MDT цепочка опционов Medtronic Plc
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 ±2.7% (92.19–97.27) · ATM IV 24.0% · 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 | |
| 37.75 | 41.70 | 1.00 | 0.0002 | -0.004 | 55 | 0 | 0.0700 | 131.7% | -0.00 | 0.0002 | -0.004 | |||||
| 32.75 | 36.90 | 1.00 | 0.0004 | -0.005 | 60 | 0 | 1.07 | 2 | 209.8% | -0.00 | 0.0004 | -0.005 | ||||
| 27.75 | 31.70 | 1.00 | 0.0006 | -0.006 | 65 | 0 | 0.9500 | 2 | 174.2% | -0.00 | 0.0006 | -0.006 | ||||
| 22.75 | 26.70 | 1.00 | 0.0011 | -0.007 | 70 | 0 | 0.9500 | 145.7% | -0.00 | 0.0011 | -0.007 | |||||
| 17.75 | 21.70 | 0.99 | 0.0020 | -0.010 | 75 | 0 | 0.8100 | 32 | 114.2% | -0.01 | 0.0020 | -0.010 | ||||
| 16.75 | 20.70 | 0.99 | 0.0023 | -0.010 | 76 | 0 | 0.7500 | 107.1% | -0.01 | 0.0023 | -0.010 | |||||
| 15.75 | 19.70 | 0.99 | 0.0027 | -0.011 | 77 | 0 | 0.9300 | 12 | 107.4% | -0.01 | 0.0027 | -0.011 | ||||
| 14.75 | 18.75 | 0.99 | 0.0031 | -0.012 | 78 | 0 | 0.7500 | 1 | 97.0% | -0.01 | 0.0031 | -0.012 | ||||
| 13.75 | 17.75 | 0.99 | 0.0036 | -0.013 | 79 | 0 | 0.8700 | 3 | 95.4% | -0.01 | 0.0036 | -0.013 | ||||
| 12.75 | 16.65 | 0.99 | 0.0043 | -0.013 | 80 | 0 | 0.1000 | 45 | 59.4% | -0.01 | 0.0043 | -0.013 | ||||
| 12.40 | 15.70 | 72.8% | 0.99 | 0.0051 | -0.015 | 81 | 0 | 0.8100 | 151 | 83.6% | -0.01 | 0.0051 | -0.015 | |||
| 10.75 | 14.70 | 3 | 0.98 | 0.0061 | -0.016 | 82 | 0 | 1.64 | 10 | 96.2% | -0.02 | 0.0061 | -0.016 | |||
| 9.75 | 13.15 | 15 | 0.98 | 0.0073 | -0.017 | 83 | 0 | 0.7500 | 19 | 72.1% | -0.02 | 0.0074 | -0.017 | |||
| 8.80 | 12.20 | 2 | 0.98 | 0.0090 | -0.019 | 84 | 0 | 1.40 | 149 | 80.5% | -0.02 | 0.0090 | -0.019 | |||
| 8.60 | 11.15 | 90 | 39.9% | 0.97 | 0.0111 | -0.020 | 85 | 0 | 0.1900 | 82 | 45.6% | -0.03 | 0.0111 | -0.021 | ||
| 7.45 | 10.70 | 4 | 17 | 51.1% | 0.97 | 0.0140 | -0.023 | 86 | 0 | 0.1900 | 5 | 30 | 41.5% | -0.03 | 0.0140 | -0.023 |
| 6.65 | 9.20 | 80 | 37.3% | 0.96 | 0.0179 | -0.025 | 87 | 0 | 0.2000 | 31 | 172 | 37.9% | -0.04 | 0.0180 | -0.025 | |
| 5.50 | 8.70 | 1 | 80 | 42.8% | 0.95 | 0.0234 | -0.029 | 88 | 0.0100 | 0.1700 | 66 | 81 | 33.1% | -0.05 | 0.0235 | -0.029 |
| 4.70 | 7.25 | 25 | 32.1% | 0.94 | 0.0313 | -0.034 | 89 | 0.0300 | 0.1800 | 8 | 197 | 30.0% | -0.06 | 0.0314 | -0.034 | |
| 4.65 | 5.30 | 13 | 133 | 27.7% | 0.91 | 0.0429 | -0.040 | 90 | 0.0600 | 0.2200 | 12 | 319 | 27.7% | -0.09 | 0.0432 | -0.041 |
| 2.83 | 5.40 | 1 | 52 | 28.5% | 0.87 | 0.0596 | -0.050 | 91 | 0.1300 | 0.2900 | 27 | 52 | 26.0% | -0.13 | 0.0601 | -0.050 |
| 2.79 | 3.65 | 2 | 273 | 26.2% | 0.81 | 0.0813 | -0.064 | 92 | 0.2900 | 0.3900 | 13 | 148 | 25.0% | -0.19 | 0.0820 | -0.064 |
| 2.07 | 2.57 | 13 | 227 | 22.7% | 0.72 | 0.1037 | -0.079 | 93 | 0.5000 | 0.6200 | 65 | 99 | 24.4% | -0.28 | 0.1048 | -0.079 |
| 1.57 | 1.88 | 64 | 197 | 24.2% | 0.61 | 0.1208 | -0.089 | 94 | 0.8200 | 1.02 | 1,480 | 1,043 | 24.7% | -0.39 | 0.1221 | -0.090 |
| 1.11 | 1.69 | 357 | 448 | 28.2% | 0.49 | 0.1274 | -0.092 | 95 | 0.8100 | 1.46 | 17 | 15 | 19.8% | -0.52 | 0.1288 | -0.093 |
| 0.6600 | 0.9000 | 21 | 140 | 24.2% | 0.36 | 0.1209 | -0.085 | 96 | 1.57 | 2.38 | 1 | 95 | 24.6% | -0.65 | 0.1225 | -0.086 |
| 0.3600 | 0.5200 | 207 | 432 | 23.2% | 0.25 | 0.1030 | -0.071 | 97 | 2.16 | 2.82 | 5 | 8 | 19.8% | -0.76 | 0.1044 | -0.072 |
| 0.2100 | 0.2800 | 635 | 1,187 | 23.1% | 0.16 | 0.0792 | -0.054 | 98 | 2.12 | 3.65 | 1 | 1 | -0.84 | 0.0802 | -0.055 | |
| 0.1000 | 0.2400 | 37 | 94 | 24.9% | 0.11 | 0.0570 | -0.041 | 99 | 3.85 | 4.60 | 1 | 1 | -0.90 | 0.0573 | -0.041 | |
| 0 | 0.1900 | 470 | 281 | 25.2% | 0.07 | 0.0406 | -0.032 | 100 | 4.00 | 5.55 | 1 | 2 | -0.94 | 0.0403 | -0.032 | |
| 0 | 0.9300 | 34 | 43.9% | 0.05 | 0.0300 | -0.027 | 101 | 4.90 | 7.50 | -0.95 | 0.0294 | -0.026 | ||||
| 0 | 0.3000 | 9 | 12 | 35.6% | 0.04 | 0.0232 | -0.024 | 102 | 5.60 | 7.85 | -0.96 | 0.0225 | -0.023 | |||
| 0 | 2.15 | 1 | 70.6% | 0.04 | 0.0186 | -0.022 | 103 | 6.60 | 8.90 | -0.97 | 0.0178 | -0.021 | ||||
| 0 | 1.77 | 70.1% | 0.03 | 0.0152 | -0.021 | 104 | 7.60 | 10.00 | -0.97 | 0.0145 | -0.019 | |||||
| 0 | 1.30 | 67.3% | 0.03 | 0.0127 | -0.019 | 105 | 8.60 | 11.00 | -0.98 | 0.0120 | -0.018 | |||||
| 0 | 0.0500 | 218 | 46.9% | 0.02 | 0.0061 | -0.015 | 110 | 13.60 | 16.45 | -0.99 | 0.0056 | -0.013 | ||||
| 0 | 0.8000 | 3 | 3 | 93.2% | 0.01 | 0.0035 | -0.012 | 115 | 18.60 | 21.65 | -0.99 | 0.0031 | -0.010 | |||
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 — Oct 23, 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.