MCD цепочка опционов McDonald's Corporation
Cboe delayed options data · по состоянию на 09:36 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 ±13.3% (226.28–295.48) · ATM IV 22.5% · 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 | |
| 96.25 | 100.25 | 2 | 0.99 | 0.0004 | 0.000 | 165 | 0 | 0.6200 | 1 | 30.7% | -0.01 | 0.0005 | -0.004 | |||
| 91.40 | 95.40 | 0.99 | 0.0006 | 0.000 | 170 | 0.1900 | 0.4100 | 14 | 28.9% | -0.01 | 0.0007 | -0.005 | ||||
| 86.75 | 90.75 | 20.9% | 0.99 | 0.0007 | 0.000 | 175 | 0.0600 | 0.7600 | 8 | 28.5% | -0.02 | 0.0008 | -0.006 | |||
| 81.80 | 85.80 | 1 | 22.6% | 0.98 | 0.0009 | 0.000 | 180 | 0.3600 | 0.7700 | 28.3% | -0.02 | 0.0010 | -0.007 | |||
| 77.95 | 79.95 | 20.0% | 0.98 | 0.0011 | 0.000 | 185 | 0.4800 | 0.6700 | 4 | 26.6% | -0.03 | 0.0013 | -0.008 | |||
| 73.15 | 76.25 | 26.9% | 0.97 | 0.0014 | 0.000 | 190 | 0.4900 | 1.07 | 3 | 26.4% | -0.04 | 0.0016 | -0.010 | |||
| 68.50 | 70.60 | 1 | 23.1% | 0.96 | 0.0018 | 0.000 | 195 | 0.7300 | 1.10 | 5 | 25.4% | -0.05 | 0.0020 | -0.011 | ||
| 63.65 | 66.25 | 17 | 23.6% | 0.95 | 0.0022 | -0.000 | 200 | 1.12 | 1.39 | 40 | 25.4% | -0.06 | 0.0024 | -0.013 | ||
| 59.35 | 61.05 | 22.7% | 0.94 | 0.0027 | -0.003 | 205 | 1.54 | 1.88 | 66 | 25.4% | -0.07 | 0.0029 | -0.016 | |||
| 54.95 | 56.35 | 6 | 22.6% | 0.92 | 0.0032 | -0.007 | 210 | 1.93 | 2.24 | 4 | 320 | 24.8% | -0.09 | 0.0034 | -0.018 | |
| 50.55 | 52.80 | 3 | 22.3% | 0.91 | 0.0038 | -0.010 | 215 | 2.28 | 2.75 | 56 | 24.1% | -0.11 | 0.0041 | -0.021 | ||
| 46.40 | 48.00 | 40 | 22.6% | 0.88 | 0.0045 | -0.014 | 220 | 3.00 | 3.40 | 203 | 23.9% | -0.13 | 0.0047 | -0.024 | ||
| 42.00 | 43.70 | 3 | 22.6% | 0.86 | 0.0052 | -0.018 | 225 | 3.80 | 4.20 | 12 | 529 | 23.6% | -0.16 | 0.0054 | -0.027 | |
| 38.30 | 39.40 | 32 | 22.5% | 0.83 | 0.0059 | -0.022 | 230 | 4.65 | 5.20 | 15 | 329 | 23.3% | -0.19 | 0.0061 | -0.030 | |
| 34.40 | 35.95 | 4 | 22.3% | 0.79 | 0.0066 | -0.026 | 235 | 5.80 | 6.55 | 1 | 62 | 23.3% | -0.22 | 0.0068 | -0.032 | |
| 31.00 | 32.20 | 4 | 68 | 22.6% | 0.76 | 0.0073 | -0.029 | 240 | 7.20 | 7.75 | 22 | 341 | 23.1% | -0.26 | 0.0075 | -0.035 |
| 26.75 | 28.65 | 2 | 21.7% | 0.72 | 0.0080 | -0.032 | 245 | 8.70 | 9.45 | 1 | 442 | 22.9% | -0.30 | 0.0082 | -0.037 | |
| 24.45 | 26.05 | 82 | 22.2% | 0.68 | 0.0085 | -0.035 | 250 | 10.65 | 11.25 | 5 | 724 | 22.9% | -0.35 | 0.0087 | -0.039 | |
| 21.55 | 22.90 | 6 | 22.5% | 0.63 | 0.0090 | -0.037 | 255 | 12.70 | 13.30 | 5 | 76 | 22.8% | -0.39 | 0.0092 | -0.040 | |
| 18.95 | 19.80 | 17 | 136 | 22.2% | 0.59 | 0.0093 | -0.039 | 260 | 14.95 | 15.50 | 8 | 791 | 22.7% | -0.44 | 0.0095 | -0.041 |
| 16.60 | 17.30 | 39 | 78 | 22.2% | 0.54 | 0.0095 | -0.040 | 265 | 16.70 | 18.40 | 24 | 68 | 22.3% | -0.48 | 0.0097 | -0.041 |
| 14.40 | 15.10 | 58 | 389 | 22.2% | 0.49 | 0.0095 | -0.041 | 270 | 19.85 | 20.95 | 10 | 503 | 22.4% | -0.53 | 0.0098 | -0.041 |
| 12.30 | 13.85 | 8 | 103 | 22.6% | 0.45 | 0.0095 | -0.040 | 275 | 22.85 | 24.30 | 2 | 6 | 22.6% | -0.58 | 0.0098 | -0.040 |
| 10.60 | 11.40 | 9 | 554 | 22.2% | 0.40 | 0.0093 | -0.040 | 280 | 26.45 | 27.45 | 590 | 22.8% | -0.62 | 0.0096 | -0.038 | |
| 8.95 | 9.65 | 1 | 60 | 22.1% | 0.36 | 0.0090 | -0.039 | 285 | 29.40 | 31.00 | 10 | 22.5% | -0.67 | 0.0093 | -0.036 | |
| 7.70 | 8.40 | 156 | 643 | 22.2% | 0.32 | 0.0086 | -0.037 | 290 | 32.55 | 34.60 | 374 | 22.1% | -0.71 | 0.0091 | -0.034 | |
| 6.50 | 7.60 | 142 | 22.6% | 0.29 | 0.0081 | -0.035 | 295 | 36.55 | 38.40 | 15 | 22.2% | -0.75 | 0.0088 | -0.032 | ||
| 5.50 | 6.05 | 30 | 1,994 | 22.2% | 0.25 | 0.0076 | -0.033 | 300 | 41.25 | 42.55 | 23 | 111 | 23.0% | -0.79 | 0.0086 | -0.030 |
| 4.65 | 5.05 | 130 | 22.2% | 0.22 | 0.0071 | -0.031 | 305 | 45.35 | 46.75 | 23.0% | -0.82 | 0.0085 | -0.029 | |||
| 3.90 | 4.30 | 232 | 398 | 22.3% | 0.19 | 0.0065 | -0.029 | 310 | 49.40 | 51.25 | 84 | 23.0% | -0.86 | 0.0085 | -0.029 | |
| 3.25 | 3.70 | 552 | 22.4% | 0.17 | 0.0060 | -0.027 | 315 | 53.70 | 55.75 | 2 | 22.9% | -0.89 | 0.0081 | -0.029 | ||
| 2.80 | 3.35 | 26 | 439 | 22.8% | 0.15 | 0.0054 | -0.024 | 320 | 57.90 | 60.40 | 52 | 22.1% | -0.93 | 0.0094 | -0.027 | |
| 2.28 | 2.87 | 11 | 22.8% | 0.13 | 0.0049 | -0.022 | 325 | 63.15 | 65.20 | 23.5% | -0.96 | 0.0093 | -0.019 | |||
| 1.95 | 2.34 | 1 | 372 | 22.8% | 0.11 | 0.0044 | -0.020 | 330 | 67.20 | 71.15 | 2 | 24.9% | -0.98 | 0.0044 | -0.044 | |
| 1.66 | 1.92 | 14 | 22.9% | 0.10 | 0.0040 | -0.018 | 335 | 72.90 | 76.15 | 27.9% | -1.00 | 0.0007 | -0.058 | |||
| 1.42 | 1.80 | 4 | 489 | 23.3% | 0.08 | 0.0035 | -0.017 | 340 | 78.10 | 80.35 | 27.5% | -1.00 | 0.0000 | -0.058 | ||
| 1.22 | 1.40 | 8 | 23.2% | 0.07 | 0.0032 | -0.015 | 345 | 82.85 | 85.70 | 28.9% | -1.00 | 0.0000 | -0.058 | |||
| 1.02 | 1.22 | 162 | 23.4% | 0.06 | 0.0028 | -0.014 | 350 | 87.35 | 91.40 | 1 | 30.1% | -1.00 | 0.0000 | -0.058 | ||
| 0.6800 | 1.15 | 26 | 23.4% | 0.06 | 0.0025 | -0.012 | 355 | 92.35 | 96.20 | 31.2% | -1.00 | 0.0000 | -0.058 | |||
| 0.5500 | 1.28 | 38 | 24.6% | 0.05 | 0.0022 | -0.011 | 360 | 97.35 | 101.40 | 32.3% | -1.00 | 0.0000 | -0.058 | |||
| 0.4300 | 1.16 | 5 | 24.4% | 0.04 | 0.0020 | -0.010 | 365 | 102.35 | 106.40 | 33.5% | -1.00 | 0.0000 | -0.058 | |||
| 0.5200 | 1.07 | 39 | 25.3% | 0.04 | 0.0018 | -0.009 | 370 | 107.35 | 111.40 | 35.0% | -1.00 | 0.0000 | -0.058 | |||
| 0.2100 | 0.6500 | 37 | 24.3% | 0.03 | 0.0014 | -0.007 | 380 | 117.15 | 121.40 | 36.5% | -1.00 | 0.0000 | -0.058 | |||
| 0.0500 | 0.7100 | 16 | 25.2% | 0.02 | 0.0011 | -0.006 | 390 | 127.40 | 131.20 | 38.8% | -1.00 | 0.0000 | -0.058 | |||
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