MRNA цепочка опционов Moderna, Inc.
Cboe delayed options data · по состоянию на 12:39 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 ±27.3% (156.74–274.29) · ATM IV 109.1% · P/C открытого интереса 1.81
| 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 | |
| 107.05 | 110.90 | 45 | 115.7% | 0.98 | 0.0006 | -0.058 | 110 | 0.5400 | 0.8500 | 98 | 4,493 | 119.6% | -0.02 | 0.0006 | -0.058 | |
| 102.30 | 105.60 | 145 | 109.9% | 0.97 | 0.0008 | -0.068 | 115 | 0.6200 | 1.30 | 15 | 5,959 | 119.6% | -0.03 | 0.0008 | -0.069 | |
| 97.55 | 100.55 | 549 | 105.6% | 0.97 | 0.0009 | -0.081 | 120 | 1.00 | 1.35 | 644 | 4,082 | 117.2% | -0.03 | 0.0009 | -0.081 | |
| 92.85 | 95.90 | 1 | 31 | 106.3% | 0.96 | 0.0011 | -0.094 | 125 | 0.5500 | 2.00 | 14 | 1,087 | 112.1% | -0.04 | 0.0011 | -0.094 |
| 88.20 | 91.35 | 4 | 329 | 106.8% | 0.95 | 0.0013 | -0.109 | 130 | 1.54 | 2.17 | 585 | 3,455 | 113.1% | -0.05 | 0.0013 | -0.110 |
| 84.40 | 86.80 | 184 | 111.6% | 0.94 | 0.0016 | -0.126 | 135 | 1.79 | 2.69 | 8 | 1,286 | 112.6% | -0.06 | 0.0016 | -0.127 | |
| 79.20 | 82.55 | 12 | 250 | 107.7% | 0.93 | 0.0018 | -0.145 | 140 | 2.08 | 3.00 | 225 | 2,521 | 109.1% | -0.07 | 0.0018 | -0.145 |
| 74.85 | 78.40 | 9 | 2,683 | 108.4% | 0.91 | 0.0021 | -0.164 | 145 | 2.95 | 3.90 | 989 | 1,633 | 111.1% | -0.09 | 0.0021 | -0.165 |
| 70.60 | 74.00 | 18 | 1,023 | 107.3% | 0.90 | 0.0024 | -0.185 | 150 | 3.70 | 4.35 | 2,431 | 9,072 | 109.2% | -0.10 | 0.0024 | -0.185 |
| 66.50 | 69.60 | 23 | 582 | 106.0% | 0.88 | 0.0027 | -0.206 | 155 | 4.50 | 6.00 | 64 | 1,933 | 111.5% | -0.12 | 0.0027 | -0.207 |
| 62.55 | 65.80 | 9 | 3,205 | 106.7% | 0.86 | 0.0030 | -0.228 | 160 | 5.15 | 7.20 | 113 | 2,594 | 110.4% | -0.14 | 0.0030 | -0.229 |
| 58.70 | 61.95 | 2 | 918 | 106.5% | 0.84 | 0.0033 | -0.250 | 165 | 6.65 | 7.95 | 39 | 1,705 | 109.8% | -0.16 | 0.0033 | -0.251 |
| 55.00 | 58.10 | 21 | 1,280 | 106.0% | 0.82 | 0.0036 | -0.272 | 170 | 8.20 | 9.05 | 2,157 | 5,688 | 109.7% | -0.18 | 0.0036 | -0.273 |
| 51.45 | 54.60 | 1 | 2,859 | 106.1% | 0.80 | 0.0038 | -0.293 | 175 | 9.35 | 10.90 | 171 | 675 | 109.8% | -0.20 | 0.0039 | -0.294 |
| 48.10 | 51.05 | 58 | 1,658 | 105.8% | 0.77 | 0.0041 | -0.313 | 180 | 11.40 | 12.50 | 529 | 2,015 | 110.7% | -0.23 | 0.0041 | -0.314 |
| 44.80 | 47.85 | 42 | 803 | 105.8% | 0.75 | 0.0044 | -0.331 | 185 | 12.90 | 14.30 | 197 | 2,570 | 110.0% | -0.25 | 0.0044 | -0.333 |
| 41.85 | 44.90 | 80 | 673 | 105.9% | 0.72 | 0.0046 | -0.348 | 190 | 14.55 | 16.40 | 187 | 2,343 | 109.7% | -0.28 | 0.0046 | -0.350 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 38.90 | 41.70 | 7 | 397 | 105.4% | 0.70 | 0.0048 | -0.364 | 195 | 16.65 | 18.55 | 31 | 309 | 110.0% | -0.30 | 0.0048 | -0.365 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 36.45 | 39.05 | 140 | 7,788 | 106.7% | 0.67 | 0.0050 | -0.377 | 200 | 18.80 | 20.85 | 559 | 1,163 | 109.8% | -0.33 | 0.0050 | -0.379 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 31.00 | 33.85 | 92 | 644 | 105.8% | 0.61 | 0.0052 | -0.398 | 210 | 23.60 | 26.15 | 196 | 249 | 110.4% | -0.39 | 0.0053 | -0.400 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 217.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 28.00 | 29.15 | 200 | 2,938 | 108.5% | 0.56 | 0.0054 | -0.411 | 220 | 28.80 | 31.60 | 739 | 564 | 109.8% | -0.44 | 0.0054 | -0.413 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 222.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 227.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 22.80 | 25.00 | 187 | 1,017 | 105.9% | 0.51 | 0.0055 | -0.416 | 230 | 34.70 | 37.70 | 244 | 265 | 109.9% | -0.49 | 0.0055 | -0.418 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 232.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 235 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 237.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 19.75 | 21.75 | 347 | 1,198 | 107.2% | 0.46 | 0.0054 | -0.414 | 240 | 41.45 | 44.20 | 44 | 131 | 110.5% | -0.54 | 0.0055 | -0.417 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 245 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 16.25 | 18.90 | 192 | 1,332 | 106.4% | 0.41 | 0.0053 | -0.406 | 250 | 48.35 | 51.15 | 2 | 78 | 110.5% | -0.59 | 0.0054 | -0.409 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 255 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 13.45 | 16.15 | 32 | 1,246 | 106.2% | 0.37 | 0.0051 | -0.393 | 260 | 55.75 | 58.55 | 2 | 21 | 110.9% | -0.64 | 0.0052 | -0.396 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 265 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.15 | 13.90 | 47 | 1,439 | 106.2% | 0.33 | 0.0049 | -0.376 | 270 | 63.30 | 66.30 | 4 | 110.8% | -0.68 | 0.0050 | -0.380 | |
| 10.25 | 11.80 | 80 | 380 | 108.2% | 0.29 | 0.0046 | -0.356 | 280 | 71.50 | 74.35 | 2 | 111.4% | -0.71 | 0.0047 | -0.360 | |
| 9.50 | 10.05 | 63 | 3,220 | 111.9% | 0.25 | 0.0043 | -0.334 | 290 | 79.70 | 82.75 | 8 | 111.7% | -0.75 | 0.0044 | -0.339 | |
| 6.65 | 8.55 | 131 | 225 | 106.7% | 0.22 | 0.0040 | -0.312 | 300 | 88.25 | 91.45 | 1 | 112.3% | -0.78 | 0.0041 | -0.317 | |
| 5.25 | 8.30 | 7 | 527 | 108.8% | 0.20 | 0.0037 | -0.289 | 310 | 96.95 | 100.30 | 112.6% | -0.81 | 0.0038 | -0.294 | ||
| 4.35 | 6.85 | 9 | 125 | 108.1% | 0.17 | 0.0034 | -0.266 | 320 | 106.15 | 109.25 | 113.7% | -0.83 | 0.0035 | -0.272 | ||
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.
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call-опционыput-опционы