LOW цепочка опционов Lowe's Companies, Inc.
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 ±3.0% (194.55–206.45) · ATM IV 23.6% · P/C открытого интереса 1.22
| 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 | |
| 62.80 | 66.80 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 161.4% | -0.00 | 0.0000 | -0.001 | |||||
| 58.70 | 61.70 | 2 | 108.6% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 149.0% | -0.00 | 0.0000 | -0.001 | |||
| 53.30 | 56.80 | 78.4% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 2.15 | 137.0% | -0.00 | 0.0001 | -0.001 | ||||
| 48.40 | 51.80 | 78.9% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 2.15 | 2 | 125.2% | -0.00 | 0.0001 | -0.001 | |||
| 43.30 | 46.80 | 59.5% | 1.00 | 0.0002 | 0.000 | 155 | 0 | 0.7500 | 91.3% | -0.00 | 0.0002 | -0.002 | ||||
| 38.10 | 41.80 | 1.00 | 0.0003 | 0.000 | 160 | 0 | 0.2500 | 1 | 68.1% | -0.00 | 0.0003 | -0.003 | ||||
| 34.20 | 36.80 | 75.0% | 1.00 | 0.0005 | 0.000 | 165 | 0 | 0.7500 | 2 | 72.2% | -0.00 | 0.0005 | -0.004 | |||
| 28.60 | 31.80 | 53.1% | 1.00 | 0.0009 | -0.002 | 170 | 0 | 2.15 | 80.3% | -0.00 | 0.0009 | -0.006 | ||||
| 23.80 | 26.30 | 0.99 | 0.0017 | -0.006 | 175 | 0 | 0.9500 | 1 | 56.5% | -0.01 | 0.0017 | -0.009 | ||||
| 18.70 | 21.90 | 40.2% | 0.99 | 0.0037 | -0.014 | 180 | 0 | 0.7500 | 1 | 2 | 28.5% | -0.01 | 0.0037 | -0.017 | ||
| 13.70 | 16.60 | 25.7% | 0.97 | 0.0087 | -0.032 | 185 | 0 | 0.6000 | 43 | 8 | 33.4% | -0.03 | 0.0088 | -0.034 | ||
| 11.40 | 14.30 | 28.3% | 0.94 | 0.0137 | -0.048 | 187.5 | 0.1000 | 0.3500 | 1 | 12 | 27.0% | -0.06 | 0.0139 | -0.050 | ||
| 9.60 | 12.30 | 9 | 33.3% | 0.90 | 0.0213 | -0.073 | 190 | 0 | 1.35 | 12 | 55 | 30.6% | -0.10 | 0.0215 | -0.075 | |
| 7.60 | 9.40 | 2 | 28.2% | 0.84 | 0.0307 | -0.106 | 192.5 | 0.4000 | 0.9500 | 10 | 43 | 25.1% | -0.16 | 0.0311 | -0.108 | |
| 5.70 | 6.60 | 23.7% | 0.75 | 0.0404 | -0.140 | 195 | 0.9500 | 1.50 | 57 | 36 | 25.2% | -0.25 | 0.0409 | -0.142 | ||
| 2.75 | 5.30 | 2 | 3 | 20.2% | 0.64 | 0.0480 | -0.165 | 197.5 | 1.35 | 2.70 | 134 | 66 | 25.1% | -0.37 | 0.0487 | -0.168 |
| 2.70 | 3.80 | 11 | 47 | 25.6% | 0.51 | 0.0515 | -0.175 | 200 | 1.50 | 3.90 | 485 | 780 | 21.6% | -0.49 | 0.0522 | -0.177 |
| 1.65 | 2.50 | 511 | 471 | 24.8% | 0.39 | 0.0496 | -0.167 | 202.5 | 4.10 | 5.00 | 360 | 9 | 25.0% | -0.62 | 0.0502 | -0.169 |
| 0.9500 | 1.55 | 10 | 35 | 24.5% | 0.27 | 0.0429 | -0.144 | 205 | 5.90 | 7.70 | 27 | 544 | 29.9% | -0.74 | 0.0436 | -0.145 |
| 0.5500 | 1.00 | 414 | 81 | 25.1% | 0.18 | 0.0338 | -0.114 | 207.5 | 6.90 | 10.10 | 7 | 87 | 27.8% | -0.83 | 0.0351 | -0.117 |
| 0.1500 | 0.5500 | 24 | 154 | 23.7% | 0.12 | 0.0247 | -0.086 | 210 | 8.70 | 11.90 | 5 | 308 | 21.5% | -0.90 | 0.0268 | -0.093 |
| 0 | 1.05 | 1 | 37 | 31.0% | 0.08 | 0.0174 | -0.063 | 212.5 | 11.20 | 13.60 | 22 | -0.94 | 0.0200 | -0.073 | ||
| 0 | 0.2500 | 2 | 185 | 25.7% | 0.05 | 0.0122 | -0.047 | 215 | 13.40 | 16.30 | 73 | -0.97 | 0.0142 | -0.053 | ||
| 0 | 0.4500 | 6 | 32.4% | 0.04 | 0.0087 | -0.037 | 217.5 | 15.90 | 19.10 | -0.99 | 0.0088 | -0.041 | ||||
| 0 | 0.5000 | 9 | 29 | 36.7% | 0.03 | 0.0064 | -0.030 | 220 | 18.40 | 21.50 | 70 | -0.99 | 0.0051 | -0.034 | ||
| 0 | 1.15 | 7 | 48.1% | 0.02 | 0.0049 | -0.025 | 222.5 | 20.90 | 23.50 | -1.00 | 0.0028 | -0.031 | ||||
| 0 | 1.05 | 134 | 50.7% | 0.02 | 0.0038 | -0.022 | 225 | 23.40 | 26.70 | -1.00 | 0.0016 | -0.029 | ||||
| 0 | 0.9500 | 1 | 53.1% | 0.01 | 0.0030 | -0.019 | 227.5 | 25.90 | 29.10 | -1.00 | 0.0009 | -0.029 | ||||
| 0 | 0.7500 | 190 | 53.8% | 0.01 | 0.0024 | -0.017 | 230 | 28.40 | 32.00 | -1.00 | 0.0004 | -0.029 | ||||
| 0 | 0.7500 | 57.1% | 0.01 | 0.0020 | -0.015 | 232.5 | 30.90 | 34.40 | -1.00 | 0.0002 | -0.029 | |||||
| 0 | 0.4000 | 26 | 53.8% | 0.01 | 0.0016 | -0.013 | 235 | 33.40 | 36.80 | -1.00 | 0.0001 | -0.029 | ||||
| 0 | 1.35 | 71.5% | 0.01 | 0.0014 | -0.011 | 237.5 | 35.90 | 39.10 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 0.9500 | 121 | 69.6% | 0.01 | 0.0011 | -0.010 | 240 | 38.40 | 41.40 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.7500 | 69.5% | 0.00 | 0.0010 | -0.009 | 242.5 | 40.90 | 44.50 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 171 | 90.2% | 0.00 | 0.0008 | -0.008 | 245 | 43.40 | 46.50 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.9500 | 25 | 81.6% | 0.00 | 0.0006 | -0.007 | 250 | 48.40 | 51.70 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.7500 | 7 | 83.7% | 0.00 | 0.0005 | -0.006 | 255 | 53.40 | 56.80 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.8000 | 1 | 90.0% | 0.00 | 0.0004 | -0.005 | 260 | 58.40 | 61.60 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 2.15 | 115.2% | 0.00 | 0.0003 | -0.004 | 265 | 63.40 | 66.60 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 0.7500 | 1 | 99.3% | 0.00 | 0.0002 | -0.004 | 270 | 68.40 | 71.50 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.7500 | 104.2% | 0.00 | 0.0002 | -0.003 | 275 | 73.40 | 76.60 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 131.9% | 0.00 | 0.0001 | -0.003 | 280 | 78.40 | 81.70 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 1.00 | 118.1% | 0.00 | 0.0001 | -0.002 | 285 | 83.40 | 87.00 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 1.35 | 130.4% | 0.00 | 0.0001 | -0.002 | 290 | 88.50 | 91.70 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 147.3% | 0.00 | 0.0001 | -0.002 | 295 | 93.40 | 97.00 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 152.2% | 0.00 | 0.0001 | -0.002 | 300 | 98.40 | 102.00 | -1.00 | 0.0000 | -0.029 | |||||
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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