LQD цепочка опционов iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · по состоянию на 06:36 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 ±0.7% (104.52–106.05) · ATM IV 5.6% · P/C открытого интереса 1.31
| 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 | |
| 25.20 | 25.55 | 63.0% | 1.00 | 0.0003 | 0.000 | 80 | 0 | 0.0100 | 60.7% | -0.00 | 0.0003 | -0.001 | ||||
| 20.20 | 20.55 | 41.7% | 1.00 | 0.0005 | 0.000 | 85 | 0 | 0.0100 | 48.3% | -0.00 | 0.0005 | -0.001 | ||||
| 15.25 | 15.55 | 42.2% | 1.00 | 0.0011 | 0.000 | 90 | 0 | 0.0100 | 36.4% | -0.00 | 0.0011 | -0.002 | ||||
| 10.25 | 10.55 | 27.7% | 1.00 | 0.0027 | -0.001 | 95 | 0 | 0.0100 | 24.9% | -0.00 | 0.0027 | -0.002 | ||||
| 9.25 | 9.55 | 24.9% | 1.00 | 0.0033 | -0.001 | 96 | 0 | 0.0100 | 22.7% | -0.00 | 0.0033 | -0.002 | ||||
| 8.25 | 8.55 | 22.1% | 0.99 | 0.0042 | -0.001 | 97 | 0 | 0.0100 | 20.4% | -0.01 | 0.0042 | -0.002 | ||||
| 7.25 | 7.55 | 19.3% | 0.99 | 0.0054 | -0.001 | 98 | 0 | 0.0100 | 18.1% | -0.01 | 0.0054 | -0.002 | ||||
| 6.25 | 6.55 | 16.6% | 0.99 | 0.0073 | -0.002 | 99 | 0 | 0.0100 | 15.8% | -0.01 | 0.0074 | -0.003 | ||||
| 5.25 | 5.55 | 13.9% | 0.99 | 0.0106 | -0.002 | 100 | 0 | 0.0100 | 13.6% | -0.01 | 0.0107 | -0.003 | ||||
| 4.75 | 5.05 | 12.6% | 0.99 | 0.0132 | -0.002 | 100.5 | 0 | 0.0100 | 12.4% | -0.01 | 0.0133 | -0.003 | ||||
| 4.25 | 4.55 | 11.2% | 0.99 | 0.0168 | -0.003 | 101 | 0 | 0.0200 | 34 | 12.3% | -0.01 | 0.0170 | -0.003 | |||
| 3.75 | 4.05 | 9.9% | 0.98 | 0.0221 | -0.003 | 101.5 | 0 | 0.0200 | 11.1% | -0.02 | 0.0225 | -0.004 | ||||
| 3.25 | 3.55 | 8.6% | 0.98 | 0.0302 | -0.004 | 102 | 0.0100 | 0.0200 | 1,077 | 10.4% | -0.02 | 0.0308 | -0.004 | |||
| 2.78 | 3.05 | 9.4% | 0.97 | 0.0432 | -0.005 | 102.5 | 0.0100 | 0.0300 | 9.6% | -0.03 | 0.0441 | -0.005 | ||||
| 2.29 | 2.55 | 8.3% | 0.96 | 0.0645 | -0.006 | 103 | 0.0200 | 0.0300 | 2,258 | 8.5% | -0.04 | 0.0661 | -0.007 | |||
| 1.82 | 2.06 | 7.9% | 0.93 | 0.1008 | -0.008 | 103.5 | 0.0300 | 0.0500 | 7.8% | -0.07 | 0.1038 | -0.009 | ||||
| 1.41 | 1.53 | 7.2% | 0.89 | 0.1631 | -0.011 | 104 | 0.0500 | 0.0700 | 1 | 1,073 | 6.8% | -0.11 | 0.1690 | -0.012 | ||
| 0.9500 | 1.08 | 6.4% | 0.81 | 0.2615 | -0.016 | 104.5 | 0.1000 | 0.1300 | 958 | 59 | 6.3% | -0.20 | 0.2725 | -0.016 | ||
| 0.5900 | 0.6500 | 5.8% | 0.66 | 0.3749 | -0.020 | 105 | 0.2100 | 0.2500 | 100 | 698 | 5.9% | -0.35 | 0.3919 | -0.021 | ||
| 0.3000 | 0.3500 | 18 | 25 | 5.6% | 0.46 | 0.4270 | -0.021 | 105.5 | 0.4100 | 0.4700 | 719 | 15 | 5.5% | -0.57 | 0.4523 | -0.022 |
| 0.1200 | 0.1400 | 1,706 | 5.3% | 0.25 | 0.3589 | -0.016 | 106 | 0.7100 | 0.8000 | 316 | 5.0% | -0.80 | 0.4317 | -0.019 | ||
| 0.0300 | 0.0500 | 3 | 352 | 5.1% | 0.10 | 0.2086 | -0.008 | 106.5 | 1.11 | 1.32 | 2 | -0.98 | 0.1600 | -0.011 | ||
| 0.0100 | 0.0300 | 1,884 | 5.8% | 0.04 | 0.0906 | -0.004 | 107 | 1.66 | 1.82 | 8.3% | -1.00 | 0.0001 | -0.010 | |||
| 0 | 0.0100 | 1 | 186 | 5.7% | 0.02 | 0.0457 | -0.002 | 107.5 | 2.07 | 2.35 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0100 | 29 | 6.9% | 0.01 | 0.0300 | -0.002 | 108 | 2.57 | 2.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 50 | 8.0% | 0.01 | 0.0221 | -0.002 | 108.5 | 3.05 | 3.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 1 | 9.1% | 0.01 | 0.0173 | -0.002 | 109 | 3.55 | 3.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 10.2% | 0.01 | 0.0139 | -0.002 | 109.5 | 4.05 | 4.35 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 11.2% | 0.01 | 0.0115 | -0.002 | 110 | 4.55 | 4.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 12.3% | 0.01 | 0.0097 | -0.002 | 110.5 | 5.05 | 5.35 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 13.3% | 0.01 | 0.0083 | -0.002 | 111 | 5.55 | 5.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 14.3% | 0.01 | 0.0072 | -0.002 | 111.5 | 6.05 | 6.35 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 15.3% | 0.01 | 0.0063 | -0.002 | 112 | 6.55 | 6.90 | 21.5% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 17.3% | 0.00 | 0.0050 | -0.002 | 113 | 7.55 | 7.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 19.2% | 0.00 | 0.0040 | -0.002 | 114 | 8.55 | 8.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 21.1% | 0.00 | 0.0033 | -0.002 | 115 | 9.55 | 9.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 23.0% | 0.00 | 0.0028 | -0.002 | 116 | 10.55 | 10.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 24.8% | 0.00 | 0.0024 | -0.002 | 117 | 11.55 | 11.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 26.6% | 0.00 | 0.0020 | -0.002 | 118 | 12.55 | 12.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 28.3% | 0.00 | 0.0018 | -0.002 | 119 | 13.55 | 13.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 30.1% | 0.00 | 0.0016 | -0.002 | 120 | 14.60 | 14.85 | 40.0% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 31.8% | 0.00 | 0.0014 | -0.002 | 121 | 15.55 | 15.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 38.5% | 0.00 | 0.0009 | -0.001 | 125 | 19.60 | 19.85 | 50.3% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 46.3% | 0.00 | 0.0006 | -0.001 | 130 | 24.55 | 24.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 53.8% | 0.00 | 0.0004 | -0.001 | 135 | 29.55 | 29.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 60.8% | 0.00 | 0.0003 | -0.001 | 140 | 34.60 | 34.85 | 77.8% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 67.5% | 0.00 | 0.0002 | -0.001 | 145 | 39.55 | 39.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 74.0% | 0.00 | 0.0001 | -0.001 | 150 | 44.60 | 44.85 | 94.0% | -1.00 | 0.0000 | -0.010 | ||||
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 11, 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