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 ±2.9% (563.57–597.47) · ATM IV 18.6% · P/C открытого интереса 0.84
| 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 | |
| 275.00 | 284.30 | 1 | 1.00 | 0.0000 | -0.000 | 300 | 0 | 8.00 | 57 | 209.2% | 0.00 | 0.0000 | -0.000 | |||
| 265.00 | 274.10 | 1.00 | 0.0000 | -0.000 | 310 | 0 | 8.60 | 5 | 205.5% | 0.00 | 0.0000 | -0.000 | ||||
| 255.00 | 264.40 | 1.00 | 0.0000 | -0.001 | 320 | 0 | 7.60 | 14 | 191.4% | 0.00 | 0.0000 | -0.001 | ||||
| 245.10 | 254.50 | 1.00 | 0.0000 | -0.001 | 330 | 0 | 8.60 | 79 | 187.9% | -0.00 | 0.0000 | -0.001 | ||||
| 235.00 | 243.90 | 6 | 1.00 | 0.0000 | -0.001 | 340 | 0 | 8.40 | 6 | 175.6% | -0.00 | 0.0000 | -0.001 | |||
| 225.00 | 234.50 | 2 | 1.00 | 0.0000 | -0.002 | 350 | 0 | 7.60 | 68 | 165.7% | -0.00 | 0.0000 | -0.002 | |||
| 215.20 | 223.80 | 13 | 1.00 | 0.0000 | -0.002 | 360 | 0 | 8.60 | 106 | 163.2% | -0.00 | 0.0000 | -0.002 | |||
| 205.30 | 213.80 | 1 | 1.00 | 0.0000 | -0.003 | 370 | 0 | 0.0500 | 40 | 76.5% | -0.00 | 0.0000 | -0.003 | |||
| 200.00 | 209.40 | 1.00 | 0.0000 | -0.004 | 375 | 0 | 8.00 | 148.3% | -0.00 | 0.0000 | -0.004 | |||||
| 195.00 | 204.50 | 2 | 1.00 | 0.0000 | -0.004 | 380 | 0 | 4.00 | 106 | 125.8% | -0.00 | 0.0000 | -0.004 | |||
| 190.00 | 199.40 | 1.00 | 0.0000 | -0.005 | 385 | 0 | 5.10 | 128.5% | -0.00 | 0.0000 | -0.005 | |||||
| 185.00 | 194.50 | 10 | 1.00 | 0.0000 | -0.006 | 390 | 0 | 0.5500 | 999 | 87.5% | -0.00 | 0.0000 | -0.006 | |||
| 180.00 | 189.60 | 1.00 | 0.0000 | -0.007 | 395 | 0 | 1.70 | 99.7% | -0.00 | 0.0000 | -0.007 | |||||
| 175.00 | 184.60 | 9 | 1.00 | 0.0000 | -0.008 | 400 | 0 | 5.10 | 398 | 118.4% | -0.00 | 0.0000 | -0.008 | |||
| 170.00 | 179.60 | 1.00 | 0.0001 | -0.009 | 405 | 0 | 5.10 | 1 | 115.1% | -0.00 | 0.0001 | -0.009 | ||||
| 165.10 | 174.10 | 28 | 1.00 | 0.0001 | -0.010 | 410 | 0 | 5.50 | 205 | 113.7% | -0.00 | 0.0001 | -0.010 | |||
| 160.40 | 168.90 | 4 | 1.00 | 0.0001 | -0.011 | 415 | 0 | 5.50 | 4 | 110.4% | -0.00 | 0.0001 | -0.011 | |||
| 156.50 | 163.90 | 76 | 69.5% | 1.00 | 0.0001 | -0.012 | 420 | 0 | 5.50 | 332 | 107.1% | -0.00 | 0.0001 | -0.012 | ||
| 152.10 | 157.80 | 1 | 1.00 | 0.0001 | -0.014 | 425 | 0 | 5.10 | 18 | 102.2% | -0.00 | 0.0001 | -0.014 | |||
| 147.40 | 152.80 | 32 | 58.5% | 1.00 | 0.0001 | -0.015 | 430 | 0 | 8.60 | 297 | 112.0% | -0.00 | 0.0001 | -0.015 | ||
| 142.10 | 147.80 | 1.00 | 0.0001 | -0.017 | 435 | 0 | 5.50 | 32 | 97.6% | -0.00 | 0.0001 | -0.017 | ||||
| 136.80 | 142.80 | 52 | 1.00 | 0.0002 | -0.018 | 440 | 0 | 2.15 | 740 | 78.2% | -0.00 | 0.0002 | -0.018 | |||
| 132.20 | 138.10 | 54.1% | 1.00 | 0.0002 | -0.020 | 445 | 0 | 5.50 | 17 | 91.3% | -0.00 | 0.0002 | -0.020 | |||
| 127.10 | 132.90 | 51 | 1.00 | 0.0002 | -0.022 | 450 | 0 | 5.10 | 610 | 86.7% | -0.00 | 0.0002 | -0.022 | |||
| 122.10 | 127.90 | 1.00 | 0.0002 | -0.024 | 455 | 0 | 5.50 | 21 | 85.1% | -0.00 | 0.0002 | -0.024 | ||||
| 117.20 | 122.90 | 47 | 0.99 | 0.0003 | -0.026 | 460 | 0 | 2.90 | 631 | 71.5% | -0.01 | 0.0003 | -0.026 | |||
| 112.40 | 117.90 | 5 | 44.2% | 0.99 | 0.0003 | -0.028 | 465 | 0 | 2.40 | 88 | 66.2% | -0.01 | 0.0003 | -0.028 | ||
| 107.20 | 112.90 | 32 | 0.99 | 0.0004 | -0.031 | 470 | 0 | 0.6000 | 641 | 50.4% | -0.01 | 0.0004 | -0.031 | |||
| 102.30 | 107.90 | 32.5% | 0.99 | 0.0004 | -0.033 | 475 | 0 | 5.10 | 76 | 71.7% | -0.01 | 0.0004 | -0.033 | |||
| 97.30 | 102.90 | 79 | 0.99 | 0.0005 | -0.035 | 480 | 0 | 5.30 | 475 | 69.4% | -0.01 | 0.0005 | -0.035 | |||
| 92.40 | 98.00 | 9 | 37.5% | 0.99 | 0.0006 | -0.038 | 485 | 0 | 0.2500 | 1 | 190 | 38.9% | -0.01 | 0.0006 | -0.038 | |
| 88.70 | 94.10 | 105 | 53.8% | 0.99 | 0.0007 | -0.040 | 490 | 0 | 0.2500 | 1 | 725 | 37.0% | -0.01 | 0.0007 | -0.041 | |
| 82.70 | 88.00 | 11 | 37.9% | 0.99 | 0.0008 | -0.043 | 495 | 0 | 0.6000 | 168 | 39.5% | -0.01 | 0.0008 | -0.043 | ||
| 78.40 | 82.80 | 1 | 362 | 40.1% | 0.99 | 0.0009 | -0.046 | 500 | 0.0500 | 1.75 | 12 | 1,003 | 33.0% | -0.01 | 0.0009 | -0.046 |
| 72.50 | 78.10 | 4 | 32.1% | 0.98 | 0.0010 | -0.049 | 505 | 0 | 5.10 | 167 | 54.1% | -0.02 | 0.0010 | -0.049 | ||
| 67.70 | 73.10 | 1 | 287 | 32.2% | 0.98 | 0.0012 | -0.052 | 510 | 0 | 0.5000 | 1 | 465 | 33.0% | -0.02 | 0.0012 | -0.053 |
| 62.50 | 68.20 | 15 | 28.9% | 0.98 | 0.0014 | -0.056 | 515 | 0 | 0.7500 | 111 | 32.0% | -0.02 | 0.0014 | -0.057 | ||
| 59.20 | 62.90 | 230 | 35.1% | 0.98 | 0.0017 | -0.061 | 520 | 0.0500 | 0.6000 | 12 | 403 | 29.1% | -0.02 | 0.0017 | -0.061 | |
| 53.50 | 59.60 | 793 | 36.1% | 0.97 | 0.0021 | -0.067 | 525 | 0.1500 | 0.5000 | 3 | 162 | 27.0% | -0.03 | 0.0021 | -0.068 | |
| 47.70 | 53.40 | 2 | 312 | 25.4% | 0.97 | 0.0026 | -0.075 | 530 | 0.1500 | 0.7000 | 16 | 404 | 26.0% | -0.03 | 0.0026 | -0.076 |
| 42.90 | 49.50 | 81 | 28.5% | 0.96 | 0.0033 | -0.086 | 535 | 0.2000 | 0.7000 | 2 | 165 | 24.0% | -0.04 | 0.0033 | -0.087 | |
| 39.50 | 43.60 | 20 | 364 | 28.0% | 0.94 | 0.0042 | -0.101 | 540 | 0.2500 | 0.8500 | 380 | 22.6% | -0.06 | 0.0042 | -0.102 | |
| 34.50 | 38.60 | 353 | 25.2% | 0.93 | 0.0055 | -0.120 | 545 | 0.4500 | 1.00 | 10 | 126 | 21.6% | -0.07 | 0.0055 | -0.122 | |
| 30.00 | 33.90 | 3 | 1,504 | 24.2% | 0.90 | 0.0071 | -0.146 | 550 | 0.9000 | 1.40 | 4 | 602 | 21.1% | -0.10 | 0.0072 | -0.148 |
| 26.00 | 29.30 | 1 | 63 | 23.9% | 0.87 | 0.0091 | -0.177 | 555 | 0.7500 | 1.85 | 117 | 19.4% | -0.13 | 0.0092 | -0.179 | |
| 23.70 | 27.00 | 78 | 1 | 23.0% | 0.85 | 0.0102 | -0.194 | 557.5 | 1.50 | 2.20 | 12 | 10 | 20.2% | -0.16 | 0.0104 | -0.197 |
| 20.70 | 24.80 | 1 | 483 | 21.0% | 0.82 | 0.0114 | -0.212 | 560 | 2.00 | 2.50 | 8 | 439 | 20.0% | -0.18 | 0.0116 | -0.215 |
| 18.10 | 22.70 | 19.8% | 0.79 | 0.0127 | -0.229 | 562.5 | 2.05 | 4.00 | 13 | 15 | 20.8% | -0.21 | 0.0129 | -0.233 | ||
| 17.60 | 20.60 | 142 | 21.5% | 0.76 | 0.0139 | -0.247 | 565 | 2.45 | 3.50 | 23 | 173 | 18.9% | -0.24 | 0.0141 | -0.251 | |
| 14.40 | 18.60 | 19.4% | 0.73 | 0.0151 | -0.263 | 567.5 | 2.90 | 4.10 | 15 | 18.6% | -0.28 | 0.0153 | -0.267 | |||
| 14.00 | 16.60 | 86 | 681 | 20.7% | 0.69 | 0.0162 | -0.278 | 570 | 4.00 | 5.00 | 62 | 361 | 19.2% | -0.32 | 0.0164 | -0.282 |
| 12.40 | 14.60 | 3 | 20.2% | 0.65 | 0.0171 | -0.290 | 572.5 | 4.90 | 5.90 | 8 | 6 | 19.2% | -0.36 | 0.0174 | -0.295 | |
| 10.90 | 12.30 | 3 | 180 | 19.3% | 0.60 | 0.0179 | -0.299 | 575 | 5.70 | 7.00 | 4 | 231 | 19.1% | -0.40 | 0.0182 | -0.304 |
| 8.60 | 10.70 | 3 | 18.1% | 0.56 | 0.0184 | -0.304 | 577.5 | 6.80 | 7.80 | 6 | 46 | 18.8% | -0.45 | 0.0188 | -0.310 | |
| 8.00 | 8.90 | 11 | 679 | 18.4% | 0.51 | 0.0187 | -0.306 | 580 | 7.90 | 9.10 | 6 | 324 | 18.8% | -0.50 | 0.0192 | -0.312 |
| 6.10 | 7.80 | 5 | 17.7% | 0.47 | 0.0188 | -0.303 | 582.5 | 8.50 | 10.40 | 12 | 56 | 17.9% | -0.54 | 0.0192 | -0.310 | |
| 5.70 | 6.60 | 23 | 270 | 18.2% | 0.42 | 0.0186 | -0.296 | 585 | 10.50 | 11.50 | 2 | 56 | 18.0% | -0.59 | 0.0190 | -0.304 |
| 4.90 | 5.80 | 1 | 5 | 18.6% | 0.37 | 0.0180 | -0.286 | 587.5 | 10.80 | 14.10 | 7 | 55 | 17.8% | -0.64 | 0.0186 | -0.294 |
| 3.20 | 4.70 | 33 | 686 | 17.2% | 0.33 | 0.0173 | -0.272 | 590 | 12.20 | 15.20 | 77 | 16.7% | -0.68 | 0.0179 | -0.280 | |
| 3.30 | 4.00 | 55 | 18.3% | 0.29 | 0.0164 | -0.254 | 592.5 | 13.70 | 16.80 | 45 | 15.8% | -0.73 | 0.0169 | -0.264 | ||
| 2.75 | 3.30 | 8 | 176 | 18.3% | 0.25 | 0.0152 | -0.235 | 595 | 15.40 | 19.10 | 96 | 15.9% | -0.77 | 0.0158 | -0.245 | |
| 2.15 | 2.70 | 22 | 50 | 18.2% | 0.21 | 0.0140 | -0.214 | 597.5 | 17.20 | 21.90 | 15 | 16.7% | -0.81 | 0.0146 | -0.224 | |
| 1.75 | 2.25 | 67 | 1,948 | 18.3% | 0.18 | 0.0126 | -0.193 | 600 | 19.20 | 22.90 | 20 | 141 | 13.5% | -0.84 | 0.0132 | -0.202 |
| 1.30 | 1.90 | 44 | 68 | 18.3% | 0.15 | 0.0113 | -0.172 | 602.5 | 21.30 | 25.60 | 12 | 14.0% | -0.87 | 0.0117 | -0.179 | |
| 1.05 | 1.60 | 12 | 258 | 18.5% | 0.13 | 0.0100 | -0.151 | 605 | 23.50 | 29.00 | 49 | 17.1% | -0.89 | 0.0103 | -0.157 | |
| 0.6000 | 1.20 | 21 | 495 | 18.9% | 0.09 | 0.0075 | -0.114 | 610 | 28.20 | 33.80 | 35 | 17.6% | -0.93 | 0.0074 | -0.114 | |
| 0.4000 | 0.9000 | 11 | 353 | 19.6% | 0.06 | 0.0055 | -0.085 | 615 | 33.00 | 37.60 | 7 | -0.96 | 0.0051 | -0.078 | ||
| 0.0500 | 0.6000 | 29 | 867 | 18.9% | 0.04 | 0.0040 | -0.065 | 620 | 37.90 | 42.60 | 1 | -0.98 | 0.0034 | -0.053 | ||
| 0.1000 | 0.6500 | 133 | 476 | 21.3% | 0.03 | 0.0030 | -0.051 | 625 | 41.80 | 50.00 | 22.6% | -0.98 | 0.0023 | -0.037 | ||
| 0 | 0.9000 | 21 | 814 | 23.9% | 0.02 | 0.0023 | -0.043 | 630 | 47.80 | 53.50 | -0.99 | 0.0016 | -0.028 | |||
| 0 | 0.8500 | 4 | 112 | 25.5% | 0.02 | 0.0019 | -0.039 | 635 | 51.80 | 58.70 | -0.99 | 0.0012 | -0.023 | |||
| 0 | 0.3500 | 1 | 209 | 23.7% | 0.02 | 0.0016 | -0.036 | 640 | 56.80 | 63.70 | -0.99 | 0.0010 | -0.020 | |||
| 0 | 5.10 | 46 | 42.9% | 0.01 | 0.0013 | -0.034 | 645 | 62.80 | 68.50 | -0.99 | 0.0008 | -0.018 | ||||
| 0 | 5.10 | 1,162 | 45.1% | 0.01 | 0.0012 | -0.032 | 650 | 67.80 | 73.40 | -1.00 | 0.0007 | -0.017 | ||||
| 0 | 5.10 | 175 | 47.3% | 0.01 | 0.0010 | -0.031 | 655 | 72.80 | 78.40 | -1.00 | 0.0006 | -0.015 | ||||
| 0 | 5.10 | 98 | 49.4% | 0.01 | 0.0009 | -0.029 | 660 | 77.80 | 83.40 | -1.00 | 0.0005 | -0.014 | ||||
| 0 | 5.10 | 11 | 51.5% | 0.01 | 0.0008 | -0.028 | 665 | 82.80 | 88.90 | 35.7% | -1.00 | 0.0004 | -0.013 | |||
| 0 | 5.10 | 6 | 53.6% | 0.01 | 0.0007 | -0.027 | 670 | 86.80 | 93.50 | -1.00 | 0.0004 | -0.012 | ||||
| 0 | 5.50 | 4 | 56.6% | 0.01 | 0.0006 | -0.025 | 675 | 92.80 | 98.00 | -1.00 | 0.0003 | -0.011 | ||||
| 0 | 5.50 | 75 | 58.7% | 0.01 | 0.0006 | -0.024 | 680 | 97.80 | 103.40 | -1.00 | 0.0003 | -0.010 | ||||
| 0 | 5.50 | 60.6% | 0.01 | 0.0005 | -0.023 | 685 | 102.80 | 108.20 | -1.00 | 0.0002 | -0.009 | |||||
| 0 | 5.50 | 62.6% | 0.01 | 0.0004 | -0.022 | 690 | 107.80 | 113.50 | -1.00 | 0.0002 | -0.009 | |||||
| 0 | 5.50 | 73 | 66.4% | 0.01 | 0.0004 | -0.020 | 700 | 116.80 | 123.60 | -1.00 | 0.0002 | -0.007 | ||||
| 0 | 5.50 | 230 | 73.7% | 0.00 | 0.0002 | -0.016 | 720 | 137.80 | 143.60 | 45.1% | -1.00 | 0.0001 | -0.005 | |||
| 0 | 8.60 | 23 | 89.5% | 0.00 | 0.0002 | -0.013 | 740 | 156.80 | 163.60 | -1.00 | 0.0001 | -0.003 | ||||
| 0 | 8.60 | 77 | 96.5% | 0.00 | 0.0001 | -0.010 | 760 | 177.80 | 183.30 | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 1.60 | 1 | 86 | 50.6% | 0.00 | 0.0001 | -0.008 | 780 | 196.80 | 204.00 | -1.00 | 0.0000 | -0.001 | |||
| 0 | 8.50 | 6 | 109.4% | 0.00 | 0.0001 | -0.006 | 800 | 217.90 | 223.30 | -1.00 | 0.0000 | -0.001 | ||||
| 0 | 8.50 | 15 | 115.5% | 0.00 | 0.0000 | -0.005 | 820 | 236.80 | 244.40 | -1.00 | 0.0000 | -0.000 | ||||
| 0 | 8.00 | 7 | 119.3% | 0.00 | 0.0000 | -0.004 | 840 | 257.90 | 263.60 | 76.7% | -1.00 | 0.0000 | -0.000 | |||
| 0 | 8.00 | 13 | 124.9% | 0.00 | 0.0000 | -0.003 | 860 | 277.90 | 283.60 | 80.9% | -1.00 | 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 — Sep 18, 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.