LLY цепочка опционов Eli Lilly and Company
Cboe delayed options data · по состоянию на 09:39 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 ±31.9% (846.04–1,638.19) · ATM IV 37.6% · P/C открытого интереса 1.11
| 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 | |
| 632.00 | 648.00 | 10 | 42.5% | 0.96 | 0.0001 | 0.000 | 640 | 0.0100 | 14.65 | 18 | 39.9% | -0.04 | 0.0001 | -0.056 | ||
| 615.20 | 632.00 | 8 | 43.0% | 0.96 | 0.0002 | 0.000 | 660 | 2.00 | 20.00 | 43 | 41.8% | -0.04 | 0.0002 | -0.060 | ||
| 606.25 | 622.00 | 9 | 42.2% | 0.96 | 0.0002 | 0.000 | 670 | 2.00 | 20.00 | 7 | 41.0% | -0.05 | 0.0002 | -0.063 | ||
| 599.05 | 614.00 | 4 | 42.8% | 0.95 | 0.0002 | 0.000 | 680 | 2.00 | 18.50 | 20 | 39.6% | -0.05 | 0.0002 | -0.066 | ||
| 588.15 | 606.00 | 2 | 42.0% | 0.95 | 0.0002 | 0.000 | 690 | 4.75 | 22.00 | 19 | 41.3% | -0.05 | 0.0002 | -0.068 | ||
| 580.00 | 596.00 | 11 | 41.4% | 0.95 | 0.0002 | 0.000 | 700 | 4.00 | 19.90 | 142 | 39.4% | -0.06 | 0.0002 | -0.071 | ||
| 571.00 | 588.00 | 3 | 41.3% | 0.94 | 0.0002 | -0.001 | 710 | 12.80 | 18.80 | 14 | 41.4% | -0.06 | 0.0002 | -0.074 | ||
| 563.30 | 580.00 | 9 | 41.5% | 0.94 | 0.0002 | -0.004 | 720 | 8.40 | 26.00 | 20 | 41.5% | -0.06 | 0.0002 | -0.077 | ||
| 555.00 | 572.00 | 12 | 41.5% | 0.94 | 0.0002 | -0.009 | 730 | 8.00 | 26.00 | 27 | 40.5% | -0.06 | 0.0002 | -0.080 | ||
| 547.50 | 564.00 | 3 | 41.7% | 0.94 | 0.0002 | -0.013 | 740 | 8.00 | 28.00 | 20 | 40.4% | -0.07 | 0.0002 | -0.083 | ||
| 539.50 | 556.00 | 49 | 41.7% | 0.93 | 0.0002 | -0.017 | 750 | 10.90 | 28.00 | 94 | 40.4% | -0.07 | 0.0002 | -0.086 | ||
| 529.00 | 546.00 | 7 | 36 | 40.4% | 0.93 | 0.0003 | -0.021 | 760 | 13.60 | 29.50 | 70 | 40.8% | -0.08 | 0.0003 | -0.089 | |
| 520.00 | 538.00 | 7 | 40.1% | 0.92 | 0.0003 | -0.025 | 770 | 12.25 | 31.85 | 6 | 40.2% | -0.08 | 0.0003 | -0.092 | ||
| 513.60 | 530.00 | 10 | 40.5% | 0.92 | 0.0003 | -0.029 | 780 | 14.00 | 32.00 | 15 | 39.9% | -0.08 | 0.0003 | -0.095 | ||
| 504.00 | 522.00 | 4 | 40.0% | 0.92 | 0.0003 | -0.033 | 790 | 18.75 | 31.40 | 39 | 40.2% | -0.09 | 0.0003 | -0.098 | ||
| 499.00 | 514.00 | 21 | 40.6% | 0.91 | 0.0003 | -0.038 | 800 | 21.65 | 27.50 | 94 | 274 | 39.1% | -0.09 | 0.0003 | -0.102 | |
| 488.00 | 506.00 | 12 | 39.8% | 0.91 | 0.0003 | -0.042 | 810 | 18.00 | 38.00 | 17 | 39.9% | -0.10 | 0.0003 | -0.105 | ||
| 480.10 | 500.00 | 9 | 40.1% | 0.90 | 0.0003 | -0.046 | 820 | 20.00 | 38.00 | 21 | 39.6% | -0.10 | 0.0003 | -0.108 | ||
| 473.90 | 492.00 | 113 | 40.3% | 0.90 | 0.0003 | -0.051 | 830 | 22.00 | 40.00 | 29 | 39.6% | -0.11 | 0.0004 | -0.112 | ||
| 467.00 | 484.00 | 19 | 40.3% | 0.89 | 0.0004 | -0.055 | 840 | 22.00 | 41.95 | 6 | 39.2% | -0.11 | 0.0004 | -0.115 | ||
| 459.00 | 476.00 | 42 | 40.1% | 0.89 | 0.0004 | -0.059 | 850 | 24.00 | 44.00 | 84 | 39.2% | -0.12 | 0.0004 | -0.118 | ||
| 451.00 | 468.00 | 48 | 39.8% | 0.89 | 0.0004 | -0.064 | 860 | 26.00 | 46.00 | 21 | 39.2% | -0.12 | 0.0004 | -0.122 | ||
| 442.15 | 460.00 | 18 | 39.4% | 0.88 | 0.0004 | -0.068 | 870 | 28.00 | 48.00 | 10 | 39.1% | -0.13 | 0.0004 | -0.125 | ||
| 434.65 | 454.00 | 9 | 39.6% | 0.88 | 0.0004 | -0.072 | 880 | 30.00 | 50.00 | 34 | 39.1% | -0.13 | 0.0004 | -0.129 | ||
| 429.00 | 446.00 | 13 | 39.7% | 0.87 | 0.0004 | -0.077 | 890 | 32.00 | 52.00 | 24 | 38.9% | -0.14 | 0.0004 | -0.132 | ||
| 420.00 | 438.00 | 165 | 39.2% | 0.86 | 0.0004 | -0.081 | 900 | 38.05 | 51.65 | 154 | 39.1% | -0.14 | 0.0004 | -0.136 | ||
| 415.00 | 432.00 | 17 | 39.7% | 0.86 | 0.0004 | -0.085 | 910 | 40.10 | 56.00 | 2 | 10 | 39.3% | -0.15 | 0.0004 | -0.139 | |
| 406.95 | 424.00 | 11 | 39.4% | 0.85 | 0.0004 | -0.089 | 920 | 42.20 | 52.40 | 2 | 26 | 38.3% | -0.15 | 0.0005 | -0.142 | |
| 400.75 | 416.00 | 17 | 39.3% | 0.85 | 0.0005 | -0.094 | 930 | 42.00 | 58.20 | 6 | 36 | 38.3% | -0.16 | 0.0005 | -0.146 | |
| 392.00 | 410.00 | 10 | 39.1% | 0.84 | 0.0005 | -0.098 | 940 | 44.00 | 64.00 | 24 | 38.7% | -0.17 | 0.0005 | -0.149 | ||
| 385.00 | 402.00 | 19 | 38.9% | 0.84 | 0.0005 | -0.102 | 950 | 46.00 | 66.00 | 87 | 38.5% | -0.17 | 0.0005 | -0.153 | ||
| 378.00 | 396.00 | 20 | 38.9% | 0.83 | 0.0005 | -0.106 | 960 | 50.00 | 68.00 | 22 | 38.5% | -0.18 | 0.0005 | -0.156 | ||
| 373.50 | 390.00 | 8 | 39.3% | 0.82 | 0.0005 | -0.110 | 970 | 52.00 | 69.75 | 60 | 38.2% | -0.19 | 0.0005 | -0.159 | ||
| 367.10 | 382.00 | 25 | 39.1% | 0.82 | 0.0005 | -0.114 | 980 | 54.00 | 74.00 | 19 | 38.3% | -0.19 | 0.0006 | -0.162 | ||
| 359.30 | 376.00 | 5 | 38.9% | 0.81 | 0.0005 | -0.118 | 990 | 62.80 | 70.70 | 1 | 13 | 38.2% | -0.20 | 0.0006 | -0.166 | |
| 352.70 | 370.00 | 82 | 38.9% | 0.80 | 0.0005 | -0.122 | 1,000 | 60.00 | 74.50 | 99 | 37.1% | -0.21 | 0.0006 | -0.169 | ||
| 347.50 | 362.00 | 13 | 38.9% | 0.80 | 0.0006 | -0.126 | 1,010 | 64.00 | 82.00 | 50 | 38.1% | -0.21 | 0.0006 | -0.172 | ||
| 338.85 | 356.00 | 129 | 38.6% | 0.79 | 0.0006 | -0.130 | 1,020 | 66.00 | 86.00 | 11 | 38.0% | -0.22 | 0.0006 | -0.175 | ||
| 333.50 | 350.00 | 11 | 38.7% | 0.79 | 0.0006 | -0.134 | 1,030 | 70.00 | 88.00 | 11 | 37.9% | -0.23 | 0.0006 | -0.178 | ||
| 328.80 | 344.00 | 48 | 38.8% | 0.78 | 0.0006 | -0.138 | 1,040 | 74.00 | 92.00 | 18 | 38.0% | -0.23 | 0.0006 | -0.181 | ||
| 321.15 | 338.00 | 20 | 38.6% | 0.77 | 0.0006 | -0.141 | 1,050 | 77.75 | 94.40 | 2 | 23 | 37.9% | -0.24 | 0.0006 | -0.184 | |
| 313.95 | 332.00 | 12 | 38.4% | 0.76 | 0.0006 | -0.145 | 1,060 | 80.00 | 98.00 | 20 | 37.7% | -0.25 | 0.0006 | -0.187 | ||
| 308.85 | 326.00 | 41 | 38.5% | 0.76 | 0.0006 | -0.148 | 1,070 | 84.00 | 102.00 | 43 | 37.8% | -0.26 | 0.0007 | -0.189 | ||
| 302.85 | 320.00 | 29 | 38.4% | 0.75 | 0.0006 | -0.152 | 1,080 | 88.00 | 106.00 | 99 | 37.8% | -0.26 | 0.0007 | -0.192 | ||
| 293.15 | 308.00 | 24 | 38.5% | 0.74 | 0.0006 | -0.158 | 1,100 | 96.10 | 114.00 | 12 | 47 | 37.9% | -0.28 | 0.0007 | -0.197 | |
| 282.20 | 296.00 | 6 | 61 | 38.3% | 0.72 | 0.0007 | -0.164 | 1,120 | 104.00 | 122.00 | 19 | 37.8% | -0.29 | 0.0007 | -0.202 | |
| 268.60 | 286.00 | 6 | 55 | 38.1% | 0.71 | 0.0007 | -0.170 | 1,140 | 112.00 | 130.00 | 4 | 25 | 37.6% | -0.31 | 0.0007 | -0.207 |
| 260.00 | 274.00 | 121 | 38.0% | 0.69 | 0.0007 | -0.176 | 1,160 | 121.90 | 134.00 | 8 | 17 | 37.2% | -0.33 | 0.0008 | -0.211 | |
| 250.45 | 264.00 | 2 | 25 | 38.1% | 0.68 | 0.0007 | -0.181 | 1,180 | 130.00 | 148.00 | 2 | 12 | 37.5% | -0.34 | 0.0008 | -0.215 |
| 240.00 | 254.00 | 97 | 38.0% | 0.66 | 0.0007 | -0.186 | 1,200 | 138.00 | 156.00 | 3 | 58 | 37.2% | -0.36 | 0.0008 | -0.219 | |
| 230.15 | 246.00 | 38 | 38.0% | 0.65 | 0.0007 | -0.190 | 1,220 | 148.00 | 166.00 | 6 | 25 | 37.2% | -0.38 | 0.0008 | -0.222 | |
| 222.15 | 236.00 | 58 | 38.0% | 0.63 | 0.0008 | -0.194 | 1,240 | 158.00 | 176.00 | 1 | 8 | 37.1% | -0.39 | 0.0008 | -0.225 | |
| 210.60 | 226.00 | 215 | 37.6% | 0.62 | 0.0008 | -0.198 | 1,260 | 170.00 | 186.00 | 10 | 37.2% | -0.41 | 0.0008 | -0.227 | ||
| 204.05 | 217.50 | 57 | 37.8% | 0.60 | 0.0008 | -0.201 | 1,280 | 180.00 | 198.00 | 4 | 37.2% | -0.43 | 0.0009 | -0.230 | ||
| 194.00 | 210.00 | 1 | 52 | 37.7% | 0.59 | 0.0008 | -0.203 | 1,300 | 192.00 | 208.00 | 4 | 37.1% | -0.44 | 0.0009 | -0.232 | |
| 188.00 | 202.00 | 2 | 27 | 37.9% | 0.57 | 0.0008 | -0.206 | 1,320 | 202.00 | 220.00 | 9 | 37.0% | -0.46 | 0.0009 | -0.233 | |
| 180.00 | 194.00 | 11 | 37.8% | 0.56 | 0.0008 | -0.208 | 1,340 | 214.00 | 229.20 | 2 | 6 | 36.7% | -0.48 | 0.0009 | -0.234 | |
| 170.00 | 186.00 | 2 | 185 | 37.5% | 0.54 | 0.0008 | -0.210 | 1,360 | 228.80 | 241.55 | 8 | 4 | 36.9% | -0.49 | 0.0009 | -0.235 |
| 164.00 | 180.00 | 35 | 37.7% | 0.53 | 0.0008 | -0.211 | 1,380 | 240.00 | 255.00 | 4 | 36.9% | -0.51 | 0.0009 | -0.236 | ||
| 159.05 | 172.00 | 1 | 53 | 37.8% | 0.51 | 0.0008 | -0.212 | 1,400 | 252.00 | 266.25 | 11 | 36.6% | -0.53 | 0.0009 | -0.237 | |
| 150.00 | 166.00 | 1 | 14 | 37.6% | 0.50 | 0.0008 | -0.213 | 1,420 | 266.00 | 280.00 | 2 | 36.8% | -0.54 | 0.0010 | -0.237 | |
| 142.00 | 160.00 | 57 | 37.5% | 0.49 | 0.0008 | -0.213 | 1,440 | 278.00 | 294.00 | 2 | 1 | 36.6% | -0.56 | 0.0010 | -0.237 | |
| 137.50 | 152.00 | 2 | 40 | 37.4% | 0.47 | 0.0008 | -0.214 | 1,460 | 292.00 | 308.00 | 1 | 36.7% | -0.58 | 0.0010 | -0.236 | |
| 133.00 | 146.00 | 3 | 44 | 37.5% | 0.46 | 0.0008 | -0.213 | 1,480 | 306.00 | 321.75 | 2 | 36.6% | -0.59 | 0.0010 | -0.236 | |
| 124.00 | 142.00 | 128 | 37.4% | 0.45 | 0.0008 | -0.213 | 1,500 | 320.00 | 336.00 | 6 | 1 | 36.6% | -0.61 | 0.0010 | -0.235 | |
| 118.00 | 136.00 | 12 | 37.3% | 0.43 | 0.0008 | -0.212 | 1,520 | 336.00 | 350.00 | 2 | 36.7% | -0.63 | 0.0010 | -0.234 | ||
| 112.00 | 130.00 | 4 | 82 | 37.1% | 0.42 | 0.0008 | -0.212 | 1,540 | 350.00 | 364.00 | 1 | 36.5% | -0.64 | 0.0010 | -0.233 | |
| 108.00 | 126.00 | 8 | 26 | 37.3% | 0.41 | 0.0008 | -0.210 | 1,560 | 366.00 | 380.70 | 2 | 36.7% | -0.66 | 0.0010 | -0.232 | |
| 102.00 | 120.00 | 30 | 37.1% | 0.39 | 0.0008 | -0.209 | 1,580 | 380.00 | 396.50 | 6 | 36.6% | -0.67 | 0.0010 | -0.230 | ||
| 98.00 | 116.00 | 695 | 37.2% | 0.38 | 0.0008 | -0.208 | 1,600 | 396.00 | 410.55 | 1 | 36.5% | -0.69 | 0.0010 | -0.228 | ||
| 95.75 | 112.00 | 38 | 37.5% | 0.37 | 0.0008 | -0.206 | 1,620 | 412.00 | 428.50 | 3 | 36.7% | -0.70 | 0.0010 | -0.226 | ||
| 90.00 | 108.00 | 38 | 37.4% | 0.36 | 0.0008 | -0.204 | 1,640 | 428.00 | 444.50 | 5 | 36.7% | -0.72 | 0.0010 | -0.225 | ||
| 84.00 | 102.00 | 200 | 37.0% | 0.35 | 0.0008 | -0.202 | 1,660 | 444.00 | 459.30 | 2 | 36.5% | -0.73 | 0.0010 | -0.222 | ||
| 80.00 | 98.00 | 46 | 37.0% | 0.34 | 0.0007 | -0.200 | 1,680 | 460.00 | 475.90 | 36.4% | -0.75 | 0.0010 | -0.219 | |||
| 78.00 | 96.00 | 47 | 37.4% | 0.33 | 0.0007 | -0.198 | 1,700 | 478.00 | 493.45 | 1 | 36.6% | -0.76 | 0.0010 | -0.215 | ||
| 74.00 | 92.00 | 20 | 37.3% | 0.32 | 0.0007 | -0.196 | 1,720 | 494.00 | 510.50 | 2 | 36.5% | -0.78 | 0.0010 | -0.211 | ||
| 70.00 | 88.00 | 11 | 37.2% | 0.31 | 0.0007 | -0.193 | 1,740 | 512.00 | 527.70 | 1 | 36.6% | -0.79 | 0.0010 | -0.207 | ||
| 66.00 | 84.00 | 46 | 37.0% | 0.30 | 0.0007 | -0.191 | 1,760 | 530.00 | 544.50 | 6 | 36.6% | -0.80 | 0.0010 | -0.203 | ||
| 64.00 | 82.00 | 6 | 8 | 37.3% | 0.29 | 0.0007 | -0.188 | 1,780 | 546.00 | 562.50 | 1 | 36.4% | -0.82 | 0.0009 | -0.198 | |
| 60.10 | 75.15 | 28 | 36.8% | 0.28 | 0.0007 | -0.185 | 1,800 | 564.00 | 582.70 | 36.9% | -0.83 | 0.0009 | -0.192 | |||
| 58.00 | 76.00 | 19 | 37.3% | 0.27 | 0.0007 | -0.182 | 1,820 | 582.00 | 600.70 | 3 | 36.9% | -0.84 | 0.0009 | -0.187 | ||
| 55.50 | 72.00 | 49 | 37.2% | 0.26 | 0.0007 | -0.179 | 1,840 | 600.00 | 618.65 | 4 | 36.9% | -0.85 | 0.0009 | -0.183 | ||
| 52.00 | 70.00 | 15 | 37.2% | 0.25 | 0.0006 | -0.177 | 1,860 | 620.00 | 637.00 | 37.2% | -0.87 | 0.0009 | -0.185 | |||
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 17, 2027
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