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 ±39.9% (209.60–487.60) · ATM IV 66.4% · P/C открытого интереса 0.57
| 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 | |
| 178.50 | 192.00 | 78.7% | 0.94 | 0.0006 | -0.013 | 175 | 4.25 | 8.10 | 7 | 72.4% | -0.06 | 0.0006 | -0.051 | |||
| 173.90 | 187.75 | 77.3% | 0.93 | 0.0006 | -0.017 | 180 | 5.00 | 8.80 | 13 | 72.2% | -0.06 | 0.0007 | -0.055 | |||
| 170.40 | 183.55 | 77.4% | 0.93 | 0.0007 | -0.022 | 185 | 5.30 | 9.50 | 6 | 71.2% | -0.07 | 0.0007 | -0.058 | |||
| 167.05 | 177.95 | 75.8% | 0.92 | 0.0008 | -0.026 | 190 | 6.15 | 10.05 | 18 | 70.7% | -0.08 | 0.0008 | -0.062 | |||
| 162.90 | 175.30 | 12 | 76.7% | 0.91 | 0.0008 | -0.031 | 195 | 7.85 | 10.85 | 2 | 71.4% | -0.08 | 0.0008 | -0.066 | ||
| 159.00 | 169.65 | 12 | 74.4% | 0.91 | 0.0009 | -0.036 | 200 | 8.80 | 11.95 | 15 | 71.4% | -0.09 | 0.0009 | -0.070 | ||
| 151.25 | 160.70 | 2 | 77 | 72.4% | 0.89 | 0.0010 | -0.045 | 210 | 10.55 | 13.90 | 17 | 70.6% | -0.11 | 0.0010 | -0.077 | |
| 143.80 | 153.40 | 4 | 72.0% | 0.88 | 0.0011 | -0.054 | 220 | 11.55 | 16.35 | 47 | 69.2% | -0.12 | 0.0011 | -0.084 | ||
| 135.00 | 148.40 | 41 | 72.0% | 0.86 | 0.0012 | -0.063 | 230 | 13.25 | 19.25 | 67 | 68.5% | -0.14 | 0.0012 | -0.091 | ||
| 129.30 | 138.65 | 3 | 70.4% | 0.84 | 0.0013 | -0.072 | 240 | 15.65 | 21.65 | 4 | 67.7% | -0.16 | 0.0013 | -0.098 | ||
| 122.45 | 131.70 | 76 | 69.8% | 0.82 | 0.0014 | -0.081 | 250 | 20.10 | 21.70 | 5 | 29 | 66.4% | -0.17 | 0.0014 | -0.105 | |
| 115.85 | 124.75 | 73 | 69.1% | 0.81 | 0.0015 | -0.089 | 260 | 21.95 | 25.60 | 292 | 65.7% | -0.19 | 0.0015 | -0.111 | ||
| 109.50 | 120.55 | 13 | 70.0% | 0.79 | 0.0016 | -0.097 | 270 | 24.85 | 28.65 | 29 | 64.9% | -0.21 | 0.0016 | -0.117 | ||
| 103.50 | 115.00 | 83 | 69.9% | 0.77 | 0.0017 | -0.104 | 280 | 27.70 | 35.80 | 82 | 66.3% | -0.23 | 0.0017 | -0.123 | ||
| 98.25 | 106.80 | 17 | 68.4% | 0.74 | 0.0018 | -0.111 | 290 | 31.55 | 39.60 | 18 | 65.9% | -0.26 | 0.0018 | -0.128 | ||
| 93.30 | 101.30 | 24 | 68.5% | 0.72 | 0.0019 | -0.117 | 300 | 36.55 | 43.90 | 23 | 66.1% | -0.28 | 0.0019 | -0.133 | ||
| 87.40 | 96.05 | 2 | 67.8% | 0.70 | 0.0020 | -0.123 | 310 | 41.65 | 48.40 | 77 | 66.2% | -0.30 | 0.0020 | -0.137 | ||
| 83.65 | 91.05 | 11 | 68.3% | 0.68 | 0.0020 | -0.128 | 320 | 46.00 | 53.10 | 49 | 65.8% | -0.32 | 0.0021 | -0.140 | ||
| 78.85 | 85.45 | 45 | 67.6% | 0.66 | 0.0021 | -0.133 | 330 | 49.75 | 58.15 | 99 | 65.0% | -0.35 | 0.0021 | -0.143 | ||
| 73.00 | 81.80 | 23 | 67.2% | 0.64 | 0.0021 | -0.137 | 340 | 55.10 | 63.35 | 16 | 64.8% | -0.37 | 0.0022 | -0.146 | ||
| 69.90 | 76.30 | 86 | 67.0% | 0.61 | 0.0022 | -0.141 | 350 | 63.00 | 68.80 | 7 | 65.8% | -0.39 | 0.0022 | -0.148 | ||
| 65.30 | 73.10 | 83 | 67.0% | 0.59 | 0.0022 | -0.144 | 360 | 66.35 | 74.60 | 138 | 64.5% | -0.41 | 0.0023 | -0.149 | ||
| 61.45 | 69.55 | 39 | 67.0% | 0.57 | 0.0022 | -0.146 | 370 | 74.55 | 79.65 | 7 | 65.0% | -0.44 | 0.0023 | -0.150 | ||
| 58.05 | 63.95 | 147 | 66.1% | 0.55 | 0.0022 | -0.148 | 380 | 78.75 | 86.65 | 17 | 64.4% | -0.46 | 0.0024 | -0.150 | ||
| 54.50 | 60.35 | 43 | 65.9% | 0.53 | 0.0023 | -0.150 | 390 | 85.40 | 92.95 | 8 | 64.3% | -0.48 | 0.0024 | -0.150 | ||
| 50.75 | 58.95 | 103 | 66.5% | 0.51 | 0.0023 | -0.151 | 400 | 91.65 | 99.40 | 70 | 64.0% | -0.50 | 0.0024 | -0.150 | ||
| 47.75 | 54.05 | 4 | 158 | 65.5% | 0.49 | 0.0023 | -0.151 | 410 | 98.70 | 106.35 | 25 | 64.1% | -0.52 | 0.0024 | -0.149 | |
| 44.75 | 52.75 | 10 | 12 | 66.2% | 0.47 | 0.0023 | -0.151 | 420 | 104.80 | 115.25 | 4 | 64.5% | -0.54 | 0.0024 | -0.147 | |
| 43.45 | 50.30 | 8 | 67.0% | 0.45 | 0.0023 | -0.151 | 430 | 114.45 | 121.60 | 63 | 65.3% | -0.56 | 0.0024 | -0.145 | ||
| 39.30 | 47.35 | 12 | 66.0% | 0.43 | 0.0022 | -0.150 | 440 | 118.90 | 129.65 | 12 | 64.2% | -0.58 | 0.0024 | -0.143 | ||
| 36.75 | 45.00 | 18 | 65.9% | 0.42 | 0.0022 | -0.149 | 450 | 126.50 | 137.10 | 55 | 64.2% | -0.60 | 0.0024 | -0.141 | ||
| 35.40 | 41.05 | 6 | 65.5% | 0.40 | 0.0022 | -0.148 | 460 | 133.90 | 144.80 | 2 | 64.0% | -0.62 | 0.0024 | -0.138 | ||
| 33.15 | 39.00 | 4 | 65.5% | 0.38 | 0.0022 | -0.147 | 470 | 141.65 | 151.65 | 1 | 63.5% | -0.63 | 0.0024 | -0.135 | ||
| 30.40 | 37.00 | 6 | 65.2% | 0.37 | 0.0022 | -0.145 | 480 | 149.60 | 160.05 | 1 | 63.7% | -0.65 | 0.0023 | -0.132 | ||
| 28.50 | 35.20 | 147 | 65.2% | 0.35 | 0.0021 | -0.143 | 490 | 157.65 | 168.15 | 2 | 63.7% | -0.67 | 0.0023 | -0.129 | ||
| 26.75 | 33.40 | 12 | 65.2% | 0.34 | 0.0021 | -0.141 | 500 | 165.80 | 176.35 | 2 | 63.6% | -0.68 | 0.0023 | -0.125 | ||
| 26.15 | 31.65 | 61 | 65.7% | 0.32 | 0.0020 | -0.139 | 510 | 176.60 | 184.70 | 1 | 65.0% | -0.70 | 0.0023 | -0.121 | ||
| 24.65 | 30.10 | 129 | 65.8% | 0.31 | 0.0020 | -0.137 | 520 | 182.55 | 192.05 | 63.0% | -0.72 | 0.0022 | -0.117 | |||
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 — May 21, 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.