LQD цепочка опционов iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · по состоянию на 12:38 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 ±2.2% (101.08–105.72) · ATM IV 8.9% · P/C открытого интереса 0.68
| 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 | |
| 23.05 | 23.90 | 39.3% | 1.00 | 0.0005 | -0.001 | 80 | 0 | 4.90 | 89.9% | -0.00 | 0.0012 | -0.002 | ||||
| 18.10 | 18.90 | 32.7% | 1.00 | 0.0012 | -0.001 | 85 | 0 | 0.2500 | 51 | 34.0% | -0.01 | 0.0025 | -0.002 | |||
| 13.10 | 13.90 | 23.8% | 0.99 | 0.0030 | -0.002 | 90 | 0 | 4.90 | 104 | 60.7% | -0.01 | 0.0055 | -0.003 | |||
| 12.10 | 12.90 | 22.1% | 0.99 | 0.0037 | -0.002 | 91 | 0 | 4.90 | 1 | 57.8% | -0.02 | 0.0066 | -0.003 | |||
| 11.10 | 11.90 | 20.3% | 0.99 | 0.0046 | -0.002 | 92 | 0 | 0.2700 | 1 | 22.4% | -0.02 | 0.0080 | -0.004 | |||
| 10.10 | 10.90 | 18.6% | 0.99 | 0.0058 | -0.002 | 93 | 0 | 4.90 | 52.0% | -0.02 | 0.0098 | -0.004 | ||||
| 9.10 | 9.90 | 16.9% | 0.99 | 0.0075 | -0.003 | 94 | 0 | 4.90 | 49.0% | -0.03 | 0.0122 | -0.004 | ||||
| 8.10 | 8.90 | 15.2% | 0.98 | 0.0100 | -0.003 | 95 | 0 | 4.90 | 847 | 46.1% | -0.03 | 0.0156 | -0.005 | |||
| 7.15 | 7.90 | 15.0% | 0.98 | 0.0138 | -0.004 | 96 | 0 | 0.3100 | 12.6K | 16.0% | -0.04 | 0.0203 | -0.005 | |||
| 4.20 | 8.95 | 15.0% | 0.97 | 0.0199 | -0.004 | 97 | 0 | 0.3300 | 9 | 14.4% | -0.05 | 0.0273 | -0.006 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.15 | 5.90 | 5 | 11.5% | 0.96 | 0.0300 | -0.006 | 98 | 0 | 0.5500 | 1,005 | 2 | 14.5% | -0.07 | 0.0378 | -0.007 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.20 | 4.95 | 3 | 11.2% | 0.93 | 0.0465 | -0.008 | 99 | 0.0500 | 0.2200 | 1 | 21.3K | 10.1% | -0.11 | 0.0532 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 99.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.08 | 5.50 | 9 | 0.88 | 0.0711 | -0.011 | 100 | 0 | 0.7000 | 1 | 33.2K | 11.2% | -0.16 | 0.0743 | -0.011 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 100.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.42 | 3.05 | 2 | 9.6% | 0.81 | 0.1017 | -0.014 | 101 | 0.2500 | 5.00 | 6,019 | 33.5K | 28.7% | -0.24 | 0.0996 | -0.014 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 101.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.66 | 2.22 | 2 | 19.1K | 9.2% | 0.70 | 0.1315 | -0.017 | 102 | 0.6800 | 5.00 | 1,027 | 52.7K | 26.9% | -0.34 | 0.1245 | -0.016 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 102.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8400 | 1.74 | 1,556 | 25.3K | 8.9% | 0.56 | 0.1504 | -0.018 | 103 | 0.7600 | 1.30 | 24 | 20.4K | 8.8% | -0.48 | 0.1426 | -0.017 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 103.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5000 | 1.01 | 185 | 22.1K | 8.5% | 0.41 | 0.1507 | -0.016 | 104 | 1.25 | 1.82 | 5,002 | 22.5K | 8.4% | -0.62 | 0.1455 | -0.016 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 104.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2000 | 0.6600 | 52 | 149.4K | 8.5% | 0.27 | 0.1274 | -0.013 | 105 | 1.91 | 2.51 | 71.0K | 8.0% | -0.76 | 0.1246 | -0.013 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 105.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.4400 | 2 | 25.6K | 8.5% | 0.15 | 0.0921 | -0.009 | 106 | 2.70 | 3.40 | 9 | 10.7K | 8.1% | -0.87 | 0.0879 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 106.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.3200 | 3 | 60.8K | 9.4% | 0.08 | 0.0565 | -0.005 | 107 | 1.50 | 4.30 | 343 | -0.95 | 0.0490 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 107.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.2100 | 101.8K | 10.0% | 0.03 | 0.0302 | -0.003 | 108 | 4.55 | 5.30 | 276 | 7.9% | -0.98 | 0.0220 | -0.002 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 108.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 23.6K | 36.6% | 0.02 | 0.0176 | -0.002 | 109 | 5.50 | 6.30 | 10.0K | -0.99 | 0.0113 | -0.001 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 109.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0200 | 234 | 8.8% | 0.01 | 0.0126 | -0.002 | 110 | 6.50 | 7.30 | 6,908 | -0.99 | 0.0078 | -0.001 | |||
| 0 | 0.2400 | 177 | 14.8% | 0.01 | 0.0099 | -0.002 | 111 | 7.50 | 8.30 | 2 | -0.99 | 0.0061 | -0.001 | |||
| 0 | 0.2400 | 18 | 16.3% | 0.01 | 0.0080 | -0.001 | 112 | 8.50 | 9.30 | 99 | -0.99 | 0.0049 | -0.001 | |||
| 0 | 0.2400 | 10.9K | 17.6% | 0.01 | 0.0066 | -0.001 | 113 | 9.50 | 10.30 | 2 | -0.99 | 0.0041 | -0.001 | |||
| 0 | 0.2400 | 19.0% | 0.01 | 0.0055 | -0.001 | 114 | 10.50 | 11.30 | 2 | 10.5% | -1.00 | 0.0034 | -0.001 | |||
| 0 | 4.90 | 50.3% | 0.01 | 0.0046 | -0.001 | 115 | 11.50 | 12.30 | 1 | 13.5% | -1.00 | 0.0029 | -0.001 | |||
| 0 | 4.90 | 2 | 52.4% | 0.01 | 0.0040 | -0.001 | 116 | 12.50 | 13.30 | 1 | 15.2% | -1.00 | 0.0024 | -0.001 | ||
| 0 | 0.2400 | 22.9% | 0.01 | 0.0034 | -0.001 | 117 | 13.50 | 14.30 | 2 | 16.8% | -1.00 | 0.0021 | -0.001 | |||
| 0 | 0.2300 | 23.9% | 0.01 | 0.0030 | -0.001 | 118 | 14.50 | 15.30 | 4 | 18.2% | -1.00 | 0.0018 | -0.001 | |||
| 0 | 0.2300 | 25.2% | 0.01 | 0.0026 | -0.001 | 119 | 15.50 | 16.30 | 1 | 19.6% | -1.00 | 0.0016 | -0.001 | |||
| 0 | 0.2300 | 26.4% | 0.00 | 0.0023 | -0.001 | 120 | 16.50 | 17.10 | 3 | -1.00 | 0.0014 | -0.001 | ||||
| 0 | 0.2300 | 27.5% | 0.00 | 0.0020 | -0.001 | 121 | 17.50 | 18.10 | -1.00 | 0.0012 | -0.001 | |||||
| 0 | 4.90 | 63.8% | 0.00 | 0.0018 | -0.001 | 122 | 18.50 | 19.10 | 3 | -1.00 | 0.0011 | -0.001 | ||||
| 0 | 0.2300 | 29.8% | 0.00 | 0.0016 | -0.001 | 123 | 19.50 | 20.10 | -1.00 | 0.0009 | -0.001 | |||||
| 0 | 0.2300 | 31.0% | 0.00 | 0.0014 | -0.001 | 124 | 18.50 | 21.25 | -1.00 | 0.0008 | -0.001 | |||||
| 0 | 0.2300 | 32.1% | 0.00 | 0.0013 | -0.001 | 125 | 21.50 | 22.10 | 1 | -1.00 | 0.0007 | -0.001 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 130 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 135 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 140 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 145 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 150 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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.
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