MA цепочка опционов Mastercard Incorporated
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 ±8.8% (560.02–668.72) · ATM IV 22.4% · P/C открытого интереса 1.05
| 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 | |
| 304.10 | 310.50 | 1.00 | 0.0000 | 0.000 | 310 | 0 | 3.70 | 31 | 75.2% | -0.00 | 0.0000 | -0.002 | ||||
| 294.30 | 300.80 | 19 | 51.3% | 1.00 | 0.0000 | 0.000 | 320 | 0 | 4.90 | 23 | 75.8% | -0.00 | 0.0000 | -0.002 | ||
| 284.40 | 290.90 | 25 | 49.0% | 1.00 | 0.0000 | 0.000 | 330 | 0 | 4.90 | 28 | 72.7% | -0.00 | 0.0000 | -0.002 | ||
| 274.50 | 281.00 | 10 | 46.8% | 1.00 | 0.0000 | 0.000 | 340 | 0 | 3.70 | 97 | 66.2% | -0.00 | 0.0000 | -0.003 | ||
| 264.40 | 271.10 | 3 | 38.6% | 1.00 | 0.0000 | 0.000 | 350 | 0 | 1.00 | 207 | 51.9% | -0.00 | 0.0000 | -0.004 | ||
| 254.70 | 261.20 | 3 | 42.5% | 1.00 | 0.0000 | 0.000 | 360 | 0 | 1.70 | 171 | 53.5% | -0.00 | 0.0001 | -0.004 | ||
| 244.80 | 251.20 | 1 | 38.4% | 1.00 | 0.0001 | 0.000 | 370 | 0 | 1.00 | 659 | 47.4% | -0.00 | 0.0001 | -0.006 | ||
| 234.90 | 241.30 | 12 | 36.5% | 1.00 | 0.0001 | 0.000 | 380 | 0 | 1.00 | 407 | 45.1% | -0.00 | 0.0001 | -0.007 | ||
| 225.10 | 231.40 | 8 | 36.6% | 1.00 | 0.0001 | 0.000 | 390 | 0 | 3.60 | 203 | 52.6% | -0.00 | 0.0001 | -0.008 | ||
| 215.20 | 221.50 | 33 | 34.7% | 0.99 | 0.0001 | 0.000 | 400 | 0.0500 | 0.7000 | 1 | 496 | 39.3% | -0.01 | 0.0001 | -0.010 | |
| 210.40 | 216.60 | 36.2% | 0.99 | 0.0002 | 0.000 | 405 | 0.1500 | 0.6000 | 92 | 38.3% | -0.01 | 0.0002 | -0.011 | |||
| 205.30 | 211.90 | 11 | 36.1% | 0.99 | 0.0002 | 0.000 | 410 | 0 | 3.90 | 263 | 48.4% | -0.01 | 0.0002 | -0.012 | ||
| 200.40 | 207.00 | 3 | 35.9% | 0.99 | 0.0002 | 0.000 | 415 | 0 | 3.80 | 23 | 46.9% | -0.01 | 0.0002 | -0.013 | ||
| 195.50 | 202.10 | 36 | 35.6% | 0.99 | 0.0002 | 0.000 | 420 | 0 | 3.80 | 466 | 45.8% | -0.01 | 0.0002 | -0.015 | ||
| 190.60 | 197.10 | 2 | 34.6% | 0.99 | 0.0003 | 0.000 | 425 | 0 | 3.90 | 25 | 44.8% | -0.01 | 0.0003 | -0.016 | ||
| 185.70 | 192.20 | 69 | 34.2% | 0.99 | 0.0003 | -0.001 | 430 | 0 | 3.90 | 334 | 43.6% | -0.01 | 0.0003 | -0.018 | ||
| 180.80 | 187.20 | 14 | 33.3% | 0.99 | 0.0003 | -0.003 | 435 | 0 | 2.65 | 81 | 39.5% | -0.01 | 0.0003 | -0.019 | ||
| 175.90 | 182.20 | 23 | 32.3% | 0.99 | 0.0004 | -0.005 | 440 | 0 | 4.00 | 224 | 41.5% | -0.01 | 0.0004 | -0.021 | ||
| 171.00 | 177.30 | 5 | 31.9% | 0.98 | 0.0004 | -0.007 | 445 | 0 | 1.50 | 91 | 33.9% | -0.02 | 0.0004 | -0.023 | ||
| 165.90 | 172.90 | 69 | 32.6% | 0.98 | 0.0004 | -0.009 | 450 | 0 | 3.00 | 556 | 37.1% | -0.02 | 0.0005 | -0.025 | ||
| 161.20 | 167.60 | 8 | 31.2% | 0.98 | 0.0005 | -0.012 | 455 | 0 | 2.80 | 65 | 35.6% | -0.02 | 0.0005 | -0.027 | ||
| 156.60 | 162.70 | 50 | 31.7% | 0.98 | 0.0006 | -0.014 | 460 | 0.5500 | 1.10 | 3 | 720 | 31.5% | -0.02 | 0.0006 | -0.029 | |
| 151.80 | 157.80 | 40 | 31.2% | 0.97 | 0.0006 | -0.017 | 465 | 0 | 3.70 | 66 | 35.3% | -0.03 | 0.0006 | -0.031 | ||
| 146.90 | 153.00 | 65 | 30.8% | 0.97 | 0.0007 | -0.020 | 470 | 0.7500 | 1.80 | 430 | 31.8% | -0.03 | 0.0007 | -0.034 | ||
| 142.30 | 148.10 | 40 | 30.8% | 0.97 | 0.0008 | -0.023 | 475 | 0 | 3.30 | 84 | 32.4% | -0.03 | 0.0008 | -0.036 | ||
| 137.30 | 143.30 | 113 | 30.0% | 0.97 | 0.0008 | -0.026 | 480 | 0.9000 | 1.75 | 2 | 507 | 30.0% | -0.04 | 0.0009 | -0.039 | |
| 132.40 | 138.50 | 21 | 29.4% | 0.96 | 0.0009 | -0.029 | 485 | 0 | 4.60 | 104 | 32.4% | -0.04 | 0.0010 | -0.042 | ||
| 127.70 | 133.70 | 120 | 29.1% | 0.96 | 0.0010 | -0.033 | 490 | 0 | 4.90 | 445 | 31.8% | -0.04 | 0.0010 | -0.045 | ||
| 122.60 | 128.90 | 36 | 28.1% | 0.95 | 0.0011 | -0.037 | 495 | 0.9500 | 2.45 | 77 | 28.3% | -0.05 | 0.0012 | -0.049 | ||
| 118.20 | 124.50 | 189 | 28.8% | 0.95 | 0.0012 | -0.041 | 500 | 1.40 | 2.45 | 1 | 681 | 28.0% | -0.05 | 0.0013 | -0.052 | |
| 113.10 | 119.40 | 37 | 27.3% | 0.94 | 0.0014 | -0.045 | 505 | 1.45 | 2.75 | 2 | 111 | 27.5% | -0.06 | 0.0014 | -0.056 | |
| 108.70 | 114.80 | 127 | 27.5% | 0.94 | 0.0015 | -0.049 | 510 | 2.00 | 5.40 | 163 | 30.3% | -0.07 | 0.0016 | -0.060 | ||
| 104.00 | 110.10 | 38 | 27.1% | 0.93 | 0.0017 | -0.054 | 515 | 2.15 | 4.00 | 10 | 307 | 27.8% | -0.07 | 0.0017 | -0.064 | |
| 99.40 | 105.90 | 352 | 27.2% | 0.92 | 0.0018 | -0.059 | 520 | 2.30 | 3.80 | 2 | 456 | 26.7% | -0.08 | 0.0019 | -0.068 | |
| 94.80 | 100.90 | 36 | 26.4% | 0.91 | 0.0020 | -0.064 | 525 | 2.50 | 4.20 | 483 | 26.2% | -0.09 | 0.0020 | -0.073 | ||
| 90.40 | 96.80 | 155 | 26.6% | 0.90 | 0.0022 | -0.069 | 530 | 1.40 | 8.00 | 534 | 27.6% | -0.10 | 0.0022 | -0.078 | ||
| 85.80 | 92.20 | 80 | 26.1% | 0.89 | 0.0024 | -0.074 | 535 | 3.80 | 5.20 | 1 | 88 | 26.0% | -0.11 | 0.0024 | -0.083 | |
| 81.40 | 88.00 | 401 | 26.0% | 0.88 | 0.0026 | -0.080 | 540 | 3.80 | 5.80 | 1 | 350 | 25.3% | -0.12 | 0.0027 | -0.088 | |
| 77.30 | 83.40 | 75 | 25.7% | 0.87 | 0.0028 | -0.086 | 545 | 4.70 | 6.50 | 104 | 25.4% | -0.14 | 0.0029 | -0.094 | ||
| 72.50 | 79.40 | 1,266 | 25.2% | 0.85 | 0.0031 | -0.092 | 550 | 5.40 | 7.20 | 279 | 25.1% | -0.15 | 0.0031 | -0.099 | ||
| 68.90 | 74.90 | 49 | 25.2% | 0.84 | 0.0033 | -0.098 | 555 | 6.30 | 7.40 | 1 | 90 | 24.6% | -0.17 | 0.0034 | -0.105 | |
| 64.90 | 71.00 | 293 | 25.1% | 0.82 | 0.0036 | -0.104 | 560 | 7.30 | 8.10 | 2 | 188 | 24.4% | -0.18 | 0.0036 | -0.111 | |
| 60.30 | 66.70 | 161 | 24.3% | 0.80 | 0.0038 | -0.110 | 565 | 8.20 | 9.00 | 90 | 159 | 24.1% | -0.20 | 0.0039 | -0.116 | |
| 56.30 | 62.80 | 1 | 545 | 24.1% | 0.78 | 0.0041 | -0.115 | 570 | 9.30 | 10.00 | 33 | 842 | 23.9% | -0.22 | 0.0042 | -0.122 |
| 53.20 | 59.10 | 418 | 24.3% | 0.76 | 0.0043 | -0.121 | 575 | 10.20 | 11.50 | 402 | 23.8% | -0.24 | 0.0044 | -0.127 | ||
| 48.50 | 53.50 | 507 | 22.6% | 0.74 | 0.0046 | -0.126 | 580 | 11.60 | 12.70 | 2 | 250 | 23.6% | -0.27 | 0.0047 | -0.132 | |
| 45.10 | 52.00 | 156 | 23.6% | 0.72 | 0.0048 | -0.131 | 585 | 12.90 | 14.20 | 45 | 23.4% | -0.29 | 0.0049 | -0.137 | ||
| 41.60 | 48.50 | 1 | 313 | 23.4% | 0.69 | 0.0050 | -0.135 | 590 | 14.30 | 15.60 | 183 | 23.1% | -0.31 | 0.0052 | -0.141 | |
| 39.00 | 45.10 | 3 | 95 | 23.5% | 0.67 | 0.0053 | -0.139 | 595 | 15.30 | 17.20 | 68 | 22.7% | -0.34 | 0.0054 | -0.145 | |
| 36.50 | 39.20 | 13 | 948 | 22.4% | 0.64 | 0.0055 | -0.142 | 600 | 17.70 | 19.20 | 1 | 197 | 22.8% | -0.37 | 0.0056 | -0.148 |
| 33.80 | 36.50 | 169 | 22.6% | 0.61 | 0.0056 | -0.145 | 605 | 18.90 | 20.90 | 45 | 22.3% | -0.40 | 0.0058 | -0.151 | ||
| 31.10 | 32.80 | 1,009 | 22.2% | 0.58 | 0.0058 | -0.147 | 610 | 21.70 | 23.10 | 16 | 147 | 22.5% | -0.43 | 0.0060 | -0.153 | |
| 26.30 | 27.30 | 18 | 597 | 22.1% | 0.52 | 0.0060 | -0.148 | 620 | 26.10 | 27.60 | 1 | 182 | 22.1% | -0.49 | 0.0063 | -0.155 |
| 20.70 | 22.30 | 5 | 362 | 21.4% | 0.46 | 0.0060 | -0.146 | 630 | 31.30 | 32.80 | 13 | 37 | 21.8% | -0.55 | 0.0064 | -0.154 |
| 16.80 | 18.00 | 2 | 798 | 21.2% | 0.41 | 0.0060 | -0.141 | 640 | 36.20 | 38.80 | 36 | 21.1% | -0.61 | 0.0064 | -0.150 | |
| 13.40 | 14.40 | 24 | 486 | 21.1% | 0.35 | 0.0058 | -0.133 | 650 | 42.00 | 46.50 | 86 | 21.1% | -0.68 | 0.0064 | -0.144 | |
| 10.60 | 11.40 | 246 | 21.0% | 0.29 | 0.0054 | -0.123 | 660 | 48.60 | 54.30 | 1 | 20.9% | -0.74 | 0.0061 | -0.136 | ||
| 6.10 | 7.10 | 408 | 20.8% | 0.20 | 0.0044 | -0.100 | 680 | 64.90 | 71.70 | 21.5% | -0.85 | 0.0055 | -0.119 | |||
| 3.50 | 4.90 | 3 | 527 | 21.3% | 0.14 | 0.0034 | -0.077 | 700 | 83.30 | 89.40 | 21.7% | -0.93 | 0.0045 | -0.100 | ||
| 1.65 | 3.20 | 439 | 21.3% | 0.09 | 0.0025 | -0.058 | 720 | 102.70 | 109.00 | 23.3% | -0.99 | 0.0022 | -0.053 | |||
| 0.5000 | 4.50 | 382 | 24.4% | 0.06 | 0.0018 | -0.044 | 740 | 122.40 | 129.20 | 26.1% | -1.00 | 0.0000 | -0.053 | |||
| 0.1500 | 1.65 | 119 | 22.2% | 0.04 | 0.0013 | -0.034 | 760 | 142.40 | 149.00 | 28.3% | -1.00 | 0.0000 | -0.053 | |||
| 0 | 2.65 | 95 | 26.2% | 0.03 | 0.0009 | -0.026 | 780 | 162.40 | 169.00 | 31.0% | -1.00 | 0.0000 | -0.053 | |||
| 0 | 3.60 | 77 | 30.2% | 0.02 | 0.0007 | -0.021 | 800 | 182.40 | 189.00 | 33.6% | -1.00 | 0.0000 | -0.053 | |||
| 0 | 4.90 | 31 | 34.4% | 0.02 | 0.0005 | -0.017 | 820 | 202.40 | 209.00 | 36.1% | -1.00 | 0.0000 | -0.053 | |||
| 0 | 3.70 | 458 | 34.8% | 0.01 | 0.0004 | -0.014 | 840 | 222.40 | 229.00 | 38.5% | -1.00 | 0.0000 | -0.053 | |||
| 0 | 0.5500 | 134 | 27.9% | 0.01 | 0.0003 | -0.011 | 860 | 242.40 | 249.00 | 40.8% | -1.00 | 0.0000 | -0.053 | |||
| 0 | 1.50 | 84 | 33.7% | 0.01 | 0.0002 | -0.010 | 880 | 262.60 | 269.00 | 43.9% | -1.00 | 0.0000 | -0.053 | |||
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 — Jan 15, 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.