KKR цепочка опционов KKR & Co. Inc.
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 ±10.3% (78.00–95.91) · ATM IV 43.4% · P/C открытого интереса 2.28
| 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 | |
| 31.00 | 33.40 | 10 | 0.99 | 0.0012 | -0.002 | 55 | 0 | 0.3500 | 8 | 81.3% | -0.01 | 0.0013 | -0.006 | |||
| 26.00 | 28.70 | 60.0% | 0.99 | 0.0025 | -0.006 | 60 | 0 | 0.1500 | 16 | 6 | 59.4% | -0.02 | 0.0027 | -0.010 | ||
| 21.20 | 23.80 | 57.8% | 0.97 | 0.0051 | -0.014 | 65 | 0.0500 | 0.5000 | 1 | 60.2% | -0.04 | 0.0053 | -0.018 | |||
| 16.50 | 18.60 | 46.9% | 0.93 | 0.0097 | -0.026 | 70 | 0.2000 | 0.6000 | 238 | 51.6% | -0.07 | 0.0100 | -0.029 | |||
| 12.10 | 14.00 | 46.5% | 0.87 | 0.0169 | -0.041 | 75 | 0.8000 | 1.00 | 77 | 49.0% | -0.14 | 0.0172 | -0.043 | |||
| 11.30 | 13.10 | 46.2% | 0.85 | 0.0187 | -0.045 | 76 | 0.7500 | 1.25 | 47.7% | -0.15 | 0.0189 | -0.046 | ||||
| 10.50 | 12.30 | 46.5% | 0.83 | 0.0205 | -0.048 | 77 | 1.05 | 1.60 | 49.6% | -0.17 | 0.0207 | -0.050 | ||||
| 9.70 | 11.60 | 47.0% | 0.81 | 0.0223 | -0.051 | 78 | 1.25 | 1.65 | 48.1% | -0.20 | 0.0225 | -0.053 | ||||
| 9.30 | 10.60 | 47.8% | 0.79 | 0.0242 | -0.054 | 79 | 1.45 | 1.90 | 47.8% | -0.22 | 0.0244 | -0.056 | ||||
| 8.60 | 9.80 | 42 | 47.4% | 0.76 | 0.0261 | -0.057 | 80 | 1.70 | 2.00 | 5 | 374 | 46.5% | -0.24 | 0.0262 | -0.059 | |
| 7.90 | 8.60 | 44.4% | 0.73 | 0.0280 | -0.060 | 81 | 1.95 | 2.45 | 47.0% | -0.27 | 0.0281 | -0.061 | ||||
| 7.20 | 7.90 | 44.1% | 0.71 | 0.0297 | -0.063 | 82 | 2.20 | 3.10 | 48.3% | -0.30 | 0.0298 | -0.064 | ||||
| 6.90 | 8.20 | 33 | 47.7% | 0.69 | 0.0305 | -0.064 | 82.5 | 2.45 | 2.70 | 31 | 45.5% | -0.32 | 0.0306 | -0.065 | ||
| 6.60 | 7.40 | 45.1% | 0.68 | 0.0313 | -0.065 | 83 | 2.55 | 3.10 | 46.2% | -0.33 | 0.0314 | -0.066 | ||||
| 6.00 | 6.60 | 44.1% | 0.64 | 0.0328 | -0.067 | 84 | 2.90 | 3.50 | 45.9% | -0.36 | 0.0328 | -0.067 | ||||
| 5.50 | 6.00 | 1 | 113 | 44.4% | 0.61 | 0.0340 | -0.068 | 85 | 3.30 | 3.70 | 5 | 3,908 | 44.6% | -0.40 | 0.0340 | -0.068 |
| 4.80 | 5.30 | 2 | 42.7% | 0.57 | 0.0350 | -0.069 | 86 | 3.70 | 4.10 | 43.9% | -0.43 | 0.0350 | -0.069 | |||
| 4.30 | 4.80 | 2 | 42.8% | 0.54 | 0.0357 | -0.069 | 87 | 4.20 | 4.60 | 3 | 43.9% | -0.47 | 0.0357 | -0.069 | ||
| 4.10 | 4.60 | 150 | 43.1% | 0.52 | 0.0359 | -0.069 | 87.5 | 4.50 | 4.90 | 658 | 44.3% | -0.49 | 0.0359 | -0.069 | ||
| 3.80 | 4.40 | 2 | 43.0% | 0.50 | 0.0361 | -0.069 | 88 | 4.70 | 5.20 | 2 | 44.1% | -0.50 | 0.0361 | -0.069 | ||
| 3.30 | 3.90 | 8 | 42.3% | 0.47 | 0.0361 | -0.069 | 89 | 5.30 | 5.70 | 2 | 43.9% | -0.54 | 0.0361 | -0.068 | ||
| 3.00 | 3.40 | 4 | 64 | 42.2% | 0.43 | 0.0359 | -0.068 | 90 | 5.90 | 6.30 | 3,953 | 43.9% | -0.57 | 0.0359 | -0.067 | |
| 2.60 | 3.30 | 43.4% | 0.40 | 0.0353 | -0.066 | 91 | 6.50 | 7.30 | 45.5% | -0.61 | 0.0354 | -0.066 | ||||
| 2.30 | 2.80 | 3 | 42.7% | 0.36 | 0.0345 | -0.064 | 92 | 6.80 | 7.70 | 1 | 42.3% | -0.64 | 0.0346 | -0.064 | ||
| 2.20 | 2.50 | 1 | 315 | 42.2% | 0.35 | 0.0340 | -0.063 | 92.5 | 6.90 | 8.50 | 123 | 43.4% | -0.66 | 0.0341 | -0.062 | |
| 2.00 | 2.90 | 44.8% | 0.33 | 0.0334 | -0.062 | 93 | 7.80 | 8.60 | 45.0% | -0.68 | 0.0335 | -0.061 | ||||
| 1.70 | 2.25 | 3 | 42.7% | 0.30 | 0.0320 | -0.059 | 94 | 8.50 | 9.00 | 43.1% | -0.71 | 0.0323 | -0.059 | |||
| 1.55 | 1.75 | 27 | 176 | 41.7% | 0.27 | 0.0306 | -0.056 | 95 | 8.50 | 10.20 | 441 | 41.2% | -0.73 | 0.0309 | -0.056 | |
| 1.30 | 1.60 | 6 | 41.9% | 0.25 | 0.0289 | -0.053 | 96 | 9.20 | 11.30 | 42.6% | -0.76 | 0.0294 | -0.053 | |||
| 1.05 | 1.35 | 41.2% | 0.22 | 0.0272 | -0.050 | 97 | 10.00 | 12.20 | 43.2% | -0.79 | 0.0278 | -0.050 | ||||
| 1.05 | 1.35 | 147 | 42.4% | 0.21 | 0.0263 | -0.049 | 97.5 | 10.40 | 12.40 | 259 | 41.6% | -0.80 | 0.0270 | -0.049 | ||
| 0.9000 | 1.40 | 42.8% | 0.20 | 0.0254 | -0.047 | 98 | 10.90 | 12.90 | 42.8% | -0.81 | 0.0263 | -0.047 | ||||
| 0.7500 | 1.00 | 41.0% | 0.18 | 0.0237 | -0.044 | 99 | 12.10 | 13.60 | 44.4% | -0.83 | 0.0247 | -0.044 | ||||
| 0.7000 | 0.9000 | 165 | 727 | 41.9% | 0.16 | 0.0219 | -0.041 | 100 | 12.50 | 14.80 | 712 | 43.4% | -0.85 | 0.0231 | -0.041 | |
| 0.3000 | 0.4500 | 419 | 42.4% | 0.09 | 0.0142 | -0.027 | 105 | 17.10 | 19.40 | 1 | 317 | 44.5% | -0.93 | 0.0164 | -0.030 | |
| 0.1000 | 0.3000 | 1 | 1,279 | 44.2% | 0.05 | 0.0088 | -0.018 | 110 | 21.70 | 24.30 | 35 | -0.98 | 0.0115 | -0.019 | ||
| 0 | 0.1000 | 1 | 467 | 41.2% | 0.03 | 0.0053 | -0.012 | 115 | 26.70 | 29.50 | 53.8% | -1.00 | 0.0027 | -0.015 | ||
| 0 | 0.3000 | 185 | 54.5% | 0.02 | 0.0033 | -0.007 | 120 | 31.70 | 34.50 | 60.4% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.3500 | 295 | 61.6% | 0.01 | 0.0020 | -0.005 | 125 | 36.70 | 39.50 | 66.7% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.3500 | 111 | 67.1% | 0.01 | 0.0013 | -0.003 | 130 | 41.60 | 44.60 | 72.6% | -1.00 | 0.0000 | -0.015 | |||
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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