MDB цепочка опционов MongoDB, Inc.
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 ±35.1% (224.72–467.71) · ATM IV 68.9% · 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 | |
| 174.35 | 185.45 | 2 | 83.0% | 0.95 | 0.0006 | -0.034 | 175 | 2.70 | 4.60 | 23 | 74.5% | -0.05 | 0.0006 | -0.052 | ||
| 170.25 | 181.00 | 11 | 82.5% | 0.95 | 0.0006 | -0.039 | 180 | 3.15 | 5.15 | 18 | 74.2% | -0.05 | 0.0006 | -0.056 | ||
| 166.30 | 176.60 | 1 | 82.2% | 0.94 | 0.0007 | -0.043 | 185 | 4.00 | 5.45 | 15 | 74.0% | -0.06 | 0.0007 | -0.060 | ||
| 162.90 | 171.80 | 34 | 82.0% | 0.94 | 0.0007 | -0.048 | 190 | 4.70 | 7.15 | 25 | 75.8% | -0.06 | 0.0008 | -0.065 | ||
| 158.65 | 167.75 | 4 | 81.5% | 0.93 | 0.0008 | -0.053 | 195 | 5.30 | 6.45 | 2 | 100 | 73.0% | -0.07 | 0.0008 | -0.070 | |
| 154.40 | 163.35 | 10 | 159 | 80.4% | 0.93 | 0.0009 | -0.058 | 200 | 5.95 | 8.45 | 238 | 74.7% | -0.07 | 0.0009 | -0.074 | |
| 146.05 | 155.15 | 9 | 79.0% | 0.91 | 0.0010 | -0.069 | 210 | 7.25 | 10.15 | 143 | 73.8% | -0.09 | 0.0010 | -0.084 | ||
| 137.95 | 147.50 | 27 | 78.1% | 0.89 | 0.0011 | -0.080 | 220 | 9.10 | 10.80 | 2 | 21 | 71.8% | -0.10 | 0.0012 | -0.094 | |
| 130.25 | 139.00 | 3 | 76.3% | 0.88 | 0.0013 | -0.091 | 230 | 11.10 | 12.80 | 4 | 26 | 71.2% | -0.12 | 0.0013 | -0.105 | |
| 122.45 | 132.35 | 29 | 76.0% | 0.86 | 0.0014 | -0.103 | 240 | 13.15 | 16.70 | 75 | 72.1% | -0.14 | 0.0014 | -0.115 | ||
| 115.10 | 124.15 | 44 | 74.2% | 0.84 | 0.0016 | -0.114 | 250 | 15.65 | 17.55 | 544 | 69.9% | -0.16 | 0.0016 | -0.125 | ||
| 108.25 | 116.75 | 24 | 73.3% | 0.82 | 0.0017 | -0.124 | 260 | 18.30 | 22.20 | 91 | 70.9% | -0.18 | 0.0017 | -0.135 | ||
| 101.45 | 108.35 | 55 | 71.3% | 0.79 | 0.0018 | -0.134 | 270 | 21.50 | 23.40 | 2 | 159 | 69.0% | -0.21 | 0.0019 | -0.144 | |
| 95.75 | 101.90 | 35 | 71.3% | 0.77 | 0.0020 | -0.144 | 280 | 24.80 | 26.75 | 1 | 666 | 68.5% | -0.23 | 0.0020 | -0.153 | |
| 90.15 | 95.80 | 11 | 71.3% | 0.75 | 0.0021 | -0.152 | 290 | 28.40 | 32.45 | 1 | 51 | 69.5% | -0.26 | 0.0021 | -0.161 | |
| 84.15 | 89.95 | 20 | 163 | 70.8% | 0.72 | 0.0022 | -0.160 | 300 | 32.30 | 36.10 | 117 | 68.9% | -0.28 | 0.0022 | -0.169 | |
| 78.60 | 84.45 | 197 | 70.4% | 0.70 | 0.0023 | -0.168 | 310 | 36.50 | 41.85 | 125 | 69.4% | -0.31 | 0.0023 | -0.175 | ||
| 73.30 | 79.10 | 180 | 70.0% | 0.67 | 0.0024 | -0.174 | 320 | 41.20 | 46.40 | 130 | 69.2% | -0.33 | 0.0024 | -0.181 | ||
| 68.30 | 74.40 | 1 | 81 | 69.9% | 0.65 | 0.0024 | -0.179 | 330 | 45.90 | 51.30 | 212 | 68.8% | -0.36 | 0.0025 | -0.186 | |
| 63.55 | 69.65 | 1 | 73 | 69.5% | 0.62 | 0.0025 | -0.184 | 340 | 51.35 | 55.60 | 61 | 68.2% | -0.39 | 0.0026 | -0.190 | |
| 59.90 | 65.00 | 3 | 443 | 69.6% | 0.59 | 0.0026 | -0.188 | 350 | 57.05 | 61.05 | 202 | 68.1% | -0.41 | 0.0026 | -0.193 | |
| 54.95 | 61.10 | 59 | 69.1% | 0.57 | 0.0026 | -0.190 | 360 | 62.25 | 67.60 | 162 | 68.1% | -0.44 | 0.0027 | -0.195 | ||
| 51.00 | 56.95 | 49 | 68.8% | 0.54 | 0.0026 | -0.192 | 370 | 68.50 | 70.70 | 172 | 66.5% | -0.46 | 0.0027 | -0.197 | ||
| 47.40 | 53.50 | 24 | 160 | 68.8% | 0.52 | 0.0026 | -0.193 | 380 | 74.25 | 78.70 | 364 | 67.0% | -0.49 | 0.0027 | -0.197 | |
| 43.80 | 49.85 | 482 | 68.4% | 0.50 | 0.0026 | -0.194 | 390 | 80.65 | 86.25 | 218 | 67.5% | -0.51 | 0.0027 | -0.197 | ||
| 41.15 | 46.75 | 709 | 68.7% | 0.47 | 0.0026 | -0.194 | 400 | 87.20 | 92.90 | 104 | 67.2% | -0.54 | 0.0027 | -0.197 | ||
| 39.20 | 40.75 | 99 | 67.5% | 0.45 | 0.0026 | -0.193 | 410 | 93.90 | 99.80 | 142 | 67.0% | -0.56 | 0.0027 | -0.195 | ||
| 35.35 | 41.20 | 88 | 68.7% | 0.43 | 0.0026 | -0.191 | 420 | 101.05 | 106.85 | 149 | 66.8% | -0.58 | 0.0027 | -0.193 | ||
| 32.70 | 38.70 | 84 | 68.6% | 0.41 | 0.0026 | -0.189 | 430 | 108.25 | 116.50 | 88 | 68.0% | -0.61 | 0.0027 | -0.191 | ||
| 30.80 | 35.75 | 34 | 68.6% | 0.39 | 0.0025 | -0.187 | 440 | 116.05 | 123.85 | 85 | 68.0% | -0.63 | 0.0027 | -0.188 | ||
| 28.35 | 34.20 | 427 | 68.9% | 0.37 | 0.0025 | -0.184 | 450 | 123.75 | 130.20 | 93 | 67.2% | -0.65 | 0.0026 | -0.185 | ||
| 26.55 | 32.20 | 102 | 69.1% | 0.35 | 0.0024 | -0.180 | 460 | 131.00 | 139.40 | 14 | 67.6% | -0.67 | 0.0026 | -0.181 | ||
| 24.80 | 30.15 | 166 | 69.2% | 0.33 | 0.0024 | -0.177 | 470 | 139.35 | 147.35 | 33 | 67.7% | -0.69 | 0.0026 | -0.177 | ||
| 22.80 | 28.05 | 48 | 115 | 68.9% | 0.31 | 0.0024 | -0.173 | 480 | 147.60 | 155.30 | 44 | 67.6% | -0.70 | 0.0025 | -0.173 | |
| 21.15 | 26.20 | 183 | 68.8% | 0.30 | 0.0023 | -0.169 | 490 | 155.70 | 162.05 | 20 | 66.4% | -0.72 | 0.0025 | -0.168 | ||
| 20.65 | 23.30 | 8 | 459 | 68.7% | 0.28 | 0.0022 | -0.165 | 500 | 163.95 | 172.15 | 18 | 67.4% | -0.74 | 0.0024 | -0.164 | |
| 19.20 | 21.75 | 18 | 96 | 68.7% | 0.27 | 0.0022 | -0.161 | 510 | 172.40 | 179.20 | 8 | 66.2% | -0.76 | 0.0024 | -0.159 | |
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.