KRE цепочка опционов State Street SPDR S&P Regional Banking ETF
Cboe delayed options data · по состоянию на 03:39 UTC
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 ±5.5% (65.46–73.06) · ATM IV 22.4% · P/C открытого интереса 1.21
| 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 | |
| 32.35 | 37.30 | 126.9% | 1.00 | 0.0003 | 0.000 | 35 | 0.0100 | 5.00 | 43 | 224.5% | -0.00 | 0.0003 | -0.001 | |||
| 27.15 | 32.10 | 71.9% | 1.00 | 0.0006 | 0.000 | 40 | 0 | 0.2000 | 213 | 91.0% | -0.00 | 0.0006 | -0.002 | |||
| 22.15 | 27.10 | 0.99 | 0.0013 | -0.000 | 45 | 0.0200 | 0.6400 | 8 | 94 | 86.0% | -0.01 | 0.0013 | -0.003 | |||
| 17.25 | 22.20 | 1 | 55.1% | 0.99 | 0.0030 | -0.003 | 50 | 0 | 5.00 | 1,516 | 130.9% | -0.01 | 0.0030 | -0.005 | ||
| 16.20 | 21.15 | 2 | 43.2% | 0.99 | 0.0035 | -0.003 | 51 | 0 | 5.00 | 38 | 125.6% | -0.01 | 0.0035 | -0.005 | ||
| 15.50 | 20.45 | 64.8% | 0.98 | 0.0042 | -0.004 | 52 | 0.0100 | 5.00 | 2 | 301 | 121.5% | -0.02 | 0.0042 | -0.006 | ||
| 14.25 | 19.20 | 45.2% | 0.98 | 0.0050 | -0.005 | 53 | 0 | 5.00 | 215 | 115.2% | -0.02 | 0.0050 | -0.007 | |||
| 13.15 | 18.10 | 8 | 0.98 | 0.0059 | -0.006 | 54 | 0 | 5.00 | 29 | 110.1% | -0.02 | 0.0060 | -0.008 | |||
| 12.25 | 17.20 | 38.9% | 0.97 | 0.0071 | -0.007 | 55 | 0 | 5.00 | 106 | 105.0% | -0.03 | 0.0072 | -0.009 | |||
| 11.25 | 16.20 | 35.8% | 0.97 | 0.0085 | -0.008 | 56 | 0 | 5.00 | 212 | 78 | 100.0% | -0.03 | 0.0086 | -0.009 | ||
| 10.30 | 15.25 | 37.3% | 0.96 | 0.0103 | -0.009 | 57 | 0.0100 | 1.01 | 428 | 54.4% | -0.04 | 0.0104 | -0.011 | |||
| 9.30 | 14.25 | 11 | 34.3% | 0.95 | 0.0124 | -0.010 | 58 | 0 | 3.15 | 1 | 38 | 74.4% | -0.05 | 0.0125 | -0.012 | |
| 8.30 | 13.25 | 31.3% | 0.94 | 0.0150 | -0.012 | 59 | 0 | 3.85 | 2,308 | 74.5% | -0.06 | 0.0152 | -0.013 | |||
| 7.35 | 12.30 | 31.2% | 0.93 | 0.0182 | -0.014 | 60 | 0.0600 | 1.00 | 3 | 18.4K | 44.3% | -0.07 | 0.0184 | -0.015 | ||
| 6.40 | 11.35 | 76 | 30.3% | 0.92 | 0.0221 | -0.015 | 61 | 0 | 5.00 | 1 | 2,836 | 75.4% | -0.09 | 0.0223 | -0.017 | |
| 5.50 | 10.40 | 117 | 29.8% | 0.90 | 0.0268 | -0.018 | 62 | 0.1000 | 0.8200 | 3 | 1,454 | 35.5% | -0.10 | 0.0270 | -0.019 | |
| 4.55 | 9.45 | 261 | 28.0% | 0.87 | 0.0323 | -0.020 | 63 | 0.3200 | 5.00 | 2 | 3,146 | 67.9% | -0.13 | 0.0327 | -0.021 | |
| 3.95 | 8.85 | 872 | 33.1% | 0.84 | 0.0388 | -0.022 | 64 | 0.3300 | 1.00 | 10 | 7,959 | 32.5% | -0.16 | 0.0393 | -0.023 | |
| 2.91 | 7.85 | 334 | 28.9% | 0.81 | 0.0463 | -0.025 | 65 | 0.4300 | 0.8000 | 65 | 16.2K | 27.6% | -0.20 | 0.0469 | -0.025 | |
| 2.36 | 7.30 | 26.0% | 0.79 | 0.0503 | -0.026 | 65.5 | 0 | 1.06 | 7 | 24.0% | -0.22 | 0.0510 | -0.027 | |||
| 2.31 | 7.25 | 2 | 848 | 31.2% | 0.76 | 0.0544 | -0.027 | 66 | 0.5800 | 1.05 | 440 | 15.8K | 27.3% | -0.24 | 0.0552 | -0.028 |
| 0.2100 | 5.10 | 17 | 0.74 | 0.0586 | -0.028 | 66.5 | 0.5900 | 2.13 | 3 | 32.5% | -0.27 | 0.0595 | -0.029 | |||
| 1.20 | 6.10 | 978 | 24.1% | 0.71 | 0.0628 | -0.029 | 67 | 0.7900 | 1.29 | 853 | 49.5K | 26.3% | -0.30 | 0.0638 | -0.030 | |
| 0.8100 | 5.75 | 98 | 24.4% | 0.68 | 0.0668 | -0.030 | 67.5 | 0 | 3.55 | 33.5% | -0.33 | 0.0680 | -0.030 | |||
| 1.61 | 6.55 | 2 | 791 | 38.7% | 0.64 | 0.0705 | -0.030 | 68 | 1.07 | 1.61 | 3 | 11.2K | 25.6% | -0.36 | 0.0719 | -0.031 |
| 2.18 | 5.80 | 21 | 36.0% | 0.61 | 0.0737 | -0.031 | 68.5 | 0 | 4.00 | 3 | 30.1% | -0.40 | 0.0753 | -0.032 | ||
| 1.99 | 2.78 | 8 | 1,234 | 24.4% | 0.57 | 0.0764 | -0.031 | 69 | 1.38 | 2.27 | 380 | 18.8K | 26.0% | -0.44 | 0.0782 | -0.032 |
| 0 | 3.55 | 556 | 19.6% | 0.53 | 0.0783 | -0.031 | 69.5 | 0 | 4.05 | 541 | 25.2% | -0.47 | 0.0804 | -0.032 | ||
| 1.51 | 2.19 | 78 | 17.7K | 24.0% | 0.49 | 0.0794 | -0.031 | 70 | 1.82 | 2.54 | 96 | 54.0K | 24.5% | -0.52 | 0.0817 | -0.032 |
| 0 | 4.00 | 3 | 28.0% | 0.45 | 0.0796 | -0.031 | 70.5 | 0 | 5.00 | 24.4% | -0.56 | 0.0821 | -0.032 | |||
| 1.23 | 1.70 | 32 | 10.8K | 24.5% | 0.41 | 0.0787 | -0.030 | 71 | 0.5100 | 5.45 | 7 | 33.1K | 27.3% | -0.60 | 0.0816 | -0.031 |
| 0 | 3.65 | 3 | 31.4% | 0.38 | 0.0770 | -0.029 | 71.5 | 0.7300 | 4.60 | 5 | 19.8% | -0.64 | 0.0802 | -0.030 | ||
| 0.5900 | 1.27 | 26 | 11.5K | 22.1% | 0.34 | 0.0744 | -0.028 | 72 | 0.6500 | 5.60 | 6,059 | 20.3% | -0.68 | 0.0778 | -0.029 | |
| 0 | 1.54 | 3 | 21.4% | 0.30 | 0.0711 | -0.027 | 72.5 | 1.61 | 6.55 | 28.7% | -0.71 | 0.0749 | -0.028 | |||
| 0.4700 | 0.9500 | 454 | 46.5K | 22.8% | 0.27 | 0.0673 | -0.025 | 73 | 2.70 | 5.15 | 11 | 10.6K | 21.0% | -0.75 | 0.0712 | -0.026 |
| 0.1600 | 1.67 | 625 | 27.6% | 0.24 | 0.0631 | -0.024 | 73.5 | 2.11 | 7.05 | 25.2% | -0.78 | 0.0673 | -0.025 | |||
| 0.3700 | 0.5500 | 350 | 8,214 | 22.0% | 0.21 | 0.0587 | -0.022 | 74 | 2.61 | 7.55 | 5,669 | 26.9% | -0.81 | 0.0631 | -0.024 | |
| 0 | 5.00 | 52.1% | 0.19 | 0.0542 | -0.021 | 74.5 | 2.91 | 7.85 | 25.0% | -0.83 | 0.0588 | -0.022 | ||||
| 0 | 0.8400 | 55 | 19.2K | 24.5% | 0.17 | 0.0497 | -0.019 | 75 | 3.00 | 7.95 | 2 | 3,440 | -0.86 | 0.0546 | -0.021 | |
| 0 | 1.42 | 101 | 30.5% | 0.15 | 0.0454 | -0.018 | 75.5 | 3.80 | 8.70 | 25.1% | -0.88 | 0.0505 | -0.019 | |||
| 0 | 0.7700 | 6 | 1,658 | 26.3% | 0.13 | 0.0413 | -0.017 | 76 | 4.05 | 8.95 | 8 | -0.90 | 0.0464 | -0.018 | ||
| 0 | 0.2700 | 3 | 21.0% | 0.12 | 0.0374 | -0.015 | 76.5 | 4.70 | 9.60 | 24.8% | -0.92 | 0.0428 | -0.017 | |||
| 0.1200 | 0.2300 | 7 | 2,096 | 23.4% | 0.10 | 0.0339 | -0.014 | 77 | 5.05 | 9.95 | -0.93 | 0.0388 | -0.016 | |||
| 0 | 1.50 | 50 | 976 | 39.0% | 0.08 | 0.0275 | -0.012 | 78 | 6.10 | 11.10 | 26.2% | -0.96 | 0.0337 | -0.014 | ||
| 0 | 0.7300 | 612 | 33.5% | 0.06 | 0.0223 | -0.010 | 79 | 7.15 | 12.10 | 29.6% | -0.97 | 0.0269 | -0.011 | |||
| 0 | 0.1100 | 18.0K | 24.1% | 0.05 | 0.0181 | -0.009 | 80 | 8.10 | 13.05 | 28.4% | -0.99 | 0.0170 | -0.010 | |||
| 0 | 0.5000 | 27.9K | 34.8% | 0.04 | 0.0146 | -0.007 | 81 | 9.10 | 14.05 | 30.4% | -1.00 | 0.0084 | -0.008 | |||
| 0 | 5.00 | 421 | 77.6% | 0.03 | 0.0119 | -0.006 | 82 | 10.10 | 15.05 | 32.3% | -1.00 | 0.0018 | -0.008 | |||
| 0 | 5.00 | 6 | 80.6% | 0.03 | 0.0097 | -0.005 | 83 | 11.15 | 16.10 | 38.1% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 5.00 | 83.4% | 0.02 | 0.0079 | -0.004 | 84 | 12.10 | 17.05 | 36.0% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 2.50 | 46.4K | 66.6% | 0.02 | 0.0065 | -0.004 | 85 | 12.95 | 17.95 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 5.00 | 6 | 88.9% | 0.01 | 0.0053 | -0.003 | 86 | 14.20 | 19.15 | 46.5% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 5.00 | 569 | 99.2% | 0.01 | 0.0026 | -0.002 | 90 | 18.10 | 23.05 | 46.4% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 5.00 | 114 | 110.8% | 0.00 | 0.0011 | -0.001 | 95 | 23.10 | 28.05 | 54.3% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 5.00 | 203 | 121.3% | 0.00 | 0.0005 | -0.001 | 100 | 28.25 | 33.20 | 73.7% | -1.00 | 0.0000 | -0.008 | |||
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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Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы