50.7% | 0.99 | 0.0005 | 0.000 | 260 | 0 | 0.3900 | 1,849 | 41.0% | -0.01 | 0.0005 | -0.009 | ||
| 72.45 | 75.15 | 28 | 48.9% | 0.99 | 0.0006 | -0.003 | 265 | 0 | 0.4200 | 1,421 | 38.8% | -0.01 | 0.0006 | -0.011 | ||
| 67.35 | 70.20 | 47 | 45.2% | 0.99 | 0.0008 | -0.006 | 270 | 0.0500 | 0.2100 | 1,909 | 33.8% | -0.01 | 0.0008 | -0.014 | ||
| 62.35 | 65.40 | 40 | 43.0% | 0.99 | 0.0011 | -0.010 | 275 | 0.0500 | 0.2900 | 1 | 770 | 32.6% | -0.01 | 0.0011 | -0.017 | |
| 57.80 | 60.45 | 45 | 42.0% | 0.98 | 0.0015 | -0.015 | 280 | 0 | 0.4500 | 2,231 | 31.4% | -0.02 | 0.0015 | -0.022 | ||
| 52.70 | 55.45 | 21 | 38.3% | 0.97 | 0.0020 | -0.021 | 285 | 0.0400 | 0.4400 | 461 | 29.1% | -0.03 | 0.0020 | -0.027 | ||
| 47.75 | 50.60 | 79 | 35.8% | 0.96 | 0.0026 | -0.028 | 290 | 0.2000 | 0.5200 | 1 | 726 | 28.5% | -0.04 | 0.0027 | -0.034 | |
| 43.00 | 45.75 | 76 | 33.9% | 0.95 | 0.0035 | -0.037 | 295 | 0.3800 | 0.6700 | 33 | 1,965 | 27.7% | -0.05 | 0.0035 | -0.043 | |
| 38.50 | 40.85 | 166 | 32.4% | 0.93 | 0.0046 | -0.049 | 300 | 0.6500 | 0.8800 | 3 | 2,099 | 27.1% | -0.07 | 0.0047 | -0.054 | |
| 33.80 | 36.15 | 65 | 30.5% | 0.91 | 0.0060 | -0.062 | 305 | 0.9200 | 1.20 | 78 | 1,807 | 26.1% | -0.09 | 0.0061 | -0.066 | |
| 29.05 | 31.45 | 236 | 28.2% | 0.88 | 0.0078 | -0.076 | 310 | 1.44 | 1.62 | 26 | 2,346 | 25.5% | -0.12 | 0.0078 | -0.081 | |
| 25.10 | 27.30 | 152 | 28.2% | 0.84 | 0.0097 | -0.092 | 315 | 1.95 | 2.24 | 3 | 2,001 | 24.5% | -0.16 | 0.0098 | -0.096 | |
| 20.55 | 23.10 | 852 | 26.3% | 0.79 | 0.0118 | -0.107 | 320 | 2.75 | 3.05 | 41 | 7,270 | 23.8% | -0.22 | 0.0120 | -0.111 | |
| 18.60 | 21.15 | 25.9% | 0.76 | 0.0129 | -0.114 | 322.5 | 2.40 | 3.55 | 22.1% | -0.25 | 0.0131 | -0.118 | ||||
| 16.85 | 19.30 | 450 | 25.8% | 0.73 | 0.0140 | -0.121 | 325 | 3.50 | 4.25 | 8 | 3,014 | 22.8% | -0.28 | 0.0142 | -0.124 | |
| 14.75 | 17.50 | 25.0% | 0.69 | 0.0150 | -0.126 | 327.5 | 3.35 | 5.15 | 21.6% | -0.31 | 0.0153 | -0.130 | ||||
| 13.60 | 15.70 | 734 | 25.3% | 0.65 | 0.0159 | -0.131 | 330 | 4.95 | 5.85 | 4 | 2,713 | 22.4% | -0.35 | 0.0163 | -0.135 | |
| 11.65 | 14.10 | 24.5% | 0.61 | 0.0167 | -0.134 | 332.5 | 5.70 | 6.80 | 6 | 22.1% | -0.39 | 0.0171 | -0.138 | |||
| 10.35 | 11.80 | 2 | 1,831 | 23.5% | 0.57 | 0.0174 | -0.136 | 335 | 6.75 | 7.90 | 1 | 1,280 | 22.0% | -0.44 | 0.0178 | -0.140 |
| 8.80 | 11.15 | 5 | 24.0% | 0.53 | 0.0178 | -0.137 | 337.5 | 7.65 | 8.90 | 3 | 21.4% | -0.48 | 0.0184 | -0.141 | ||
| 7.65 | 9.00 | 71 | 1,646 | 22.8% | 0.48 | 0.0180 | -0.136 | 340 | 9.05 | 10.35 | 6 | 2,064 | 21.6% | -0.53 | 0.0187 | -0.140 |
| 6.50 | 8.05 | 22.9% | 0.44 | 0.0180 | -0.133 | 342.5 | 9.40 | 11.70 | 20.1% | -0.57 | 0.0187 | -0.137 | ||||
| 5.55 | 6.50 | 3 | 2,736 | 22.2% | 0.39 | 0.0177 | -0.128 | 345 | 12.05 | 13.20 | 8 | 622 | 21.4% | -0.62 | 0.0185 | -0.133 |
| 4.60 | 5.30 | 10 | 21.7% | 0.35 | 0.0172 | -0.122 | 347.5 | 12.40 | 14.95 | 19.7% | -0.67 | 0.0181 | -0.128 | |||
| 3.80 | 4.40 | 16 | 4,345 | 21.4% | 0.31 | 0.0165 | -0.115 | 350 | 14.75 | 16.35 | 3 | 1,418 | 19.9% | -0.71 | 0.0174 | -0.121 |
| 3.10 | 3.90 | 1 | 21.6% | 0.27 | 0.0155 | -0.107 | 352.5 | 15.85 | 18.35 | 18.6% | -0.75 | 0.0166 | -0.113 | |||
| 2.39 | 3.50 | 2 | 2,229 | 21.7% | 0.23 | 0.0144 | -0.098 | 355 | 18.20 | 20.15 | 3 | 796 | 18.7% | -0.79 | 0.0156 | -0.104 |
| 1.96 | 2.78 | 3 | 21.5% | 0.20 | 0.0132 | -0.089 | 357.5 | 19.85 | 22.45 | 17.8% | -0.83 | 0.0145 | -0.096 | |||
| 1.62 | 1.95 | 69 | 4,738 | 20.8% | 0.17 | 0.0119 | -0.080 | 360 | 22.05 | 24.20 | 649 | -0.86 | 0.0133 | -0.087 | ||
| 1.26 | 1.60 | 1 | 20.8% | 0.14 | 0.0106 | -0.071 | 362.5 | 24.20 | 26.75 | -0.89 | 0.0121 | -0.079 | ||||
| 1.00 | 1.22 | 21 | 1,940 | 20.6% | 0.12 | 0.0094 | -0.063 | 365 | 26.55 | 28.75 | 402 | -0.92 | 0.0110 | -0.071 | ||
| 0.7400 | 1.06 | 2 | 20.8% | 0.10 | 0.0082 | -0.055 | 367.5 | 28.95 | 31.20 | -0.94 | 0.0099 | -0.062 | ||||
| 0.6000 | 0.8400 | 16 | 3,174 | 20.8% | 0.08 | 0.0071 | -0.048 | 370 | 31.30 | 33.45 | 6 | -0.96 | 0.0083 | -0.055 | ||
| 0.3100 | 0.6200 | 2 | 2,166 | 21.1% | 0.06 | 0.0052 | -0.036 | 375 | 36.95 | 38.75 | 8 | -0.99 | 0.0040 | -0.044 | ||
| 0.1600 | 0.7600 | 2 | 993 | 23.2% | 0.04 | 0.0038 | -0.027 | 380 | 40.90 | 44.10 | -1.00 | 0.0009 | -0.040 | |||
| 0.0800 | 0.6100 | 628 | 23.9% | 0.03 | 0.0028 | -0.020 | 385 | 46.00 | 48.80 | -1.00 | 0.0000 | -0.040 | ||||
| 0.0300 | 0.2800 | 52 | 6,060 | 22.8% | 0.02 | 0.0020 | -0.015 | 390 | 51.00 | 53.80 | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.2600 | 1,556 | 23.9% | 0.01 | 0.0015 | -0.012 | 395 | 56.00 | 58.80 | -1.00 | 0.0000 | -0.040 | ||||
| 0.0200 | 0.2200 | 3 | 3,067 | 25.2% | 0.01 | 0.0012 | -0.010 | 400 | 60.90 | 63.80 | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.4100 | 262 | 28.9% | 0.01 | 0.0010 | -0.009 | 405 | 65.90 | 68.80 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3900 | 270 | 30.3% | 0.01 | 0.0008 | -0.008 | 410 | 70.80 | 74.00 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3800 | 139 | 31.8% | 0.01 | 0.0007 | -0.008 | 415 | 75.90 | 79.00 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3700 | 137 | 33.3% | 0.01 | 0.0006 | -0.007 | 420 | 80.90 | 84.30 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.1000 | 135 | 29.7% | 0.01 | 0.0006 | -0.007 | 425 | 85.90 | 89.30 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3600 | 96 | 36.2% | 0.01 | 0.0005 | -0.007 | 430 | 90.70 | 93.80 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3500 | 61 | 37.5% | 0.01 | 0.0005 | -0.007 | 435 | 95.90 | 99.30 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3500 | 31 | 39.0% | 0.01 | 0.0004 | -0.007 | 440 | 100.90 | 104.20 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3500 | 12 | 40.4% | 0.00 | 0.0004 | -0.007 | 445 | 105.90 | 109.25 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3400 | 2 | 41.6% | 0.00 | 0.0004 | -0.007 | 450 | 110.90 | 114.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3400 | 49 | 43.0% | 0.00 | 0.0003 | -0.007 | 455 | 115.90 | 119.00 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.0600 | 174 | 36.8% | 0.00 | 0.0003 | -0.007 | 460 | 120.90 | 124.30 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.0600 | 1 | 37.9% | 0.00 | 0.0003 | -0.007 | 465 | 125.90 | 129.25 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.0600 | 22 | 39.0% | 0.00 | 0.0003 | -0.007 | 470 | 130.90 | 134.30 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3400 | 48.3% | 0.00 | 0.0003 | -0.007 | 475 | 135.90 | 139.30 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.5400 | 52.6% | 0.00 | 0.0002 | -0.007 | 480 | 140.90 | 144.00 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.7400 | 56.3% | 0.00 | 0.0002 | -0.007 | 485 | 145.90 | 149.25 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.7500 | 57.7% | 0.00 | 0.0002 | -0.006 | 490 | 150.90 | 154.30 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 1.54 | 65.8% | 0.00 | 0.0002 | -0.006 | 495 | 155.90 | 159.30 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.9400 | 62.3% | 0.00 | 0.0002 | -0.006 | 500 | 160.90 | 164.40 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.7500 | 61.6% | 0.00 | 0.0002 | -0.006 | 505 | 165.90 | 169.30 | -1.00 | 0.0000 | -0.040 | |||||
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.
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