MCD цепочка опционов McDonald's Corporation
Cboe delayed options data · по состоянию на 03:39 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 ±5.8% (230.85–259.35) · ATM IV 24.6% · P/C открытого интереса 0.64
| 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 | |
| 90.05 | 94.00 | 20 | 1.00 | 0.0000 | 0.000 | 155 | 0 | 0.6500 | 26 | 78.2% | -0.00 | 0.0000 | -0.001 | |||
| 85.10 | 89.05 | 65 | 49.2% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 0.6500 | 57 | 73.5% | -0.00 | 0.0001 | -0.001 | ||
| 80.15 | 84.05 | 74 | 47.5% | 1.00 | 0.0001 | 0.000 | 165 | 0 | 0.6500 | 77 | 68.9% | -0.00 | 0.0001 | -0.001 | ||
| 75.20 | 78.90 | 85 | 1.00 | 0.0001 | 0.000 | 170 | 0 | 0.6600 | 79 | 64.6% | -0.00 | 0.0001 | -0.002 | |||
| 70.40 | 73.25 | 81 | 1.00 | 0.0002 | 0.000 | 175 | 0 | 0.5400 | 97 | 58.4% | -0.00 | 0.0002 | -0.002 | |||
| 65.40 | 68.40 | 84 | 1.00 | 0.0002 | 0.000 | 180 | 0 | 0.5500 | 77 | 54.4% | -0.00 | 0.0002 | -0.003 | |||
| 60.65 | 63.20 | 63 | 1.00 | 0.0004 | 0.000 | 185 | 0 | 0.1600 | 78 | 42.4% | -0.00 | 0.0004 | -0.004 | |||
| 55.80 | 58.05 | 30 | 1.00 | 0.0005 | 0.000 | 190 | 0 | 0.1000 | 1 | 89 | 36.7% | -0.00 | 0.0005 | -0.005 | ||
| 50.85 | 53.25 | 11 | 0.99 | 0.0008 | -0.000 | 195 | 0.0200 | 0.1200 | 4 | 182 | 34.9% | -0.01 | 0.0008 | -0.007 | ||
| 45.75 | 48.10 | 62 | 0.99 | 0.0011 | -0.003 | 200 | 0 | 0.0900 | 1 | 487 | 29.9% | -0.01 | 0.0011 | -0.009 | ||
| 40.80 | 43.20 | 38 | 0.98 | 0.0017 | -0.007 | 205 | 0.0800 | 0.1400 | 10 | 213 | 30.1% | -0.01 | 0.0017 | -0.013 | ||
| 36.25 | 38.25 | 42 | 0.98 | 0.0027 | -0.013 | 210 | 0.1200 | 0.2400 | 290 | 568 | 28.7% | -0.02 | 0.0027 | -0.018 | ||
| 31.25 | 33.40 | 105 | 19.5% | 0.96 | 0.0042 | -0.022 | 215 | 0.3000 | 0.3400 | 508 | 1,368 | 27.9% | -0.04 | 0.0042 | -0.026 | |
| 26.55 | 28.30 | 2 | 156 | 19.9% | 0.94 | 0.0064 | -0.034 | 220 | 0.5200 | 0.6000 | 388 | 2,806 | 27.2% | -0.06 | 0.0064 | -0.038 |
| 24.25 | 25.80 | 20.3% | 0.92 | 0.0078 | -0.041 | 222.5 | 0.4300 | 0.9500 | 11 | 4 | 26.4% | -0.08 | 0.0078 | -0.045 | ||
| 22.00 | 23.70 | 5 | 221 | 22.6% | 0.90 | 0.0093 | -0.050 | 225 | 0.8600 | 1.01 | 92 | 2,244 | 26.3% | -0.10 | 0.0094 | -0.053 |
| 19.85 | 21.35 | 22.6% | 0.87 | 0.0111 | -0.059 | 227.5 | 1.00 | 1.29 | 12 | 11 | 25.5% | -0.13 | 0.0112 | -0.062 | ||
| 18.00 | 19.20 | 28 | 224 | 23.8% | 0.84 | 0.0130 | -0.068 | 230 | 1.44 | 1.70 | 203 | 2,334 | 25.9% | -0.16 | 0.0131 | -0.071 |
| 15.70 | 17.70 | 24.6% | 0.81 | 0.0149 | -0.077 | 232.5 | 1.86 | 2.21 | 60 | 4 | 25.6% | -0.19 | 0.0151 | -0.080 | ||
| 14.10 | 15.20 | 109 | 2,556 | 24.1% | 0.77 | 0.0168 | -0.086 | 235 | 2.43 | 2.76 | 208 | 3,858 | 25.4% | -0.23 | 0.0170 | -0.089 |
| 12.20 | 13.45 | 3 | 24.1% | 0.72 | 0.0186 | -0.095 | 237.5 | 2.95 | 3.50 | 13 | 2 | 25.1% | -0.28 | 0.0189 | -0.098 | |
| 10.75 | 11.55 | 100 | 1,872 | 24.1% | 0.68 | 0.0201 | -0.102 | 240 | 3.80 | 4.15 | 140 | 1,852 | 24.8% | -0.33 | 0.0205 | -0.105 |
| 9.10 | 10.05 | 4 | 14 | 24.1% | 0.62 | 0.0214 | -0.107 | 242.5 | 4.55 | 5.20 | 7 | 5 | 24.6% | -0.38 | 0.0218 | -0.110 |
| 7.90 | 8.60 | 376 | 1,724 | 24.4% | 0.57 | 0.0222 | -0.111 | 245 | 5.75 | 6.25 | 97 | 1,281 | 24.8% | -0.44 | 0.0228 | -0.114 |
| 6.35 | 7.25 | 31 | 7 | 23.8% | 0.51 | 0.0227 | -0.112 | 247.5 | 6.80 | 7.55 | 29 | 1 | 24.6% | -0.50 | 0.0233 | -0.115 |
| 5.60 | 5.95 | 373 | 5,170 | 24.0% | 0.46 | 0.0226 | -0.111 | 250 | 8.25 | 9.00 | 15 | 3,576 | 24.8% | -0.55 | 0.0233 | -0.114 |
| 4.60 | 5.00 | 25 | 38 | 24.3% | 0.40 | 0.0221 | -0.108 | 252.5 | 9.70 | 10.75 | 25.1% | -0.61 | 0.0229 | -0.111 | ||
| 3.55 | 4.00 | 153 | 1,924 | 23.7% | 0.35 | 0.0212 | -0.103 | 255 | 11.35 | 12.50 | 19 | 1,639 | 25.4% | -0.67 | 0.0221 | -0.107 |
| 3.00 | 3.35 | 67 | 68 | 24.2% | 0.30 | 0.0199 | -0.097 | 257.5 | 12.95 | 14.40 | 25.3% | -0.72 | 0.0209 | -0.100 | ||
| 2.32 | 2.55 | 298 | 2,787 | 23.7% | 0.25 | 0.0184 | -0.089 | 260 | 15.00 | 16.35 | 1 | 933 | 25.8% | -0.77 | 0.0194 | -0.093 |
| 1.79 | 2.13 | 38 | 6 | 23.9% | 0.21 | 0.0166 | -0.081 | 262.5 | 16.80 | 18.50 | 25.8% | -0.81 | 0.0178 | -0.084 | ||
| 1.47 | 1.65 | 650 | 1,592 | 24.1% | 0.18 | 0.0148 | -0.072 | 265 | 19.20 | 20.60 | 391 | 26.8% | -0.85 | 0.0161 | -0.076 | |
| 1.08 | 1.35 | 13 | 14 | 24.1% | 0.15 | 0.0130 | -0.064 | 267.5 | 21.35 | 22.95 | 27.6% | -0.88 | 0.0144 | -0.068 | ||
| 0.9000 | 1.01 | 208 | 1,911 | 24.3% | 0.12 | 0.0113 | -0.056 | 270 | 23.50 | 25.25 | 40 | 27.8% | -0.91 | 0.0128 | -0.061 | |
| 0.5700 | 0.7000 | 90 | 4,332 | 24.9% | 0.08 | 0.0083 | -0.042 | 275 | 28.00 | 30.05 | 20 | 28.8% | -0.96 | 0.0103 | -0.049 | |
| 0.3700 | 0.4500 | 216 | 1,365 | 25.7% | 0.05 | 0.0060 | -0.032 | 280 | 32.90 | 35.20 | 1 | 20 | 32.5% | -0.98 | 0.0062 | -0.037 |
| 0.1600 | 0.2800 | 6 | 782 | 25.6% | 0.04 | 0.0042 | -0.024 | 285 | 37.35 | 40.60 | 47 | 35.0% | -1.00 | 0.0017 | -0.030 | |
| 0.0800 | 0.2000 | 6 | 1,364 | 26.2% | 0.03 | 0.0030 | -0.018 | 290 | 42.90 | 45.05 | 1 | 38.1% | -1.00 | 0.0000 | -0.030 | |
| 0.0500 | 0.2100 | 9 | 1,508 | 28.3% | 0.02 | 0.0022 | -0.014 | 295 | 47.95 | 50.10 | 93 | 41.7% | -1.00 | 0.0000 | -0.030 | |
| 0.0800 | 0.1100 | 105 | 2,347 | 29.3% | 0.01 | 0.0016 | -0.011 | 300 | 52.95 | 54.80 | 3 | 42.7% | -1.00 | 0.0000 | -0.030 | |
| 0.0400 | 0.2900 | 4 | 1,086 | 30.0% | 0.01 | 0.0013 | -0.009 | 305 | 57.90 | 60.20 | 1 | 3 | 47.9% | -1.00 | 0.0000 | -0.030 |
| 0.0200 | 0.0800 | 63 | 907 | 31.0% | 0.01 | 0.0010 | -0.008 | 310 | 62.90 | 65.20 | 5 | 50.7% | -1.00 | 0.0000 | -0.030 | |
| 0 | 0.1000 | 7 | 144 | 33.0% | 0.01 | 0.0008 | -0.007 | 315 | 67.95 | 70.05 | 82 | 52.7% | -1.00 | 0.0000 | -0.030 | |
| 0.0100 | 0.0600 | 1,164 | 33.5% | 0.01 | 0.0007 | -0.006 | 320 | 72.90 | 75.20 | 56.1% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 0.2600 | 1 | 195 | 34.1% | 0.01 | 0.0006 | -0.006 | 325 | 77.75 | 80.20 | 1 | 1 | 57.6% | -1.00 | 0.0000 | -0.030 |
| 0 | 0.0900 | 247 | 38.0% | 0.00 | 0.0005 | -0.005 | 330 | 82.95 | 85.05 | 60.5% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 0.1500 | 724 | 42.1% | 0.00 | 0.0004 | -0.005 | 335 | 87.50 | 89.80 | 1 | 1 | 55.6% | -1.00 | 0.0000 | -0.030 | |
| 0 | 0.2400 | 2 | 207 | 46.4% | 0.00 | 0.0004 | -0.004 | 340 | 92.75 | 95.05 | 63.7% | -1.00 | 0.0000 | -0.030 | ||
| 0 | 0.6000 | 50 | 54.5% | 0.00 | 0.0003 | -0.004 | 345 | 97.50 | 99.80 | 6 | 6 | 60.0% | -1.00 | 0.0000 | -0.030 | |
| 0 | 0.6600 | 121 | 57.2% | 0.00 | 0.0003 | -0.004 | 350 | 102.50 | 104.80 | 62.1% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 0.6500 | 64 | 59.0% | 0.00 | 0.0002 | -0.003 | 355 | 107.55 | 110.45 | 72.2% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 0.6500 | 153 | 60.9% | 0.00 | 0.0002 | -0.003 | 360 | 112.55 | 115.60 | 75.7% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 0.6500 | 249 | 62.8% | 0.00 | 0.0002 | -0.003 | 365 | 117.55 | 120.60 | 77.9% | -1.00 | 0.0000 | -0.030 | |||
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