LLY цепочка опционов Eli Lilly and Company
Cboe delayed options data · по состоянию на 16:03 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 ±9.6% (1,127.16–1,365.32) · ATM IV 40.3% · P/C открытого интереса 0.89
| 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 | |
| 601.25 | 616.00 | 1 | 88.2% | 1.00 | 0.0000 | 0.000 | 640 | 0.0100 | 0.6100 | 253 | 86.3% | -0.00 | 0.0000 | -0.002 | ||
| 592.10 | 606.00 | 94.4% | 1.00 | 0.0000 | 0.000 | 650 | 0.0100 | 0.4400 | 7 | 24 | 81.7% | -0.00 | 0.0000 | -0.002 | ||
| 581.80 | 595.95 | 88.8% | 1.00 | 0.0000 | 0.000 | 660 | 0.0100 | 0.1200 | 4 | 104 | 71.3% | -0.00 | 0.0000 | -0.003 | ||
| 572.00 | 586.20 | 2 | 90.2% | 1.00 | 0.0000 | 0.000 | 670 | 0.0100 | 4.90 | 154 | 105.6% | -0.00 | 0.0000 | -0.003 | ||
| 561.75 | 577.35 | 1 | 93.5% | 1.00 | 0.0000 | 0.000 | 680 | 0.0100 | 4.90 | 35 | 103.4% | -0.00 | 0.0000 | -0.004 | ||
| 551.75 | 567.40 | 91.4% | 1.00 | 0.0000 | 0.000 | 690 | 0.0100 | 4.90 | 33 | 101.1% | -0.00 | 0.0000 | -0.004 | |||
| 541.75 | 558.00 | 4 | 92.1% | 1.00 | 0.0000 | 0.000 | 700 | 0.0100 | 1.77 | 418 | 85.5% | -0.00 | 0.0000 | -0.005 | ||
| 531.75 | 547.65 | 88.1% | 1.00 | 0.0000 | 0.000 | 710 | 0.0100 | 2.49 | 42 | 87.5% | -0.00 | 0.0000 | -0.006 | |||
| 521.70 | 537.45 | 1 | 84.5% | 1.00 | 0.0000 | 0.000 | 720 | 0.0100 | 3.20 | 48 | 88.7% | -0.00 | 0.0000 | -0.007 | ||
| 511.90 | 527.50 | 83.6% | 1.00 | 0.0000 | 0.000 | 730 | 0.0100 | 4.90 | 121 | 92.6% | -0.00 | 0.0000 | -0.008 | |||
| 501.80 | 517.55 | 3 | 81.1% | 1.00 | 0.0000 | 0.000 | 740 | 0.0100 | 4.90 | 69 | 90.5% | -0.00 | 0.0000 | -0.009 | ||
| 491.75 | 507.55 | 1 | 78.6% | 1.00 | 0.0000 | 0.000 | 750 | 0.0100 | 4.90 | 159 | 88.4% | -0.00 | 0.0000 | -0.010 | ||
| 481.85 | 498.00 | 32 | 79.1% | 1.00 | 0.0000 | 0.000 | 760 | 0.0100 | 4.90 | 51 | 86.4% | -0.00 | 0.0000 | -0.011 | ||
| 471.85 | 487.85 | 2 | 76.3% | 1.00 | 0.0000 | 0.000 | 770 | 0.0100 | 0.9500 | 36 | 67.3% | -0.00 | 0.0000 | -0.013 | ||
| 462.15 | 475.70 | 3 | 60.5% | 1.00 | 0.0000 | 0.000 | 780 | 0 | 1.48 | 53 | 69.3% | -0.00 | 0.0000 | -0.015 | ||
| 451.90 | 467.90 | 1 | 72.5% | 1.00 | 0.0000 | 0.000 | 790 | 0 | 2.26 | 68 | 71.5% | -0.00 | 0.0000 | -0.017 | ||
| 442.60 | 455.85 | 20 | 62.6% | 1.00 | 0.0000 | 0.000 | 800 | 0 | 0.4800 | 338 | 57.8% | -0.00 | 0.0000 | -0.019 | ||
| 432.45 | 445.70 | 1 | 57.5% | 1.00 | 0.0000 | 0.000 | 810 | 0 | 1.08 | 2 | 252 | 61.7% | -0.00 | 0.0000 | -0.022 | |
| 422.50 | 435.95 | 3 | 58.4% | 1.00 | 0.0000 | 0.000 | 820 | 0 | 1.14 | 206 | 60.6% | -0.00 | 0.0000 | -0.025 | ||
| 412.15 | 428.00 | 16 | 66.0% | 1.00 | 0.0000 | 0.000 | 830 | 0 | 1.25 | 382 | 59.7% | -0.00 | 0.0000 | -0.029 | ||
| 403.55 | 416.05 | 17 | 61.7% | 1.00 | 0.0001 | 0.000 | 840 | 0 | 1.36 | 145 | 58.7% | -0.00 | 0.0001 | -0.032 | ||
| 392.35 | 406.10 | 20 | 52.2% | 1.00 | 0.0001 | 0.000 | 850 | 0 | 1.48 | 1 | 388 | 57.8% | -0.00 | 0.0001 | -0.037 | |
| 382.45 | 396.55 | 6 | 54.6% | 1.00 | 0.0001 | 0.000 | 860 | 0 | 1.61 | 146 | 56.9% | -0.01 | 0.0001 | -0.042 | ||
| 372.70 | 386.80 | 4 | 55.5% | 0.99 | 0.0001 | 0.000 | 870 | 0.2500 | 0.6600 | 8 | 134 | 51.4% | -0.01 | 0.0001 | -0.047 | |
| 362.95 | 377.05 | 39 | 55.8% | 0.99 | 0.0001 | -0.006 | 880 | 0.2200 | 1.18 | 2 | 110 | 52.8% | -0.01 | 0.0001 | -0.053 | |
| 352.80 | 367.15 | 5 | 53.8% | 0.99 | 0.0001 | -0.014 | 890 | 0.4500 | 0.9500 | 24 | 338 | 51.2% | -0.01 | 0.0001 | -0.060 | |
| 343.65 | 357.25 | 18 | 55.3% | 0.99 | 0.0001 | -0.023 | 900 | 0.5300 | 0.6000 | 91 | 345 | 48.4% | -0.01 | 0.0001 | -0.068 | |
| 333.15 | 347.40 | 14 | 52.4% | 0.99 | 0.0002 | -0.033 | 910 | 0.3600 | 1.76 | 13 | 111 | 51.1% | -0.01 | 0.0002 | -0.077 | |
| 323.30 | 337.50 | 4 | 18 | 51.4% | 0.99 | 0.0002 | -0.044 | 920 | 0.4200 | 2.01 | 89 | 50.6% | -0.01 | 0.0002 | -0.087 | |
| 313.50 | 327.70 | 7 | 50.8% | 0.99 | 0.0002 | -0.057 | 930 | 0.4500 | 2.00 | 187 | 49.1% | -0.01 | 0.0002 | -0.098 | ||
| 303.60 | 318.00 | 4 | 21 | 50.1% | 0.98 | 0.0002 | -0.070 | 940 | 0.8500 | 1.48 | 3 | 370 | 47.2% | -0.02 | 0.0002 | -0.110 |
| 293.85 | 308.30 | 28 | 49.7% | 0.98 | 0.0003 | -0.085 | 950 | 0.8600 | 1.77 | 2 | 270 | 46.6% | -0.02 | 0.0003 | -0.124 | |
| 284.00 | 296.95 | 33 | 44.9% | 0.98 | 0.0003 | -0.102 | 960 | 0.9900 | 2.52 | 87 | 47.2% | -0.02 | 0.0003 | -0.140 | ||
| 275.05 | 288.60 | 9 | 49.1% | 0.97 | 0.0004 | -0.120 | 970 | 1.24 | 2.23 | 156 | 45.5% | -0.03 | 0.0004 | -0.157 | ||
| 265.55 | 278.00 | 38 | 47.2% | 0.97 | 0.0004 | -0.141 | 980 | 1.64 | 2.18 | 229 | 44.7% | -0.03 | 0.0004 | -0.176 | ||
| 255.75 | 268.20 | 70 | 46.1% | 0.97 | 0.0005 | -0.163 | 990 | 1.91 | 2.80 | 2 | 445 | 44.8% | -0.04 | 0.0005 | -0.197 | |
| 246.20 | 258.50 | 174 | 45.5% | 0.96 | 0.0005 | -0.187 | 1,000 | 2.53 | 3.15 | 2 | 2,301 | 44.8% | -0.04 | 0.0005 | -0.220 | |
| 236.70 | 250.25 | 11 | 46.8% | 0.95 | 0.0006 | -0.214 | 1,010 | 2.03 | 4.00 | 2 | 262 | 43.6% | -0.05 | 0.0006 | -0.245 | |
| 226.85 | 240.05 | 12 | 44.9% | 0.95 | 0.0007 | -0.242 | 1,020 | 2.76 | 4.25 | 228 | 43.3% | -0.05 | 0.0007 | -0.273 | ||
| 217.50 | 230.75 | 13 | 44.7% | 0.94 | 0.0007 | -0.273 | 1,030 | 3.75 | 4.90 | 217 | 43.6% | -0.06 | 0.0008 | -0.302 | ||
| 208.15 | 221.30 | 23 | 44.1% | 0.93 | 0.0008 | -0.306 | 1,040 | 4.50 | 6.00 | 5 | 175 | 43.8% | -0.07 | 0.0008 | -0.334 | |
| 201.60 | 211.85 | 83 | 45.9% | 0.92 | 0.0009 | -0.340 | 1,050 | 5.55 | 6.65 | 61 | 461 | 43.6% | -0.08 | 0.0009 | -0.367 | |
| 192.75 | 202.95 | 30 | 45.7% | 0.91 | 0.0010 | -0.377 | 1,060 | 6.45 | 7.50 | 13 | 198 | 43.3% | -0.09 | 0.0010 | -0.402 | |
| 181.45 | 194.10 | 36 | 43.6% | 0.90 | 0.0011 | -0.414 | 1,070 | 6.85 | 9.70 | 1 | 168 | 43.4% | -0.10 | 0.0011 | -0.438 | |
| 173.60 | 184.65 | 41 | 43.6% | 0.89 | 0.0012 | -0.453 | 1,080 | 8.95 | 10.55 | 11 | 256 | 43.6% | -0.12 | 0.0012 | -0.476 | |
| 163.45 | 176.45 | 32 | 42.7% | 0.87 | 0.0013 | -0.493 | 1,090 | 9.45 | 11.45 | 264 | 42.5% | -0.13 | 0.0013 | -0.514 | ||
| 155.50 | 168.50 | 107 | 43.1% | 0.86 | 0.0014 | -0.533 | 1,100 | 11.40 | 12.70 | 53 | 473 | 42.5% | -0.14 | 0.0014 | -0.553 | |
| 149.30 | 159.00 | 42 | 43.5% | 0.84 | 0.0015 | -0.573 | 1,110 | 12.85 | 14.65 | 456 | 42.4% | -0.16 | 0.0015 | -0.592 | ||
| 141.45 | 152.35 | 1 | 80 | 44.1% | 0.82 | 0.0016 | -0.613 | 1,120 | 14.85 | 16.50 | 40 | 645 | 42.3% | -0.18 | 0.0016 | -0.631 |
| 133.35 | 142.20 | 9 | 427 | 42.7% | 0.81 | 0.0018 | -0.652 | 1,130 | 16.75 | 18.60 | 2 | 244 | 42.1% | -0.20 | 0.0018 | -0.669 |
| 125.70 | 134.40 | 115 | 42.6% | 0.79 | 0.0019 | -0.691 | 1,140 | 19.00 | 20.90 | 7 | 380 | 42.0% | -0.21 | 0.0019 | -0.706 | |
| 118.30 | 126.05 | 18 | 143 | 42.1% | 0.77 | 0.0020 | -0.727 | 1,150 | 21.40 | 23.50 | 49 | 315 | 41.9% | -0.23 | 0.0020 | -0.742 |
| 111.10 | 120.45 | 162 | 42.7% | 0.75 | 0.0021 | -0.762 | 1,160 | 23.80 | 27.20 | 1 | 220 | 42.1% | -0.26 | 0.0021 | -0.775 | |
| 103.25 | 115.40 | 2 | 122 | 43.0% | 0.72 | 0.0022 | -0.794 | 1,170 | 26.55 | 31.15 | 10 | 140 | 42.3% | -0.28 | 0.0022 | -0.806 |
| 97.45 | 108.60 | 157 | 43.3% | 0.70 | 0.0022 | -0.823 | 1,180 | 29.80 | 33.25 | 22 | 162 | 41.8% | -0.30 | 0.0023 | -0.834 | |
| 91.05 | 99.20 | 318 | 42.1% | 0.68 | 0.0023 | -0.849 | 1,190 | 33.20 | 35.85 | 16 | 123 | 41.3% | -0.32 | 0.0023 | -0.859 | |
| 84.20 | 93.30 | 9 | 351 | 41.9% | 0.65 | 0.0024 | -0.872 | 1,200 | 36.75 | 39.35 | 8 | 166 | 41.1% | -0.35 | 0.0024 | -0.881 |
| 78.90 | 86.95 | 73 | 42.0% | 0.63 | 0.0025 | -0.891 | 1,210 | 39.85 | 44.50 | 7 | 82 | 41.2% | -0.37 | 0.0025 | -0.898 | |
| 73.15 | 78.90 | 4 | 309 | 41.1% | 0.60 | 0.0025 | -0.906 | 1,220 | 43.85 | 49.50 | 2 | 83 | 41.3% | -0.40 | 0.0025 | -0.912 |
| 69.35 | 81.35 | 42.5% | 0.59 | 0.0026 | -0.912 | 1,225 | 42.85 | 51.95 | 40.2% | -0.41 | 0.0026 | -0.918 | ||||
| 68.10 | 74.35 | 4 | 56 | 41.5% | 0.58 | 0.0026 | -0.917 | 1,230 | 48.05 | 52.50 | 36 | 40.6% | -0.43 | 0.0026 | -0.922 | |
| 64.30 | 75.30 | 42.3% | 0.56 | 0.0026 | -0.920 | 1,235 | 50.65 | 56.35 | 2 | 41.2% | -0.44 | 0.0026 | -0.925 | |||
| 62.70 | 70.35 | 5 | 1,014 | 41.8% | 0.55 | 0.0026 | -0.923 | 1,240 | 52.80 | 56.75 | 1 | 65 | 40.4% | -0.45 | 0.0026 | -0.928 |
| 59.10 | 65.40 | 12 | 40.6% | 0.54 | 0.0026 | -0.925 | 1,245 | 55.00 | 58.65 | 7 | 40.1% | -0.47 | 0.0026 | -0.929 | ||
| 58.35 | 62.85 | 25 | 156 | 41.1% | 0.52 | 0.0026 | -0.926 | 1,250 | 57.50 | 61.25 | 8 | 25 | 40.0% | -0.48 | 0.0027 | -0.929 |
| 54.95 | 59.30 | 16 | 40.3% | 0.51 | 0.0027 | -0.925 | 1,255 | 60.05 | 65.65 | 1 | 40.6% | -0.49 | 0.0027 | -0.928 | ||
| 52.55 | 56.40 | 2 | 893 | 40.1% | 0.50 | 0.0027 | -0.924 | 1,260 | 62.45 | 67.25 | 4 | 119 | 40.1% | -0.50 | 0.0027 | -0.926 |
| 49.75 | 55.15 | 3 | 40.2% | 0.48 | 0.0027 | -0.921 | 1,265 | 65.00 | 72.40 | 40.8% | -0.52 | 0.0027 | -0.923 | |||
| 48.00 | 52.00 | 4 | 708 | 40.0% | 0.47 | 0.0027 | -0.917 | 1,270 | 64.60 | 72.75 | 22 | 38.8% | -0.53 | 0.0027 | -0.919 | |
| 46.35 | 49.80 | 40.1% | 0.46 | 0.0027 | -0.913 | 1,275 | 67.70 | 75.55 | 38.9% | -0.54 | 0.0027 | -0.913 | ||||
| 43.25 | 48.10 | 3 | 1,490 | 39.8% | 0.45 | 0.0027 | -0.907 | 1,280 | 69.70 | 78.30 | 132 | 38.4% | -0.56 | 0.0027 | -0.907 | |
| 42.20 | 52.90 | 42.4% | 0.43 | 0.0026 | -0.900 | 1,285 | 72.45 | 81.85 | 38.5% | -0.57 | 0.0027 | -0.900 | ||||
| 40.25 | 46.90 | 6 | 41.0% | 0.42 | 0.0026 | -0.893 | 1,290 | 78.65 | 84.55 | 39.4% | -0.58 | 0.0027 | -0.892 | |||
| 38.15 | 47.10 | 1 | 41.6% | 0.41 | 0.0026 | -0.884 | 1,295 | 82.55 | 87.05 | 39.4% | -0.60 | 0.0026 | -0.883 | |||
| 36.85 | 40.10 | 9 | 1,624 | 40.0% | 0.39 | 0.0026 | -0.875 | 1,300 | 85.20 | 90.75 | 1 | 34 | 39.4% | -0.61 | 0.0026 | -0.873 |
| 34.55 | 42.90 | 41.3% | 0.38 | 0.0026 | -0.864 | 1,305 | 88.75 | 94.00 | 39.5% | -0.62 | 0.0026 | -0.863 | ||||
| 32.65 | 39.10 | 40.5% | 0.37 | 0.0026 | -0.853 | 1,310 | 89.85 | 97.25 | 38.6% | -0.64 | 0.0026 | -0.851 | ||||
| 31.50 | 35.05 | 1 | 39.8% | 0.36 | 0.0026 | -0.841 | 1,315 | 94.00 | 100.80 | 38.9% | -0.65 | 0.0026 | -0.839 | |||
| 30.00 | 33.90 | 10 | 1,068 | 39.9% | 0.34 | 0.0025 | -0.829 | 1,320 | 95.50 | 104.15 | 33 | 38.1% | -0.66 | 0.0025 | -0.826 | |
| 24.45 | 27.00 | 10 | 622 | 39.4% | 0.30 | 0.0024 | -0.772 | 1,340 | 109.70 | 118.70 | 34 | 38.0% | -0.71 | 0.0024 | -0.770 | |
| 19.55 | 21.00 | 13 | 572 | 38.8% | 0.25 | 0.0022 | -0.708 | 1,360 | 125.55 | 134.80 | 56 | 38.5% | -0.75 | 0.0022 | -0.706 | |
| 15.40 | 17.50 | 6 | 337 | 38.9% | 0.21 | 0.0020 | -0.640 | 1,380 | 141.05 | 150.65 | 35 | 38.0% | -0.79 | 0.0021 | -0.640 | |
| 12.15 | 13.50 | 81 | 723 | 38.6% | 0.18 | 0.0018 | -0.572 | 1,400 | 157.75 | 168.80 | 32 | 38.6% | -0.83 | 0.0019 | -0.574 | |
| 9.45 | 11.20 | 6 | 661 | 38.8% | 0.15 | 0.0016 | -0.506 | 1,420 | 175.05 | 186.75 | 16 | 38.9% | -0.86 | 0.0017 | -0.510 | |
| 7.55 | 8.65 | 5 | 1,757 | 38.8% | 0.12 | 0.0014 | -0.445 | 1,440 | 192.65 | 204.15 | 22 | 38.4% | -0.89 | 0.0015 | -0.453 | |
| 6.00 | 6.95 | 12 | 1,164 | 39.0% | 0.10 | 0.0012 | -0.389 | 1,460 | 211.10 | 222.05 | 28 | 38.0% | -0.91 | 0.0013 | -0.400 | |
| 4.60 | 6.20 | 4 | 112 | 39.6% | 0.08 | 0.0010 | -0.338 | 1,480 | 229.85 | 240.70 | 37.6% | -0.93 | 0.0012 | -0.355 | ||
| 3.65 | 4.85 | 8 | 410 | 39.8% | 0.07 | 0.0009 | -0.294 | 1,500 | 248.80 | 259.75 | 36.9% | -0.95 | 0.0010 | -0.318 | ||
| 2.49 | 4.20 | 4 | 148 | 39.9% | 0.06 | 0.0008 | -0.255 | 1,520 | 268.15 | 278.90 | -0.96 | 0.0009 | -0.278 | |||
| 1.15 | 4.40 | 118 | 40.5% | 0.05 | 0.0007 | -0.221 | 1,540 | 287.65 | 300.35 | 39.7% | -0.97 | 0.0008 | -0.243 | |||
| 1.42 | 4.00 | 173 | 42.3% | 0.04 | 0.0006 | -0.191 | 1,560 | 306.60 | 321.40 | 41.6% | -0.98 | 0.0007 | -0.214 | |||
| 1.27 | 2.55 | 109 | 41.6% | 0.03 | 0.0005 | -0.166 | 1,580 | 326.85 | 338.60 | -0.99 | 0.0005 | -0.175 | ||||
| 0.9700 | 1.90 | 38 | 298 | 41.4% | 0.03 | 0.0004 | -0.143 | 1,600 | 346.90 | 360.20 | -0.99 | 0.0003 | -0.167 | |||
| 0.3600 | 2.42 | 33 | 43.0% | 0.02 | 0.0003 | -0.124 | 1,620 | 366.70 | 380.40 | -1.00 | 0.0002 | -0.149 | ||||
| 0.2200 | 2.12 | 46 | 43.5% | 0.02 | 0.0003 | -0.108 | 1,640 | 386.45 | 399.30 | -1.00 | 0.0001 | -0.146 | ||||
| 0 | 1.82 | 24 | 43.5% | 0.02 | 0.0002 | -0.093 | 1,660 | 406.45 | 418.80 | -1.00 | 0.0000 | -0.146 | ||||
| 0 | 1.59 | 26 | 44.3% | 0.01 | 0.0002 | -0.081 | 1,680 | 426.50 | 438.75 | -1.00 | 0.0000 | -0.146 | ||||
| 0 | 1.39 | 28 | 45.0% | 0.01 | 0.0002 | -0.070 | 1,700 | 446.50 | 458.75 | -1.00 | 0.0000 | -0.146 | ||||
| 0 | 1.21 | 35 | 45.7% | 0.01 | 0.0001 | -0.061 | 1,720 | 466.50 | 478.75 | -1.00 | 0.0000 | -0.146 | ||||
| 0.0100 | 1.11 | 34 | 46.6% | 0.01 | 0.0001 | -0.053 | 1,740 | 486.40 | 498.40 | -1.00 | 0.0000 | -0.146 | ||||
| 0.0100 | 1.04 | 33 | 47.6% | 0.01 | 0.0001 | -0.046 | 1,760 | 506.50 | 518.50 | -1.00 | 0.0000 | -0.146 | ||||
| 0 | 0.9900 | 6 | 48.7% | 0.01 | 0.0001 | -0.040 | 1,780 | 526.15 | 538.50 | -1.00 | 0.0000 | -0.146 | ||||
| 0 | 0.7500 | 182 | 48.4% | 0.01 | 0.0001 | -0.035 | 1,800 | 546.50 | 558.80 | -1.00 | 0.0000 | -0.146 | ||||
| 0.0100 | 0.3000 | 38 | 45.4% | 0.00 | 0.0001 | -0.030 | 1,820 | 566.90 | 578.60 | -1.00 | 0.0000 | -0.146 | ||||
| 0.0100 | 0.5500 | 12 | 115 | 49.4% | 0.00 | 0.0001 | -0.027 | 1,840 | 587.10 | 598.30 | -1.00 | 0.0000 | -0.146 | |||
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.
call-опционыput-опционы