MCD цепочка опционов McDonald's Corporation
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 ±8.2% (238.21–280.95) · ATM IV 22.1% · P/C открытого интереса 0.55
| 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 | |
| 64.65 | 67.20 | 4 | 0.99 | 0.0008 | 0.000 | 195 | 0.0100 | 0.2200 | 23 | 28.2% | -0.01 | 0.0008 | -0.006 | |||
| 59.75 | 62.40 | 31 | 0.99 | 0.0011 | 0.000 | 200 | 0.1000 | 0.2200 | 8 | 144 | 27.3% | -0.01 | 0.0011 | -0.007 | ||
| 50.00 | 52.40 | 1 | 2 | 0.97 | 0.0020 | 0.000 | 210 | 0.2100 | 0.3700 | 123 | 25.1% | -0.03 | 0.0020 | -0.012 | ||
| 45.20 | 47.65 | 3 | 0.96 | 0.0027 | 0.000 | 215 | 0.3900 | 0.6400 | 290 | 25.4% | -0.04 | 0.0028 | -0.015 | |||
| 40.50 | 42.85 | 10 | 40 | 0.95 | 0.0037 | -0.003 | 220 | 0.5600 | 0.7900 | 10 | 138 | 24.2% | -0.05 | 0.0038 | -0.020 | |
| 37.15 | 38.25 | 3 | 22.4% | 0.93 | 0.0049 | -0.011 | 225 | 0.7500 | 1.12 | 5 | 114 | 23.4% | -0.08 | 0.0050 | -0.025 | |
| 31.45 | 33.95 | 50 | 19.6% | 0.90 | 0.0064 | -0.019 | 230 | 1.36 | 1.59 | 35 | 339 | 23.5% | -0.10 | 0.0065 | -0.032 | |
| 27.20 | 29.35 | 13 | 19.7% | 0.86 | 0.0080 | -0.028 | 235 | 1.93 | 2.28 | 18 | 396 | 23.1% | -0.14 | 0.0082 | -0.040 | |
| 24.40 | 25.30 | 6 | 61 | 22.3% | 0.81 | 0.0098 | -0.037 | 240 | 2.87 | 3.10 | 67 | 908 | 22.8% | -0.19 | 0.0100 | -0.047 |
| 20.85 | 21.60 | 11 | 22.7% | 0.76 | 0.0114 | -0.046 | 245 | 4.00 | 4.30 | 19 | 572 | 22.6% | -0.25 | 0.0118 | -0.054 | |
| 16.95 | 17.95 | 50 | 95 | 21.9% | 0.70 | 0.0129 | -0.054 | 250 | 5.50 | 5.75 | 44 | 535 | 22.4% | -0.31 | 0.0135 | -0.061 |
| 14.35 | 14.75 | 36 | 37 | 22.3% | 0.63 | 0.0141 | -0.060 | 255 | 7.35 | 7.60 | 56 | 740 | 22.2% | -0.39 | 0.0147 | -0.065 |
| 11.55 | 11.80 | 58 | 114 | 22.0% | 0.55 | 0.0148 | -0.063 | 260 | 9.60 | 9.80 | 31 | 597 | 22.1% | -0.46 | 0.0156 | -0.068 |
| 9.20 | 9.60 | 43 | 345 | 22.2% | 0.48 | 0.0149 | -0.065 | 265 | 12.05 | 12.65 | 7 | 444 | 22.1% | -0.54 | 0.0159 | -0.068 |
| 7.25 | 7.50 | 71 | 748 | 22.1% | 0.41 | 0.0146 | -0.064 | 270 | 15.15 | 15.95 | 16 | 316 | 22.3% | -0.62 | 0.0158 | -0.066 |
| 5.55 | 5.90 | 131 | 592 | 22.2% | 0.34 | 0.0137 | -0.060 | 275 | 18.55 | 19.20 | 5 | 815 | 22.1% | -0.69 | 0.0151 | -0.062 |
| 4.20 | 4.55 | 29 | 468 | 22.2% | 0.28 | 0.0126 | -0.056 | 280 | 22.30 | 23.00 | 100 | 396 | 22.1% | -0.76 | 0.0142 | -0.056 |
| 3.10 | 3.40 | 76 | 384 | 22.1% | 0.23 | 0.0112 | -0.050 | 285 | 26.40 | 27.65 | 2 | 184 | 23.2% | -0.82 | 0.0130 | -0.050 |
| 2.41 | 2.61 | 44 | 1,439 | 22.4% | 0.18 | 0.0098 | -0.044 | 290 | 30.65 | 33.05 | 13 | 320 | 25.1% | -0.87 | 0.0116 | -0.043 |
| 1.75 | 2.07 | 26 | 1,470 | 22.7% | 0.14 | 0.0083 | -0.039 | 295 | 35.30 | 37.70 | 1 | 137 | 26.3% | -0.92 | 0.0097 | -0.033 |
| 1.40 | 1.51 | 51 | 2,995 | 23.0% | 0.11 | 0.0070 | -0.033 | 300 | 39.85 | 42.55 | 5 | 108 | 27.3% | -0.96 | 0.0109 | -0.021 |
| 0.8600 | 1.44 | 1 | 535 | 23.5% | 0.09 | 0.0058 | -0.028 | 305 | 44.75 | 47.50 | 8 | 66 | 29.0% | -0.99 | 0.0059 | -0.052 |
| 0.6100 | 1.03 | 49 | 867 | 23.5% | 0.07 | 0.0047 | -0.024 | 310 | 49.80 | 52.50 | 1 | 5 | 31.2% | -1.00 | 0.0000 | -0.089 |
| 0.3400 | 0.8000 | 2 | 88 | 23.4% | 0.06 | 0.0039 | -0.020 | 315 | 54.85 | 57.50 | 82 | 33.4% | -1.00 | 0.0000 | -0.103 | |
| 0.3800 | 0.6700 | 919 | 24.6% | 0.04 | 0.0032 | -0.017 | 320 | 59.70 | 62.50 | 2 | 34.9% | -1.00 | 0.0000 | -0.106 | ||
| 0.0900 | 0.5700 | 168 | 24.1% | 0.03 | 0.0026 | -0.014 | 325 | 64.65 | 67.50 | 36.7% | -1.00 | 0.0000 | -0.107 | |||
| 0.1800 | 0.4700 | 1 | 248 | 25.4% | 0.03 | 0.0021 | -0.012 | 330 | 69.80 | 72.50 | 38.9% | -1.00 | 0.0000 | -0.107 | ||
| 0.1500 | 0.3900 | 725 | 26.0% | 0.02 | 0.0018 | -0.010 | 335 | 74.80 | 77.50 | 40.7% | -1.00 | 0.0000 | -0.107 | |||
| 0.0100 | 0.3400 | 1 | 187 | 25.7% | 0.02 | 0.0015 | -0.009 | 340 | 79.85 | 82.50 | 42.6% | -1.00 | 0.0000 | -0.107 | ||
| 0.0800 | 0.3000 | 1 | 50 | 27.2% | 0.02 | 0.0012 | -0.008 | 345 | 84.70 | 87.50 | 43.9% | -1.00 | 0.0000 | -0.107 | ||
| 0.0700 | 0.1600 | 1 | 119 | 26.6% | 0.01 | 0.0011 | -0.007 | 350 | 89.80 | 92.50 | 45.9% | -1.00 | 0.0000 | -0.107 | ||
| 0.0200 | 0.2400 | 61 | 28.1% | 0.01 | 0.0009 | -0.006 | 355 | 94.90 | 97.50 | 47.8% | -1.00 | 0.0000 | -0.107 | |||
| 0 | 0.2200 | 153 | 28.6% | 0.01 | 0.0008 | -0.006 | 360 | 99.50 | 102.50 | 48.0% | -1.00 | 0.0000 | -0.107 | |||
| 0 | 0.2100 | 249 | 29.5% | 0.01 | 0.0007 | -0.005 | 365 | 104.75 | 107.50 | 50.5% | -1.00 | 0.0000 | -0.107 | |||
| 0 | 0.1900 | 1 | 49 | 30.2% | 0.01 | 0.0006 | -0.005 | 370 | 109.75 | 112.50 | 52.0% | -1.00 | 0.0000 | -0.107 | ||
| 0 | 0.1800 | 31 | 31.1% | 0.01 | 0.0006 | -0.005 | 375 | 114.85 | 117.50 | 53.9% | -1.00 | 0.0000 | -0.107 | |||
| 0 | 0.1700 | 68 | 31.9% | 0.01 | 0.0005 | -0.005 | 380 | 119.35 | 122.50 | 53.5% | -1.00 | 0.0000 | -0.107 | |||
| 0 | 0.1600 | 34 | 32.6% | 0.01 | 0.0005 | -0.004 | 385 | 124.50 | 127.50 | 55.5% | -1.00 | 0.0000 | -0.107 | |||
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 — Nov 20, 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