MAR цепочка опционов Marriott International, Inc.
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 ±3.8% (319.60–344.89) · ATM IV 23.2% · P/C открытого интереса 0.69
| 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 | |
| 160.90 | 164.60 | 125.1% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 2.15 | 2 | 178.1% | -0.00 | 0.0000 | -0.006 | |||
| 155.60 | 159.70 | 1.00 | 0.0000 | 0.000 | 175 | 0 | 2.15 | 7 | 171.3% | -0.00 | 0.0000 | -0.006 | ||||
| 150.80 | 154.70 | 1 | 111.6% | 1.00 | 0.0000 | 0.000 | 180 | 0 | 2.05 | 1 | 163.3% | -0.00 | 0.0000 | -0.006 | ||
| 145.70 | 148.70 | 1 | 1.00 | 0.0000 | 0.000 | 185 | 0 | 1.60 | 2 | 150.3% | -0.00 | 0.0000 | -0.006 | |||
| 140.80 | 144.70 | 1 | 98.1% | 1.00 | 0.0001 | 0.000 | 190 | 0 | 2.15 | 5 | 151.9% | -0.00 | 0.0001 | -0.006 | ||
| 136.00 | 139.70 | 1 | 106.9% | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.1000 | 1,220 | 96.7% | -0.00 | 0.0001 | -0.007 | ||
| 130.70 | 134.60 | 3 | 1.00 | 0.0001 | 0.000 | 200 | 0 | 2.15 | 77 | 139.7% | -0.00 | 0.0001 | -0.007 | |||
| 121.00 | 124.70 | 29 | 90.3% | 1.00 | 0.0001 | 0.000 | 210 | 0 | 2.15 | 61 | 128.1% | -0.00 | 0.0001 | -0.008 | ||
| 111.00 | 114.70 | 10 | 79.8% | 1.00 | 0.0001 | 0.000 | 220 | 0 | 0.8000 | 31 | 99.0% | -0.00 | 0.0001 | -0.009 | ||
| 101.00 | 104.80 | 11 | 74.8% | 1.00 | 0.0002 | 0.000 | 230 | 0 | 2.15 | 34 | 106.2% | -0.00 | 0.0002 | -0.010 | ||
| 91.00 | 94.80 | 8 | 65.3% | 1.00 | 0.0002 | 0.000 | 240 | 0 | 0.1000 | 295 | 61.6% | -0.00 | 0.0002 | -0.011 | ||
| 80.90 | 84.80 | 3 | 48.1% | 1.00 | 0.0003 | 0.000 | 250 | 0 | 0.0500 | 257 | 50.8% | -0.00 | 0.0003 | -0.014 | ||
| 71.20 | 74.80 | 6 | 54.3% | 0.99 | 0.0005 | 0.000 | 260 | 0 | 0.0500 | 1,418 | 44.4% | -0.01 | 0.0005 | -0.016 | ||
| 61.00 | 64.90 | 13 | 43.0% | 0.99 | 0.0008 | 0.000 | 270 | 0 | 1.90 | 77 | 64.7% | -0.01 | 0.0008 | -0.021 | ||
| 51.30 | 54.90 | 56 | 41.8% | 0.99 | 0.0014 | -0.004 | 280 | 0 | 2.20 | 474 | 57.4% | -0.01 | 0.0014 | -0.031 | ||
| 41.30 | 45.00 | 47 | 35.2% | 0.97 | 0.0026 | -0.027 | 290 | 0 | 0.6500 | 308 | 37.3% | -0.03 | 0.0026 | -0.048 | ||
| 31.50 | 35.30 | 68 | 31.7% | 0.95 | 0.0049 | -0.056 | 300 | 0.1000 | 0.8500 | 454 | 31.8% | -0.05 | 0.0049 | -0.073 | ||
| 22.60 | 25.40 | 91 | 28.9% | 0.90 | 0.0094 | -0.102 | 310 | 0.5000 | 1.20 | 461 | 27.3% | -0.11 | 0.0095 | -0.114 | ||
| 17.90 | 21.60 | 28.9% | 0.84 | 0.0127 | -0.136 | 315 | 1.00 | 2.40 | 1 | 28.3% | -0.16 | 0.0129 | -0.146 | |||
| 14.40 | 17.30 | 67 | 28.9% | 0.78 | 0.0165 | -0.171 | 320 | 1.70 | 2.85 | 431 | 25.9% | -0.23 | 0.0167 | -0.179 | ||
| 10.70 | 13.30 | 27.4% | 0.69 | 0.0203 | -0.199 | 325 | 2.50 | 4.20 | 32 | 24.4% | -0.32 | 0.0206 | -0.205 | |||
| 8.00 | 9.00 | 7,896 | 25.6% | 0.58 | 0.0232 | -0.214 | 330 | 4.50 | 6.00 | 3 | 889 | 24.4% | -0.42 | 0.0236 | -0.219 | |
| 5.80 | 7.50 | 23.6% | 0.52 | 0.0240 | -0.216 | 332.5 | 4.80 | 7.20 | 19 | 22.8% | -0.48 | 0.0244 | -0.220 | |||
| 4.70 | 6.20 | 1 | 23.5% | 0.46 | 0.0242 | -0.213 | 335 | 6.20 | 8.60 | 1 | 8 | 23.0% | -0.55 | 0.0246 | -0.217 | |
| 3.50 | 5.20 | 15 | 23.2% | 0.40 | 0.0237 | -0.206 | 337.5 | 7.60 | 9.80 | 513 | 22.2% | -0.61 | 0.0243 | -0.209 | ||
| 3.20 | 4.30 | 222 | 24.3% | 0.34 | 0.0227 | -0.195 | 340 | 9.40 | 12.00 | 426 | 23.6% | -0.67 | 0.0233 | -0.197 | ||
| 2.05 | 3.50 | 12 | 23.4% | 0.29 | 0.0212 | -0.181 | 342.5 | 11.10 | 13.60 | 1 | 23.1% | -0.72 | 0.0218 | -0.181 | ||
| 1.45 | 2.80 | 16 | 23.2% | 0.24 | 0.0193 | -0.164 | 345 | 13.10 | 15.30 | 7 | 22.7% | -0.77 | 0.0199 | -0.163 | ||
| 1.00 | 2.25 | 8 | 23.2% | 0.20 | 0.0172 | -0.145 | 347.5 | 14.30 | 17.60 | 1 | 20.8% | -0.82 | 0.0177 | -0.143 | ||
| 0.7000 | 1.60 | 126 | 22.8% | 0.16 | 0.0150 | -0.127 | 350 | 16.90 | 19.30 | 1 | 464 | 20.4% | -0.86 | 0.0156 | -0.122 | |
| 0.5000 | 1.80 | 1 | 24.9% | 0.13 | 0.0129 | -0.110 | 352.5 | 18.80 | 21.70 | 37 | -0.89 | 0.0137 | -0.103 | |||
| 0.4500 | 1.05 | 6 | 16 | 23.9% | 0.10 | 0.0109 | -0.094 | 355 | 21.30 | 24.30 | 5 | 20.2% | -0.92 | 0.0123 | -0.087 | |
| 0.1500 | 1.15 | 2 | 24.9% | 0.08 | 0.0092 | -0.082 | 357.5 | 23.50 | 26.90 | 2 | -0.94 | 0.0111 | -0.081 | |||
| 0.1000 | 0.9000 | 299 | 25.2% | 0.07 | 0.0077 | -0.072 | 360 | 26.00 | 29.50 | 1,270 | -0.96 | 0.0097 | -0.077 | |||
| 0 | 2.45 | 2 | 33.5% | 0.06 | 0.0066 | -0.065 | 362.5 | 28.20 | 32.00 | 15 | -0.97 | 0.0079 | -0.086 | |||
| 0 | 0.9000 | 7 | 27.9% | 0.05 | 0.0057 | -0.059 | 365 | 30.70 | 34.60 | -0.98 | 0.0066 | -0.090 | ||||
| 0 | 2.30 | 1 | 36.7% | 0.04 | 0.0050 | -0.055 | 367.5 | 33.20 | 37.00 | -0.98 | 0.0055 | -0.094 | ||||
| 0 | 1.55 | 245 | 35.0% | 0.04 | 0.0044 | -0.052 | 370 | 35.70 | 39.60 | 50 | -0.99 | 0.0044 | -0.102 | |||
| 0 | 2.20 | 57 | 39.8% | 0.04 | 0.0039 | -0.050 | 372.5 | 38.20 | 42.20 | -0.99 | 0.0037 | -0.108 | ||||
| 0 | 0.7500 | 77 | 33.1% | 0.03 | 0.0035 | -0.048 | 375 | 40.70 | 44.60 | -0.99 | 0.0031 | -0.112 | ||||
| 0 | 2.15 | 2 | 43.0% | 0.03 | 0.0032 | -0.047 | 377.5 | 43.30 | 47.10 | -0.99 | 0.0026 | -0.115 | ||||
| 0 | 2.15 | 1,344 | 44.7% | 0.03 | 0.0029 | -0.045 | 380 | 45.90 | 49.40 | 5 | -0.99 | 0.0023 | -0.118 | |||
| 0 | 1.65 | 1 | 43.7% | 0.03 | 0.0026 | -0.044 | 382.5 | 48.20 | 52.20 | -0.99 | 0.0019 | -0.121 | ||||
| 0 | 2.15 | 48.0% | 0.03 | 0.0024 | -0.043 | 385 | 50.70 | 54.60 | -0.99 | 0.0016 | -0.123 | |||||
| 0 | 2.15 | 335 | 51.2% | 0.02 | 0.0020 | -0.041 | 390 | 55.70 | 59.50 | 1 | -1.00 | 0.0012 | -0.130 | |||
| 0 | 2.05 | 53.8% | 0.02 | 0.0018 | -0.038 | 395 | 60.70 | 64.50 | -1.00 | 0.0009 | -0.136 | |||||
| 0 | 1.40 | 713 | 52.6% | 0.02 | 0.0015 | -0.036 | 400 | 65.70 | 69.70 | -1.00 | 0.0007 | -0.141 | ||||
| 0 | 1.80 | 58.2% | 0.02 | 0.0013 | -0.035 | 405 | 70.70 | 74.50 | -1.00 | 0.0005 | -0.145 | |||||
| 0 | 1.35 | 323 | 57.7% | 0.01 | 0.0012 | -0.033 | 410 | 75.70 | 79.60 | -1.00 | 0.0003 | -0.149 | ||||
| 0 | 1.00 | 786 | 59.8% | 0.01 | 0.0009 | -0.029 | 420 | 85.70 | 89.70 | -1.00 | 0.0001 | -0.156 | ||||
| 0 | 2.15 | 90 | 74.2% | 0.01 | 0.0007 | -0.026 | 430 | 95.70 | 99.60 | -1.00 | 0.0001 | -0.161 | ||||
| 0 | 2.15 | 112 | 79.3% | 0.01 | 0.0006 | -0.024 | 440 | 105.70 | 109.70 | -1.00 | 0.0000 | -0.165 | ||||
| 0 | 0.1000 | 214 | 55.3% | 0.01 | 0.0005 | -0.022 | 450 | 115.70 | 119.40 | -1.00 | 0.0000 | -0.169 | ||||
| 0 | 1.35 | 44 | 82.2% | 0.01 | 0.0004 | -0.020 | 460 | 125.70 | 129.70 | -1.00 | 0.0000 | -0.172 | ||||
| 0 | 1.20 | 41 | 85.0% | 0.01 | 0.0003 | -0.018 | 470 | 135.70 | 139.70 | -1.00 | 0.0000 | -0.174 | ||||
| 0 | 2.15 | 65 | 98.3% | 0.00 | 0.0003 | -0.016 | 480 | 145.70 | 149.70 | -1.00 | 0.0000 | -0.175 | ||||
| 0 | 2.15 | 6 | 102.7% | 0.00 | 0.0002 | -0.015 | 490 | 155.70 | 159.70 | -1.00 | 0.0000 | -0.176 | ||||
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.
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