MS цепочка опционов Morgan Stanley
Cboe delayed options data · по состоянию на 00:41 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 ±6.5% (166.93–190.18) · ATM IV 27.6% · P/C открытого интереса 1.03
| 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 | |
| 86.75 | 90.85 | 124.0% | 1.00 | 0.0000 | 0.000 | 90 | 0.0100 | 0.0800 | 4 | 3 | 88.3% | -0.00 | 0.0000 | -0.000 | ||
| 81.90 | 85.85 | 1 | 118.6% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.1000 | 97 | 82.7% | -0.00 | 0.0000 | -0.001 | ||
| 76.95 | 80.85 | 110.7% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1000 | 49 | 76.4% | -0.00 | 0.0001 | -0.001 | |||
| 72.00 | 75.85 | 103.2% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1400 | 117 | 73.2% | -0.00 | 0.0001 | -0.002 | |||
| 66.80 | 70.85 | 19 | 91.0% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.6300 | 41 | 82.8% | -0.00 | 0.0002 | -0.003 | ||
| 61.90 | 65.85 | 11 | 85.3% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 1.03 | 55 | 82.8% | -0.00 | 0.0003 | -0.004 | ||
| 57.10 | 60.85 | 81.3% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.1000 | 61 | 54.0% | -0.00 | 0.0005 | -0.005 | |||
| 52.10 | 55.90 | 3 | 74.7% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.2400 | 74 | 54.6% | -0.01 | 0.0007 | -0.007 | ||
| 47.10 | 50.15 | 3 | 46.4% | 1.00 | 0.0004 | 0.000 | 130 | 0 | 0.2700 | 10 | 50.1% | -0.01 | 0.0011 | -0.010 | ||
| 42.75 | 45.90 | 40 | 67.2% | 1.00 | 0.0008 | -0.000 | 135 | 0 | 0.2900 | 216 | 45.2% | -0.01 | 0.0016 | -0.013 | ||
| 37.15 | 40.20 | 17 | 42.0% | 0.99 | 0.0013 | -0.004 | 140 | 0 | 0.3300 | 264 | 40.8% | -0.02 | 0.0023 | -0.016 | ||
| 32.75 | 35.95 | 47 | 53.4% | 0.99 | 0.0022 | -0.008 | 145 | 0.0800 | 0.2600 | 87 | 35.9% | -0.03 | 0.0033 | -0.019 | ||
| 28.00 | 30.70 | 12 | 46.5% | 0.98 | 0.0039 | -0.015 | 150 | 0.1900 | 0.4200 | 6 | 328 | 34.2% | -0.04 | 0.0050 | -0.025 | |
| 23.35 | 24.90 | 18 | 36.8% | 0.95 | 0.0073 | -0.029 | 155 | 0.3600 | 0.6400 | 8 | 834 | 32.0% | -0.07 | 0.0078 | -0.035 | |
| 19.05 | 20.75 | 171 | 38.2% | 0.91 | 0.0124 | -0.050 | 160 | 0.9300 | 1.04 | 24 | 4,822 | 31.5% | -0.12 | 0.0120 | -0.051 | |
| 16.70 | 18.85 | 37.4% | 0.87 | 0.0152 | -0.061 | 162.5 | 1.12 | 1.37 | 15 | 30.5% | -0.15 | 0.0144 | -0.059 | |||
| 14.25 | 16.70 | 116 | 34.8% | 0.83 | 0.0180 | -0.071 | 165 | 1.56 | 1.79 | 2,435 | 1,441 | 30.1% | -0.19 | 0.0169 | -0.068 | |
| 12.70 | 14.55 | 34.8% | 0.78 | 0.0207 | -0.080 | 167.5 | 2.04 | 2.31 | 4 | 29.5% | -0.24 | 0.0196 | -0.076 | |||
| 10.70 | 12.00 | 5 | 50 | 31.7% | 0.73 | 0.0231 | -0.086 | 170 | 2.61 | 2.91 | 13 | 3,944 | 28.8% | -0.29 | 0.0221 | -0.083 |
| 9.05 | 10.80 | 32.7% | 0.67 | 0.0251 | -0.090 | 172.5 | 3.20 | 3.70 | 1 | 28.0% | -0.34 | 0.0244 | -0.088 | |||
| 7.35 | 8.10 | 12 | 147 | 29.0% | 0.60 | 0.0267 | -0.092 | 175 | 4.35 | 4.65 | 91 | 1,450 | 28.2% | -0.41 | 0.0264 | -0.091 |
| 6.00 | 6.25 | 1 | 27.8% | 0.54 | 0.0277 | -0.092 | 177.5 | 5.30 | 5.70 | 8 | 27.4% | -0.47 | 0.0278 | -0.092 | ||
| 4.75 | 5.00 | 77 | 1,583 | 27.2% | 0.47 | 0.0280 | -0.090 | 180 | 6.50 | 6.95 | 144 | 2,427 | 26.8% | -0.54 | 0.0283 | -0.091 |
| 3.65 | 3.90 | 344 | 27.0% | 0.40 | 0.0274 | -0.085 | 182.5 | 7.75 | 8.45 | 2 | 26.0% | -0.62 | 0.0280 | -0.086 | ||
| 2.82 | 2.97 | 589 | 962 | 26.6% | 0.33 | 0.0260 | -0.079 | 185 | 9.20 | 10.15 | 6 | 2,722 | 25.3% | -0.68 | 0.0267 | -0.080 |
| 2.07 | 2.41 | 75 | 26.8% | 0.27 | 0.0239 | -0.070 | 187.5 | 10.70 | 11.85 | 23.6% | -0.75 | 0.0245 | -0.071 | |||
| 1.53 | 1.75 | 78 | 1,073 | 26.4% | 0.21 | 0.0212 | -0.061 | 190 | 12.85 | 13.85 | 4 | 1,826 | 23.8% | -0.80 | 0.0217 | -0.061 |
| 1.10 | 1.33 | 517 | 26.4% | 0.17 | 0.0183 | -0.052 | 192.5 | 14.00 | 16.30 | 19.8% | -0.85 | 0.0185 | -0.051 | |||
| 0.7700 | 0.9600 | 3,403 | 4,876 | 26.2% | 0.13 | 0.0153 | -0.043 | 195 | 16.95 | 18.30 | 957 | 21.8% | -0.89 | 0.0152 | -0.041 | |
| 0.3600 | 1.05 | 46 | 27.2% | 0.10 | 0.0125 | -0.035 | 197.5 | 18.45 | 20.95 | -0.92 | 0.0122 | -0.032 | ||||
| 0.3500 | 0.4900 | 218 | 5,760 | 26.0% | 0.07 | 0.0100 | -0.029 | 200 | 21.05 | 22.85 | 6 | 1,246 | -0.94 | 0.0095 | -0.024 | |
| 0.1000 | 0.5800 | 145 | 26.9% | 0.05 | 0.0080 | -0.023 | 202.5 | 23.25 | 25.45 | -0.96 | 0.0072 | -0.018 | ||||
| 0.0100 | 0.3000 | 12 | 25.0% | 0.04 | 0.0063 | -0.019 | 205 | 25.70 | 28.20 | -0.97 | 0.0055 | -0.013 | ||||
| 0 | 0.3700 | 27.6% | 0.03 | 0.0050 | -0.015 | 207.5 | 28.05 | 30.95 | -0.98 | 0.0042 | -0.009 | |||||
| 0 | 0.1800 | 76 | 2,110 | 26.2% | 0.03 | 0.0041 | -0.013 | 210 | 30.75 | 33.20 | 2 | 824 | -0.98 | 0.0032 | -0.006 | |
| 0 | 0.4000 | 33.1% | 0.02 | 0.0027 | -0.010 | 215 | 35.10 | 38.90 | -0.99 | 0.0020 | -0.002 | |||||
| 0 | 0.1900 | 77 | 2,733 | 33.7% | 0.01 | 0.0019 | -0.007 | 220 | 40.50 | 42.85 | 1 | 661 | -0.99 | 0.0013 | 0.000 | |
| 0 | 0.3000 | 37.9% | 0.01 | 0.0014 | -0.006 | 225 | 45.05 | 48.85 | -1.00 | 0.0009 | 0.000 | |||||
| 0.0200 | 0.0700 | 5 | 1,325 | 35.0% | 0.01 | 0.0010 | -0.005 | 230 | 50.55 | 53.20 | 274 | -1.00 | 0.0006 | 0.000 | ||
| 0 | 0.0500 | 13 | 1,326 | 37.6% | 0.00 | 0.0006 | -0.003 | 240 | 60.45 | 63.75 | 18 | -1.00 | 0.0003 | 0.000 | ||
| 0 | 0.1000 | 2 | 782 | 41.2% | 0.00 | 0.0004 | -0.002 | 250 | 70.75 | 73.10 | 1 | -1.00 | 0.0002 | 0.000 | ||
| 0 | 0.6300 | 357 | 63.1% | 0.00 | 0.0002 | -0.002 | 260 | 80.75 | 83.80 | 52.5% | -1.00 | 0.0001 | 0.000 | |||
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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