MPC цепочка опционов Marathon Petroleum Corporation
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 ±20.5% (309.95–469.95) · ATM IV 48.1% · P/C открытого интереса 1.09
| 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 | |
| 194.80 | 198.70 | 31 | 56.9% | 0.99 | 0.0002 | 0.000 | 195 | 0 | 2.50 | 36 | 70.2% | -0.01 | 0.0002 | -0.013 | ||
| 190.10 | 194.00 | 64 | 212 | 49.9% | 0.99 | 0.0002 | 0.000 | 200 | 0 | 2.55 | 77 | 68.2% | -0.01 | 0.0002 | -0.014 | |
| 180.50 | 184.30 | 94 | 53.7% | 0.99 | 0.0003 | 0.000 | 210 | 0 | 1.70 | 39 | 59.6% | -0.01 | 0.0003 | -0.018 | ||
| 170.90 | 174.60 | 161 | 53.9% | 0.98 | 0.0004 | 0.000 | 220 | 0 | 2.90 | 42 | 61.1% | -0.02 | 0.0004 | -0.023 | ||
| 161.20 | 164.70 | 186 | 52.4% | 0.98 | 0.0005 | 0.000 | 230 | 0.3000 | 1.90 | 1 | 129 | 54.2% | -0.02 | 0.0005 | -0.028 | |
| 151.40 | 154.80 | 103 | 49.2% | 0.97 | 0.0006 | 0.000 | 240 | 0.8500 | 2.20 | 43 | 53.6% | -0.03 | 0.0006 | -0.035 | ||
| 142.50 | 145.00 | 10 | 213 | 49.7% | 0.96 | 0.0008 | -0.002 | 250 | 1.15 | 2.70 | 53 | 52.2% | -0.04 | 0.0008 | -0.043 | |
| 132.80 | 136.50 | 7 | 208 | 50.4% | 0.95 | 0.0010 | -0.014 | 260 | 1.70 | 2.90 | 44 | 59 | 50.2% | -0.05 | 0.0010 | -0.052 |
| 124.00 | 127.00 | 444 | 49.7% | 0.94 | 0.0012 | -0.027 | 270 | 2.55 | 3.80 | 8 | 104 | 50.1% | -0.06 | 0.0012 | -0.062 | |
| 115.20 | 118.50 | 87 | 50.1% | 0.92 | 0.0014 | -0.041 | 280 | 3.90 | 4.50 | 7 | 109 | 49.7% | -0.08 | 0.0014 | -0.073 | |
| 106.60 | 109.80 | 278 | 49.6% | 0.90 | 0.0017 | -0.055 | 290 | 4.60 | 5.90 | 1 | 226 | 48.7% | -0.10 | 0.0017 | -0.085 | |
| 98.30 | 100.90 | 4 | 128 | 48.6% | 0.88 | 0.0020 | -0.070 | 300 | 6.00 | 7.60 | 3 | 745 | 48.5% | -0.12 | 0.0020 | -0.097 |
| 90.10 | 92.90 | 3 | 188 | 48.2% | 0.85 | 0.0023 | -0.085 | 310 | 7.80 | 9.40 | 457 | 48.1% | -0.15 | 0.0023 | -0.110 | |
| 82.50 | 85.20 | 3 | 92 | 48.1% | 0.82 | 0.0026 | -0.100 | 320 | 10.50 | 11.40 | 2 | 167 | 48.2% | -0.18 | 0.0026 | -0.122 |
| 75.00 | 78.30 | 2 | 178 | 48.1% | 0.79 | 0.0028 | -0.115 | 330 | 12.90 | 14.10 | 5 | 735 | 48.0% | -0.21 | 0.0029 | -0.134 |
| 68.30 | 71.50 | 46 | 48.2% | 0.76 | 0.0031 | -0.128 | 340 | 15.70 | 17.20 | 12 | 124 | 47.8% | -0.24 | 0.0031 | -0.145 | |
| 62.00 | 65.00 | 3 | 79 | 48.2% | 0.72 | 0.0033 | -0.141 | 350 | 19.40 | 20.60 | 9 | 41 | 47.8% | -0.28 | 0.0034 | -0.155 |
| 55.80 | 59.00 | 79 | 48.0% | 0.68 | 0.0035 | -0.152 | 360 | 22.50 | 24.30 | 11 | 56 | 47.2% | -0.32 | 0.0036 | -0.163 | |
| 50.20 | 52.90 | 347 | 47.7% | 0.65 | 0.0037 | -0.161 | 370 | 27.00 | 28.80 | 2 | 50 | 47.4% | -0.36 | 0.0038 | -0.170 | |
| 44.90 | 48.00 | 2 | 262 | 47.8% | 0.61 | 0.0038 | -0.168 | 380 | 31.80 | 33.50 | 79 | 47.4% | -0.40 | 0.0039 | -0.174 | |
| 40.50 | 43.50 | 7 | 196 | 48.2% | 0.57 | 0.0039 | -0.173 | 390 | 37.40 | 38.60 | 21 | 12 | 48.0% | -0.44 | 0.0040 | -0.177 |
| 36.50 | 37.70 | 90 | 588 | 47.6% | 0.53 | 0.0040 | -0.177 | 400 | 42.50 | 44.10 | 20 | 84 | 47.4% | -0.48 | 0.0040 | -0.178 |
| 32.40 | 33.80 | 56 | 56 | 47.6% | 0.49 | 0.0040 | -0.179 | 410 | 48.10 | 50.40 | 39 | 47.5% | -0.52 | 0.0040 | -0.177 | |
| 28.80 | 30.30 | 104 | 47.7% | 0.45 | 0.0040 | -0.178 | 420 | 54.40 | 56.80 | 47.5% | -0.55 | 0.0040 | -0.175 | |||
| 25.50 | 26.80 | 2 | 109 | 47.6% | 0.42 | 0.0039 | -0.177 | 430 | 61.40 | 63.80 | 48.0% | -0.59 | 0.0040 | -0.171 | ||
| 22.60 | 23.90 | 24 | 47.7% | 0.38 | 0.0038 | -0.174 | 440 | 68.40 | 70.40 | 47.8% | -0.62 | 0.0039 | -0.166 | |||
| 20.00 | 21.20 | 19 | 100 | 47.8% | 0.35 | 0.0037 | -0.170 | 450 | 75.30 | 78.10 | 1 | 47.4% | -0.66 | 0.0038 | -0.159 | |
| 17.60 | 18.80 | 9 | 193 | 47.8% | 0.32 | 0.0035 | -0.165 | 460 | 82.90 | 85.50 | 47.8% | -0.69 | 0.0037 | -0.152 | ||
| 15.60 | 16.50 | 14 | 178 | 47.9% | 0.29 | 0.0034 | -0.159 | 470 | 91.10 | 93.50 | 48.2% | -0.72 | 0.0035 | -0.144 | ||
| 13.90 | 14.60 | 7 | 48.1% | 0.27 | 0.0032 | -0.152 | 480 | 98.50 | 101.50 | 47.7% | -0.75 | 0.0034 | -0.136 | |||
| 11.90 | 13.10 | 3 | 48.1% | 0.24 | 0.0031 | -0.145 | 490 | 107.20 | 110.40 | 48.5% | -0.77 | 0.0032 | -0.127 | |||
| 10.60 | 12.00 | 28 | 13 | 48.6% | 0.22 | 0.0029 | -0.138 | 500 | 115.30 | 118.80 | 48.2% | -0.80 | 0.0031 | -0.118 | ||
| 9.50 | 10.20 | 3 | 16 | 48.6% | 0.20 | 0.0027 | -0.130 | 510 | 124.20 | 127.40 | 48.3% | -0.82 | 0.0030 | -0.109 | ||
| 8.40 | 9.10 | 7 | 48.8% | 0.18 | 0.0026 | -0.123 | 520 | 132.90 | 136.60 | 48.6% | -0.84 | 0.0028 | -0.100 | |||
| 7.20 | 8.20 | 48.9% | 0.16 | 0.0024 | -0.116 | 530 | 142.00 | 145.90 | 49.1% | -0.86 | 0.0027 | -0.091 | ||||
| 6.40 | 7.30 | 20 | 3 | 49.1% | 0.15 | 0.0022 | -0.108 | 540 | 151.10 | 154.70 | 48.7% | -0.88 | 0.0025 | -0.082 | ||
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 — Dec 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.