MPC цепочка опционов Marathon Petroleum Corporation
Cboe delayed options data · по состоянию на 03:40 UTC
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 ±20.1% (378.64–568.74) · ATM IV 51.5% · P/C открытого интереса 1.37
| 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 | |
| 233.90 | 237.70 | 922 | 62.5% | 0.99 | 0.0001 | 0.000 | 240 | 0 | 2.40 | 232 | 72.7% | -0.01 | 0.0001 | -0.012 | ||
| 224.50 | 227.70 | 222 | 62.2% | 0.99 | 0.0002 | 0.000 | 250 | 0.0500 | 2.40 | 673 | 69.1% | -0.01 | 0.0002 | -0.016 | ||
| 214.60 | 217.50 | 9 | 419 | 56.2% | 0.99 | 0.0002 | 0.000 | 260 | 0 | 2.50 | 251 | 65.6% | -0.01 | 0.0002 | -0.021 | |
| 204.80 | 208.30 | 268 | 58.1% | 0.99 | 0.0003 | 0.000 | 270 | 0 | 1.90 | 120 | 59.2% | -0.01 | 0.0003 | -0.026 | ||
| 195.40 | 198.80 | 145 | 58.7% | 0.98 | 0.0004 | 0.000 | 280 | 0 | 1.75 | 181 | 55.1% | -0.02 | 0.0004 | -0.033 | ||
| 185.80 | 189.10 | 195 | 57.0% | 0.98 | 0.0004 | -0.008 | 290 | 0 | 3.00 | 165 | 56.9% | -0.02 | 0.0004 | -0.041 | ||
| 176.10 | 178.80 | 681 | 52.9% | 0.97 | 0.0006 | -0.019 | 300 | 0.2000 | 3.30 | 78 | 55.1% | -0.03 | 0.0006 | -0.050 | ||
| 166.60 | 169.80 | 205 | 53.4% | 0.96 | 0.0007 | -0.031 | 310 | 1.20 | 2.25 | 2 | 82 | 51.7% | -0.04 | 0.0007 | -0.060 | |
| 157.30 | 160.80 | 1 | 226 | 53.5% | 0.95 | 0.0008 | -0.044 | 320 | 1.40 | 2.90 | 20 | 95 | 50.6% | -0.05 | 0.0008 | -0.072 |
| 148.60 | 151.60 | 1 | 744 | 53.6% | 0.94 | 0.0010 | -0.059 | 330 | 1.95 | 4.80 | 1 | 263 | 52.4% | -0.06 | 0.0010 | -0.085 |
| 139.20 | 142.60 | 50 | 429 | 52.3% | 0.92 | 0.0012 | -0.075 | 340 | 3.50 | 4.90 | 7 | 53 | 51.7% | -0.08 | 0.0012 | -0.100 |
| 130.90 | 133.60 | 24 | 148 | 52.3% | 0.91 | 0.0013 | -0.091 | 350 | 4.50 | 6.10 | 1 | 3,447 | 51.3% | -0.09 | 0.0014 | -0.115 |
| 122.40 | 125.70 | 4 | 165 | 52.7% | 0.89 | 0.0015 | -0.109 | 360 | 5.70 | 7.60 | 2 | 279 | 51.1% | -0.11 | 0.0016 | -0.130 |
| 114.30 | 117.60 | 115 | 52.7% | 0.87 | 0.0017 | -0.126 | 370 | 7.90 | 9.40 | 2 | 126 | 51.7% | -0.13 | 0.0018 | -0.146 | |
| 106.40 | 109.70 | 1 | 489 | 52.5% | 0.85 | 0.0020 | -0.144 | 380 | 9.70 | 11.50 | 502 | 3,040 | 51.5% | -0.16 | 0.0020 | -0.163 |
| 98.30 | 101.50 | 105 | 51.5% | 0.82 | 0.0022 | -0.161 | 390 | 11.80 | 14.00 | 4 | 180 | 51.5% | -0.18 | 0.0022 | -0.179 | |
| 91.60 | 94.90 | 6 | 393 | 52.4% | 0.80 | 0.0024 | -0.178 | 400 | 14.30 | 16.60 | 36 | 287 | 51.3% | -0.21 | 0.0024 | -0.194 |
| 84.40 | 87.90 | 561 | 52.1% | 0.77 | 0.0025 | -0.194 | 410 | 17.70 | 19.20 | 32 | 51.3% | -0.24 | 0.0026 | -0.208 | ||
| 78.30 | 81.20 | 353 | 52.3% | 0.74 | 0.0027 | -0.208 | 420 | 21.50 | 23.20 | 2 | 214 | 52.1% | -0.27 | 0.0028 | -0.222 | |
| 72.00 | 74.90 | 1 | 156 | 52.2% | 0.71 | 0.0029 | -0.222 | 430 | 24.40 | 26.30 | 68 | 51.2% | -0.30 | 0.0029 | -0.234 | |
| 66.00 | 69.00 | 93 | 52.2% | 0.68 | 0.0030 | -0.233 | 440 | 29.10 | 31.00 | 146 | 682 | 52.0% | -0.33 | 0.0031 | -0.244 | |
| 60.30 | 63.30 | 2 | 514 | 52.0% | 0.64 | 0.0031 | -0.243 | 450 | 33.70 | 34.80 | 1 | 43 | 51.9% | -0.36 | 0.0032 | -0.253 |
| 55.30 | 58.10 | 228 | 52.0% | 0.61 | 0.0032 | -0.251 | 460 | 38.70 | 39.60 | 121 | 52.1% | -0.39 | 0.0033 | -0.259 | ||
| 50.00 | 53.30 | 212 | 51.9% | 0.58 | 0.0033 | -0.257 | 470 | 42.40 | 44.40 | 3 | 331 | 51.1% | -0.43 | 0.0033 | -0.264 | |
| 46.50 | 47.60 | 42 | 110 | 51.8% | 0.54 | 0.0033 | -0.261 | 480 | 49.10 | 49.90 | 44 | 68 | 51.8% | -0.46 | 0.0034 | -0.267 |
| 40.90 | 44.30 | 35 | 146 | 51.6% | 0.51 | 0.0033 | -0.264 | 490 | 54.40 | 55.90 | 22 | 26 | 51.8% | -0.49 | 0.0034 | -0.268 |
| 38.10 | 40.20 | 2 | 225 | 52.1% | 0.48 | 0.0033 | -0.264 | 500 | 59.90 | 61.70 | 24 | 34 | 51.4% | -0.53 | 0.0034 | -0.267 |
| 33.10 | 36.40 | 83 | 51.2% | 0.45 | 0.0033 | -0.263 | 510 | 65.10 | 68.10 | 50.8% | -0.56 | 0.0034 | -0.265 | |||
| 29.90 | 33.00 | 24 | 187 | 51.3% | 0.42 | 0.0033 | -0.260 | 520 | 72.40 | 74.60 | 4 | 51.0% | -0.59 | 0.0034 | -0.260 | |
| 27.30 | 29.90 | 2 | 59 | 51.5% | 0.39 | 0.0032 | -0.256 | 530 | 79.30 | 81.40 | 1 | 50.9% | -0.62 | 0.0033 | -0.255 | |
| 24.50 | 27.50 | 146 | 86 | 51.7% | 0.36 | 0.0031 | -0.250 | 540 | 85.70 | 88.60 | 2 | 50.4% | -0.65 | 0.0032 | -0.248 | |
| 19.30 | 22.00 | 20 | 49 | 51.2% | 0.31 | 0.0029 | -0.236 | 560 | 101.20 | 103.90 | 50.7% | -0.70 | 0.0030 | -0.230 | ||
| 15.50 | 18.10 | 12 | 207 | 51.5% | 0.26 | 0.0027 | -0.219 | 580 | 117.30 | 119.90 | 1 | 50.8% | -0.75 | 0.0028 | -0.209 | |
| 12.40 | 14.80 | 5 | 101 | 51.7% | 0.22 | 0.0025 | -0.200 | 600 | 133.90 | 137.50 | 51.2% | -0.79 | 0.0026 | -0.186 | ||
| 9.90 | 12.00 | 2 | 62 | 51.9% | 0.19 | 0.0022 | -0.181 | 620 | 151.30 | 154.20 | 50.7% | -0.83 | 0.0023 | -0.163 | ||
| 7.90 | 9.60 | 10 | 50 | 52.0% | 0.16 | 0.0020 | -0.161 | 640 | 170.00 | 172.80 | 2 | 52.0% | -0.86 | 0.0021 | -0.140 | |
| 6.20 | 8.30 | 52.6% | 0.13 | 0.0017 | -0.142 | 660 | 187.70 | 190.70 | 50.7% | -0.89 | 0.0018 | -0.119 | ||||
| 4.90 | 6.90 | 53.0% | 0.11 | 0.0015 | -0.124 | 680 | 206.60 | 210.40 | 52.2% | -0.91 | 0.0017 | -0.100 | ||||
| 3.60 | 5.40 | 15 | 12 | 52.5% | 0.09 | 0.0013 | -0.108 | 700 | 225.60 | 229.30 | 52.0% | -0.94 | 0.0015 | -0.086 | ||
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 — Jan 15, 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.
call-опционыput-опционы