MCD цепочка опционов McDonald's Corporation
Cboe delayed options data · по состоянию на 15:40 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 ±12.0% (212.95–271.20) · ATM IV 23.4% · 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 | |
| 76.45 | 79.25 | 5 | 0.99 | 0.0008 | 0.000 | 165 | 0.1800 | 0.4000 | 28 | 29.7% | -0.02 | 0.0009 | -0.006 | |||
| 71.60 | 74.40 | 0.98 | 0.0010 | 0.000 | 170 | 0.2600 | 0.4600 | 46 | 28.7% | -0.02 | 0.0012 | -0.007 | ||||
| 66.75 | 69.40 | 1 | 0.98 | 0.0013 | -0.001 | 175 | 0.3700 | 0.5200 | 30 | 27.6% | -0.03 | 0.0015 | -0.009 | |||
| 62.00 | 64.40 | 32 | 0.97 | 0.0016 | -0.003 | 180 | 0.5100 | 0.8100 | 48 | 27.5% | -0.04 | 0.0019 | -0.011 | |||
| 57.25 | 59.65 | 29 | 0.96 | 0.0021 | -0.005 | 185 | 0.7100 | 0.9600 | 72 | 26.7% | -0.05 | 0.0024 | -0.013 | |||
| 52.60 | 54.95 | 30 | 16.2% | 0.95 | 0.0027 | -0.009 | 190 | 0.9600 | 1.35 | 337 | 26.3% | -0.06 | 0.0030 | -0.016 | ||
| 48.15 | 50.45 | 19 | 21.2% | 0.93 | 0.0034 | -0.012 | 195 | 1.31 | 1.76 | 60 | 25.9% | -0.08 | 0.0037 | -0.019 | ||
| 43.85 | 45.85 | 1 | 71 | 22.1% | 0.91 | 0.0042 | -0.016 | 200 | 1.77 | 2.07 | 3 | 281 | 25.1% | -0.10 | 0.0046 | -0.022 |
| 39.25 | 41.55 | 34 | 22.1% | 0.89 | 0.0051 | -0.020 | 205 | 2.37 | 2.89 | 429 | 25.1% | -0.13 | 0.0055 | -0.026 | ||
| 35.40 | 37.25 | 32 | 22.7% | 0.86 | 0.0061 | -0.025 | 210 | 3.25 | 3.50 | 23 | 1,133 | 24.6% | -0.16 | 0.0065 | -0.030 | |
| 31.15 | 33.25 | 35 | 22.5% | 0.82 | 0.0072 | -0.029 | 215 | 4.20 | 4.55 | 2 | 856 | 24.4% | -0.20 | 0.0074 | -0.034 | |
| 27.75 | 29.30 | 84 | 22.8% | 0.78 | 0.0082 | -0.034 | 220 | 5.40 | 5.75 | 4 | 686 | 24.2% | -0.24 | 0.0084 | -0.037 | |
| 24.50 | 25.70 | 1 | 18 | 23.1% | 0.74 | 0.0091 | -0.038 | 225 | 6.75 | 7.25 | 2 | 1,236 | 24.0% | -0.28 | 0.0093 | -0.041 |
| 21.55 | 22.45 | 2 | 472 | 23.4% | 0.69 | 0.0099 | -0.041 | 230 | 8.50 | 8.95 | 3 | 974 | 23.9% | -0.33 | 0.0101 | -0.043 |
| 18.55 | 19.35 | 2 | 302 | 23.2% | 0.64 | 0.0106 | -0.044 | 235 | 10.35 | 11.10 | 364 | 23.8% | -0.39 | 0.0107 | -0.045 | |
| 15.60 | 16.65 | 29 | 822 | 23.0% | 0.58 | 0.0110 | -0.046 | 240 | 12.60 | 13.40 | 6 | 782 | 23.7% | -0.44 | 0.0111 | -0.047 |
| 13.25 | 14.20 | 1 | 349 | 23.1% | 0.53 | 0.0113 | -0.047 | 245 | 15.15 | 15.85 | 555 | 23.5% | -0.50 | 0.0114 | -0.047 | |
| 11.15 | 11.90 | 41 | 815 | 23.0% | 0.47 | 0.0113 | -0.047 | 250 | 18.00 | 18.70 | 4 | 1,119 | 23.5% | -0.55 | 0.0115 | -0.047 |
| 9.25 | 10.15 | 1 | 1,342 | 23.1% | 0.42 | 0.0111 | -0.046 | 255 | 21.05 | 21.90 | 241 | 23.5% | -0.61 | 0.0113 | -0.046 | |
| 7.85 | 8.30 | 2 | 1,277 | 23.1% | 0.37 | 0.0107 | -0.044 | 260 | 24.45 | 25.60 | 3 | 1,112 | 23.8% | -0.66 | 0.0110 | -0.044 |
| 6.25 | 7.00 | 1 | 742 | 23.0% | 0.32 | 0.0101 | -0.042 | 265 | 28.05 | 29.25 | 165 | 23.8% | -0.71 | 0.0106 | -0.042 | |
| 5.20 | 5.70 | 3 | 1,374 | 23.1% | 0.28 | 0.0094 | -0.039 | 270 | 31.90 | 33.25 | 617 | 24.1% | -0.75 | 0.0099 | -0.039 | |
| 4.15 | 4.75 | 459 | 23.1% | 0.24 | 0.0087 | -0.036 | 275 | 35.85 | 37.45 | 37 | 24.2% | -0.80 | 0.0092 | -0.035 | ||
| 3.50 | 3.85 | 11 | 910 | 23.3% | 0.20 | 0.0079 | -0.033 | 280 | 40.15 | 41.75 | 602 | 24.6% | -0.83 | 0.0083 | -0.031 | |
| 2.81 | 3.20 | 2 | 633 | 23.4% | 0.17 | 0.0071 | -0.030 | 285 | 44.55 | 46.25 | 19 | 25.0% | -0.86 | 0.0073 | -0.027 | |
| 2.32 | 2.64 | 2 | 679 | 23.6% | 0.15 | 0.0063 | -0.027 | 290 | 49.05 | 50.40 | 421 | 24.7% | -0.89 | 0.0064 | -0.023 | |
| 1.89 | 2.21 | 394 | 23.9% | 0.12 | 0.0056 | -0.025 | 295 | 53.70 | 55.75 | 30 | 26.4% | -0.91 | 0.0055 | -0.019 | ||
| 1.59 | 1.79 | 86 | 5,170 | 24.1% | 0.11 | 0.0049 | -0.022 | 300 | 58.50 | 60.55 | 146 | 27.3% | -0.93 | 0.0047 | -0.015 | |
| 1.29 | 1.45 | 1 | 199 | 24.2% | 0.09 | 0.0043 | -0.020 | 305 | 63.25 | 65.50 | 8 | 28.3% | -0.95 | 0.0039 | -0.012 | |
| 0.9300 | 1.38 | 657 | 24.5% | 0.08 | 0.0038 | -0.018 | 310 | 68.10 | 70.45 | 27 | 29.4% | -0.96 | 0.0033 | -0.008 | ||
| 0.7600 | 1.18 | 509 | 24.8% | 0.07 | 0.0034 | -0.016 | 315 | 72.95 | 75.35 | 30.3% | -0.97 | 0.0027 | -0.005 | |||
| 0.7800 | 0.9600 | 5 | 566 | 25.4% | 0.06 | 0.0029 | -0.014 | 320 | 78.05 | 80.30 | 2 | 31.9% | -0.97 | 0.0022 | -0.003 | |
| 0.6100 | 0.8800 | 264 | 25.8% | 0.05 | 0.0026 | -0.013 | 325 | 82.55 | 85.25 | 32.0% | -0.98 | 0.0018 | -0.001 | |||
| 0.4500 | 0.7000 | 1,079 | 25.6% | 0.04 | 0.0023 | -0.012 | 330 | 87.50 | 90.20 | 33.1% | -0.98 | 0.0015 | 0.000 | |||
| 0.3700 | 0.6700 | 39 | 26.2% | 0.04 | 0.0020 | -0.010 | 335 | 92.45 | 95.15 | 34.2% | -0.99 | 0.0016 | 0.000 | |||
| 0.4000 | 0.6000 | 40 | 721 | 27.0% | 0.03 | 0.0018 | -0.009 | 340 | 97.40 | 100.10 | 35.2% | -0.99 | 0.0016 | -0.001 | ||
| 0.2700 | 0.5300 | 108 | 26.9% | 0.03 | 0.0016 | -0.009 | 345 | 102.40 | 105.10 | 36.5% | -1.00 | 0.0004 | -0.019 | |||
| 0.2300 | 0.4800 | 201 | 27.4% | 0.02 | 0.0014 | -0.008 | 350 | 107.20 | 110.05 | 1 | 37.0% | -1.00 | 0.0000 | -0.028 | ||
| 0.2200 | 0.4100 | 114 | 27.8% | 0.02 | 0.0012 | -0.007 | 355 | 112.15 | 115.10 | 38.3% | -1.00 | 0.0000 | -0.028 | |||
| 0.1700 | 0.3800 | 80 | 28.1% | 0.02 | 0.0011 | -0.006 | 360 | 116.95 | 120.00 | 38.5% | -1.00 | 0.0000 | -0.028 | |||
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