LLY цепочка опционов Eli Lilly and Company
Cboe delayed options data · по состоянию на 21:04 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% (1,121.28–1,359.72) · ATM IV 40.7% · 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 | |
| 598.75 | 610.10 | 1 | 112.0% | 1.00 | 0.0000 | 0.000 | 640 | 0 | 1.85 | 23 | 253 | 97.7% | -0.00 | 0.0000 | -0.014 | |
| 588.25 | 600.25 | 108.1% | 1.00 | 0.0000 | 0.000 | 650 | 0.0400 | 0.4800 | 64 | 24 | 72.1% | -0.00 | 0.0000 | -0.014 | ||
| 578.00 | 590.15 | 104.1% | 1.00 | 0.0000 | 0.000 | 660 | 0.0400 | 0.1200 | 40 | 104 | 72.3% | -0.00 | 0.0000 | -0.015 | ||
| 568.25 | 580.35 | 2 | 103.4% | 1.00 | 0.0000 | 0.000 | 670 | 0 | 4.90 | 1 | 154 | 105.2% | -0.00 | 0.0000 | -0.015 | |
| 558.65 | 570.65 | 1 | 103.5% | 1.00 | 0.0000 | 0.000 | 680 | 0 | 4.90 | 3 | 35 | 102.9% | -0.00 | 0.0000 | -0.016 | |
| 548.40 | 560.25 | 98.7% | 1.00 | 0.0000 | 0.000 | 690 | 0.0300 | 1.63 | 18 | 33 | 86.3% | -0.00 | 0.0000 | -0.016 | ||
| 538.10 | 550.45 | 4 | 96.0% | 1.00 | 0.0000 | 0.000 | 700 | 0 | 4.60 | 1 | 418 | 97.5% | -0.00 | 0.0000 | -0.017 | |
| 528.65 | 540.30 | 95.1% | 1.00 | 0.0000 | 0.000 | 710 | 0.0100 | 0.1100 | 5 | 42 | 62.8% | -0.00 | 0.0000 | -0.018 | ||
| 518.60 | 530.35 | 1 | 92.7% | 1.00 | 0.0000 | 0.000 | 720 | 0 | 0.5300 | 1 | 48 | 62.2% | -0.00 | 0.0000 | -0.019 | |
| 508.20 | 520.55 | 89.7% | 1.00 | 0.0000 | 0.000 | 730 | 0 | 0.5200 | 6 | 121 | 60.3% | -0.00 | 0.0000 | -0.020 | ||
| 498.25 | 510.40 | 3 | 87.1% | 1.00 | 0.0000 | 0.000 | 740 | 0.0100 | 0.6400 | 5 | 69 | 59.6% | -0.00 | 0.0000 | -0.021 | |
| 488.10 | 500.45 | 1 | 84.5% | 1.00 | 0.0000 | 0.000 | 750 | 0 | 0.5600 | 9 | 159 | 59.9% | -0.00 | 0.0000 | -0.022 | |
| 478.50 | 492.00 | 32 | 88.3% | 1.00 | 0.0000 | 0.000 | 760 | 0 | 0.3900 | 3 | 51 | 58.2% | -0.00 | 0.0000 | -0.023 | |
| 468.50 | 480.65 | 2 | 82.2% | 1.00 | 0.0000 | 0.000 | 770 | 0.0100 | 4.25 | 36 | 82.0% | -0.00 | 0.0000 | -0.025 | ||
| 458.95 | 471.00 | 3 | 82.4% | 1.00 | 0.0000 | 0.000 | 780 | 0 | 3.20 | 53 | 76.6% | -0.00 | 0.0000 | -0.027 | ||
| 448.95 | 460.60 | 1 | 79.1% | 1.00 | 0.0000 | 0.000 | 790 | 0 | 4.90 | 68 | 80.0% | -0.00 | 0.0000 | -0.029 | ||
| 438.55 | 450.65 | 20 | 76.0% | 1.00 | 0.0000 | 0.000 | 800 | 0 | 1.21 | 1 | 338 | 64.0% | -0.00 | 0.0000 | -0.031 | |
| 429.70 | 440.70 | 1 | 77.2% | 1.00 | 0.0000 | 0.000 | 810 | 0 | 1.08 | 2 | 252 | 61.3% | -0.00 | 0.0000 | -0.034 | |
| 419.85 | 427.45 | 7 | 3 | 64.8% | 1.00 | 0.0001 | 0.000 | 820 | 0 | 1.14 | 206 | 60.1% | -0.00 | 0.0001 | -0.036 | |
| 409.15 | 420.80 | 16 | 71.9% | 1.00 | 0.0001 | 0.000 | 830 | 0 | 1.65 | 382 | 61.4% | -0.00 | 0.0001 | -0.040 | ||
| 399.30 | 410.85 | 17 | 70.4% | 1.00 | 0.0001 | 0.000 | 840 | 0 | 1.56 | 145 | 59.3% | -0.01 | 0.0001 | -0.043 | ||
| 389.25 | 401.10 | 20 | 68.9% | 0.99 | 0.0001 | 0.000 | 850 | 0 | 0.6400 | 3 | 388 | 51.7% | -0.01 | 0.0001 | -0.048 | |
| 379.45 | 391.00 | 6 | 67.2% | 0.99 | 0.0001 | -0.003 | 860 | 0 | 1.49 | 1 | 146 | 55.8% | -0.01 | 0.0001 | -0.052 | |
| 369.40 | 381.10 | 4 | 65.3% | 0.99 | 0.0001 | -0.010 | 870 | 0.2000 | 0.8400 | 35 | 134 | 51.8% | -0.01 | 0.0001 | -0.058 | |
| 359.50 | 371.20 | 39 | 63.9% | 0.99 | 0.0001 | -0.017 | 880 | 0.2200 | 0.9500 | 63 | 110 | 51.0% | -0.01 | 0.0001 | -0.064 | |
| 349.80 | 361.30 | 5 | 62.8% | 0.99 | 0.0001 | -0.025 | 890 | 0.1700 | 0.9800 | 196 | 338 | 49.4% | -0.01 | 0.0001 | -0.071 | |
| 339.70 | 351.55 | 18 | 61.2% | 0.99 | 0.0001 | -0.034 | 900 | 0.2700 | 0.5700 | 325 | 345 | 49.1% | -0.01 | 0.0002 | -0.079 | |
| 329.80 | 341.50 | 14 | 59.4% | 0.99 | 0.0002 | -0.044 | 910 | 0.0100 | 1.23 | 20 | 111 | 47.2% | -0.01 | 0.0002 | -0.087 | |
| 319.90 | 331.65 | 4 | 18 | 58.0% | 0.99 | 0.0002 | -0.055 | 920 | 0.0200 | 2.01 | 89 | 48.9% | -0.01 | 0.0002 | -0.097 | |
| 310.15 | 321.80 | 7 | 56.9% | 0.98 | 0.0002 | -0.067 | 930 | 0.5100 | 1.52 | 187 | 47.3% | -0.02 | 0.0002 | -0.108 | ||
| 300.35 | 313.20 | 4 | 21 | 57.6% | 0.98 | 0.0003 | -0.081 | 940 | 0.8500 | 1.49 | 5 | 370 | 46.8% | -0.02 | 0.0003 | -0.121 |
| 290.45 | 302.20 | 28 | 54.3% | 0.98 | 0.0003 | -0.096 | 950 | 1.10 | 1.55 | 15 | 270 | 46.0% | -0.02 | 0.0003 | -0.135 | |
| 281.55 | 294.00 | 33 | 56.6% | 0.98 | 0.0003 | -0.112 | 960 | 0.7700 | 2.74 | 87 | 46.6% | -0.03 | 0.0004 | -0.150 | ||
| 271.70 | 282.70 | 9 | 53.2% | 0.97 | 0.0004 | -0.131 | 970 | 1.15 | 2.32 | 7 | 156 | 44.9% | -0.03 | 0.0004 | -0.167 | |
| 261.20 | 273.95 | 38 | 52.3% | 0.97 | 0.0004 | -0.150 | 980 | 1.64 | 2.18 | 35 | 229 | 44.1% | -0.03 | 0.0004 | -0.186 | |
| 251.25 | 264.00 | 70 | 50.5% | 0.96 | 0.0005 | -0.172 | 990 | 1.82 | 2.86 | 3 | 445 | 44.1% | -0.04 | 0.0005 | -0.206 | |
| 241.90 | 254.65 | 174 | 50.2% | 0.96 | 0.0006 | -0.196 | 1,000 | 2.55 | 3.15 | 238 | 2,301 | 44.2% | -0.04 | 0.0006 | -0.229 | |
| 232.30 | 244.25 | 1 | 11 | 48.3% | 0.95 | 0.0006 | -0.222 | 1,010 | 1.81 | 3.95 | 2 | 262 | 42.6% | -0.05 | 0.0006 | -0.253 |
| 223.35 | 234.75 | 12 | 48.0% | 0.94 | 0.0007 | -0.250 | 1,020 | 3.05 | 4.10 | 25 | 228 | 42.8% | -0.06 | 0.0007 | -0.280 | |
| 213.80 | 225.40 | 13 | 47.2% | 0.94 | 0.0008 | -0.279 | 1,030 | 3.50 | 4.90 | 7 | 217 | 42.8% | -0.06 | 0.0008 | -0.308 | |
| 204.25 | 216.15 | 23 | 46.3% | 0.93 | 0.0009 | -0.311 | 1,040 | 3.90 | 6.20 | 15 | 175 | 42.6% | -0.07 | 0.0009 | -0.338 | |
| 196.05 | 208.00 | 83 | 47.4% | 0.92 | 0.0010 | -0.344 | 1,050 | 4.55 | 7.10 | 82 | 461 | 42.3% | -0.08 | 0.0010 | -0.370 | |
| 186.40 | 198.50 | 30 | 46.0% | 0.91 | 0.0011 | -0.379 | 1,060 | 4.40 | 7.25 | 44 | 198 | 40.5% | -0.09 | 0.0011 | -0.404 | |
| 178.00 | 189.35 | 36 | 45.7% | 0.90 | 0.0012 | -0.416 | 1,070 | 6.60 | 8.60 | 6 | 168 | 41.6% | -0.11 | 0.0012 | -0.439 | |
| 168.60 | 181.10 | 41 | 45.2% | 0.88 | 0.0013 | -0.453 | 1,080 | 7.65 | 9.80 | 19 | 256 | 41.3% | -0.12 | 0.0013 | -0.475 | |
| 159.70 | 172.20 | 32 | 44.4% | 0.87 | 0.0014 | -0.492 | 1,090 | 8.00 | 11.50 | 14 | 264 | 40.7% | -0.13 | 0.0014 | -0.513 | |
| 151.45 | 164.40 | 1 | 107 | 44.6% | 0.85 | 0.0015 | -0.531 | 1,100 | 10.25 | 12.65 | 152 | 473 | 40.8% | -0.15 | 0.0015 | -0.550 |
| 143.00 | 155.85 | 36 | 42 | 44.0% | 0.84 | 0.0016 | -0.570 | 1,110 | 11.25 | 15.35 | 13 | 456 | 40.9% | -0.16 | 0.0016 | -0.589 |
| 135.20 | 146.35 | 2 | 80 | 43.1% | 0.82 | 0.0017 | -0.609 | 1,120 | 13.65 | 17.45 | 65 | 645 | 41.1% | -0.18 | 0.0017 | -0.626 |
| 127.25 | 137.95 | 9 | 427 | 42.6% | 0.80 | 0.0018 | -0.648 | 1,130 | 15.55 | 19.50 | 20 | 244 | 40.9% | -0.20 | 0.0018 | -0.664 |
| 121.10 | 130.90 | 1 | 115 | 43.4% | 0.78 | 0.0020 | -0.685 | 1,140 | 17.10 | 21.20 | 21 | 380 | 40.1% | -0.22 | 0.0020 | -0.700 |
| 113.20 | 125.30 | 18 | 143 | 43.7% | 0.76 | 0.0021 | -0.721 | 1,150 | 20.00 | 23.50 | 63 | 315 | 40.1% | -0.24 | 0.0021 | -0.735 |
| 104.85 | 116.45 | 162 | 42.3% | 0.74 | 0.0022 | -0.755 | 1,160 | 21.50 | 27.60 | 21 | 220 | 40.1% | -0.26 | 0.0022 | -0.767 | |
| 98.95 | 111.15 | 3 | 122 | 43.2% | 0.71 | 0.0023 | -0.786 | 1,170 | 25.10 | 30.05 | 15 | 140 | 40.0% | -0.29 | 0.0023 | -0.797 |
| 92.65 | 102.10 | 157 | 42.3% | 0.69 | 0.0024 | -0.814 | 1,180 | 28.60 | 33.55 | 50 | 162 | 40.1% | -0.31 | 0.0024 | -0.825 | |
| 84.95 | 94.70 | 2 | 318 | 41.3% | 0.67 | 0.0024 | -0.840 | 1,190 | 31.45 | 36.45 | 24 | 123 | 39.6% | -0.34 | 0.0024 | -0.849 |
| 79.00 | 92.00 | 14 | 351 | 42.6% | 0.64 | 0.0025 | -0.861 | 1,200 | 35.50 | 40.60 | 35 | 166 | 39.7% | -0.36 | 0.0025 | -0.870 |
| 73.35 | 86.00 | 73 | 42.5% | 0.61 | 0.0026 | -0.879 | 1,210 | 38.95 | 45.05 | 9 | 82 | 39.5% | -0.39 | 0.0026 | -0.886 | |
| 66.90 | 79.65 | 7 | 309 | 41.8% | 0.59 | 0.0026 | -0.893 | 1,220 | 42.45 | 49.40 | 5 | 83 | 38.9% | -0.41 | 0.0026 | -0.899 |
| 65.60 | 77.70 | 42.5% | 0.57 | 0.0027 | -0.898 | 1,225 | 41.95 | 53.50 | 1 | 38.8% | -0.43 | 0.0027 | -0.904 | |||
| 61.55 | 71.15 | 6 | 56 | 40.7% | 0.56 | 0.0027 | -0.903 | 1,230 | 48.10 | 54.05 | 8 | 36 | 39.4% | -0.44 | 0.0027 | -0.907 |
| 60.95 | 70.05 | 1 | 41.8% | 0.55 | 0.0027 | -0.906 | 1,235 | 49.85 | 57.80 | 23 | 39.6% | -0.45 | 0.0027 | -0.910 | ||
| 58.45 | 68.80 | 7 | 1,014 | 42.2% | 0.53 | 0.0027 | -0.908 | 1,240 | 51.45 | 59.75 | 2 | 65 | 39.1% | -0.47 | 0.0027 | -0.911 |
| 54.30 | 67.35 | 13 | 41.9% | 0.52 | 0.0027 | -0.909 | 1,245 | 54.60 | 62.65 | 82 | 39.4% | -0.48 | 0.0027 | -0.912 | ||
| 55.00 | 61.85 | 66 | 156 | 41.9% | 0.51 | 0.0027 | -0.909 | 1,250 | 54.60 | 63.85 | 11 | 25 | 38.0% | -0.50 | 0.0027 | -0.911 |
| 51.00 | 59.75 | 16 | 41.3% | 0.49 | 0.0027 | -0.908 | 1,255 | 56.70 | 68.30 | 2 | 38.4% | -0.51 | 0.0027 | -0.910 | ||
| 47.15 | 56.95 | 159 | 893 | 40.6% | 0.48 | 0.0027 | -0.905 | 1,260 | 61.00 | 71.05 | 4 | 119 | 38.8% | -0.52 | 0.0027 | -0.907 |
| 46.80 | 57.60 | 3 | 42.1% | 0.47 | 0.0027 | -0.902 | 1,265 | 63.50 | 73.95 | 38.7% | -0.54 | 0.0027 | -0.903 | |||
| 44.15 | 51.45 | 75 | 708 | 40.5% | 0.45 | 0.0027 | -0.898 | 1,270 | 66.95 | 75.25 | 22 | 38.3% | -0.55 | 0.0027 | -0.898 | |
| 41.40 | 50.85 | 12 | 40.7% | 0.44 | 0.0027 | -0.892 | 1,275 | 67.50 | 80.15 | 38.1% | -0.56 | 0.0027 | -0.892 | |||
| 39.20 | 48.30 | 18 | 1,490 | 40.4% | 0.43 | 0.0027 | -0.886 | 1,280 | 71.55 | 82.90 | 132 | 38.4% | -0.58 | 0.0027 | -0.886 | |
| 37.90 | 45.50 | 33 | 40.3% | 0.41 | 0.0027 | -0.879 | 1,285 | 72.45 | 86.00 | 37.5% | -0.59 | 0.0027 | -0.878 | |||
| 35.70 | 43.55 | 15 | 40.1% | 0.40 | 0.0027 | -0.871 | 1,290 | 76.25 | 87.70 | 37.2% | -0.60 | 0.0027 | -0.869 | |||
| 33.60 | 39.30 | 13 | 39.1% | 0.39 | 0.0026 | -0.861 | 1,295 | 79.05 | 92.25 | 37.5% | -0.62 | 0.0027 | -0.860 | |||
| 33.40 | 36.85 | 49 | 1,624 | 39.4% | 0.38 | 0.0026 | -0.851 | 1,300 | 82.20 | 93.60 | 1 | 34 | 36.7% | -0.63 | 0.0026 | -0.849 |
| 30.20 | 39.90 | 3 | 40.5% | 0.36 | 0.0026 | -0.840 | 1,305 | 85.30 | 98.90 | 37.3% | -0.64 | 0.0026 | -0.838 | |||
| 30.10 | 37.20 | 17 | 40.6% | 0.35 | 0.0026 | -0.829 | 1,310 | 90.80 | 100.65 | 37.4% | -0.65 | 0.0026 | -0.826 | |||
| 27.10 | 38.05 | 5 | 40.9% | 0.34 | 0.0025 | -0.816 | 1,315 | 92.00 | 106.15 | 37.2% | -0.67 | 0.0026 | -0.814 | |||
| 26.50 | 30.55 | 21 | 1,068 | 39.0% | 0.33 | 0.0025 | -0.803 | 1,320 | 97.65 | 108.30 | 33 | 37.5% | -0.68 | 0.0025 | -0.800 | |
| 18.25 | 27.10 | 73 | 622 | 38.5% | 0.28 | 0.0024 | -0.745 | 1,340 | 111.05 | 122.55 | 34 | 36.6% | -0.73 | 0.0024 | -0.742 | |
| 14.85 | 26.30 | 46 | 572 | 40.5% | 0.24 | 0.0022 | -0.679 | 1,360 | 126.25 | 138.65 | 56 | 36.4% | -0.77 | 0.0022 | -0.678 | |
| 11.85 | 18.20 | 45 | 337 | 39.0% | 0.20 | 0.0020 | -0.611 | 1,380 | 142.60 | 155.85 | 35 | 36.5% | -0.81 | 0.0020 | -0.611 | |
| 10.35 | 12.35 | 212 | 723 | 38.2% | 0.17 | 0.0018 | -0.543 | 1,400 | 161.05 | 171.75 | 32 | 36.4% | -0.84 | 0.0018 | -0.545 | |
| 7.45 | 10.40 | 62 | 661 | 38.2% | 0.14 | 0.0015 | -0.477 | 1,420 | 178.75 | 190.45 | 16 | 36.9% | -0.87 | 0.0016 | -0.482 | |
| 5.50 | 8.00 | 113 | 1,757 | 37.9% | 0.11 | 0.0013 | -0.416 | 1,440 | 195.30 | 209.10 | 22 | 35.6% | -0.90 | 0.0014 | -0.426 | |
| 3.85 | 6.20 | 40 | 1,164 | 37.6% | 0.09 | 0.0012 | -0.361 | 1,460 | 214.90 | 226.90 | 28 | 35.0% | -0.92 | 0.0013 | -0.374 | |
| 3.30 | 6.80 | 16 | 112 | 40.0% | 0.08 | 0.0010 | -0.311 | 1,480 | 233.85 | 245.50 | 31.0% | -0.94 | 0.0011 | -0.331 | ||
| 2.94 | 5.15 | 22 | 410 | 40.3% | 0.06 | 0.0008 | -0.268 | 1,500 | 253.05 | 265.25 | -0.95 | 0.0010 | -0.284 | |||
| 2.27 | 3.50 | 19 | 148 | 39.7% | 0.05 | 0.0007 | -0.231 | 1,520 | 272.55 | 284.40 | -0.97 | 0.0009 | -0.255 | |||
| 1.51 | 3.20 | 118 | 40.2% | 0.04 | 0.0006 | -0.199 | 1,540 | 292.20 | 304.35 | -0.98 | 0.0008 | -0.208 | ||||
| 1.33 | 2.62 | 1 | 173 | 40.8% | 0.03 | 0.0005 | -0.172 | 1,560 | 311.90 | 323.90 | -0.99 | 0.0006 | -0.185 | |||
| 0.9000 | 1.95 | 92 | 109 | 40.5% | 0.03 | 0.0004 | -0.148 | 1,580 | 330.05 | 344.35 | -0.99 | 0.0004 | -0.166 | |||
| 0.8000 | 1.49 | 91 | 298 | 40.9% | 0.02 | 0.0004 | -0.128 | 1,600 | 350.35 | 364.35 | -1.00 | 0.0002 | -0.145 | |||
| 0.0900 | 2.96 | 33 | 44.4% | 0.02 | 0.0003 | -0.110 | 1,620 | 372.05 | 384.10 | -1.00 | 0.0001 | -0.145 | ||||
| 0.0100 | 5.25 | 46 | 50.4% | 0.02 | 0.0003 | -0.096 | 1,640 | 391.35 | 404.45 | -1.00 | 0.0000 | -0.145 | ||||
| 0 | 2.87 | 24 | 47.3% | 0.01 | 0.0002 | -0.083 | 1,660 | 411.65 | 424.10 | -1.00 | 0.0000 | -0.145 | ||||
| 0 | 3.05 | 26 | 49.4% | 0.01 | 0.0002 | -0.072 | 1,680 | 431.60 | 444.60 | -1.00 | 0.0000 | -0.145 | ||||
| 0 | 1.36 | 28 | 45.7% | 0.01 | 0.0002 | -0.063 | 1,700 | 451.85 | 464.05 | -1.00 | 0.0000 | -0.145 | ||||
| 0 | 1.21 | 35 | 46.4% | 0.01 | 0.0001 | -0.055 | 1,720 | 471.35 | 484.20 | -1.00 | 0.0000 | -0.145 | ||||
| 0.0100 | 1.11 | 34 | 47.4% | 0.01 | 0.0001 | -0.048 | 1,740 | 491.30 | 504.35 | -1.00 | 0.0000 | -0.145 | ||||
| 0.0100 | 1.44 | 33 | 50.3% | 0.01 | 0.0001 | -0.042 | 1,760 | 511.30 | 524.30 | -1.00 | 0.0000 | -0.145 | ||||
| 0 | 1.39 | 6 | 51.5% | 0.01 | 0.0001 | -0.036 | 1,780 | 531.30 | 544.25 | -1.00 | 0.0000 | -0.145 | ||||
| 0 | 0.7500 | 182 | 49.2% | 0.00 | 0.0001 | -0.032 | 1,800 | 551.40 | 564.30 | -1.00 | 0.0000 | -0.145 | ||||
| 0.0100 | 0.3000 | 38 | 46.1% | 0.00 | 0.0001 | -0.028 | 1,820 | 571.60 | 583.80 | -1.00 | 0.0000 | -0.145 | ||||
| 0.0100 | 0.2300 | 14 | 115 | 46.2% | 0.00 | 0.0001 | -0.024 | 1,840 | 591.60 | 604.00 | -1.00 | 0.0000 | -0.145 | |||
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