MU цепочка опционов Micron Technology, 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 ±8.7% (871.62–1,038.17) · ATM IV 53.6% · P/C открытого интереса 1.36
| 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 | |
| 471.65 | 484.70 | 2 | 696 | 1.00 | 0.0000 | 0.000 | 480 | 0.0200 | 0.1400 | 125 | 739 | 117.5% | -0.00 | 0.0000 | -0.026 | |
| 461.65 | 474.90 | 466 | 1.00 | 0.0000 | 0.000 | 490 | 0.0200 | 0.1500 | 8 | 474 | 114.9% | -0.00 | 0.0000 | -0.028 | ||
| 453.10 | 464.90 | 3,575 | 142.9% | 1.00 | 0.0000 | 0.000 | 500 | 0.0600 | 0.1200 | 628 | 9,440 | 112.2% | -0.00 | 0.0000 | -0.029 | |
| 441.45 | 454.80 | 298 | 1.00 | 0.0000 | 0.000 | 510 | 0.0500 | 0.1600 | 8 | 351 | 110.6% | -0.00 | 0.0000 | -0.032 | ||
| 431.50 | 444.95 | 883 | 1.00 | 0.0000 | 0.000 | 520 | 0.0500 | 0.2000 | 13 | 1,540 | 109.2% | -0.00 | 0.0000 | -0.034 | ||
| 421.75 | 435.00 | 410 | 1.00 | 0.0000 | 0.000 | 530 | 0.0500 | 0.2400 | 7 | 453 | 107.6% | -0.00 | 0.0000 | -0.036 | ||
| 411.80 | 425.05 | 301 | 1.00 | 0.0000 | 0.000 | 540 | 0.1000 | 0.2200 | 18 | 637 | 105.4% | -0.00 | 0.0000 | -0.039 | ||
| 402.90 | 413.05 | 1 | 1,851 | 1.00 | 0.0000 | 0.000 | 550 | 0.1000 | 0.1900 | 15 | 2,150 | 101.3% | -0.00 | 0.0000 | -0.042 | |
| 391.85 | 405.15 | 715 | 1.00 | 0.0000 | 0.000 | 560 | 0.0600 | 0.2000 | 12 | 762 | 100.1% | -0.00 | 0.0000 | -0.044 | ||
| 381.90 | 395.15 | 772 | 1.00 | 0.0000 | 0.000 | 570 | 0.1000 | 0.2500 | 6 | 1,428 | 97.1% | -0.00 | 0.0000 | -0.048 | ||
| 371.95 | 385.20 | 2 | 394 | 1.00 | 0.0000 | 0.000 | 580 | 0.1100 | 0.2500 | 3 | 643 | 94.4% | -0.00 | 0.0000 | -0.051 | |
| 361.95 | 375.35 | 439 | 1.00 | 0.0001 | 0.000 | 590 | 0.1700 | 0.2800 | 4 | 2,069 | 93.6% | -0.00 | 0.0001 | -0.055 | ||
| 351.60 | 365.25 | 1 | 2,534 | 1.00 | 0.0001 | 0.000 | 600 | 0.2000 | 0.2900 | 22 | 6,729 | 91.5% | -0.00 | 0.0001 | -0.060 | |
| 342.05 | 355.35 | 272 | 1.00 | 0.0001 | 0.000 | 610 | 0.1600 | 0.3400 | 1 | 1,147 | 88.8% | -0.00 | 0.0001 | -0.065 | ||
| 332.10 | 345.40 | 661 | 0.99 | 0.0001 | 0.000 | 620 | 0.2200 | 0.3200 | 3 | 1,175 | 86.6% | -0.00 | 0.0001 | -0.070 | ||
| 322.15 | 335.40 | 206 | 0.99 | 0.0001 | 0.000 | 630 | 0.2100 | 0.3800 | 3 | 462 | 84.5% | -0.01 | 0.0001 | -0.076 | ||
| 312.10 | 325.40 | 1 | 288 | 0.99 | 0.0001 | 0.000 | 640 | 0.2700 | 0.4100 | 9 | 1,524 | 83.0% | -0.01 | 0.0001 | -0.082 | |
| 302.25 | 315.45 | 841 | 0.99 | 0.0001 | 0.000 | 650 | 0.3100 | 0.4800 | 56 | 4,622 | 80.5% | -0.01 | 0.0001 | -0.089 | ||
| 292.30 | 305.55 | 413 | 0.99 | 0.0001 | 0.000 | 660 | 0.3900 | 0.4700 | 11 | 1,574 | 79.6% | -0.01 | 0.0001 | -0.097 | ||
| 282.40 | 295.60 | 721 | 0.99 | 0.0002 | 0.000 | 670 | 0.4200 | 0.5200 | 34 | 891 | 77.6% | -0.01 | 0.0002 | -0.106 | ||
| 272.45 | 285.35 | 743 | 0.99 | 0.0002 | 0.000 | 680 | 0.4300 | 0.5600 | 16 | 3,575 | 75.2% | -0.01 | 0.0002 | -0.117 | ||
| 262.55 | 275.35 | 1 | 384 | 0.99 | 0.0002 | 0.000 | 690 | 0.5200 | 0.6400 | 17 | 1,011 | 73.9% | -0.01 | 0.0002 | -0.128 | |
| 256.10 | 264.95 | 3 | 2,976 | 75.9% | 0.99 | 0.0002 | -0.011 | 700 | 0.6000 | 0.6900 | 347 | 5,123 | 72.2% | -0.01 | 0.0002 | -0.141 |
| 242.75 | 255.55 | 337 | 0.99 | 0.0003 | -0.031 | 710 | 0.6700 | 0.8200 | 6 | 807 | 70.7% | -0.01 | 0.0003 | -0.156 | ||
| 232.85 | 246.30 | 234 | 0.98 | 0.0003 | -0.053 | 720 | 0.7500 | 0.9100 | 44 | 1,300 | 69.0% | -0.02 | 0.0003 | -0.172 | ||
| 223.65 | 235.80 | 6 | 337 | 47.6% | 0.98 | 0.0004 | -0.077 | 730 | 0.8600 | 1.02 | 86 | 1,078 | 67.3% | -0.02 | 0.0004 | -0.192 |
| 217.40 | 225.90 | 1 | 1,425 | 73.0% | 0.98 | 0.0004 | -0.103 | 740 | 1.00 | 1.18 | 86 | 1,001 | 66.0% | -0.02 | 0.0004 | -0.213 |
| 207.60 | 214.80 | 5 | 1,461 | 66.5% | 0.97 | 0.0005 | -0.133 | 750 | 1.21 | 1.33 | 890 | 5,149 | 64.7% | -0.03 | 0.0005 | -0.238 |
| 197.85 | 206.55 | 2 | 412 | 69.8% | 0.97 | 0.0006 | -0.167 | 760 | 1.40 | 1.58 | 52 | 1,885 | 63.4% | -0.03 | 0.0006 | -0.267 |
| 185.60 | 196.55 | 2 | 379 | 67.0% | 0.96 | 0.0006 | -0.204 | 770 | 1.67 | 1.86 | 91 | 1,050 | 62.4% | -0.04 | 0.0006 | -0.300 |
| 178.45 | 187.70 | 767 | 67.5% | 0.96 | 0.0008 | -0.246 | 780 | 1.96 | 2.19 | 199 | 2,289 | 61.2% | -0.04 | 0.0008 | -0.337 | |
| 169.40 | 174.55 | 8 | 413 | 58.7% | 0.95 | 0.0009 | -0.293 | 790 | 2.37 | 2.56 | 156 | 1,131 | 60.2% | -0.05 | 0.0009 | -0.379 |
| 159.90 | 166.00 | 45 | 3,668 | 60.1% | 0.94 | 0.0010 | -0.345 | 800 | 2.85 | 2.95 | 1,101 | 7,126 | 59.1% | -0.06 | 0.0010 | -0.427 |
| 150.50 | 157.55 | 709 | 57.5% | 0.93 | 0.0012 | -0.404 | 810 | 3.35 | 3.65 | 134 | 2,587 | 58.4% | -0.07 | 0.0012 | -0.480 | |
| 141.25 | 147.35 | 112 | 656 | 58.4% | 0.92 | 0.0013 | -0.467 | 820 | 4.05 | 4.40 | 314 | 1,900 | 57.6% | -0.08 | 0.0013 | -0.539 |
| 132.10 | 138.20 | 9 | 390 | 57.6% | 0.91 | 0.0015 | -0.537 | 830 | 4.90 | 5.25 | 304 | 3,082 | 56.9% | -0.09 | 0.0015 | -0.604 |
| 123.15 | 129.20 | 22 | 384 | 56.8% | 0.89 | 0.0017 | -0.612 | 840 | 5.90 | 6.25 | 319 | 1,477 | 56.2% | -0.11 | 0.0017 | -0.674 |
| 114.45 | 120.05 | 240 | 1,857 | 55.8% | 0.87 | 0.0019 | -0.691 | 850 | 7.20 | 7.45 | 677 | 4,776 | 55.7% | -0.13 | 0.0020 | -0.749 |
| 105.90 | 112.10 | 15 | 541 | 56.0% | 0.85 | 0.0022 | -0.774 | 860 | 8.55 | 8.95 | 255 | 1,410 | 55.2% | -0.15 | 0.0022 | -0.827 |
| 97.70 | 103.45 | 216 | 584 | 55.2% | 0.83 | 0.0024 | -0.859 | 870 | 10.25 | 10.65 | 186 | 1,833 | 54.7% | -0.17 | 0.0024 | -0.907 |
| 89.80 | 94.45 | 21 | 1,420 | 54.0% | 0.80 | 0.0026 | -0.944 | 880 | 12.20 | 12.65 | 216 | 1,189 | 54.4% | -0.20 | 0.0026 | -0.988 |
| 82.20 | 87.30 | 18 | 1,006 | 54.2% | 0.77 | 0.0029 | -1.026 | 890 | 14.50 | 15.00 | 202 | 1,335 | 54.1% | -0.23 | 0.0029 | -1.066 |
| 74.95 | 78.00 | 476 | 5,163 | 52.5% | 0.74 | 0.0031 | -1.105 | 900 | 17.15 | 17.70 | 1,163 | 5,440 | 53.9% | -0.26 | 0.0031 | -1.140 |
| 68.05 | 73.10 | 50 | 3,527 | 54.0% | 0.71 | 0.0033 | -1.177 | 910 | 20.00 | 21.10 | 270 | 1,314 | 53.9% | -0.29 | 0.0033 | -1.208 |
| 61.70 | 66.25 | 88 | 1,370 | 53.8% | 0.67 | 0.0034 | -1.241 | 920 | 23.10 | 24.75 | 384 | 3,581 | 53.7% | -0.33 | 0.0035 | -1.267 |
| 58.65 | 63.05 | 115 | 247 | 53.8% | 0.65 | 0.0035 | -1.269 | 925 | 24.80 | 26.85 | 196 | 417 | 53.7% | -0.35 | 0.0035 | -1.294 |
| 56.70 | 59.25 | 190 | 840 | 54.0% | 0.64 | 0.0036 | -1.295 | 930 | 26.65 | 28.70 | 416 | 1,084 | 53.5% | -0.37 | 0.0036 | -1.317 |
| 52.85 | 55.85 | 114 | 163 | 53.0% | 0.62 | 0.0036 | -1.318 | 935 | 28.40 | 30.85 | 100 | 240 | 53.4% | -0.38 | 0.0037 | -1.338 |
| 50.50 | 53.65 | 678 | 1,157 | 53.8% | 0.60 | 0.0037 | -1.338 | 940 | 29.15 | 33.55 | 787 | 2,040 | 52.8% | -0.40 | 0.0037 | -1.355 |
| 49.85 | 52.60 | 57 | 138 | 54.5% | 0.59 | 0.0037 | -1.347 | 942.5 | 32.10 | 34.70 | 51 | 89 | 54.0% | -0.41 | 0.0037 | -1.363 |
| 48.30 | 50.15 | 412 | 305 | 53.6% | 0.58 | 0.0037 | -1.355 | 945 | 32.40 | 35.90 | 94 | 136 | 53.5% | -0.42 | 0.0038 | -1.370 |
| 46.00 | 47.00 | 1,408 | 2,584 | 53.5% | 0.56 | 0.0038 | -1.368 | 950 | 35.65 | 37.70 | 404 | 1,620 | 53.7% | -0.44 | 0.0038 | -1.381 |
| 43.20 | 44.45 | 221 | 180 | 53.2% | 0.54 | 0.0038 | -1.379 | 955 | 38.05 | 40.85 | 104 | 63 | 54.1% | -0.46 | 0.0038 | -1.390 |
| 40.75 | 42.00 | 241 | 2,200 | 53.3% | 0.52 | 0.0038 | -1.386 | 960 | 40.65 | 42.90 | 83 | 1,351 | 53.8% | -0.48 | 0.0038 | -1.395 |
| 37.75 | 39.85 | 82 | 271 | 53.0% | 0.50 | 0.0038 | -1.391 | 965 | 42.15 | 46.25 | 28 | 25 | 53.4% | -0.50 | 0.0038 | -1.397 |
| 36.35 | 38.55 | 214 | 941 | 54.1% | 0.48 | 0.0038 | -1.392 | 970 | 43.80 | 49.05 | 49 | 789 | 52.8% | -0.52 | 0.0038 | -1.396 |
| 34.15 | 36.10 | 70 | 118 | 53.9% | 0.47 | 0.0038 | -1.390 | 975 | 46.70 | 52.00 | 29 | 209 | 52.9% | -0.54 | 0.0038 | -1.392 |
| 32.40 | 33.50 | 581 | 1,189 | 53.8% | 0.45 | 0.0038 | -1.385 | 980 | 50.75 | 55.00 | 39 | 701 | 53.6% | -0.55 | 0.0038 | -1.385 |
| 30.00 | 31.50 | 39 | 336 | 53.5% | 0.43 | 0.0037 | -1.378 | 985 | 52.70 | 58.15 | 24 | 10 | 54.5% | -0.57 | 0.0038 | -1.375 |
| 28.30 | 29.80 | 202 | 1,997 | 53.7% | 0.41 | 0.0037 | -1.367 | 990 | 56.85 | 61.40 | 1 | 704 | 53.8% | -0.59 | 0.0037 | -1.363 |
| 26.90 | 28.00 | 129 | 154 | 54.0% | 0.39 | 0.0036 | -1.355 | 995 | 60.00 | 64.80 | 12 | 2 | 53.8% | -0.61 | 0.0037 | -1.347 |
| 25.60 | 26.10 | 5,497 | 10.7K | 54.1% | 0.38 | 0.0036 | -1.339 | 1,000 | 64.90 | 68.25 | 48 | 2,713 | 55.0% | -0.63 | 0.0036 | -1.330 |
| 23.75 | 25.10 | 96 | 349 | 54.4% | 0.36 | 0.0035 | -1.322 | 1,005 | 65.80 | 71.80 | 2 | 3 | 53.5% | -0.64 | 0.0036 | -1.310 |
| 21.85 | 23.65 | 293 | 1,077 | 54.2% | 0.34 | 0.0035 | -1.302 | 1,010 | 69.40 | 75.45 | 3 | 521 | 53.7% | -0.66 | 0.0035 | -1.288 |
| 20.55 | 22.80 | 73 | 208 | 54.8% | 0.33 | 0.0034 | -1.281 | 1,015 | 72.90 | 79.10 | 3 | 13 | 53.7% | -0.67 | 0.0034 | -1.264 |
| 19.90 | 20.50 | 549 | 1,674 | 54.3% | 0.31 | 0.0033 | -1.257 | 1,020 | 77.30 | 82.85 | 21 | 370 | 54.4% | -0.69 | 0.0034 | -1.239 |
| 16.90 | 18.05 | 251 | 1,021 | 54.5% | 0.28 | 0.0032 | -1.207 | 1,030 | 85.40 | 90.55 | 19 | 326 | 55.1% | -0.72 | 0.0032 | -1.184 |
| 15.20 | 15.90 | 1,626 | 2,987 | 55.1% | 0.26 | 0.0030 | -1.152 | 1,040 | 92.65 | 98.50 | 2 | 130 | 55.0% | -0.75 | 0.0030 | -1.124 |
| 13.40 | 13.90 | 2,636 | 3,758 | 55.5% | 0.23 | 0.0028 | -1.093 | 1,050 | 102.40 | 106.70 | 14 | 1,159 | 56.7% | -0.77 | 0.0028 | -1.061 |
| 11.75 | 12.25 | 2,299 | 1,692 | 55.8% | 0.21 | 0.0026 | -1.032 | 1,060 | 108.20 | 115.10 | 10 | 531 | 54.9% | -0.80 | 0.0027 | -0.996 |
| 10.30 | 10.75 | 166 | 895 | 56.2% | 0.19 | 0.0024 | -0.970 | 1,070 | 116.95 | 123.65 | 3 | 321 | 55.3% | -0.82 | 0.0025 | -0.929 |
| 8.90 | 9.40 | 147 | 1,830 | 56.5% | 0.17 | 0.0023 | -0.908 | 1,080 | 127.95 | 132.45 | 1 | 88 | 58.1% | -0.84 | 0.0023 | -0.862 |
| 7.80 | 8.25 | 172 | 1,478 | 56.8% | 0.15 | 0.0021 | -0.847 | 1,090 | 135.80 | 141.40 | 10 | 184 | 57.5% | -0.85 | 0.0021 | -0.796 |
| 6.90 | 7.20 | 4,075 | 7,129 | 57.2% | 0.13 | 0.0019 | -0.788 | 1,100 | 143.20 | 150.50 | 17 | 1,284 | 56.0% | -0.87 | 0.0020 | -0.731 |
| 6.00 | 6.30 | 629 | 1,020 | 57.5% | 0.12 | 0.0018 | -0.730 | 1,110 | 152.50 | 159.65 | 2 | 144 | 56.4% | -0.89 | 0.0018 | -0.668 |
| 5.20 | 5.55 | 273 | 460 | 57.9% | 0.11 | 0.0016 | -0.675 | 1,120 | 161.70 | 168.85 | 9 | 269 | 56.5% | -0.90 | 0.0016 | -0.606 |
| 4.55 | 4.90 | 67 | 932 | 58.3% | 0.10 | 0.0015 | -0.622 | 1,130 | 171.05 | 178.25 | 6 | 87 | 56.7% | -0.91 | 0.0015 | -0.548 |
| 3.95 | 4.30 | 95 | 462 | 58.6% | 0.09 | 0.0014 | -0.572 | 1,140 | 180.50 | 187.70 | 3 | 89 | 57.0% | -0.92 | 0.0014 | -0.491 |
| 3.50 | 3.75 | 734 | 2,229 | 59.1% | 0.08 | 0.0012 | -0.526 | 1,150 | 187.80 | 200.90 | 470 | 60.2% | -0.93 | 0.0012 | -0.438 | |
| 3.05 | 3.30 | 323 | 280 | 59.5% | 0.07 | 0.0011 | -0.483 | 1,160 | 200.05 | 206.85 | 39 | 29 | 58.6% | -0.94 | 0.0011 | -0.388 |
| 2.66 | 2.91 | 113 | 732 | 59.9% | 0.06 | 0.0010 | -0.442 | 1,170 | 209.30 | 216.50 | 72 | 57.9% | -0.95 | 0.0010 | -0.340 | |
| 2.36 | 2.56 | 39 | 710 | 60.4% | 0.05 | 0.0009 | -0.405 | 1,180 | 218.95 | 226.10 | 2 | 47 | 57.5% | -0.95 | 0.0010 | -0.296 |
| 2.07 | 2.28 | 57 | 398 | 60.9% | 0.05 | 0.0008 | -0.371 | 1,190 | 226.60 | 240.25 | 67 | 64.4% | -0.96 | 0.0009 | -0.254 | |
| 1.84 | 1.90 | 1,540 | 7,045 | 61.1% | 0.04 | 0.0008 | -0.339 | 1,200 | 236.95 | 250.00 | 4 | 1,187 | 66.9% | -0.97 | 0.0009 | -0.225 |
| 1.57 | 1.75 | 35 | 601 | 61.6% | 0.04 | 0.0007 | -0.310 | 1,210 | 246.30 | 259.80 | 1 | 28 | 67.5% | -0.97 | 0.0008 | -0.201 |
| 1.41 | 1.58 | 38 | 1,050 | 62.2% | 0.03 | 0.0006 | -0.284 | 1,220 | 256.25 | 269.65 | 77 | 67.7% | -0.98 | 0.0008 | -0.176 | |
| 1.23 | 1.40 | 10 | 431 | 62.6% | 0.03 | 0.0006 | -0.260 | 1,230 | 266.20 | 279.50 | 31 | 69.0% | -0.98 | 0.0007 | -0.159 | |
| 1.13 | 1.24 | 10 | 967 | 63.2% | 0.03 | 0.0005 | -0.239 | 1,240 | 276.15 | 289.40 | 28 | 70.3% | -0.98 | 0.0006 | -0.172 | |
| 0.9700 | 1.13 | 144 | 2,357 | 63.7% | 0.02 | 0.0005 | -0.219 | 1,250 | 288.00 | 298.35 | 301 | 160 | 74.6% | -0.99 | 0.0006 | -0.180 |
| 0.8500 | 1.02 | 219 | 653 | 64.1% | 0.02 | 0.0004 | -0.201 | 1,260 | 296.05 | 309.45 | 73.3% | -0.99 | 0.0005 | -0.185 | ||
| 0.7500 | 0.9200 | 170 | 787 | 64.6% | 0.02 | 0.0004 | -0.185 | 1,270 | 306.05 | 319.35 | 2 | 75.0% | -0.99 | 0.0004 | -0.190 | |
| 0.6800 | 0.8200 | 2 | 281 | 65.2% | 0.02 | 0.0003 | -0.170 | 1,280 | 316.05 | 330.55 | 50 | 14 | 76.7% | -0.99 | 0.0004 | -0.222 |
| 0.5900 | 0.7600 | 2 | 427 | 65.7% | 0.02 | 0.0003 | -0.157 | 1,290 | 326.15 | 339.35 | 108 | 12 | 78.8% | -1.00 | 0.0003 | -0.248 |
| 0.6200 | 0.6900 | 241 | 7,299 | 66.9% | 0.01 | 0.0003 | -0.145 | 1,300 | 336.05 | 349.35 | 80.1% | -1.00 | 0.0002 | -0.271 | ||
| 0.4800 | 0.6400 | 6 | 338 | 66.9% | 0.01 | 0.0003 | -0.134 | 1,310 | 346.00 | 359.35 | 81.8% | -1.00 | 0.0002 | -0.288 | ||
| 0.4200 | 0.5800 | 7 | 392 | 67.3% | 0.01 | 0.0002 | -0.124 | 1,320 | 356.15 | 369.35 | 83.8% | -1.00 | 0.0001 | -0.304 | ||
| 0.3900 | 0.5500 | 1 | 279 | 68.2% | 0.01 | 0.0002 | -0.116 | 1,330 | 366.15 | 379.35 | 85.4% | -1.00 | 0.0001 | -0.325 | ||
| 0.3400 | 0.5000 | 12 | 185 | 68.6% | 0.01 | 0.0002 | -0.108 | 1,340 | 375.75 | 389.35 | 87.0% | -1.00 | 0.0001 | -0.343 | ||
| 0.3000 | 0.4500 | 84 | 1,345 | 69.0% | 0.01 | 0.0002 | -0.100 | 1,350 | 386.05 | 399.35 | 88.2% | -1.00 | 0.0000 | -0.358 | ||
| 0.2600 | 0.4300 | 322 | 69.6% | 0.01 | 0.0002 | -0.094 | 1,360 | 396.00 | 409.35 | 89.8% | -1.00 | 0.0000 | -0.371 | |||
| 0.2600 | 0.4200 | 1 | 234 | 70.7% | 0.01 | 0.0002 | -0.088 | 1,370 | 406.05 | 419.35 | 91.3% | -1.00 | 0.0000 | -0.381 | ||
| 0.2200 | 0.3900 | 2 | 480 | 71.1% | 0.01 | 0.0001 | -0.083 | 1,380 | 416.05 | 429.35 | 92.8% | -1.00 | 0.0000 | -0.391 | ||
| 0.2000 | 0.3700 | 2 | 392 | 71.8% | 0.01 | 0.0001 | -0.078 | 1,390 | 425.55 | 439.35 | 92.2% | -1.00 | 0.0000 | -0.399 | ||
| 0.1900 | 0.3200 | 225 | 2,324 | 72.1% | 0.01 | 0.0001 | -0.073 | 1,400 | 435.95 | 449.75 | 96.3% | -1.00 | 0.0000 | -0.405 | ||
| 0.1600 | 0.3300 | 9 | 238 | 73.0% | 0.01 | 0.0001 | -0.069 | 1,410 | 445.55 | 459.35 | 95.1% | -1.00 | 0.0000 | -0.411 | ||
| 0.1500 | 0.2100 | 1 | 352 | 71.8% | 0.01 | 0.0001 | -0.065 | 1,420 | 456.15 | 469.35 | 99.3% | -1.00 | 0.0000 | -0.417 | ||
| 0.1300 | 0.3000 | 285 | 74.3% | 0.01 | 0.0001 | -0.062 | 1,430 | 466.05 | 479.35 | 100.3% | -1.00 | 0.0000 | -0.421 | |||
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.