MELI цепочка опционов MercadoLibre, 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 ±5.7% (1,884.53–2,113.43) · ATM IV 34.1% · P/C открытого интереса 1.05
| 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 | |
| 986.40 | 1,012 | 1 | 7 | 1.00 | 0.0000 | 0.000 | 1,000 | 0 | 17.10 | 9 | 187.8% | -0.00 | 0.0000 | -0.008 | ||
| 962.70 | 989.50 | 7 | 1.00 | 0.0000 | 0.000 | 1,020 | 0 | 17.10 | 6 | 183.1% | -0.00 | 0.0000 | -0.010 | |||
| 942.00 | 973.40 | 16 | 1.00 | 0.0000 | 0.000 | 1,040 | 0 | 17.10 | 6 | 178.4% | -0.00 | 0.0000 | -0.012 | |||
| 922.50 | 953.10 | 18 | 1.00 | 0.0000 | 0.000 | 1,060 | 0 | 17.10 | 7 | 173.9% | -0.00 | 0.0000 | -0.014 | |||
| 902.60 | 929.10 | 7 | 1.00 | 0.0000 | 0.000 | 1,080 | 0 | 17.10 | 6 | 169.4% | -0.00 | 0.0000 | -0.017 | |||
| 882.60 | 912.80 | 13 | 1.00 | 0.0000 | 0.000 | 1,100 | 0 | 17.10 | 4 | 165.0% | -0.00 | 0.0000 | -0.020 | |||
| 862.70 | 891.60 | 9 | 1.00 | 0.0000 | 0.000 | 1,120 | 0 | 17.10 | 6 | 160.6% | -0.00 | 0.0000 | -0.023 | |||
| 842.70 | 871.20 | 14 | 1.00 | 0.0000 | 0.000 | 1,140 | 0 | 17.10 | 9 | 156.4% | -0.00 | 0.0000 | -0.027 | |||
| 822.80 | 850.40 | 14 | 1.00 | 0.0000 | 0.000 | 1,160 | 0 | 17.10 | 14 | 152.2% | -0.00 | 0.0000 | -0.031 | |||
| 806.80 | 831.30 | 16 | 1.00 | 0.0000 | 0.000 | 1,180 | 0 | 17.10 | 26 | 148.1% | -0.00 | 0.0000 | -0.035 | |||
| 782.00 | 813.10 | 25 | 1.00 | 0.0000 | 0.000 | 1,200 | 0 | 17.10 | 88 | 144.0% | -0.00 | 0.0000 | -0.040 | |||
| 762.90 | 791.80 | 23 | 1.00 | 0.0000 | 0.000 | 1,220 | 0 | 17.20 | 212 | 140.2% | -0.00 | 0.0000 | -0.045 | |||
| 742.50 | 774.70 | 20 | 1.00 | 0.0000 | 0.000 | 1,240 | 0 | 4.00 | 49 | 106.7% | -0.00 | 0.0000 | -0.050 | |||
| 722.70 | 751.10 | 32 | 1.00 | 0.0000 | 0.000 | 1,260 | 0 | 17.20 | 28 | 132.4% | -0.00 | 0.0000 | -0.056 | |||
| 707.10 | 729.80 | 24 | 1.00 | 0.0000 | 0.000 | 1,280 | 0 | 17.20 | 30 | 128.5% | -0.00 | 0.0000 | -0.063 | |||
| 682.80 | 711.40 | 11 | 1.00 | 0.0000 | 0.000 | 1,300 | 0 | 17.20 | 38 | 124.7% | -0.00 | 0.0000 | -0.069 | |||
| 662.70 | 690.90 | 19 | 1.00 | 0.0000 | 0.000 | 1,320 | 0 | 17.20 | 74 | 121.0% | -0.00 | 0.0000 | -0.076 | |||
| 642.80 | 672.60 | 10 | 1.00 | 0.0000 | -0.007 | 1,340 | 0 | 17.30 | 50 | 117.5% | -0.00 | 0.0000 | -0.084 | |||
| 622.80 | 652.10 | 18 | 1.00 | 0.0000 | -0.017 | 1,360 | 0 | 17.30 | 32 | 113.8% | -0.00 | 0.0000 | -0.092 | |||
| 603.40 | 629.50 | 6 | 1.00 | 0.0000 | -0.028 | 1,380 | 0 | 10.60 | 18 | 100.2% | -0.00 | 0.0000 | -0.100 | |||
| 582.60 | 613.00 | 6 | 1.00 | 0.0000 | -0.038 | 1,400 | 0 | 17.30 | 82 | 106.7% | -0.00 | 0.0000 | -0.108 | |||
| 567.50 | 591.50 | 6 | 0.99 | 0.0001 | -0.049 | 1,420 | 0 | 3.10 | 71 | 76.6% | -0.01 | 0.0001 | -0.117 | |||
| 543.60 | 576.10 | 5 | 0.99 | 0.0001 | -0.061 | 1,440 | 0 | 10.00 | 39 | 89.4% | -0.01 | 0.0001 | -0.126 | |||
| 527.60 | 554.40 | 3 | 59.4% | 0.99 | 0.0001 | -0.073 | 1,460 | 0 | 10.00 | 41 | 86.2% | -0.01 | 0.0001 | -0.136 | ||
| 502.90 | 532.10 | 12 | 0.99 | 0.0001 | -0.085 | 1,480 | 0 | 17.40 | 74 | 92.9% | -0.01 | 0.0001 | -0.146 | |||
| 487.80 | 517.10 | 40 | 66.9% | 0.99 | 0.0001 | -0.098 | 1,500 | 0.3000 | 1.55 | 164 | 61.2% | -0.01 | 0.0001 | -0.156 | ||
| 467.80 | 492.70 | 9 | 0.99 | 0.0001 | -0.111 | 1,520 | 0 | 17.60 | 105 | 86.4% | -0.01 | 0.0001 | -0.167 | |||
| 443.80 | 474.00 | 5 | 0.99 | 0.0001 | -0.124 | 1,540 | 0 | 10.00 | 62 | 73.8% | -0.01 | 0.0001 | -0.179 | |||
| 428.00 | 449.30 | 5 | 0.99 | 0.0001 | -0.139 | 1,560 | 0 | 9.00 | 57 | 69.3% | -0.01 | 0.0001 | -0.191 | |||
| 408.10 | 432.30 | 9 | 0.99 | 0.0001 | -0.155 | 1,580 | 0 | 1.55 | 1 | 79 | 50.1% | -0.01 | 0.0001 | -0.205 | ||
| 388.30 | 409.90 | 46 | 0.99 | 0.0002 | -0.173 | 1,600 | 0.5500 | 1.65 | 454 | 50.1% | -0.01 | 0.0002 | -0.220 | |||
| 368.40 | 392.90 | 44 | 0.98 | 0.0002 | -0.193 | 1,620 | 0 | 1.85 | 1 | 235 | 46.5% | -0.02 | 0.0002 | -0.238 | ||
| 348.60 | 373.50 | 23 | 30.9% | 0.98 | 0.0002 | -0.216 | 1,640 | 1.00 | 2.35 | 1 | 275 | 48.3% | -0.02 | 0.0002 | -0.259 | |
| 328.80 | 351.20 | 36 | 0.98 | 0.0003 | -0.243 | 1,660 | 0.6500 | 2.60 | 239 | 45.5% | -0.02 | 0.0003 | -0.284 | |||
| 305.20 | 335.20 | 19 | 0.97 | 0.0003 | -0.277 | 1,680 | 0.7000 | 2.50 | 1 | 152 | 42.9% | -0.03 | 0.0003 | -0.316 | ||
| 289.50 | 314.50 | 74 | 36.7% | 0.97 | 0.0004 | -0.318 | 1,700 | 1.15 | 3.00 | 1 | 181 | 42.3% | -0.03 | 0.0004 | -0.355 | |
| 270.00 | 293.60 | 13 | 32.9% | 0.96 | 0.0005 | -0.369 | 1,720 | 1.70 | 3.80 | 2 | 241 | 41.8% | -0.04 | 0.0005 | -0.404 | |
| 250.70 | 268.00 | 35 | 38.0% | 0.96 | 0.0006 | -0.432 | 1,740 | 2.35 | 4.50 | 9 | 377 | 40.9% | -0.04 | 0.0006 | -0.465 | |
| 231.60 | 248.30 | 89 | 0.95 | 0.0007 | -0.508 | 1,760 | 2.60 | 4.80 | 33 | 38.8% | -0.05 | 0.0007 | -0.539 | |||
| 212.70 | 237.50 | 37 | 36.3% | 0.93 | 0.0008 | -0.600 | 1,780 | 3.80 | 6.60 | 10 | 82 | 39.0% | -0.07 | 0.0008 | -0.629 | |
| 194.20 | 214.80 | 5 | 150 | 32.2% | 0.92 | 0.0010 | -0.706 | 1,800 | 5.10 | 8.90 | 2 | 446 | 38.9% | -0.08 | 0.0010 | -0.734 |
| 176.00 | 192.80 | 2 | 120 | 29.2% | 0.90 | 0.0012 | -0.826 | 1,820 | 6.80 | 13.70 | 3 | 186 | 40.0% | -0.10 | 0.0012 | -0.853 |
| 154.70 | 180.20 | 70 | 31.4% | 0.87 | 0.0014 | -0.958 | 1,840 | 8.90 | 13.30 | 2 | 115 | 37.6% | -0.13 | 0.0014 | -0.984 | |
| 141.40 | 162.90 | 129 | 33.9% | 0.84 | 0.0016 | -1.098 | 1,860 | 10.80 | 15.60 | 2 | 126 | 36.4% | -0.16 | 0.0016 | -1.122 | |
| 124.90 | 141.90 | 2 | 128 | 31.6% | 0.81 | 0.0018 | -1.240 | 1,880 | 14.40 | 23.00 | 2 | 88 | 37.7% | -0.19 | 0.0018 | -1.263 |
| 117.70 | 139.30 | 2 | 30.4% | 0.80 | 0.0019 | -1.275 | 1,885 | 13.30 | 20.00 | 2 | 35.0% | -0.20 | 0.0019 | -1.298 | ||
| 109.80 | 131.00 | 2 | 30.8% | 0.78 | 0.0020 | -1.343 | 1,895 | 17.30 | 23.80 | 2 | 36.3% | -0.22 | 0.0020 | -1.366 | ||
| 105.90 | 131.20 | 5 | 155 | 32.4% | 0.77 | 0.0020 | -1.377 | 1,900 | 18.20 | 24.00 | 4 | 144 | 35.7% | -0.23 | 0.0021 | -1.400 |
| 101.50 | 125.70 | 2 | 31.6% | 0.76 | 0.0021 | -1.410 | 1,905 | 17.50 | 25.50 | 1 | 35.0% | -0.24 | 0.0021 | -1.432 | ||
| 103.30 | 121.70 | 20 | 33.7% | 0.75 | 0.0022 | -1.442 | 1,910 | 19.70 | 29.20 | 36.2% | -0.25 | 0.0022 | -1.464 | |||
| 100.40 | 117.90 | 8 | 33.9% | 0.74 | 0.0022 | -1.473 | 1,915 | 21.10 | 31.20 | 1 | 3 | 36.4% | -0.26 | 0.0022 | -1.495 | |
| 96.70 | 114.50 | 1 | 149 | 33.9% | 0.73 | 0.0023 | -1.503 | 1,920 | 22.60 | 32.20 | 1 | 167 | 36.2% | -0.27 | 0.0023 | -1.525 |
| 93.10 | 110.30 | 3 | 33.6% | 0.72 | 0.0023 | -1.531 | 1,925 | 22.90 | 33.70 | 2 | 35.8% | -0.29 | 0.0024 | -1.553 | ||
| 89.60 | 107.10 | 38 | 33.7% | 0.70 | 0.0024 | -1.559 | 1,930 | 23.00 | 36.50 | 33 | 35.7% | -0.30 | 0.0024 | -1.581 | ||
| 86.10 | 100.00 | 6 | 32.4% | 0.69 | 0.0024 | -1.585 | 1,935 | 26.60 | 38.20 | 36.3% | -0.31 | 0.0024 | -1.607 | |||
| 82.60 | 100.10 | 1 | 39 | 33.5% | 0.68 | 0.0025 | -1.610 | 1,940 | 26.50 | 39.50 | 43 | 35.6% | -0.32 | 0.0025 | -1.631 | |
| 79.30 | 95.80 | 16 | 33.1% | 0.67 | 0.0025 | -1.633 | 1,945 | 28.30 | 42.10 | 2 | 35.8% | -0.33 | 0.0025 | -1.654 | ||
| 76.00 | 92.20 | 1 | 36 | 33.0% | 0.66 | 0.0026 | -1.654 | 1,950 | 31.10 | 44.00 | 2 | 34 | 36.1% | -0.35 | 0.0026 | -1.675 |
| 72.80 | 88.90 | 3 | 32.9% | 0.64 | 0.0026 | -1.674 | 1,955 | 32.30 | 45.20 | 35.7% | -0.36 | 0.0026 | -1.695 | |||
| 69.60 | 87.40 | 55 | 33.3% | 0.63 | 0.0026 | -1.692 | 1,960 | 34.40 | 47.00 | 2 | 50 | 35.6% | -0.37 | 0.0027 | -1.712 | |
| 66.60 | 83.50 | 2 | 33.0% | 0.62 | 0.0027 | -1.707 | 1,965 | 36.40 | 49.30 | 35.7% | -0.39 | 0.0027 | -1.728 | |||
| 63.60 | 80.00 | 2 | 51 | 32.8% | 0.60 | 0.0027 | -1.721 | 1,970 | 36.50 | 52.20 | 9 | 35.3% | -0.40 | 0.0027 | -1.742 | |
| 60.60 | 76.10 | 2 | 1 | 32.5% | 0.59 | 0.0027 | -1.733 | 1,975 | 39.30 | 54.20 | 5 | 35.4% | -0.41 | 0.0028 | -1.753 | |
| 57.70 | 72.40 | 5 | 37 | 32.1% | 0.58 | 0.0028 | -1.743 | 1,980 | 41.90 | 56.20 | 1 | 41 | 35.4% | -0.43 | 0.0028 | -1.763 |
| 54.90 | 70.10 | 5 | 32.2% | 0.56 | 0.0028 | -1.750 | 1,985 | 42.50 | 58.30 | 10 | 2 | 34.9% | -0.44 | 0.0028 | -1.770 | |
| 52.00 | 67.80 | 2 | 208 | 32.3% | 0.55 | 0.0028 | -1.755 | 1,990 | 46.30 | 60.60 | 9 | 28 | 35.3% | -0.46 | 0.0028 | -1.775 |
| 49.30 | 64.30 | 2 | 31.9% | 0.53 | 0.0028 | -1.758 | 1,995 | 49.30 | 62.90 | 4 | 3 | 35.4% | -0.47 | 0.0028 | -1.778 | |
| 53.20 | 60.60 | 36 | 365 | 33.5% | 0.52 | 0.0028 | -1.759 | 2,000 | 49.80 | 65.30 | 17 | 44 | 34.7% | -0.48 | 0.0029 | -1.778 |
| 44.00 | 59.70 | 2 | 3 | 31.9% | 0.51 | 0.0028 | -1.758 | 2,005 | 52.40 | 67.70 | 2 | 34.7% | -0.50 | 0.0029 | -1.777 | |
| 42.60 | 55.90 | 2 | 219 | 31.8% | 0.49 | 0.0028 | -1.754 | 2,010 | 55.70 | 70.30 | 6 | 17 | 34.8% | -0.51 | 0.0029 | -1.773 |
| 38.90 | 53.50 | 31.3% | 0.48 | 0.0028 | -1.748 | 2,015 | 57.30 | 72.90 | 2 | 34.5% | -0.53 | 0.0029 | -1.767 | |||
| 36.60 | 50.80 | 2 | 66 | 31.1% | 0.46 | 0.0028 | -1.739 | 2,020 | 60.00 | 75.50 | 17 | 34.4% | -0.54 | 0.0029 | -1.758 | |
| 32.00 | 45.70 | 4 | 61 | 30.7% | 0.43 | 0.0028 | -1.716 | 2,030 | 67.30 | 81.10 | 16 | 34.8% | -0.57 | 0.0029 | -1.735 | |
| 28.40 | 41.80 | 1 | 33 | 30.8% | 0.41 | 0.0028 | -1.684 | 2,040 | 69.60 | 86.90 | 1 | 68 | 33.5% | -0.60 | 0.0028 | -1.703 |
| 31.70 | 39.60 | 13 | 44 | 33.4% | 0.38 | 0.0028 | -1.644 | 2,050 | 77.30 | 93.10 | 2 | 31 | 33.9% | -0.63 | 0.0028 | -1.662 |
| 28.30 | 34.20 | 2 | 17 | 32.7% | 0.35 | 0.0027 | -1.597 | 2,060 | 83.70 | 99.50 | 18 | 33.7% | -0.65 | 0.0027 | -1.615 | |
| 21.50 | 30.90 | 1 | 23 | 31.4% | 0.33 | 0.0026 | -1.543 | 2,070 | 90.40 | 106.20 | 49 | 33.6% | -0.68 | 0.0027 | -1.561 | |
| 22.40 | 27.20 | 7 | 109 | 32.4% | 0.30 | 0.0025 | -1.484 | 2,080 | 95.50 | 113.20 | 11 | 32.9% | -0.71 | 0.0026 | -1.501 | |
| 19.80 | 24.40 | 1 | 24 | 32.4% | 0.28 | 0.0024 | -1.420 | 2,090 | 104.80 | 120.50 | 7 | 33.5% | -0.73 | 0.0025 | -1.437 | |
| 16.40 | 21.80 | 104 | 457 | 31.9% | 0.25 | 0.0023 | -1.354 | 2,100 | 114.10 | 134.40 | 21 | 36.5% | -0.76 | 0.0024 | -1.368 | |
| 15.10 | 19.50 | 1 | 26 | 32.3% | 0.23 | 0.0022 | -1.285 | 2,110 | 122.40 | 142.40 | 16 | 36.9% | -0.78 | 0.0023 | -1.299 | |
| 13.10 | 17.40 | 2 | 55 | 32.2% | 0.21 | 0.0021 | -1.215 | 2,120 | 130.70 | 146.80 | 43 | 35.8% | -0.80 | 0.0022 | -1.227 | |
| 9.20 | 15.60 | 18 | 31.2% | 0.19 | 0.0020 | -1.145 | 2,130 | 133.40 | 159.60 | 4 | 8 | 35.5% | -0.82 | 0.0020 | -1.154 | |
| 8.40 | 14.00 | 9 | 31.6% | 0.17 | 0.0019 | -1.076 | 2,140 | 140.70 | 166.70 | 4 | 4 | 34.6% | -0.84 | 0.0019 | -1.084 | |
| 0.9500 | 13.80 | 34 | 28.9% | 0.16 | 0.0018 | -1.008 | 2,150 | 156.90 | 176.80 | 3 | 38.9% | -0.85 | 0.0018 | -1.014 | ||
| 7.00 | 11.40 | 42 | 32.3% | 0.14 | 0.0016 | -0.944 | 2,160 | 159.00 | 185.30 | 36.0% | -0.87 | 0.0017 | -0.949 | |||
| 5.60 | 15.30 | 9 | 35.0% | 0.13 | 0.0015 | -0.881 | 2,170 | 169.20 | 190.40 | 1 | 34.9% | -0.88 | 0.0016 | -0.889 | ||
| 4.90 | 12.40 | 2 | 31 | 34.3% | 0.12 | 0.0014 | -0.823 | 2,180 | 183.80 | 199.60 | 38.3% | -0.90 | 0.0015 | -0.831 | ||
| 4.40 | 10.60 | 33 | 34.2% | 0.11 | 0.0013 | -0.767 | 2,190 | 184.80 | 208.90 | 8 | 33.8% | -0.91 | 0.0014 | -0.782 | ||
| 3.80 | 6.60 | 1 | 104 | 32.2% | 0.10 | 0.0012 | -0.716 | 2,200 | 193.90 | 218.20 | 5 | 33.8% | -0.92 | 0.0013 | -0.743 | |
| 1.80 | 6.50 | 31 | 31.6% | 0.09 | 0.0011 | -0.667 | 2,210 | 203.00 | 230.80 | 36.3% | -0.93 | 0.0012 | -0.704 | |||
| 2.60 | 12.10 | 21 | 37.6% | 0.08 | 0.0010 | -0.623 | 2,220 | 211.30 | 241.10 | 36.4% | -0.94 | 0.0011 | -0.666 | |||
| 2.45 | 8.70 | 6 | 93 | 36.2% | 0.07 | 0.0010 | -0.581 | 2,230 | 224.60 | 250.70 | 39.7% | -0.94 | 0.0011 | -0.635 | ||
| 1.90 | 7.40 | 70 | 35.8% | 0.06 | 0.0009 | -0.543 | 2,240 | 232.80 | 260.40 | 1 | 39.3% | -0.95 | 0.0010 | -0.605 | ||
| 1.75 | 6.20 | 79 | 35.6% | 0.06 | 0.0008 | -0.508 | 2,250 | 250.10 | 269.80 | 45.2% | -0.96 | 0.0009 | -0.578 | |||
| 1.10 | 4.20 | 22 | 33.8% | 0.05 | 0.0007 | -0.475 | 2,260 | 252.10 | 280.20 | 40.8% | -0.96 | 0.0009 | -0.553 | |||
| 1.15 | 12.00 | 8 | 42.2% | 0.05 | 0.0007 | -0.445 | 2,270 | 262.10 | 289.90 | 41.7% | -0.97 | 0.0008 | -0.509 | |||
| 0.9000 | 3.70 | 23 | 34.8% | 0.04 | 0.0006 | -0.417 | 2,280 | 273.00 | 295.90 | 39.6% | -0.97 | 0.0008 | -0.470 | |||
| 0.4000 | 2.75 | 8 | 114 | 34.4% | 0.04 | 0.0005 | -0.368 | 2,300 | 300.30 | 315.70 | 42.3% | -0.98 | 0.0006 | -0.418 | ||
| 1.00 | 11.00 | 31 | 46.6% | 0.03 | 0.0005 | -0.326 | 2,320 | 311.00 | 335.70 | 40.3% | -0.99 | 0.0005 | -0.363 | |||
| 0 | 17.40 | 123 | 53.0% | 0.03 | 0.0004 | -0.290 | 2,340 | 331.10 | 360.10 | 48.3% | -0.99 | 0.0004 | -0.304 | |||
| 0 | 17.30 | 79 | 55.1% | 0.02 | 0.0003 | -0.259 | 2,360 | 352.70 | 375.70 | 46.9% | -0.99 | 0.0003 | -0.280 | |||
| 0 | 17.30 | 7 | 57.1% | 0.02 | 0.0003 | -0.232 | 2,380 | 371.50 | 400.10 | 52.7% | -1.00 | 0.0002 | -0.262 | |||
| 0 | 17.20 | 77 | 59.1% | 0.02 | 0.0003 | -0.208 | 2,400 | 391.40 | 420.10 | 54.5% | -1.00 | 0.0001 | -0.245 | |||
| 0 | 17.20 | 14 | 61.1% | 0.02 | 0.0002 | -0.188 | 2,420 | 409.70 | 440.10 | 54.4% | -1.00 | 0.0001 | -0.233 | |||
| 0 | 17.20 | 16 | 63.1% | 0.01 | 0.0002 | -0.170 | 2,440 | 433.80 | 460.10 | 60.9% | -1.00 | 0.0000 | -0.233 | |||
| 0 | 17.10 | 26 | 65.0% | 0.01 | 0.0002 | -0.154 | 2,460 | 453.80 | 475.70 | 57.7% | -1.00 | 0.0000 | -0.233 | |||
| 0 | 17.10 | 22 | 66.9% | 0.01 | 0.0001 | -0.139 | 2,480 | 471.50 | 495.70 | 55.6% | -1.00 | 0.0000 | -0.233 | |||
| 0 | 6.60 | 1 | 118 | 57.2% | 0.01 | 0.0001 | -0.127 | 2,500 | 491.00 | 515.70 | 56.1% | -1.00 | 0.0000 | -0.233 | ||
| 0 | 17.10 | 3 | 73.4% | 0.01 | 0.0001 | -0.101 | 2,550 | 541.10 | 565.00 | 58.6% | -1.00 | 0.0000 | -0.233 | |||
| 0 | 15.00 | 132 | 75.8% | 0.01 | 0.0001 | -0.081 | 2,600 | 590.80 | 620.10 | 71.8% | -1.00 | 0.0000 | -0.233 | |||
| 0 | 17.10 | 7 | 82.2% | 0.00 | 0.0001 | -0.066 | 2,650 | 644.30 | 670.10 | 80.4% | -1.00 | 0.0000 | -0.233 | |||
| 0 | 11.00 | 78 | 79.4% | 0.00 | 0.0000 | -0.054 | 2,700 | 691.30 | 720.10 | 80.8% | -1.00 | 0.0000 | -0.233 | |||
| 0 | 17.10 | 13 | 94.3% | 0.00 | 0.0000 | -0.037 | 2,800 | 789.80 | 820.10 | 86.1% | -1.00 | 0.0000 | -0.233 | |||
| 0 | 17.10 | 46 | 101.9% | 0.00 | 0.0000 | -0.027 | 2,900 | 889.70 | 915.70 | 79.6% | -1.00 | 0.0000 | -0.233 | |||
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 — Sep 18, 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.