MAR цепочка опционов Marriott International, Inc.
Cboe delayed options data · по состоянию на 18:36 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 ±16.3% (277.94–386.55) · ATM IV 27.8% · P/C открытого интереса 0.70
| 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 | |
| 164.60 | 168.40 | 9 | 47.2% | 0.99 | 0.0003 | 0.000 | 170 | 0.2500 | 0.9500 | 46.2% | -0.02 | 0.0003 | -0.011 | |||
| 159.80 | 163.60 | 3 | 46.4% | 0.99 | 0.0004 | 0.000 | 175 | 0.3500 | 1.10 | 45.8% | -0.02 | 0.0004 | -0.011 | |||
| 154.90 | 158.80 | 5 | 45.0% | 0.98 | 0.0004 | 0.000 | 180 | 0.4000 | 1.30 | 45.2% | -0.02 | 0.0004 | -0.012 | |||
| 150.00 | 154.00 | 1 | 43.7% | 0.98 | 0.0005 | 0.000 | 185 | 0.5000 | 1.40 | 44.3% | -0.02 | 0.0005 | -0.013 | |||
| 145.30 | 149.30 | 1 | 43.5% | 0.98 | 0.0005 | 0.000 | 190 | 0.5500 | 1.55 | 1 | 43.4% | -0.02 | 0.0005 | -0.014 | ||
| 140.40 | 144.50 | 16 | 42.1% | 0.98 | 0.0006 | 0.000 | 195 | 0.6500 | 1.70 | 2 | 42.5% | -0.03 | 0.0006 | -0.015 | ||
| 135.90 | 139.70 | 1 | 41.9% | 0.97 | 0.0007 | 0.000 | 200 | 0.8000 | 1.90 | 33 | 41.9% | -0.03 | 0.0007 | -0.017 | ||
| 126.80 | 130.30 | 15 | 41.2% | 0.97 | 0.0008 | 0.000 | 210 | 1.05 | 2.30 | 40.2% | -0.04 | 0.0008 | -0.019 | |||
| 117.70 | 120.80 | 21 | 39.8% | 0.96 | 0.0010 | -0.005 | 220 | 1.40 | 2.45 | 1 | 6 | 38.0% | -0.05 | 0.0011 | -0.023 | |
| 108.50 | 111.60 | 36 | 38.3% | 0.94 | 0.0013 | -0.010 | 230 | 1.80 | 3.20 | 25 | 36.9% | -0.06 | 0.0013 | -0.027 | ||
| 98.70 | 102.50 | 42 | 35.9% | 0.93 | 0.0016 | -0.015 | 240 | 2.35 | 3.90 | 4 | 35.6% | -0.08 | 0.0016 | -0.031 | ||
| 89.70 | 93.70 | 2 | 34.8% | 0.91 | 0.0020 | -0.021 | 250 | 3.00 | 4.70 | 15 | 34.2% | -0.09 | 0.0020 | -0.035 | ||
| 81.10 | 85.00 | 6 | 33.9% | 0.89 | 0.0024 | -0.027 | 260 | 3.90 | 6.20 | 42 | 33.5% | -0.12 | 0.0024 | -0.040 | ||
| 72.70 | 76.30 | 6 | 32.7% | 0.86 | 0.0028 | -0.033 | 270 | 5.00 | 7.70 | 5 | 32.4% | -0.14 | 0.0029 | -0.044 | ||
| 64.40 | 68.30 | 31 | 31.8% | 0.83 | 0.0033 | -0.039 | 280 | 6.80 | 9.40 | 41 | 31.7% | -0.17 | 0.0034 | -0.049 | ||
| 56.50 | 60.40 | 13 | 30.8% | 0.80 | 0.0038 | -0.045 | 290 | 8.70 | 11.10 | 12 | 30.6% | -0.21 | 0.0040 | -0.054 | ||
| 49.40 | 52.60 | 49 | 29.9% | 0.75 | 0.0044 | -0.050 | 300 | 11.10 | 13.10 | 65 | 29.5% | -0.26 | 0.0046 | -0.058 | ||
| 42.70 | 45.50 | 18 | 29.2% | 0.71 | 0.0049 | -0.055 | 310 | 13.50 | 16.50 | 97 | 28.8% | -0.30 | 0.0051 | -0.062 | ||
| 36.00 | 39.00 | 6 | 28.4% | 0.65 | 0.0054 | -0.059 | 320 | 16.80 | 19.70 | 337 | 28.0% | -0.36 | 0.0056 | -0.065 | ||
| 30.20 | 33.20 | 51 | 27.8% | 0.60 | 0.0057 | -0.062 | 330 | 21.20 | 24.00 | 143 | 27.7% | -0.42 | 0.0061 | -0.067 | ||
| 24.90 | 27.80 | 32 | 27.2% | 0.54 | 0.0060 | -0.063 | 340 | 26.10 | 28.70 | 75 | 27.3% | -0.48 | 0.0064 | -0.068 | ||
| 20.20 | 23.30 | 19 | 26.8% | 0.48 | 0.0061 | -0.063 | 350 | 31.50 | 34.00 | 48 | 26.8% | -0.55 | 0.0067 | -0.067 | ||
| 16.10 | 19.20 | 88 | 26.4% | 0.42 | 0.0061 | -0.061 | 360 | 36.50 | 40.00 | 71 | 25.8% | -0.61 | 0.0068 | -0.065 | ||
| 12.60 | 15.50 | 75 | 25.9% | 0.36 | 0.0060 | -0.058 | 370 | 43.30 | 46.70 | 55 | 25.5% | -0.68 | 0.0068 | -0.062 | ||
| 9.80 | 12.50 | 73 | 25.5% | 0.31 | 0.0057 | -0.054 | 380 | 50.80 | 54.00 | 52 | 25.2% | -0.74 | 0.0068 | -0.059 | ||
| 7.50 | 10.40 | 54 | 25.5% | 0.26 | 0.0053 | -0.049 | 390 | 58.90 | 62.00 | 47 | 25.0% | -0.81 | 0.0067 | -0.054 | ||
| 5.70 | 7.70 | 170 | 24.9% | 0.22 | 0.0048 | -0.044 | 400 | 67.20 | 70.40 | 6 | 24.3% | -0.87 | 0.0065 | -0.051 | ||
| 4.20 | 6.80 | 70 | 25.3% | 0.18 | 0.0043 | -0.038 | 410 | 76.10 | 79.80 | 16 | 23.9% | -0.92 | 0.0066 | -0.044 | ||
| 2.80 | 5.50 | 40 | 25.0% | 0.14 | 0.0037 | -0.033 | 420 | 85.70 | 89.80 | -0.97 | 0.0052 | -0.040 | ||||
| 2.20 | 4.50 | 512 | 25.2% | 0.11 | 0.0032 | -0.028 | 430 | 95.70 | 99.70 | -1.00 | 0.0005 | -0.057 | ||||
| 1.45 | 3.60 | 26 | 25.1% | 0.09 | 0.0027 | -0.024 | 440 | 105.70 | 110.00 | 29.1% | -1.00 | 0.0000 | -0.057 | |||
| 1.00 | 2.85 | 83 | 25.1% | 0.07 | 0.0023 | -0.020 | 450 | 115.70 | 120.00 | 30.9% | -1.00 | 0.0000 | -0.057 | |||
| 0.6500 | 2.25 | 41 | 25.0% | 0.06 | 0.0019 | -0.017 | 460 | 125.70 | 129.70 | -1.00 | 0.0000 | -0.057 | ||||
| 0.5000 | 1.50 | 28 | 24.6% | 0.05 | 0.0016 | -0.014 | 470 | 135.70 | 139.70 | -1.00 | 0.0000 | -0.057 | ||||
| 0.3000 | 1.20 | 6 | 24.6% | 0.04 | 0.0014 | -0.012 | 480 | 145.70 | 149.70 | -1.00 | 0.0000 | -0.057 | ||||
| 0.2500 | 1.00 | 36 | 25.0% | 0.03 | 0.0011 | -0.011 | 490 | 155.70 | 159.90 | 37.1% | -1.00 | 0.0000 | -0.057 | |||
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 — Mar 19, 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