KLAC цепочка опционов KLA Corporation
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 ±17.9% (137.40–197.20) · ATM IV 55.5% · P/C открытого интереса 1.34
| 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 | |
| 79.30 | 87.10 | 3 | 82.9% | 0.99 | 0.0004 | 0.000 | 84 | 0 | 3.00 | 91 | 112.6% | -0.01 | 0.0004 | -0.009 | ||
| 78.40 | 86.10 | 83.3% | 0.99 | 0.0004 | 0.000 | 85 | 0 | 2.30 | 241 | 104.7% | -0.01 | 0.0004 | -0.009 | |||
| 77.40 | 85.10 | 60 | 81.7% | 0.99 | 0.0005 | 0.000 | 86 | 0 | 4.70 | 20 | 121.8% | -0.01 | 0.0005 | -0.010 | ||
| 76.40 | 84.10 | 18 | 80.2% | 0.99 | 0.0005 | 0.000 | 87 | 0 | 1.50 | 50 | 93.3% | -0.01 | 0.0005 | -0.010 | ||
| 75.40 | 83.10 | 78.6% | 0.99 | 0.0006 | -0.001 | 88 | 0 | 2.00 | 10 | 97.2% | -0.01 | 0.0006 | -0.011 | |||
| 74.40 | 82.20 | 20 | 79.0% | 0.99 | 0.0006 | -0.001 | 89 | 0 | 1.55 | 3 | 91.0% | -0.01 | 0.0006 | -0.011 | ||
| 73.40 | 81.20 | 2 | 77.4% | 0.99 | 0.0006 | -0.002 | 90 | 0 | 1.60 | 10 | 90.1% | -0.01 | 0.0006 | -0.012 | ||
| 72.50 | 80.20 | 10 | 77.6% | 0.99 | 0.0007 | -0.003 | 91 | 0 | 2.15 | 71 | 94.2% | -0.01 | 0.0007 | -0.013 | ||
| 71.00 | 79.80 | 10 | 77.8% | 0.99 | 0.0007 | -0.004 | 92 | 0 | 2.00 | 26 | 91.4% | -0.01 | 0.0007 | -0.013 | ||
| 70.50 | 78.30 | 20 | 76.3% | 0.99 | 0.0008 | -0.004 | 93 | 0 | 2.55 | 44 | 94.7% | -0.01 | 0.0008 | -0.014 | ||
| 69.50 | 77.30 | 74.8% | 0.99 | 0.0008 | -0.005 | 94 | 0 | 2.60 | 13 | 93.7% | -0.02 | 0.0008 | -0.015 | |||
| 68.60 | 76.30 | 74.9% | 0.98 | 0.0008 | -0.006 | 95 | 0 | 2.20 | 34 | 88.9% | -0.02 | 0.0008 | -0.015 | |||
| 67.00 | 76.00 | 130 | 74.8% | 0.98 | 0.0009 | -0.007 | 96 | 0 | 4.90 | 120 | 106.0% | -0.02 | 0.0009 | -0.016 | ||
| 66.60 | 74.40 | 73.4% | 0.98 | 0.0010 | -0.008 | 97 | 0 | 2.75 | 60 | 90.5% | -0.02 | 0.0010 | -0.017 | |||
| 65.60 | 73.40 | 72.0% | 0.98 | 0.0010 | -0.009 | 98 | 0 | 2.15 | 47 | 84.3% | -0.02 | 0.0010 | -0.018 | |||
| 64.70 | 72.40 | 10 | 71.9% | 0.98 | 0.0011 | -0.010 | 99 | 0 | 1.90 | 25 | 80.8% | -0.02 | 0.0011 | -0.018 | ||
| 64.90 | 71.80 | 63 | 85.3% | 0.98 | 0.0011 | -0.011 | 100 | 0 | 4.90 | 540 | 99.7% | -0.02 | 0.0011 | -0.019 | ||
| 62.70 | 70.50 | 70.3% | 0.98 | 0.0012 | -0.011 | 101 | 0 | 2.20 | 137 | 80.7% | -0.02 | 0.0012 | -0.020 | |||
| 63.00 | 69.50 | 80.9% | 0.98 | 0.0013 | -0.013 | 102 | 0 | 1.40 | 161 | 72.3% | -0.02 | 0.0013 | -0.021 | |||
| 61.40 | 68.60 | 10 | 21 | 75.4% | 0.97 | 0.0014 | -0.014 | 103 | 0 | 2.95 | 115 | 83.5% | -0.03 | 0.0014 | -0.022 | |
| 62.50 | 67.60 | 88.4% | 0.97 | 0.0014 | -0.015 | 104 | 0 | 2.50 | 101 | 79.0% | -0.03 | 0.0014 | -0.023 | |||
| 59.50 | 66.70 | 74.3% | 0.97 | 0.0015 | -0.016 | 105 | 0 | 2.95 | 26 | 80.8% | -0.03 | 0.0015 | -0.024 | |||
| 58.20 | 65.70 | 10 | 70.4% | 0.97 | 0.0016 | -0.017 | 106 | 0 | 3.90 | 290 | 85.2% | -0.03 | 0.0016 | -0.025 | ||
| 57.60 | 64.80 | 73.0% | 0.97 | 0.0017 | -0.018 | 107 | 0 | 4.90 | 206 | 89.1% | -0.03 | 0.0017 | -0.026 | |||
| 56.10 | 63.80 | 67.8% | 0.97 | 0.0018 | -0.020 | 108 | 0 | 4.30 | 12 | 84.5% | -0.04 | 0.0018 | -0.028 | |||
| 56.00 | 62.90 | 73.7% | 0.96 | 0.0019 | -0.021 | 109 | 0 | 4.70 | 49 | 85.2% | -0.04 | 0.0019 | -0.029 | |||
| 54.90 | 61.90 | 3 | 71.7% | 0.96 | 0.0020 | -0.023 | 110 | 0 | 1.10 | 411 | 60.0% | -0.04 | 0.0020 | -0.030 | ||
| 53.90 | 61.00 | 71.0% | 0.96 | 0.0021 | -0.024 | 111 | 0 | 2.05 | 43 | 66.9% | -0.04 | 0.0021 | -0.031 | |||
| 55.20 | 60.00 | 82.1% | 0.96 | 0.0022 | -0.026 | 112 | 0 | 4.90 | 42 | 81.9% | -0.04 | 0.0022 | -0.033 | |||
| 51.90 | 59.10 | 68.9% | 0.95 | 0.0023 | -0.027 | 113 | 0 | 4.90 | 112 | 80.5% | -0.05 | 0.0023 | -0.034 | |||
| 50.90 | 58.20 | 140 | 68.2% | 0.95 | 0.0025 | -0.029 | 114 | 0.3000 | 1.60 | 438 | 62.2% | -0.05 | 0.0025 | -0.036 | ||
| 50.10 | 57.20 | 12 | 68.0% | 0.95 | 0.0026 | -0.031 | 115 | 0.3500 | 4.10 | 26 | 75.6% | -0.05 | 0.0026 | -0.038 | ||
| 49.00 | 56.30 | 10 | 66.7% | 0.94 | 0.0027 | -0.033 | 116 | 0.3500 | 4.20 | 30 | 74.7% | -0.06 | 0.0027 | -0.039 | ||
| 49.00 | 54.70 | 50 | 67.5% | 0.94 | 0.0029 | -0.034 | 117 | 0.4500 | 1.90 | 114 | 61.7% | -0.06 | 0.0029 | -0.041 | ||
| 46.40 | 55.00 | 31 | 64.6% | 0.94 | 0.0030 | -0.036 | 118 | 0.5000 | 2.15 | 209 | 62.3% | -0.06 | 0.0030 | -0.043 | ||
| 47.00 | 53.60 | 40 | 69.3% | 0.93 | 0.0032 | -0.038 | 119 | 0.5500 | 1.90 | 23 | 60.0% | -0.07 | 0.0032 | -0.045 | ||
| 46.40 | 53.00 | 40 | 71.5% | 0.93 | 0.0033 | -0.040 | 120 | 0.9500 | 1.80 | 6 | 328 | 60.5% | -0.07 | 0.0033 | -0.046 | |
| 45.20 | 52.10 | 50 | 69.6% | 0.92 | 0.0035 | -0.042 | 121 | 0.9000 | 2.00 | 26 | 60.1% | -0.08 | 0.0035 | -0.048 | ||
| 44.40 | 51.20 | 130 | 69.5% | 0.92 | 0.0036 | -0.044 | 122 | 0.6500 | 2.75 | 234 | 61.5% | -0.08 | 0.0036 | -0.050 | ||
| 42.70 | 50.00 | 30 | 64.3% | 0.92 | 0.0038 | -0.046 | 123 | 0.8000 | 2.35 | 133 | 59.0% | -0.09 | 0.0038 | -0.052 | ||
| 43.60 | 49.40 | 143 | 72.1% | 0.91 | 0.0040 | -0.049 | 124 | 0.9000 | 2.45 | 61 | 58.8% | -0.09 | 0.0040 | -0.054 | ||
| 41.00 | 48.20 | 32 | 63.7% | 0.91 | 0.0041 | -0.051 | 125 | 1.00 | 2.40 | 249 | 57.8% | -0.09 | 0.0041 | -0.057 | ||
| 40.90 | 48.00 | 70 | 68.9% | 0.90 | 0.0043 | -0.053 | 126 | 1.40 | 2.40 | 10 | 302 | 58.4% | -0.10 | 0.0043 | -0.059 | |
| 39.50 | 46.80 | 65.3% | 0.90 | 0.0045 | -0.055 | 127 | 0.9500 | 2.80 | 89 | 57.0% | -0.11 | 0.0045 | -0.061 | |||
| 39.10 | 45.90 | 30 | 66.4% | 0.89 | 0.0046 | -0.058 | 128 | 1.50 | 3.10 | 162 | 59.3% | -0.11 | 0.0047 | -0.063 | ||
| 39.90 | 45.10 | 50 | 71.7% | 0.88 | 0.0048 | -0.060 | 129 | 1.65 | 3.10 | 2 | 60 | 58.6% | -0.12 | 0.0049 | -0.065 | |
| 37.50 | 43.90 | 38 | 65.0% | 0.88 | 0.0050 | -0.062 | 130 | 2.10 | 2.95 | 15 | 1,097 | 58.5% | -0.12 | 0.0050 | -0.067 | |
| 35.80 | 42.50 | 21 | 65.0% | 0.87 | 0.0054 | -0.067 | 132 | 2.15 | 3.50 | 1 | 151 | 58.1% | -0.13 | 0.0054 | -0.072 | |
| 33.50 | 40.90 | 50 | 62.5% | 0.85 | 0.0058 | -0.071 | 134 | 2.70 | 3.70 | 1 | 105 | 58.0% | -0.15 | 0.0058 | -0.076 | |
| 33.00 | 40.10 | 4 | 63.2% | 0.85 | 0.0060 | -0.074 | 135 | 2.60 | 4.10 | 5 | 60 | 57.6% | -0.15 | 0.0060 | -0.078 | |
| 31.90 | 39.30 | 30 | 62.0% | 0.84 | 0.0061 | -0.076 | 136 | 2.35 | 4.50 | 563 | 56.8% | -0.16 | 0.0062 | -0.080 | ||
| 31.00 | 36.50 | 12 | 60.0% | 0.83 | 0.0065 | -0.080 | 138 | 3.20 | 4.50 | 1 | 530 | 56.6% | -0.18 | 0.0066 | -0.085 | |
| 29.70 | 35.20 | 144 | 60.9% | 0.81 | 0.0069 | -0.085 | 140 | 3.80 | 5.00 | 41 | 1,092 | 57.0% | -0.19 | 0.0070 | -0.089 | |
| 28.00 | 33.50 | 3 | 58 | 59.5% | 0.79 | 0.0073 | -0.089 | 142 | 4.00 | 5.40 | 3 | 190 | 55.8% | -0.21 | 0.0073 | -0.093 |
| 27.70 | 32.30 | 100 | 62.6% | 0.78 | 0.0076 | -0.093 | 144 | 5.50 | 6.20 | 193 | 58.7% | -0.22 | 0.0077 | -0.097 | ||
| 26.50 | 31.10 | 3 | 31 | 60.1% | 0.77 | 0.0078 | -0.095 | 145 | 4.90 | 6.20 | 555 | 55.8% | -0.23 | 0.0079 | -0.099 | |
| 26.20 | 31.00 | 140 | 62.3% | 0.76 | 0.0080 | -0.097 | 146 | 4.90 | 6.60 | 324 | 55.3% | -0.24 | 0.0081 | -0.101 | ||
| 25.00 | 29.60 | 287 | 62.3% | 0.74 | 0.0083 | -0.101 | 148 | 5.70 | 7.20 | 13 | 173 | 55.6% | -0.26 | 0.0084 | -0.104 | |
| 23.70 | 28.40 | 275 | 62.3% | 0.72 | 0.0086 | -0.104 | 150 | 6.60 | 8.10 | 5 | 416 | 56.5% | -0.28 | 0.0088 | -0.108 | |
| 22.90 | 27.00 | 100 | 62.8% | 0.70 | 0.0090 | -0.108 | 152 | 7.20 | 8.60 | 1 | 190 | 55.7% | -0.30 | 0.0091 | -0.111 | |
| 21.70 | 25.70 | 140 | 62.5% | 0.69 | 0.0092 | -0.111 | 154 | 7.90 | 9.40 | 1 | 1,559 | 55.6% | -0.32 | 0.0094 | -0.114 | |
| 21.10 | 24.70 | 32 | 61.5% | 0.68 | 0.0094 | -0.112 | 155 | 8.30 | 9.90 | 4 | 416 | 55.8% | -0.33 | 0.0095 | -0.115 | |
| 20.30 | 24.10 | 50 | 61.0% | 0.67 | 0.0095 | -0.114 | 156 | 9.10 | 9.90 | 13 | 194 | 55.8% | -0.34 | 0.0096 | -0.116 | |
| 19.10 | 23.40 | 61 | 61.6% | 0.65 | 0.0098 | -0.116 | 158 | 9.30 | 11.00 | 8 | 392 | 54.9% | -0.36 | 0.0099 | -0.118 | |
| 18.30 | 20.00 | 589 | 57.5% | 0.62 | 0.0100 | -0.118 | 160 | 10.20 | 12.10 | 6 | 1,137 | 55.3% | -0.38 | 0.0101 | -0.120 | |
| 16.90 | 18.90 | 103 | 56.7% | 0.60 | 0.0102 | -0.119 | 162 | 11.00 | 12.60 | 6 | 409 | 54.2% | -0.40 | 0.0103 | -0.122 | |
| 15.70 | 19.00 | 41 | 58.4% | 0.58 | 0.0103 | -0.121 | 164 | 11.80 | 14.10 | 1 | 154 | 54.8% | -0.42 | 0.0105 | -0.123 | |
| 15.40 | 17.80 | 173 | 47 | 57.4% | 0.57 | 0.0104 | -0.121 | 165 | 12.10 | 14.30 | 50 | 120 | 53.8% | -0.43 | 0.0105 | -0.123 |
| 14.60 | 17.90 | 46 | 57.8% | 0.56 | 0.0105 | -0.122 | 166 | 13.00 | 15.10 | 3 | 46 | 55.0% | -0.44 | 0.0106 | -0.123 | |
| 13.80 | 17.70 | 12 | 57.7% | 0.55 | 0.0105 | -0.122 | 167 | 13.20 | 15.10 | 69 | 53.4% | -0.45 | 0.0107 | -0.124 | ||
| 14.20 | 16.70 | 3 | 22 | 58.2% | 0.54 | 0.0106 | -0.122 | 168 | 14.20 | 15.80 | 6 | 171 | 54.5% | -0.46 | 0.0107 | -0.124 |
| 13.20 | 15.40 | 8 | 28 | 55.6% | 0.53 | 0.0106 | -0.122 | 169 | 14.10 | 16.50 | 33 | 162 | 53.6% | -0.47 | 0.0108 | -0.124 |
| 13.40 | 14.70 | 24 | 589 | 56.3% | 0.52 | 0.0107 | -0.122 | 170 | 14.60 | 16.80 | 8 | 149 | 53.0% | -0.49 | 0.0108 | -0.124 |
| 12.60 | 14.60 | 5 | 146 | 56.2% | 0.51 | 0.0107 | -0.122 | 171 | 15.80 | 17.80 | 2 | 102 | 54.9% | -0.50 | 0.0109 | -0.124 |
| 12.40 | 14.30 | 47 | 79 | 56.8% | 0.50 | 0.0107 | -0.122 | 172 | 15.70 | 18.40 | 51 | 161 | 53.7% | -0.51 | 0.0109 | -0.123 |
| 12.20 | 13.00 | 6 | 59 | 55.5% | 0.49 | 0.0107 | -0.122 | 173 | 16.20 | 19.10 | 68 | 164 | 53.7% | -0.52 | 0.0109 | -0.123 |
| 11.70 | 12.80 | 5 | 51 | 55.6% | 0.48 | 0.0107 | -0.121 | 174 | 16.40 | 19.50 | 2 | 179 | 52.5% | -0.53 | 0.0109 | -0.122 |
| 11.20 | 12.20 | 16 | 297 | 55.0% | 0.47 | 0.0107 | -0.121 | 175 | 16.50 | 20.30 | 3 | 329 | 51.9% | -0.54 | 0.0109 | -0.122 |
| 10.40 | 12.30 | 5 | 205 | 55.1% | 0.46 | 0.0107 | -0.120 | 176 | 17.40 | 20.70 | 1 | 116 | 52.0% | -0.55 | 0.0109 | -0.121 |
| 10.20 | 12.00 | 4 | 93 | 55.5% | 0.45 | 0.0107 | -0.120 | 177 | 18.00 | 21.50 | 88 | 52.2% | -0.56 | 0.0109 | -0.121 | |
| 9.70 | 11.80 | 5 | 22 | 55.5% | 0.44 | 0.0107 | -0.119 | 178 | 17.90 | 22.40 | 92 | 51.3% | -0.57 | 0.0109 | -0.120 | |
| 9.30 | 11.60 | 1 | 69 | 55.7% | 0.43 | 0.0107 | -0.119 | 179 | 18.80 | 22.80 | 69 | 51.2% | -0.58 | 0.0108 | -0.119 | |
| 9.10 | 11.50 | 34 | 283 | 56.4% | 0.42 | 0.0106 | -0.118 | 180 | 19.60 | 23.30 | 4 | 839 | 51.1% | -0.59 | 0.0108 | -0.118 |
| 8.80 | 9.80 | 2 | 70 | 53.8% | 0.41 | 0.0106 | -0.117 | 181 | 20.10 | 24.00 | 48 | 50.8% | -0.60 | 0.0108 | -0.118 | |
| 8.20 | 11.10 | 3 | 185 | 56.4% | 0.40 | 0.0105 | -0.116 | 182 | 20.40 | 24.30 | 101 | 49.3% | -0.61 | 0.0107 | -0.117 | |
| 8.00 | 10.20 | 254 | 55.5% | 0.39 | 0.0104 | -0.115 | 183 | 21.10 | 25.40 | 60 | 50.1% | -0.62 | 0.0106 | -0.116 | ||
| 7.50 | 9.90 | 171 | 55.1% | 0.38 | 0.0104 | -0.115 | 184 | 21.70 | 26.50 | 146 | 50.6% | -0.63 | 0.0106 | -0.115 | ||
| 7.40 | 9.00 | 36 | 210 | 54.3% | 0.37 | 0.0103 | -0.114 | 185 | 22.60 | 26.50 | 245 | 49.5% | -0.64 | 0.0105 | -0.114 | |
| 7.10 | 9.70 | 1 | 461 | 56.2% | 0.36 | 0.0102 | -0.113 | 186 | 23.50 | 27.80 | 23 | 51.0% | -0.65 | 0.0104 | -0.112 | |
| 6.80 | 8.90 | 47 | 55.1% | 0.35 | 0.0101 | -0.111 | 187 | 23.90 | 29.00 | 469 | 51.3% | -0.66 | 0.0103 | -0.111 | ||
| 6.60 | 9.10 | 2 | 380 | 56.2% | 0.34 | 0.0100 | -0.110 | 188 | 24.70 | 29.20 | 63 | 50.3% | -0.67 | 0.0102 | -0.110 | |
| 6.30 | 8.80 | 132 | 56.0% | 0.33 | 0.0099 | -0.109 | 189 | 25.70 | 29.90 | 31 | 50.7% | -0.68 | 0.0101 | -0.109 | ||
| 6.10 | 7.60 | 3 | 152 | 54.2% | 0.32 | 0.0098 | -0.108 | 190 | 26.10 | 30.70 | 85 | 50.0% | -0.69 | 0.0100 | -0.107 | |
| 5.60 | 8.20 | 1 | 131 | 55.4% | 0.32 | 0.0097 | -0.107 | 191 | 26.80 | 31.40 | 86 | 49.7% | -0.69 | 0.0099 | -0.106 | |
| 5.50 | 7.50 | 119 | 54.7% | 0.31 | 0.0096 | -0.106 | 192 | 27.70 | 32.20 | 37 | 50.0% | -0.70 | 0.0098 | -0.105 | ||
| 5.30 | 7.80 | 64 | 55.9% | 0.30 | 0.0095 | -0.104 | 193 | 28.50 | 33.00 | 68 | 50.0% | -0.71 | 0.0097 | -0.104 | ||
| 5.00 | 7.50 | 81 | 55.6% | 0.29 | 0.0094 | -0.103 | 194 | 29.20 | 33.90 | 67 | 50.1% | -0.72 | 0.0096 | -0.102 | ||
| 5.50 | 7.10 | 81 | 56.7% | 0.28 | 0.0092 | -0.102 | 195 | 30.10 | 34.70 | 1 | 71 | 50.3% | -0.73 | 0.0094 | -0.101 | |
| 4.70 | 7.10 | 138 | 55.9% | 0.28 | 0.0091 | -0.101 | 196 | 30.70 | 35.50 | 296 | 49.8% | -0.73 | 0.0093 | -0.099 | ||
| 4.30 | 6.70 | 2 | 306 | 56.0% | 0.26 | 0.0088 | -0.098 | 198 | 32.40 | 37.00 | 52 | 49.6% | -0.75 | 0.0091 | -0.097 | |
| 4.40 | 5.30 | 20 | 1,057 | 54.7% | 0.25 | 0.0086 | -0.095 | 200 | 34.20 | 38.10 | 196 | 48.4% | -0.76 | 0.0088 | -0.094 | |
| 3.70 | 5.80 | 4 | 90 | 55.9% | 0.23 | 0.0083 | -0.093 | 202 | 35.60 | 40.30 | 114 | 48.9% | -0.78 | 0.0085 | -0.091 | |
| 3.40 | 5.20 | 139 | 55.3% | 0.22 | 0.0080 | -0.090 | 204 | 37.50 | 42.50 | 36 | 50.8% | -0.79 | 0.0083 | -0.088 | ||
| 3.60 | 4.80 | 150 | 207 | 55.6% | 0.21 | 0.0079 | -0.089 | 205 | 38.30 | 43.00 | 3 | 82 | 49.5% | -0.80 | 0.0081 | -0.087 |
| 3.50 | 4.40 | 1 | 232 | 55.1% | 0.21 | 0.0077 | -0.087 | 206 | 39.10 | 43.30 | 72 | 47.5% | -0.80 | 0.0080 | -0.085 | |
| 3.00 | 4.60 | 3 | 111 | 55.9% | 0.20 | 0.0075 | -0.085 | 208 | 40.90 | 45.40 | 178 | 48.6% | -0.81 | 0.0077 | -0.082 | |
| 2.80 | 3.80 | 11 | 262 | 54.6% | 0.19 | 0.0072 | -0.082 | 210 | 41.40 | 48.40 | 51 | 48.3% | -0.83 | 0.0075 | -0.080 | |
| 2.35 | 4.10 | 96 | 55.6% | 0.18 | 0.0069 | -0.079 | 212 | 44.70 | 48.60 | 224 | 47.8% | -0.84 | 0.0072 | -0.077 | ||
| 2.40 | 3.70 | 1 | 99 | 56.0% | 0.17 | 0.0066 | -0.077 | 214 | 45.30 | 51.30 | 75 | 46.2% | -0.85 | 0.0070 | -0.074 | |
| 2.35 | 3.60 | 6 | 68 | 56.2% | 0.16 | 0.0065 | -0.075 | 215 | 46.20 | 52.20 | 3 | 74 | 45.8% | -0.85 | 0.0068 | -0.073 |
| 2.00 | 3.60 | 211 | 55.8% | 0.16 | 0.0064 | -0.074 | 216 | 47.10 | 52.20 | 37 | 38.9% | -0.86 | 0.0067 | -0.072 | ||
| 2.10 | 3.20 | 2 | 139 | 56.2% | 0.15 | 0.0061 | -0.071 | 218 | 48.90 | 56.00 | 41 | 50.0% | -0.87 | 0.0065 | -0.069 | |
| 0.9000 | 4.10 | 1 | 315 | 56.5% | 0.14 | 0.0059 | -0.069 | 220 | 50.90 | 56.80 | 92 | 44.8% | -0.87 | 0.0062 | -0.067 | |
| 1.75 | 2.85 | 2 | 194 | 56.4% | 0.13 | 0.0056 | -0.067 | 222 | 52.60 | 59.80 | 35 | 50.1% | -0.88 | 0.0060 | -0.064 | |
| 1.60 | 2.90 | 121 | 57.3% | 0.13 | 0.0054 | -0.064 | 224 | 54.70 | 60.50 | 72 | 41.7% | -0.89 | 0.0058 | -0.062 | ||
| 1.35 | 3.10 | 15 | 297 | 57.7% | 0.12 | 0.0053 | -0.063 | 225 | 55.70 | 62.40 | 199 | 50.2% | -0.89 | 0.0057 | -0.061 | |
| 1.30 | 3.60 | 55 | 59.9% | 0.12 | 0.0052 | -0.062 | 226 | 56.30 | 61.70 | 70 | -0.90 | 0.0056 | -0.060 | |||
| 1.20 | 3.30 | 50 | 59.7% | 0.11 | 0.0050 | -0.060 | 228 | 58.50 | 64.90 | 29 | 46.6% | -0.90 | 0.0054 | -0.057 | ||
| 1.15 | 2.20 | 3 | 158 | 56.4% | 0.11 | 0.0048 | -0.058 | 230 | 60.10 | 65.50 | 79 | -0.91 | 0.0052 | -0.055 | ||
| 0.9000 | 3.00 | 71 | 59.7% | 0.10 | 0.0046 | -0.056 | 232 | 62.30 | 69.80 | 40 | 54.1% | -0.92 | 0.0050 | -0.053 | ||
| 0.9000 | 2.60 | 63 | 59.2% | 0.10 | 0.0044 | -0.054 | 234 | 64.20 | 70.60 | 36 | -0.92 | 0.0049 | -0.052 | |||
| 0.7000 | 3.10 | 211 | 61.0% | 0.09 | 0.0043 | -0.053 | 235 | 65.20 | 72.70 | 39 | 54.4% | -0.93 | 0.0048 | -0.051 | ||
| 0.6000 | 4.20 | 31 | 65.3% | 0.09 | 0.0042 | -0.052 | 236 | 66.10 | 73.00 | 38 | -0.93 | 0.0047 | -0.050 | |||
| 0.7000 | 2.45 | 91 | 59.8% | 0.09 | 0.0040 | -0.050 | 238 | 67.80 | 74.60 | 66 | -0.93 | 0.0045 | -0.048 | |||
| 0.6500 | 1.90 | 72 | 312 | 58.0% | 0.08 | 0.0038 | -0.048 | 240 | 69.70 | 76.30 | 1 | 205 | -0.94 | 0.0044 | -0.046 | |
| 0.5500 | 2.40 | 74 | 60.9% | 0.08 | 0.0037 | -0.046 | 242 | 71.70 | 79.20 | 67 | -0.94 | 0.0042 | -0.044 | |||
| 0.5000 | 2.10 | 1 | 105 | 60.2% | 0.07 | 0.0035 | -0.045 | 244 | 73.90 | 81.50 | 30 | 54.6% | -0.95 | 0.0041 | -0.043 | |
| 0.6000 | 2.00 | 250 | 61.2% | 0.07 | 0.0034 | -0.043 | 246 | 75.80 | 83.40 | 80 | 52.5% | -0.95 | 0.0040 | -0.041 | ||
| 0.3500 | 1.90 | 273 | 60.3% | 0.07 | 0.0032 | -0.042 | 248 | 77.80 | 84.50 | 22 | -0.96 | 0.0038 | -0.039 | |||
| 0.4500 | 1.75 | 2 | 411 | 60.9% | 0.06 | 0.0031 | -0.040 | 250 | 79.70 | 86.10 | 1 | 93 | -0.96 | 0.0037 | -0.038 | |
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 — Dec 18, 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.