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 ±10.0% (80.64–98.54) · ATM IV 42.6% · P/C открытого интереса 2.18
| 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 | |
| 33.40 | 36.40 | 10 | 75.6% | 0.99 | 0.0010 | -0.001 | 55 | 0 | 0.3500 | 8 | 86.6% | -0.01 | 0.0011 | -0.006 | ||
| 28.40 | 31.40 | 60.9% | 0.99 | 0.0021 | -0.006 | 60 | 0 | 0.4000 | 23 | 74.7% | -0.02 | 0.0022 | -0.010 | |||
| 23.50 | 26.30 | 47.1% | 0.97 | 0.0040 | -0.013 | 65 | 0 | 0.5000 | 6 | 64.4% | -0.03 | 0.0042 | -0.017 | |||
| 18.60 | 21.40 | 45.7% | 0.95 | 0.0074 | -0.023 | 70 | 0.0500 | 0.4000 | 243 | 50.8% | -0.06 | 0.0076 | -0.026 | |||
| 14.00 | 16.40 | 42.3% | 0.90 | 0.0130 | -0.036 | 75 | 0.5000 | 0.8000 | 76 | 50.5% | -0.10 | 0.0133 | -0.038 | |||
| 13.50 | 15.70 | 49.6% | 0.89 | 0.0145 | -0.039 | 76 | 0.5000 | 1.10 | 50.8% | -0.12 | 0.0147 | -0.041 | ||||
| 12.50 | 14.80 | 47.7% | 0.87 | 0.0160 | -0.042 | 77 | 0.5500 | 1.35 | 2 | 50.7% | -0.13 | 0.0163 | -0.044 | |||
| 11.40 | 13.80 | 43.9% | 0.86 | 0.0177 | -0.045 | 78 | 0.7500 | 1.40 | 49.8% | -0.15 | 0.0179 | -0.047 | ||||
| 10.50 | 12.90 | 42.8% | 0.84 | 0.0194 | -0.049 | 79 | 0.8500 | 1.65 | 49.5% | -0.17 | 0.0196 | -0.051 | ||||
| 10.80 | 11.90 | 15 | 42 | 49.9% | 0.82 | 0.0212 | -0.052 | 80 | 1.05 | 1.45 | 3 | 369 | 46.3% | -0.19 | 0.0214 | -0.053 |
| 9.20 | 11.10 | 43.7% | 0.80 | 0.0231 | -0.055 | 81 | 1.20 | 1.80 | 46.6% | -0.21 | 0.0232 | -0.057 | ||||
| 8.10 | 10.40 | 41.9% | 0.77 | 0.0249 | -0.058 | 82 | 1.45 | 2.25 | 47.7% | -0.23 | 0.0250 | -0.059 | ||||
| 8.90 | 10.00 | 33 | 49.0% | 0.76 | 0.0258 | -0.060 | 82.5 | 1.55 | 2.45 | 31 | 47.8% | -0.24 | 0.0260 | -0.061 | ||
| 7.30 | 9.50 | 40.5% | 0.75 | 0.0268 | -0.061 | 83 | 1.70 | 2.10 | 44.8% | -0.26 | 0.0269 | -0.062 | ||||
| 7.60 | 8.80 | 46.4% | 0.72 | 0.0286 | -0.064 | 84 | 1.85 | 2.60 | 45.0% | -0.29 | 0.0286 | -0.065 | ||||
| 7.10 | 7.90 | 1 | 113 | 45.9% | 0.69 | 0.0302 | -0.066 | 85 | 2.25 | 3.10 | 3,905 | 46.1% | -0.32 | 0.0303 | -0.067 | |
| 6.40 | 7.50 | 1 | 46.6% | 0.66 | 0.0318 | -0.068 | 86 | 2.50 | 3.30 | 44.5% | -0.35 | 0.0318 | -0.069 | |||
| 5.90 | 6.70 | 1 | 46.0% | 0.63 | 0.0331 | -0.070 | 87 | 2.90 | 3.50 | 1 | 51 | 43.4% | -0.38 | 0.0331 | -0.070 | |
| 5.60 | 6.20 | 150 | 44.8% | 0.61 | 0.0337 | -0.070 | 87.5 | 3.10 | 3.60 | 707 | 42.7% | -0.40 | 0.0337 | -0.071 | ||
| 5.30 | 6.10 | 1 | 45.5% | 0.59 | 0.0342 | -0.071 | 88 | 3.60 | 3.80 | 2 | 2 | 43.4% | -0.41 | 0.0342 | -0.071 | |
| 4.80 | 5.60 | 7 | 45.7% | 0.56 | 0.0351 | -0.072 | 89 | 3.70 | 4.30 | 1 | 42.2% | -0.45 | 0.0350 | -0.072 | ||
| 4.20 | 4.60 | 67 | 42.6% | 0.52 | 0.0356 | -0.072 | 90 | 4.30 | 4.80 | 10 | 3,953 | 42.5% | -0.48 | 0.0355 | -0.072 | |
| 3.80 | 4.40 | 186 | 44.1% | 0.49 | 0.0358 | -0.072 | 91 | 4.70 | 5.30 | 41.6% | -0.52 | 0.0357 | -0.071 | |||
| 3.40 | 3.90 | 3 | 43.8% | 0.45 | 0.0357 | -0.071 | 92 | 5.40 | 5.90 | 1 | 42.2% | -0.55 | 0.0356 | -0.070 | ||
| 3.20 | 3.80 | 7 | 316 | 44.3% | 0.43 | 0.0355 | -0.070 | 92.5 | 5.40 | 6.30 | 123 | 41.2% | -0.57 | 0.0354 | -0.070 | |
| 3.00 | 3.50 | 43.7% | 0.42 | 0.0353 | -0.070 | 93 | 5.80 | 6.50 | 41.1% | -0.59 | 0.0351 | -0.069 | ||||
| 2.65 | 3.10 | 3 | 43.5% | 0.38 | 0.0345 | -0.068 | 94 | 6.60 | 7.10 | 41.6% | -0.62 | 0.0344 | -0.067 | |||
| 2.35 | 2.80 | 790 | 193 | 43.7% | 0.35 | 0.0336 | -0.066 | 95 | 7.00 | 7.90 | 1 | 441 | 40.7% | -0.65 | 0.0334 | -0.065 |
| 2.00 | 2.60 | 6 | 43.9% | 0.32 | 0.0323 | -0.064 | 96 | 8.00 | 8.90 | 43.7% | -0.68 | 0.0322 | -0.062 | |||
| 1.70 | 2.35 | 43.9% | 0.29 | 0.0310 | -0.061 | 97 | 8.60 | 9.40 | 41.7% | -0.71 | 0.0309 | -0.060 | ||||
| 1.60 | 2.15 | 147 | 43.6% | 0.28 | 0.0302 | -0.060 | 97.5 | 8.70 | 9.70 | 3 | 259 | 39.6% | -0.73 | 0.0301 | -0.059 | |
| 1.45 | 2.00 | 43.2% | 0.26 | 0.0294 | -0.058 | 98 | 9.00 | 10.80 | 43.2% | -0.74 | 0.0294 | -0.057 | ||||
| 1.25 | 1.80 | 43.4% | 0.24 | 0.0278 | -0.055 | 99 | 9.80 | 11.60 | 43.5% | -0.76 | 0.0278 | -0.054 | ||||
| 1.10 | 1.30 | 41 | 963 | 41.6% | 0.22 | 0.0262 | -0.052 | 100 | 10.70 | 12.40 | 712 | 44.0% | -0.79 | 0.0262 | -0.051 | |
| 0.5000 | 0.8000 | 420 | 43.4% | 0.13 | 0.0181 | -0.038 | 105 | 15.00 | 16.70 | 316 | 43.9% | -0.88 | 0.0188 | -0.038 | ||
| 0.1500 | 0.5500 | 4 | 1,280 | 45.1% | 0.08 | 0.0119 | -0.027 | 110 | 19.60 | 21.40 | 35 | 43.8% | -0.93 | 0.0133 | -0.028 | |
| 0.0500 | 0.4000 | 14 | 469 | 48.1% | 0.05 | 0.0078 | -0.019 | 115 | 24.30 | 26.30 | -0.97 | 0.0097 | -0.021 | |||
| 0 | 0.3000 | 185 | 50.9% | 0.03 | 0.0051 | -0.014 | 120 | 29.30 | 31.20 | -0.99 | 0.0060 | -0.015 | ||||
| 0 | 0.3000 | 295 | 56.7% | 0.02 | 0.0034 | -0.010 | 125 | 34.20 | 36.40 | -1.00 | 0.0020 | -0.012 | ||||
| 0 | 0.3500 | 111 | 63.7% | 0.01 | 0.0024 | -0.007 | 130 | 39.20 | 41.40 | -1.00 | 0.0003 | -0.012 | ||||
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.