MCD цепочка опционов McDonald's Corporation
Cboe delayed options data · по состоянию на 21:36 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 ±1.0% (257.25–262.48) · ATM IV 23.1% · P/C открытого интереса 0.86
| 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 | |
| 88.65 | 91.55 | 343.8% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.0100 | 5 | 244.6% | -0.00 | 0.0000 | -0.001 | |||
| 78.65 | 80.80 | 1.00 | 0.0000 | 0.000 | 180 | 0 | 0.0100 | 213.6% | -0.00 | 0.0000 | -0.002 | |||||
| 68.65 | 71.05 | 1.00 | 0.0001 | 0.000 | 190 | 0 | 0.0100 | 184.1% | -0.00 | 0.0001 | -0.002 | |||||
| 63.65 | 66.20 | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.0100 | 18 | 169.8% | -0.00 | 0.0001 | -0.003 | ||||
| 57.90 | 61.50 | 1.00 | 0.0001 | 0.000 | 200 | 0 | 0.0100 | 78 | 155.9% | -0.00 | 0.0001 | -0.003 | ||||
| 53.65 | 56.45 | 190.3% | 1.00 | 0.0001 | 0.000 | 205 | 0 | 0.0100 | 6 | 142.2% | -0.00 | 0.0001 | -0.003 | |||
| 48.65 | 51.40 | 165.1% | 1.00 | 0.0002 | 0.000 | 210 | 0 | 0.0100 | 34 | 128.8% | -0.00 | 0.0002 | -0.004 | |||
| 43.65 | 46.30 | 120.1% | 1.00 | 0.0002 | 0.000 | 215 | 0 | 0.0100 | 58 | 206 | 115.5% | -0.00 | 0.0002 | -0.004 | ||
| 37.90 | 41.50 | 1 | 1.00 | 0.0003 | 0.000 | 220 | 0 | 0.2500 | 1 | 223 | 146.6% | -0.00 | 0.0003 | -0.005 | ||
| 32.90 | 35.85 | 1.00 | 0.0004 | 0.000 | 225 | 0 | 2.13 | 240 | 196.9% | -0.00 | 0.0004 | -0.005 | ||||
| 27.90 | 30.40 | 1 | 1.00 | 0.0005 | 0.000 | 230 | 0 | 0.0600 | 62 | 92.6% | -0.00 | 0.0005 | -0.006 | |||
| 23.70 | 26.35 | 1 | 82.9% | 1.00 | 0.0008 | 0.000 | 235 | 0 | 1.10 | 49 | 127.2% | -0.00 | 0.0008 | -0.006 | ||
| 17.90 | 20.55 | 7 | 7 | 1.00 | 0.0012 | 0.000 | 240 | 0 | 0.0100 | 33 | 215 | 52.3% | -0.00 | 0.0012 | -0.007 | |
| 15.40 | 18.00 | 1.00 | 0.0016 | 0.000 | 242.5 | 0 | 0.5100 | 149 | 80.0% | -0.00 | 0.0016 | -0.007 | ||||
| 12.90 | 15.30 | 1.00 | 0.0022 | -0.001 | 245 | 0 | 0.0400 | 16 | 254 | 46.5% | -0.00 | 0.0022 | -0.008 | |||
| 10.40 | 12.95 | 0.99 | 0.0031 | -0.002 | 247.5 | 0 | 0.0400 | 17 | 187 | 39.4% | -0.01 | 0.0031 | -0.008 | |||
| 8.05 | 10.50 | 0.99 | 0.0053 | -0.006 | 250 | 0.0100 | 0.0200 | 144 | 640 | 31.1% | -0.01 | 0.0053 | -0.011 | |||
| 5.45 | 7.95 | 16 | 0.98 | 0.0139 | -0.026 | 252.5 | 0.0100 | 0.0700 | 177 | 629 | 27.9% | -0.02 | 0.0139 | -0.030 | ||
| 4.70 | 5.30 | 252 | 12 | 16.7% | 0.93 | 0.0402 | -0.112 | 255 | 0.0700 | 0.1500 | 673 | 1,297 | 24.4% | -0.07 | 0.0402 | -0.114 |
| 2.77 | 3.10 | 682 | 6 | 23.8% | 0.78 | 0.0912 | -0.397 | 257.5 | 0.3900 | 0.5500 | 490 | 888 | 24.3% | -0.22 | 0.0916 | -0.399 |
| 1.14 | 1.32 | 1,413 | 227 | 21.9% | 0.50 | 0.1289 | -0.891 | 260 | 1.22 | 1.55 | 419 | 1,699 | 24.3% | -0.50 | 0.1336 | -0.896 |
| 0.3400 | 0.6100 | 496 | 716 | 24.5% | 0.22 | 0.0920 | -0.404 | 262.5 | 2.78 | 3.45 | 232 | 498 | 26.7% | -0.80 | 0.0981 | -0.437 |
| 0.1000 | 0.1900 | 529 | 946 | 25.7% | 0.08 | 0.0425 | -0.125 | 265 | 5.00 | 5.80 | 92 | 549 | 32.9% | -0.94 | 0.0404 | -0.204 |
| 0.0300 | 0.0400 | 222 | 807 | 26.6% | 0.03 | 0.0163 | -0.037 | 267.5 | 7.40 | 8.15 | 135 | 210 | 37.3% | -0.99 | 0.0115 | -0.150 |
| 0.0100 | 0.0200 | 122 | 1,458 | 30.0% | 0.01 | 0.0072 | -0.017 | 270 | 9.90 | 10.55 | 58 | 545 | 42.4% | -1.00 | 0.0038 | -0.142 |
| 0 | 0.0400 | 33 | 404 | 37.6% | 0.01 | 0.0045 | -0.013 | 272.5 | 12.35 | 13.35 | 6 | 59.4% | -1.00 | 0.0023 | -0.141 | |
| 0.0100 | 0.0200 | 257 | 942 | 42.4% | 0.01 | 0.0033 | -0.013 | 275 | 14.90 | 16.90 | 91.4% | -1.00 | 0.0017 | -0.141 | ||
| 0 | 0.0600 | 23 | 429 | 52.7% | 0.01 | 0.0026 | -0.013 | 277.5 | 17.20 | 19.70 | 1 | 1 | 103.0% | -1.00 | 0.0014 | -0.141 |
| 0 | 0.0100 | 19 | 491 | 48.4% | 0.01 | 0.0021 | -0.012 | 280 | 19.60 | 22.20 | 110.9% | -1.00 | 0.0011 | -0.141 | ||
| 0 | 0.0300 | 2 | 141 | 59.9% | 0.00 | 0.0017 | -0.012 | 282.5 | 22.20 | 24.70 | 122.1% | -1.00 | 0.0009 | -0.141 | ||
| 0 | 0.0200 | 6 | 479 | 62.8% | 0.00 | 0.0014 | -0.012 | 285 | 24.60 | 27.20 | 129.2% | -1.00 | 0.0008 | -0.141 | ||
| 0 | 1.10 | 164 | 123.8% | 0.00 | 0.0012 | -0.011 | 287.5 | 27.20 | 29.70 | 140.1% | -1.00 | 0.0006 | -0.141 | |||
| 0 | 0.0500 | 2 | 1,083 | 80.8% | 0.00 | 0.0010 | -0.011 | 290 | 29.65 | 32.20 | 147.7% | -1.00 | 0.0006 | -0.141 | ||
| 0 | 0.8600 | 17 | 132.7% | 0.00 | 0.0009 | -0.011 | 292.5 | 32.20 | 34.70 | 157.3% | -1.00 | 0.0005 | -0.141 | |||
| 0 | 1.10 | 297 | 147.5% | 0.00 | 0.0008 | -0.011 | 295 | 34.55 | 37.20 | 162.0% | -1.00 | 0.0004 | -0.141 | |||
| 0 | 2.13 | 26 | 160.8% | 0.00 | 0.0007 | -0.010 | 297.5 | 37.20 | 39.70 | 173.7% | -1.00 | 0.0004 | -0.140 | |||
| 0 | 0.0100 | 270 | 87.9% | 0.00 | 0.0006 | -0.010 | 300 | 39.70 | 42.20 | 1 | 181.7% | -1.00 | 0.0003 | -0.140 | ||
| 0 | 2.13 | 34 | 183.2% | 0.00 | 0.0005 | -0.009 | 305 | 44.70 | 47.20 | 197.2% | -1.00 | 0.0003 | -0.140 | |||
| 0 | 2.13 | 29 | 219.9% | 0.00 | 0.0004 | -0.009 | 310 | 49.70 | 52.20 | 212.2% | -1.00 | 0.0002 | -0.140 | |||
| 0 | 0.0100 | 188 | 114.8% | 0.00 | 0.0004 | -0.009 | 315 | 54.65 | 57.20 | 225.4% | -1.00 | 0.0002 | -0.140 | |||
| 0 | 0.0100 | 76 | 123.4% | 0.00 | 0.0003 | -0.008 | 320 | 59.55 | 62.20 | 236.4% | -1.00 | 0.0002 | -0.140 | |||
| 0 | 0.0100 | 1 | 82 | 131.7% | 0.00 | 0.0003 | -0.008 | 325 | 64.80 | 67.20 | 257.6% | -1.00 | 0.0001 | -0.140 | ||
| 0 | 0.1400 | 16 | 180.3% | 0.00 | 0.0002 | -0.007 | 330 | 69.50 | 72.20 | 261.6% | -1.00 | 0.0001 | -0.140 | |||
| 0 | 0.0100 | 138 | 147.9% | 0.00 | 0.0002 | -0.007 | 335 | 74.55 | 77.20 | 276.1% | -1.00 | 0.0001 | -0.140 | |||
| 0 | 0.0100 | 2 | 155.8% | 0.00 | 0.0002 | -0.007 | 340 | 79.70 | 82.20 | 293.7% | -1.00 | 0.0001 | -0.139 | |||
| 0 | 1.30 | 92 | 287.3% | 0.00 | 0.0001 | -0.006 | 345 | 84.50 | 87.20 | 299.0% | -1.00 | 0.0001 | -0.139 | |||
| 0 | 1.22 | 92 | 295.6% | 0.00 | 0.0001 | -0.006 | 350 | 89.55 | 92.20 | 312.8% | -1.00 | 0.0001 | -0.139 | |||
| 0 | 0.1100 | 40 | 221.5% | 0.00 | 0.0001 | -0.006 | 355 | 94.70 | 97.20 | 330.1% | -1.00 | 0.0001 | -0.139 | |||
| 0 | 2.13 | 26 | 321.3% | 0.00 | 0.0001 | -0.005 | 360 | 99.70 | 102.20 | 341.6% | -1.00 | 0.0000 | -0.139 | |||
| 0 | 2.13 | 110 | 332.2% | 0.00 | 0.0001 | -0.005 | 365 | 104.70 | 107.20 | 352.9% | -1.00 | 0.0000 | -0.139 | |||
| 0 | 2.13 | 182 | 342.8% | 0.00 | 0.0001 | -0.005 | 370 | 109.55 | 112.20 | 358.1% | -1.00 | 0.0000 | -0.139 | |||
| 0 | 0.0100 | 207.0% | 0.00 | 0.0001 | -0.005 | 375 | 114.70 | 117.20 | 374.9% | -1.00 | 0.0000 | -0.139 | ||||
| 0 | 0.0100 | 213.8% | 0.00 | 0.0001 | -0.004 | 380 | 119.70 | 122.20 | 385.5% | -1.00 | 0.0000 | -0.139 | ||||
| 0 | 0.0100 | 220.5% | 0.00 | 0.0001 | -0.004 | 385 | 124.70 | 127.20 | 396.0% | -1.00 | 0.0000 | -0.139 | ||||
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 04, 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.
call-опционыput-опционы