KRE цепочка опционов State Street SPDR S&P Regional Banking ETF
Cboe delayed options data · по состоянию на 15:41 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 ±3.8% (71.97–77.62) · ATM IV 23.1% · P/C открытого интереса 1.54
| 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 | |
| 34.45 | 35.55 | 6 | 156.4% | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.0600 | 340 | 124.7% | -0.00 | 0.0001 | -0.001 | ||
| 29.50 | 30.60 | 3 | 135.1% | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.1000 | 1,295 | 109.8% | -0.00 | 0.0003 | -0.001 | ||
| 24.50 | 25.70 | 2 | 114.4% | 1.00 | 0.0006 | 0.000 | 50 | 0 | 0.0500 | 8,608 | 81.7% | -0.00 | 0.0006 | -0.002 | ||
| 19.50 | 20.60 | 283 | 86.2% | 0.99 | 0.0015 | 0.000 | 55 | 0 | 0.0500 | 5,263 | 64.1% | -0.00 | 0.0015 | -0.004 | ||
| 18.50 | 19.60 | 81.8% | 0.99 | 0.0018 | 0.000 | 56 | 0 | 0.0500 | 727 | 60.8% | -0.01 | 0.0018 | -0.004 | |||
| 17.50 | 18.65 | 79.5% | 0.99 | 0.0022 | 0.000 | 57 | 0 | 0.1000 | 5,407 | 63.0% | -0.01 | 0.0022 | -0.005 | |||
| 16.35 | 17.60 | 66.0% | 0.99 | 0.0027 | 0.000 | 58 | 0 | 0.0600 | 2,088 | 55.5% | -0.01 | 0.0027 | -0.005 | |||
| 15.50 | 16.60 | 1 | 68.9% | 0.99 | 0.0033 | 0.000 | 59 | 0 | 0.1100 | 379 | 56.8% | -0.01 | 0.0033 | -0.006 | ||
| 14.50 | 15.60 | 161 | 64.7% | 0.99 | 0.0040 | 0.000 | 60 | 0 | 0.0600 | 14.8K | 48.9% | -0.01 | 0.0040 | -0.007 | ||
| 13.55 | 14.65 | 88 | 63.9% | 0.99 | 0.0050 | -0.001 | 61 | 0 | 0.1200 | 4,242 | 50.5% | -0.01 | 0.0050 | -0.008 | ||
| 12.55 | 13.75 | 153 | 62.5% | 0.98 | 0.0062 | -0.002 | 62 | 0 | 0.1200 | 307 | 47.1% | -0.02 | 0.0062 | -0.009 | ||
| 11.55 | 12.80 | 166 | 59.5% | 0.98 | 0.0077 | -0.004 | 63 | 0 | 0.1200 | 485 | 43.7% | -0.02 | 0.0078 | -0.010 | ||
| 10.55 | 11.70 | 208 | 52.6% | 0.97 | 0.0097 | -0.006 | 64 | 0.0300 | 0.0800 | 5,132 | 39.7% | -0.03 | 0.0098 | -0.011 | ||
| 9.60 | 10.65 | 3,304 | 48.4% | 0.97 | 0.0124 | -0.008 | 65 | 0.0500 | 0.0800 | 22.1K | 37.4% | -0.03 | 0.0124 | -0.013 | ||
| 8.45 | 9.65 | 116 | 40.4% | 0.96 | 0.0158 | -0.011 | 66 | 0.0300 | 0.1700 | 1,263 | 36.8% | -0.04 | 0.0159 | -0.015 | ||
| 7.65 | 8.80 | 644 | 44.1% | 0.95 | 0.0204 | -0.014 | 67 | 0.0300 | 0.1900 | 3,515 | 33.9% | -0.05 | 0.0205 | -0.018 | ||
| 6.70 | 7.15 | 401 | 23.4% | 0.93 | 0.0264 | -0.017 | 68 | 0.0600 | 0.2000 | 868 | 6,607 | 31.3% | -0.07 | 0.0267 | -0.021 | |
| 5.75 | 6.20 | 358 | 24.5% | 0.91 | 0.0345 | -0.021 | 69 | 0.1200 | 0.2200 | 2 | 6,671 | 29.4% | -0.09 | 0.0348 | -0.024 | |
| 5.25 | 5.70 | 21 | 22.7% | 0.90 | 0.0394 | -0.023 | 69.5 | 0.1300 | 0.3000 | 33 | 29.2% | -0.10 | 0.0398 | -0.026 | ||
| 4.85 | 5.25 | 23.4K | 24.6% | 0.88 | 0.0451 | -0.025 | 70 | 0.1700 | 0.3000 | 7 | 15.1K | 27.8% | -0.12 | 0.0455 | -0.028 | |
| 4.40 | 4.80 | 127 | 24.5% | 0.86 | 0.0515 | -0.028 | 70.5 | 0.2200 | 0.3800 | 221 | 27.7% | -0.14 | 0.0520 | -0.030 | ||
| 3.95 | 4.35 | 7 | 927 | 23.9% | 0.84 | 0.0587 | -0.030 | 71 | 0.3000 | 0.3700 | 2 | 23.0K | 26.5% | -0.16 | 0.0594 | -0.033 |
| 3.50 | 3.90 | 146 | 23.1% | 0.82 | 0.0667 | -0.033 | 71.5 | 0.3200 | 0.4700 | 10 | 540 | 25.7% | -0.19 | 0.0673 | -0.035 | |
| 3.10 | 3.50 | 5,675 | 23.3% | 0.79 | 0.0753 | -0.035 | 72 | 0.4700 | 0.5100 | 208 | 53.9K | 25.4% | -0.22 | 0.0760 | -0.037 | |
| 2.73 | 3.05 | 31 | 22.7% | 0.75 | 0.0844 | -0.038 | 72.5 | 0.5100 | 0.6500 | 868 | 312 | 24.7% | -0.25 | 0.0852 | -0.040 | |
| 2.49 | 2.64 | 2 | 1,391 | 23.4% | 0.71 | 0.0935 | -0.040 | 73 | 0.6700 | 0.7700 | 48 | 24.0K | 24.6% | -0.29 | 0.0944 | -0.042 |
| 2.13 | 2.28 | 2 | 756 | 23.0% | 0.66 | 0.1019 | -0.042 | 73.5 | 0.7800 | 0.9400 | 2 | 179 | 24.0% | -0.34 | 0.1031 | -0.043 |
| 1.79 | 1.95 | 56 | 1,952 | 22.6% | 0.61 | 0.1090 | -0.044 | 74 | 0.9600 | 1.13 | 25 | 22.4K | 23.9% | -0.39 | 0.1104 | -0.045 |
| 1.48 | 1.68 | 3 | 1,143 | 22.5% | 0.56 | 0.1139 | -0.045 | 74.5 | 1.19 | 1.32 | 18 | 1,021 | 23.7% | -0.45 | 0.1155 | -0.045 |
| 1.31 | 1.35 | 31 | 36.5K | 22.5% | 0.50 | 0.1160 | -0.045 | 75 | 1.42 | 1.57 | 67 | 26.3K | 23.6% | -0.51 | 0.1178 | -0.045 |
| 0.9800 | 1.15 | 814 | 21.9% | 0.44 | 0.1150 | -0.044 | 75.5 | 1.67 | 1.84 | 5 | 23 | 23.3% | -0.56 | 0.1169 | -0.045 | |
| 0.8500 | 0.9300 | 12 | 1,971 | 22.2% | 0.39 | 0.1111 | -0.043 | 76 | 1.96 | 2.13 | 50 | 7,020 | 23.1% | -0.62 | 0.1131 | -0.043 |
| 0.6800 | 0.7600 | 92 | 151 | 22.2% | 0.33 | 0.1047 | -0.042 | 76.5 | 2.30 | 2.46 | 2 | 7 | 23.2% | -0.67 | 0.1068 | -0.042 |
| 0.5000 | 0.6300 | 22.7K | 22.0% | 0.29 | 0.0968 | -0.039 | 77 | 2.65 | 2.81 | 1,186 | 23.1% | -0.72 | 0.0989 | -0.039 | ||
| 0.4000 | 0.5500 | 238 | 22.7% | 0.25 | 0.0880 | -0.037 | 77.5 | 2.92 | 3.35 | 4 | 23.6% | -0.76 | 0.0901 | -0.037 | ||
| 0.3000 | 0.4200 | 372 | 10.5K | 22.4% | 0.21 | 0.0791 | -0.035 | 78 | 3.30 | 3.75 | 1,786 | 23.5% | -0.80 | 0.0810 | -0.034 | |
| 0.2300 | 0.3900 | 2,961 | 23.2% | 0.18 | 0.0705 | -0.032 | 78.5 | 3.70 | 4.20 | 2 | 23.7% | -0.83 | 0.0722 | -0.031 | ||
| 0.2200 | 0.3300 | 22 | 7,949 | 24.3% | 0.16 | 0.0624 | -0.030 | 79 | 4.15 | 4.65 | 144 | 24.2% | -0.85 | 0.0639 | -0.029 | |
| 0.1300 | 0.2900 | 1 | 24.2% | 0.13 | 0.0551 | -0.027 | 79.5 | 4.60 | 5.10 | 1 | 24.5% | -0.88 | 0.0564 | -0.026 | ||
| 0.0900 | 0.2500 | 8 | 34.8K | 24.5% | 0.12 | 0.0485 | -0.025 | 80 | 5.10 | 5.60 | 403 | 26.2% | -0.89 | 0.0498 | -0.023 | |
| 0.0600 | 0.2200 | 6 | 25.0% | 0.10 | 0.0428 | -0.023 | 80.5 | 5.60 | 6.10 | 28.0% | -0.91 | 0.0445 | -0.021 | |||
| 0.0300 | 0.2000 | 25.4% | 0.09 | 0.0377 | -0.021 | 81 | 6.10 | 6.60 | 29.7% | -0.92 | 0.0397 | -0.019 | ||||
| 0.0300 | 0.1600 | 27.3% | 0.07 | 0.0293 | -0.018 | 82 | 6.40 | 7.60 | -0.95 | 0.0337 | -0.015 | |||||
| 0.0200 | 0.1400 | 29.2% | 0.05 | 0.0230 | -0.015 | 83 | 7.45 | 8.60 | -0.96 | 0.0281 | -0.013 | |||||
| 0 | 0.1300 | 30.7% | 0.04 | 0.0182 | -0.013 | 84 | 8.50 | 9.60 | -0.97 | 0.0230 | -0.013 | |||||
| 0 | 0.1400 | 11.9K | 33.7% | 0.03 | 0.0145 | -0.011 | 85 | 9.50 | 10.60 | -0.98 | 0.0172 | -0.015 | ||||
| 0 | 0.1100 | 602 | 44.0% | 0.01 | 0.0053 | -0.006 | 90 | 14.35 | 15.60 | -1.00 | 0.0013 | -0.025 | ||||
| 0 | 0.1000 | 520 | 54.0% | 0.01 | 0.0023 | -0.003 | 95 | 19.45 | 20.60 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.0900 | 62.8% | 0.00 | 0.0011 | -0.002 | 100 | 24.45 | 25.60 | -1.00 | 0.0000 | -0.030 | |||||
| 0 | 0.0400 | 4 | 65.1% | 0.00 | 0.0006 | -0.001 | 105 | 29.45 | 30.60 | -1.00 | 0.0000 | -0.031 | ||||
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 — Sep 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.
call-опционыput-опционы