KRE цепочка опционов State Street SPDR S&P Regional Banking ETF
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 ±9.9% (67.50–82.30) · ATM IV 22.9% · P/C открытого интереса 4.21
| 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 | |
| 34.85 | 38.95 | 28 | 1.00 | 0.0008 | 0.000 | 38 | 0 | 0.4400 | 17 | 67.6% | -0.01 | 0.0007 | -0.001 | |||
| 34.70 | 37.35 | 30 | 59.9% | 0.99 | 0.0008 | 0.000 | 39 | 0 | 1.05 | 2,341 | 77.1% | -0.01 | 0.0008 | -0.002 | ||
| 33.90 | 37.00 | 48 | 75.1% | 0.99 | 0.0009 | 0.000 | 40 | 0 | 0.7300 | 6,101 | 69.2% | -0.01 | 0.0009 | -0.002 | ||
| 33.35 | 34.90 | 20 | 60.1% | 0.99 | 0.0010 | 0.000 | 41 | 0 | 0.7400 | 36 | 67.0% | -0.01 | 0.0010 | -0.002 | ||
| 31.55 | 34.30 | 71 | 0.99 | 0.0011 | 0.000 | 42 | 0 | 1.15 | 2,832 | 71.0% | -0.01 | 0.0012 | -0.002 | |||
| 30.30 | 34.00 | 54 | 55.9% | 0.99 | 0.0013 | 0.000 | 43 | 0 | 0.1400 | 11.1K | 47.5% | -0.01 | 0.0013 | -0.002 | ||
| 30.35 | 31.80 | 10 | 49.0% | 0.99 | 0.0015 | 0.000 | 44 | 0 | 1.27 | 3,789 | 67.7% | -0.01 | 0.0015 | -0.002 | ||
| 28.20 | 32.05 | 1,079 | 49.4% | 0.99 | 0.0017 | 0.000 | 45 | 0 | 2.21 | 3,483 | 75.1% | -0.01 | 0.0017 | -0.002 | ||
| 27.00 | 31.05 | 15 | 38.9% | 0.99 | 0.0019 | 0.000 | 46 | 0 | 0.5900 | 3,472 | 53.5% | -0.01 | 0.0019 | -0.003 | ||
| 27.00 | 28.90 | 62 | 0.99 | 0.0021 | 0.000 | 47 | 0 | 0.8600 | 5,807 | 55.6% | -0.01 | 0.0021 | -0.003 | |||
| 26.40 | 27.95 | 61 | 44.4% | 0.98 | 0.0024 | 0.000 | 48 | 0 | 2.23 | 4,608 | 67.7% | -0.02 | 0.0024 | -0.003 | ||
| 24.90 | 27.50 | 52 | 43.1% | 0.98 | 0.0027 | 0.000 | 49 | 0 | 1.50 | 820 | 58.7% | -0.02 | 0.0028 | -0.003 | ||
| 24.65 | 25.90 | 372 | 43.8% | 0.98 | 0.0031 | 0.000 | 50 | 0.0600 | 0.8400 | 17.0K | 50.0% | -0.02 | 0.0031 | -0.004 | ||
| 23.75 | 24.90 | 60 | 43.1% | 0.98 | 0.0035 | 0.000 | 51 | 0 | 1.66 | 1,732 | 55.7% | -0.02 | 0.0036 | -0.004 | ||
| 22.70 | 23.95 | 423 | 40.9% | 0.97 | 0.0040 | 0.000 | 52 | 0 | 2.29 | 1,115 | 58.6% | -0.03 | 0.0041 | -0.004 | ||
| 20.15 | 24.25 | 143 | 34.1% | 0.97 | 0.0046 | 0.000 | 53 | 0 | 2.30 | 106 | 56.4% | -0.03 | 0.0046 | -0.004 | ||
| 20.35 | 22.25 | 148 | 35.8% | 0.97 | 0.0052 | 0.000 | 54 | 0.0100 | 0.7000 | 260 | 40.0% | -0.03 | 0.0052 | -0.005 | ||
| 19.70 | 21.00 | 1,467 | 35.3% | 0.96 | 0.0059 | 0.000 | 55 | 0 | 2.34 | 5,479 | 52.1% | -0.04 | 0.0060 | -0.005 | ||
| 18.05 | 20.40 | 269 | 28.8% | 0.96 | 0.0067 | -0.000 | 56 | 0.0100 | 0.7500 | 5,661 | 36.9% | -0.04 | 0.0068 | -0.006 | ||
| 17.55 | 19.40 | 1,023 | 34.3% | 0.95 | 0.0076 | -0.001 | 57 | 0 | 1.84 | 1,263 | 44.3% | -0.05 | 0.0077 | -0.006 | ||
| 16.80 | 18.15 | 132 | 32.3% | 0.94 | 0.0087 | -0.002 | 58 | 0.0200 | 1.85 | 601 | 42.4% | -0.06 | 0.0088 | -0.007 | ||
| 16.00 | 17.20 | 328 | 32.8% | 0.94 | 0.0099 | -0.003 | 59 | 0.1900 | 0.8000 | 15.3K | 33.8% | -0.06 | 0.0100 | -0.007 | ||
| 14.90 | 16.25 | 1,483 | 30.3% | 0.93 | 0.0112 | -0.004 | 60 | 0.3500 | 0.8300 | 9,090 | 33.5% | -0.07 | 0.0114 | -0.008 | ||
| 14.15 | 15.45 | 84 | 32.0% | 0.92 | 0.0127 | -0.004 | 61 | 0.2400 | 0.5100 | 71 | 616 | 28.1% | -0.08 | 0.0129 | -0.009 | |
| 13.25 | 14.40 | 153 | 30.3% | 0.90 | 0.0143 | -0.005 | 62 | 0.3000 | 0.7700 | 7 | 450 | 29.0% | -0.10 | 0.0146 | -0.009 | |
| 12.35 | 13.50 | 188 | 29.6% | 0.89 | 0.0162 | -0.006 | 63 | 0.3300 | 0.8500 | 2,810 | 7,048 | 27.9% | -0.11 | 0.0165 | -0.010 | |
| 11.45 | 12.60 | 1,610 | 28.8% | 0.88 | 0.0182 | -0.007 | 64 | 0.4700 | 0.7800 | 47 | 507 | 26.6% | -0.13 | 0.0185 | -0.011 | |
| 10.55 | 11.75 | 219 | 28.1% | 0.86 | 0.0203 | -0.008 | 65 | 0.5700 | 1.09 | 212 | 10.2K | 27.1% | -0.14 | 0.0208 | -0.012 | |
| 9.75 | 10.80 | 1,622 | 27.3% | 0.84 | 0.0227 | -0.009 | 66 | 0.6900 | 1.26 | 33 | 2,667 | 26.7% | -0.16 | 0.0232 | -0.012 | |
| 8.90 | 10.00 | 1,017 | 26.8% | 0.82 | 0.0252 | -0.011 | 67 | 0.8500 | 1.25 | 24 | 321 | 25.4% | -0.19 | 0.0258 | -0.013 | |
| 8.10 | 9.15 | 1,208 | 26.1% | 0.79 | 0.0277 | -0.012 | 68 | 0.9400 | 1.64 | 18 | 1,984 | 25.4% | -0.21 | 0.0286 | -0.014 | |
| 7.35 | 8.40 | 278 | 25.9% | 0.76 | 0.0304 | -0.013 | 69 | 0.2600 | 3.65 | 12 | 264 | 28.6% | -0.24 | 0.0314 | -0.015 | |
| 6.65 | 7.60 | 1,930 | 25.4% | 0.73 | 0.0330 | -0.013 | 70 | 1.25 | 2.02 | 22 | 3,779 | 23.8% | -0.28 | 0.0341 | -0.015 | |
| 5.85 | 6.85 | 140 | 24.5% | 0.70 | 0.0354 | -0.014 | 71 | 1.65 | 2.52 | 14 | 8,661 | 24.6% | -0.31 | 0.0369 | -0.016 | |
| 5.25 | 6.20 | 201 | 24.5% | 0.66 | 0.0377 | -0.015 | 72 | 0 | 3.80 | 776 | 20.8% | -0.35 | 0.0394 | -0.017 | ||
| 4.75 | 5.45 | 399 | 24.2% | 0.62 | 0.0397 | -0.016 | 73 | 0.8000 | 2.98 | 53 | 3,752 | 18.1% | -0.39 | 0.0417 | -0.017 | |
| 4.15 | 4.80 | 7 | 669 | 23.7% | 0.58 | 0.0413 | -0.016 | 74 | 2.93 | 3.85 | 243 | 25.0% | -0.43 | 0.0436 | -0.017 | |
| 3.20 | 4.40 | 4,236 | 22.6% | 0.54 | 0.0424 | -0.016 | 75 | 3.35 | 3.85 | 4,183 | 23.1% | -0.48 | 0.0451 | -0.018 | ||
| 2.84 | 3.75 | 1 | 8,020 | 22.4% | 0.50 | 0.0430 | -0.016 | 76 | 3.80 | 4.40 | 430 | 22.9% | -0.52 | 0.0460 | -0.018 | |
| 1.93 | 3.65 | 548 | 21.9% | 0.46 | 0.0430 | -0.016 | 77 | 4.20 | 5.40 | 93 | 23.6% | -0.57 | 0.0464 | -0.017 | ||
| 2.33 | 2.93 | 419 | 23.3% | 0.41 | 0.0425 | -0.016 | 78 | 4.85 | 6.00 | 87 | 23.6% | -0.61 | 0.0463 | -0.017 | ||
| 1.78 | 3.35 | 400 | 25.1% | 0.37 | 0.0415 | -0.016 | 79 | 5.25 | 6.45 | 96 | 21.9% | -0.66 | 0.0455 | -0.016 | ||
| 1.36 | 2.46 | 10 | 2,689 | 22.8% | 0.34 | 0.0400 | -0.015 | 80 | 6.05 | 7.00 | 106 | 21.6% | -0.70 | 0.0442 | -0.015 | |
| 0 | 3.70 | 170 | 24.3% | 0.30 | 0.0381 | -0.014 | 81 | 6.70 | 7.70 | 17 | 20.8% | -0.74 | 0.0424 | -0.015 | ||
| 1.02 | 1.90 | 121 | 23.3% | 0.27 | 0.0359 | -0.014 | 82 | 7.50 | 8.90 | 2 | 22.5% | -0.78 | 0.0401 | -0.013 | ||
| 0.0400 | 1.46 | 10 | 640 | 21.9% | 0.18 | 0.0287 | -0.011 | 85 | 10.10 | 11.25 | 3 | 21.4% | -0.87 | 0.0311 | -0.009 | |
| 0.1500 | 1.18 | 16 | 1,355 | 27.3% | 0.09 | 0.0176 | -0.007 | 90 | 14.75 | 15.90 | -0.95 | 0.0153 | -0.002 | |||
| 0.0100 | 0.6900 | 132 | 28.2% | 0.05 | 0.0101 | -0.005 | 95 | 19.50 | 21.50 | 29.6% | -0.99 | 0.0055 | 0.000 | |||
| 0.0100 | 1.15 | 197 | 36.7% | 0.03 | 0.0057 | -0.003 | 100 | 24.70 | 25.95 | -1.00 | 0.0016 | 0.000 | ||||
| 0 | 0.9500 | 1 | 39.5% | 0.01 | 0.0032 | -0.002 | 105 | 28.40 | 32.00 | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.5700 | 39.5% | 0.01 | 0.0019 | -0.001 | 110 | 33.40 | 37.35 | 37.3% | -1.00 | 0.0001 | 0.000 | ||||
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.