NEM цепочка опционов Newmont 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 ±10.2% (106.40–130.60) · ATM IV 43.0% · P/C открытого интереса 0.49
| 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 | |
| 47.05 | 50.55 | 1.00 | 0.0005 | 0.000 | 70 | 0 | 2.13 | 122.9% | -0.00 | 0.0005 | -0.004 | |||||
| 42.20 | 45.50 | 47.6% | 0.99 | 0.0008 | -0.001 | 75 | 0 | 0.1500 | 1 | 68.5% | -0.01 | 0.0008 | -0.006 | |||
| 37.25 | 40.55 | 2 | 53.5% | 0.99 | 0.0012 | -0.003 | 80 | 0 | 1.19 | 4 | 84.8% | -0.01 | 0.0012 | -0.008 | ||
| 32.25 | 35.40 | 1 | 0.98 | 0.0021 | -0.007 | 85 | 0.0200 | 0.1300 | 2 | 10 | 51.6% | -0.02 | 0.0021 | -0.011 | ||
| 27.75 | 30.50 | 20 | 51.7% | 0.97 | 0.0035 | -0.013 | 90 | 0.0700 | 0.3700 | 1 | 328 | 52.0% | -0.03 | 0.0035 | -0.017 | |
| 22.75 | 25.00 | 16 | 0.95 | 0.0059 | -0.021 | 95 | 0.2400 | 0.4300 | 4 | 173 | 47.1% | -0.05 | 0.0059 | -0.025 | ||
| 18.25 | 20.15 | 113 | 35.8% | 0.92 | 0.0098 | -0.034 | 100 | 0.5000 | 0.6500 | 136 | 859 | 43.5% | -0.08 | 0.0098 | -0.037 | |
| 13.95 | 16.05 | 131 | 40.4% | 0.85 | 0.0153 | -0.051 | 105 | 1.10 | 1.33 | 20 | 4,723 | 42.8% | -0.15 | 0.0154 | -0.053 | |
| 13.10 | 15.45 | 41.6% | 0.84 | 0.0165 | -0.055 | 106 | 1.22 | 1.57 | 42.7% | -0.16 | 0.0166 | -0.057 | ||||
| 12.40 | 14.50 | 41.3% | 0.82 | 0.0177 | -0.059 | 107 | 1.42 | 1.84 | 43.0% | -0.18 | 0.0178 | -0.061 | ||||
| 11.80 | 13.80 | 42.6% | 0.80 | 0.0189 | -0.063 | 108 | 1.62 | 2.15 | 43.2% | -0.20 | 0.0190 | -0.065 | ||||
| 10.90 | 13.40 | 43.5% | 0.78 | 0.0200 | -0.067 | 109 | 1.83 | 2.52 | 43.5% | -0.22 | 0.0202 | -0.069 | ||||
| 10.30 | 11.65 | 1 | 133 | 39.3% | 0.76 | 0.0212 | -0.070 | 110 | 2.20 | 2.38 | 32 | 1,176 | 42.0% | -0.25 | 0.0214 | -0.072 |
| 9.90 | 11.00 | 40.9% | 0.73 | 0.0222 | -0.074 | 111 | 2.37 | 3.50 | 45.0% | -0.27 | 0.0224 | -0.076 | ||||
| 9.00 | 10.95 | 42.6% | 0.71 | 0.0232 | -0.077 | 112 | 2.75 | 3.90 | 45.4% | -0.29 | 0.0234 | -0.079 | ||||
| 8.30 | 10.10 | 41.6% | 0.68 | 0.0241 | -0.080 | 113 | 2.86 | 4.35 | 44.8% | -0.32 | 0.0244 | -0.082 | ||||
| 7.65 | 9.50 | 41.6% | 0.66 | 0.0249 | -0.083 | 114 | 3.25 | 4.80 | 45.0% | -0.34 | 0.0252 | -0.084 | ||||
| 7.75 | 8.20 | 5 | 1,109 | 41.6% | 0.63 | 0.0256 | -0.085 | 115 | 3.90 | 4.15 | 5 | 1,457 | 41.9% | -0.37 | 0.0259 | -0.086 |
| 6.55 | 8.55 | 42.6% | 0.61 | 0.0262 | -0.087 | 116 | 4.20 | 5.70 | 45.6% | -0.40 | 0.0265 | -0.088 | ||||
| 6.05 | 7.15 | 8 | 39.7% | 0.58 | 0.0266 | -0.088 | 117 | 4.70 | 6.20 | 14 | 45.8% | -0.42 | 0.0269 | -0.090 | ||
| 5.90 | 6.45 | 39 | 40.3% | 0.55 | 0.0269 | -0.089 | 118 | 5.10 | 6.75 | 32 | 45.7% | -0.45 | 0.0273 | -0.091 | ||
| 5.40 | 6.05 | 43 | 40.6% | 0.53 | 0.0271 | -0.090 | 119 | 5.70 | 7.10 | 48 | 45.4% | -0.48 | 0.0275 | -0.091 | ||
| 5.15 | 5.55 | 74 | 1,249 | 41.2% | 0.50 | 0.0272 | -0.090 | 120 | 6.15 | 6.60 | 33 | 1,319 | 41.4% | -0.51 | 0.0276 | -0.091 |
| 4.50 | 5.55 | 36 | 42.0% | 0.47 | 0.0271 | -0.090 | 121 | 6.65 | 8.55 | 46.1% | -0.53 | 0.0275 | -0.091 | |||
| 4.05 | 5.35 | 9 | 42.6% | 0.45 | 0.0269 | -0.090 | 122 | 7.35 | 8.55 | 44.4% | -0.56 | 0.0274 | -0.091 | |||
| 3.65 | 4.45 | 3 | 40.7% | 0.42 | 0.0266 | -0.089 | 123 | 7.30 | 10.05 | 45.2% | -0.59 | 0.0271 | -0.090 | |||
| 3.50 | 3.80 | 9 | 40.4% | 0.39 | 0.0262 | -0.087 | 124 | 8.55 | 10.40 | 46.4% | -0.61 | 0.0267 | -0.088 | |||
| 3.15 | 3.60 | 84 | 1,088 | 40.8% | 0.37 | 0.0257 | -0.086 | 125 | 9.25 | 9.70 | 1 | 1,292 | 41.4% | -0.64 | 0.0262 | -0.087 |
| 2.66 | 3.70 | 41.6% | 0.35 | 0.0251 | -0.084 | 126 | 9.75 | 12.10 | 47.3% | -0.66 | 0.0257 | -0.085 | ||||
| 2.59 | 3.25 | 3 | 41.9% | 0.32 | 0.0244 | -0.081 | 127 | 10.45 | 12.00 | 44.2% | -0.68 | 0.0250 | -0.082 | |||
| 2.29 | 2.97 | 41.7% | 0.30 | 0.0237 | -0.079 | 128 | 11.35 | 13.30 | 47.2% | -0.71 | 0.0243 | -0.080 | ||||
| 2.03 | 2.51 | 2 | 40.8% | 0.28 | 0.0229 | -0.076 | 129 | 11.80 | 13.70 | 44.6% | -0.73 | 0.0235 | -0.077 | |||
| 1.89 | 2.21 | 182 | 1,450 | 40.8% | 0.26 | 0.0220 | -0.073 | 130 | 13.05 | 15.00 | 322 | 48.9% | -0.75 | 0.0227 | -0.074 | |
| 1.65 | 2.75 | 44.0% | 0.24 | 0.0211 | -0.070 | 131 | 13.40 | 15.80 | 47.3% | -0.77 | 0.0218 | -0.071 | ||||
| 1.48 | 2.43 | 43.6% | 0.22 | 0.0202 | -0.067 | 132 | 14.05 | 16.35 | 45.6% | -0.79 | 0.0209 | -0.068 | ||||
| 1.30 | 2.28 | 43.9% | 0.20 | 0.0192 | -0.064 | 133 | 14.75 | 17.50 | 46.7% | -0.81 | 0.0199 | -0.065 | ||||
| 1.12 | 1.31 | 77 | 3,737 | 41.1% | 0.17 | 0.0173 | -0.058 | 135 | 17.20 | 18.50 | 388 | 47.4% | -0.84 | 0.0181 | -0.059 | |
| 0.6100 | 0.8000 | 2 | 575 | 41.6% | 0.11 | 0.0127 | -0.044 | 140 | 21.35 | 23.60 | 90 | 51.1% | -0.90 | 0.0136 | -0.044 | |
| 0.4100 | 0.5800 | 4 | 989 | 44.1% | 0.07 | 0.0091 | -0.033 | 145 | 25.65 | 28.40 | 17 | 51.6% | -0.94 | 0.0101 | -0.034 | |
| 0.2600 | 0.3400 | 3 | 585 | 45.0% | 0.05 | 0.0065 | -0.025 | 150 | 30.30 | 33.50 | 8 | 55.6% | -0.97 | 0.0076 | -0.025 | |
| 0.1500 | 0.2400 | 10.2K | 46.4% | 0.04 | 0.0048 | -0.020 | 155 | 35.60 | 38.65 | 65.5% | -0.99 | 0.0052 | -0.020 | |||
| 0.0900 | 0.2300 | 246 | 49.3% | 0.03 | 0.0036 | -0.016 | 160 | 40.55 | 43.70 | 71.2% | -0.99 | 0.0028 | -0.016 | |||
| 0.0100 | 1.55 | 150 | 71.3% | 0.02 | 0.0027 | -0.013 | 165 | 45.20 | 48.70 | 73.1% | -1.00 | 0.0012 | -0.014 | |||
| 0.0500 | 0.2000 | 2,037 | 55.5% | 0.02 | 0.0020 | -0.011 | 170 | 50.85 | 53.60 | 84.5% | -1.00 | 0.0003 | -0.014 | |||
| 0 | 2.19 | 510 | 86.9% | 0.01 | 0.0016 | -0.009 | 175 | 55.25 | 58.60 | 83.4% | -1.00 | 0.0000 | -0.014 | |||
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 — Nov 20, 2026
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