MA цепочка опционов Mastercard Incorporated
Cboe delayed options data · по состоянию на 12:40 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 ±21.9% (482.48–752.98) · ATM IV 25.3% · P/C открытого интереса 0.93
| 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 | |
| 319.00 | 327.00 | 38.7% | 0.98 | 0.0002 | 0.000 | 310 | 0 | 6.10 | 10 | 39.7% | -0.02 | 0.0002 | -0.013 | |||
| 309.00 | 318.00 | 3 | 37.0% | 0.98 | 0.0002 | 0.000 | 320 | 0 | 6.20 | 21 | 38.3% | -0.02 | 0.0002 | -0.014 | ||
| 300.00 | 309.00 | 36.7% | 0.98 | 0.0002 | 0.000 | 330 | 1.70 | 3.30 | 90 | 35.3% | -0.02 | 0.0002 | -0.015 | |||
| 291.00 | 300.00 | 36.2% | 0.97 | 0.0003 | 0.000 | 340 | 1.85 | 3.60 | 39 | 34.5% | -0.03 | 0.0003 | -0.017 | |||
| 282.00 | 291.00 | 1 | 35.6% | 0.97 | 0.0003 | 0.000 | 350 | 2.50 | 3.40 | 86 | 33.7% | -0.03 | 0.0003 | -0.018 | ||
| 273.00 | 282.00 | 35.0% | 0.97 | 0.0004 | 0.000 | 360 | 2.35 | 4.80 | 195 | 33.6% | -0.04 | 0.0004 | -0.020 | |||
| 264.00 | 273.00 | 1 | 34.3% | 0.96 | 0.0004 | 0.000 | 370 | 1.55 | 5.10 | 114 | 31.7% | -0.04 | 0.0004 | -0.022 | ||
| 255.00 | 264.00 | 6 | 33.6% | 0.96 | 0.0004 | 0.000 | 380 | 1.75 | 5.60 | 23 | 31.1% | -0.05 | 0.0004 | -0.024 | ||
| 246.00 | 254.00 | 2 | 32.1% | 0.95 | 0.0005 | 0.000 | 390 | 4.30 | 5.90 | 14 | 32.0% | -0.05 | 0.0005 | -0.025 | ||
| 238.10 | 246.00 | 3 | 19 | 32.8% | 0.95 | 0.0005 | 0.000 | 400 | 4.80 | 6.60 | 216 | 31.5% | -0.06 | 0.0006 | -0.027 | |
| 229.00 | 237.00 | 2 | 31.9% | 0.94 | 0.0006 | 0.000 | 410 | 5.50 | 7.40 | 46 | 31.1% | -0.06 | 0.0006 | -0.029 | ||
| 220.00 | 229.00 | 2 | 31.6% | 0.93 | 0.0006 | -0.003 | 420 | 6.20 | 8.50 | 25 | 30.8% | -0.07 | 0.0007 | -0.032 | ||
| 211.00 | 220.00 | 7 | 30.7% | 0.92 | 0.0007 | -0.006 | 430 | 7.50 | 9.20 | 131 | 30.5% | -0.08 | 0.0008 | -0.034 | ||
| 203.00 | 212.00 | 17 | 30.7% | 0.92 | 0.0008 | -0.010 | 440 | 4.00 | 14.00 | 46 | 29.8% | -0.09 | 0.0008 | -0.036 | ||
| 194.00 | 202.00 | 17 | 29.3% | 0.91 | 0.0009 | -0.013 | 450 | 9.10 | 11.50 | 163 | 29.6% | -0.10 | 0.0009 | -0.039 | ||
| 186.00 | 194.00 | 1 | 8 | 29.2% | 0.90 | 0.0009 | -0.017 | 460 | 10.30 | 12.80 | 127 | 29.2% | -0.11 | 0.0010 | -0.042 | |
| 178.00 | 184.90 | 12 | 28.5% | 0.89 | 0.0010 | -0.020 | 470 | 11.60 | 14.30 | 129 | 28.9% | -0.12 | 0.0011 | -0.044 | ||
| 170.00 | 179.00 | 10 | 29.0% | 0.87 | 0.0011 | -0.024 | 480 | 9.00 | 16.50 | 72 | 27.4% | -0.13 | 0.0012 | -0.047 | ||
| 162.00 | 171.00 | 8 | 28.6% | 0.86 | 0.0012 | -0.027 | 490 | 11.60 | 17.50 | 127 | 27.3% | -0.15 | 0.0013 | -0.050 | ||
| 154.00 | 163.00 | 63 | 28.1% | 0.85 | 0.0013 | -0.031 | 500 | 13.00 | 19.90 | 225 | 27.1% | -0.16 | 0.0014 | -0.052 | ||
| 146.00 | 155.00 | 106 | 27.5% | 0.83 | 0.0014 | -0.034 | 510 | 14.00 | 22.70 | 62 | 26.8% | -0.18 | 0.0015 | -0.055 | ||
| 139.00 | 148.00 | 38 | 27.5% | 0.82 | 0.0015 | -0.038 | 520 | 16.00 | 26.00 | 39 | 26.9% | -0.19 | 0.0016 | -0.058 | ||
| 132.00 | 141.00 | 38 | 27.4% | 0.80 | 0.0016 | -0.041 | 530 | 22.70 | 24.60 | 84 | 26.8% | -0.21 | 0.0017 | -0.060 | ||
| 125.00 | 133.00 | 57 | 26.9% | 0.78 | 0.0017 | -0.044 | 540 | 23.90 | 27.40 | 153 | 26.3% | -0.23 | 0.0018 | -0.063 | ||
| 118.00 | 127.00 | 56 | 26.8% | 0.77 | 0.0018 | -0.048 | 550 | 24.00 | 31.40 | 162 | 25.8% | -0.25 | 0.0019 | -0.066 | ||
| 111.00 | 119.00 | 47 | 26.2% | 0.75 | 0.0018 | -0.051 | 560 | 27.00 | 36.00 | 55 | 26.0% | -0.27 | 0.0020 | -0.068 | ||
| 104.00 | 113.00 | 83 | 26.0% | 0.73 | 0.0019 | -0.053 | 570 | 30.00 | 39.00 | 58 | 25.7% | -0.29 | 0.0022 | -0.070 | ||
| 98.00 | 107.00 | 122 | 25.9% | 0.71 | 0.0020 | -0.056 | 580 | 33.00 | 40.90 | 27 | 25.1% | -0.32 | 0.0023 | -0.073 | ||
| 92.90 | 98.10 | 177 | 25.3% | 0.69 | 0.0021 | -0.059 | 590 | 37.00 | 46.00 | 41 | 25.2% | -0.34 | 0.0024 | -0.075 | ||
| 86.80 | 94.70 | 164 | 25.6% | 0.67 | 0.0022 | -0.061 | 600 | 43.70 | 47.50 | 46 | 25.1% | -0.36 | 0.0025 | -0.077 | ||
| 83.90 | 89.00 | 1 | 111 | 25.9% | 0.64 | 0.0022 | -0.063 | 610 | 48.20 | 51.70 | 44 | 25.0% | -0.39 | 0.0026 | -0.078 | |
| 77.50 | 83.30 | 110 | 25.5% | 0.62 | 0.0023 | -0.064 | 620 | 53.00 | 56.70 | 48 | 25.0% | -0.42 | 0.0027 | -0.080 | ||
| 70.20 | 77.30 | 209 | 24.7% | 0.60 | 0.0024 | -0.066 | 630 | 54.00 | 61.40 | 28 | 24.1% | -0.44 | 0.0028 | -0.081 | ||
| 65.00 | 71.50 | 110 | 24.4% | 0.58 | 0.0024 | -0.067 | 640 | 62.10 | 66.50 | 51 | 24.6% | -0.47 | 0.0029 | -0.082 | ||
| 60.00 | 68.30 | 35 | 153 | 24.4% | 0.55 | 0.0024 | -0.068 | 650 | 68.00 | 71.80 | 26 | 24.6% | -0.50 | 0.0029 | -0.083 | |
| 56.00 | 65.00 | 154 | 24.6% | 0.53 | 0.0025 | -0.068 | 660 | 73.10 | 79.00 | 19 | 24.7% | -0.53 | 0.0030 | -0.084 | ||
| 47.00 | 55.20 | 133 | 23.9% | 0.48 | 0.0025 | -0.069 | 680 | 82.40 | 89.40 | 10 | 23.5% | -0.59 | 0.0032 | -0.084 | ||
| 42.90 | 46.10 | 104 | 24.0% | 0.44 | 0.0025 | -0.068 | 700 | 98.30 | 104.00 | 5 | 24.1% | -0.65 | 0.0033 | -0.084 | ||
| 36.80 | 41.20 | 1 | 178 | 24.2% | 0.39 | 0.0024 | -0.067 | 720 | 113.10 | 119.00 | 24.2% | -0.71 | 0.0034 | -0.084 | ||
| 31.00 | 33.80 | 86 | 23.7% | 0.35 | 0.0024 | -0.064 | 740 | 126.00 | 134.00 | 23.3% | -0.77 | 0.0035 | -0.084 | |||
| 23.00 | 30.40 | 57 | 23.2% | 0.31 | 0.0023 | -0.061 | 760 | 142.00 | 151.00 | 22.9% | -0.83 | 0.0036 | -0.086 | |||
| 19.00 | 26.40 | 106 | 23.2% | 0.28 | 0.0022 | -0.058 | 780 | 160.40 | 167.70 | 22.2% | -0.90 | 0.0038 | -0.088 | |||
| 19.00 | 20.50 | 32 | 23.5% | 0.24 | 0.0020 | -0.054 | 800 | 179.00 | 188.00 | -0.95 | 0.0035 | -0.065 | ||||
| 12.00 | 19.20 | 56 | 22.9% | 0.21 | 0.0019 | -0.051 | 820 | 199.00 | 208.00 | 25.3% | -0.98 | 0.0012 | -0.088 | |||
| 9.00 | 15.90 | 42 | 22.5% | 0.19 | 0.0017 | -0.047 | 840 | 219.00 | 228.00 | -1.00 | 0.0000 | -0.088 | ||||
| 10.80 | 13.00 | 64 | 23.4% | 0.16 | 0.0016 | -0.043 | 860 | 240.00 | 248.00 | 28.3% | -1.00 | 0.0000 | -0.088 | |||
| 8.90 | 10.70 | 70 | 489 | 23.3% | 0.14 | 0.0014 | -0.039 | 880 | 260.00 | 268.00 | 29.7% | -1.00 | 0.0000 | -0.088 | ||
| 7.00 | 9.70 | 23.4% | 0.12 | 0.0013 | -0.036 | 900 | 280.00 | 288.00 | 31.1% | -1.00 | 0.0000 | -0.088 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 920 | 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 — Dec 17, 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.
call-опционыput-опционы