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 ±6.5% (118.30–134.70) · ATM IV 38.9% · P/C открытого интереса 0.86
| 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 | |
| 58.05 | 60.35 | 3,368 | 2 | 1.00 | 0.0000 | -0.071 | 65 | 0 | 1.16 | 599 | 181.6% | -0.00 | 0.0002 | -0.005 | ||
| 56.25 | 57.90 | 445 | 12 | 1.00 | 0.0000 | -0.065 | 67.5 | 0 | 1.52 | 1,014 | 182.0% | -0.00 | 0.0002 | -0.005 | ||
| 53.00 | 55.75 | 3,360 | 103 | 1.00 | 0.0000 | -0.059 | 70 | 0 | 0.2300 | 2,434 | 96.1% | -0.00 | 0.0003 | -0.006 | ||
| 50.50 | 53.05 | 2,520 | 4 | 1.00 | 0.0000 | -0.052 | 72.5 | 0 | 0.7800 | 536 | 143.9% | -0.00 | 0.0003 | -0.006 | ||
| 48.65 | 51.05 | 986 | 78 | 1.00 | 0.0000 | -0.045 | 75 | 0 | 0.9400 | 1,773 | 140.8% | -0.00 | 0.0004 | -0.006 | ||
| 46.15 | 48.45 | 1,200 | 1.00 | 0.0001 | -0.039 | 77.5 | 0 | 0.2500 | 10 | 392 | 107.0% | -0.00 | 0.0005 | -0.007 | ||
| 43.20 | 45.75 | 1,030 | 50 | 1.00 | 0.0003 | -0.032 | 80 | 0 | 0.9500 | 3,339 | 125.7% | -0.00 | 0.0006 | -0.007 | ||
| 40.70 | 43.25 | 480 | 1.00 | 0.0006 | -0.024 | 82.5 | 0 | 1.80 | 4,078 | 135.6% | -0.00 | 0.0007 | -0.008 | |||
| 38.35 | 40.55 | 1,406 | 67 | 1.00 | 0.0009 | -0.018 | 85 | 0 | 0.0100 | 10 | 4,348 | 61.8% | -0.01 | 0.0008 | -0.009 | |
| 35.60 | 38.05 | 1 | 38 | 1.00 | 0.0014 | -0.013 | 87.5 | 0 | 1.09 | 2,385 | 107.1% | -0.01 | 0.0010 | -0.009 | ||
| 33.05 | 35.55 | 170 | 0.99 | 0.0018 | -0.009 | 90 | 0 | 0.4300 | 5 | 3,489 | 83.9% | -0.01 | 0.0012 | -0.010 | ||
| 30.50 | 33.05 | 10 | 0.99 | 0.0019 | -0.009 | 92.5 | 0 | 1.80 | 1,303 | 104.8% | -0.01 | 0.0015 | -0.011 | |||
| 28.00 | 30.55 | 3 | 26 | 0.99 | 0.0021 | -0.009 | 95 | 0 | 0.0900 | 1 | 4,027 | 57.0% | -0.01 | 0.0018 | -0.012 | |
| 25.40 | 28.75 | 19 | 0.99 | 0.0023 | -0.010 | 97.5 | 0 | 0.3000 | 1,660 | 62.2% | -0.01 | 0.0023 | -0.013 | |||
| 23.40 | 26.00 | 782 | 2,424 | 0.98 | 0.0029 | -0.012 | 100 | 0 | 0.1000 | 8 | 3,817 | 48.1% | -0.02 | 0.0029 | -0.015 | |
| 18.55 | 20.45 | 9 | 3,358 | 0.97 | 0.0053 | -0.019 | 105 | 0.0500 | 0.2500 | 33 | 2,001 | 46.2% | -0.03 | 0.0053 | -0.021 | |
| 15.00 | 16.05 | 83 | 2,062 | 43.1% | 0.94 | 0.0113 | -0.038 | 110 | 0.1500 | 0.4100 | 27 | 9,263 | 40.6% | -0.06 | 0.0114 | -0.040 |
| 10.35 | 11.15 | 4 | 3,488 | 35.8% | 0.85 | 0.0219 | -0.073 | 115 | 0.7500 | 0.9600 | 40 | 2,438 | 40.6% | -0.15 | 0.0220 | -0.075 |
| 7.65 | 8.90 | 35.5% | 0.77 | 0.0288 | -0.098 | 118 | 1.27 | 1.60 | 12 | 599 | 39.9% | -0.23 | 0.0290 | -0.099 | ||
| 6.75 | 8.15 | 5 | 34.7% | 0.74 | 0.0309 | -0.105 | 119 | 1.56 | 1.89 | 2 | 50 | 40.1% | -0.26 | 0.0312 | -0.107 | |
| 7.10 | 7.40 | 32 | 3,065 | 40.6% | 0.71 | 0.0328 | -0.112 | 120 | 1.92 | 2.21 | 94 | 2,071 | 40.5% | -0.29 | 0.0331 | -0.113 |
| 5.50 | 6.75 | 35.6% | 0.67 | 0.0345 | -0.118 | 121 | 2.20 | 2.57 | 1 | 118 | 40.2% | -0.33 | 0.0348 | -0.119 | ||
| 5.60 | 7.15 | 3 | 7 | 44.7% | 0.64 | 0.0359 | -0.123 | 122 | 2.64 | 3.60 | 8 | 26 | 43.9% | -0.37 | 0.0363 | -0.124 |
| 5.00 | 5.45 | 1 | 10 | 39.0% | 0.60 | 0.0370 | -0.127 | 123 | 2.97 | 3.45 | 4 | 552 | 40.5% | -0.40 | 0.0374 | -0.128 |
| 4.35 | 4.95 | 13 | 13 | 38.7% | 0.56 | 0.0378 | -0.129 | 124 | 3.45 | 3.90 | 8 | 15 | 40.6% | -0.44 | 0.0381 | -0.131 |
| 4.20 | 4.30 | 382 | 4,777 | 39.8% | 0.52 | 0.0381 | -0.131 | 125 | 3.95 | 4.40 | 12 | 1,949 | 40.7% | -0.48 | 0.0385 | -0.132 |
| 3.35 | 3.90 | 46 | 23 | 38.3% | 0.49 | 0.0381 | -0.131 | 126 | 4.40 | 4.75 | 9 | 164 | 39.4% | -0.52 | 0.0385 | -0.133 |
| 2.90 | 3.50 | 21 | 40 | 38.4% | 0.45 | 0.0378 | -0.131 | 127 | 4.95 | 6.45 | 2 | 36 | 44.8% | -0.56 | 0.0382 | -0.132 |
| 2.77 | 3.45 | 8 | 80 | 41.3% | 0.41 | 0.0370 | -0.129 | 128 | 5.45 | 6.85 | 1 | 158 | 43.4% | -0.59 | 0.0375 | -0.130 |
| 2.36 | 2.80 | 11 | 23 | 39.7% | 0.38 | 0.0361 | -0.126 | 129 | 6.20 | 7.70 | 14 | 45.0% | -0.63 | 0.0365 | -0.127 | |
| 2.13 | 2.40 | 309 | 11.0K | 39.8% | 0.34 | 0.0348 | -0.122 | 130 | 6.80 | 7.90 | 35 | 1,115 | 42.4% | -0.66 | 0.0353 | -0.123 |
| 1.61 | 2.43 | 109 | 40.4% | 0.31 | 0.0334 | -0.118 | 131 | 7.60 | 9.00 | 54 | 45.0% | -0.69 | 0.0338 | -0.119 | ||
| 1.41 | 1.97 | 25 | 259 | 39.6% | 0.28 | 0.0317 | -0.113 | 132 | 8.25 | 9.65 | 49 | 44.3% | -0.72 | 0.0322 | -0.114 | |
| 1.06 | 1.71 | 1 | 165 | 38.8% | 0.25 | 0.0300 | -0.107 | 133 | 9.15 | 10.80 | 4 | 404 | 47.4% | -0.75 | 0.0305 | -0.108 |
| 1.17 | 1.47 | 9 | 74 | 40.6% | 0.23 | 0.0282 | -0.101 | 134 | 9.85 | 12.30 | 11 | 51.4% | -0.78 | 0.0286 | -0.102 | |
| 1.00 | 1.41 | 73 | 11.5K | 41.5% | 0.20 | 0.0263 | -0.094 | 135 | 10.50 | 11.80 | 30 | 243 | 42.6% | -0.80 | 0.0267 | -0.095 |
| 0.6500 | 1.36 | 28 | 41.1% | 0.18 | 0.0244 | -0.088 | 136 | 11.45 | 13.60 | 3 | 50.0% | -0.83 | 0.0248 | -0.088 | ||
| 0.5400 | 1.13 | 1 | 138 | 40.8% | 0.16 | 0.0225 | -0.081 | 137 | 12.25 | 14.35 | 3 | 49.5% | -0.85 | 0.0230 | -0.082 | |
| 0.5700 | 1.10 | 5 | 42.9% | 0.14 | 0.0206 | -0.075 | 138 | 13.05 | 15.25 | 65 | 49.7% | -0.87 | 0.0212 | -0.075 | ||
| 0.3600 | 1.09 | 130 | 43.1% | 0.13 | 0.0188 | -0.069 | 139 | 14.15 | 16.30 | 53.1% | -0.88 | 0.0194 | -0.069 | |||
| 0.2600 | 0.8300 | 12 | 2,678 | 41.7% | 0.11 | 0.0171 | -0.063 | 140 | 14.85 | 16.85 | 10 | 70 | 49.4% | -0.90 | 0.0178 | -0.063 |
| 0.3000 | 0.8200 | 2 | 43.9% | 0.10 | 0.0155 | -0.058 | 141 | 15.95 | 18.50 | 57.5% | -0.91 | 0.0164 | -0.058 | |||
| 0.2600 | 0.5000 | 10 | 41.6% | 0.09 | 0.0141 | -0.053 | 142 | 16.90 | 19.45 | 58.9% | -0.93 | 0.0150 | -0.053 | |||
| 0.2300 | 0.5500 | 5 | 107 | 43.6% | 0.08 | 0.0127 | -0.048 | 143 | 17.90 | 20.40 | 60.6% | -0.94 | 0.0138 | -0.051 | ||
| 0.2200 | 0.7400 | 14 | 11 | 47.5% | 0.07 | 0.0115 | -0.044 | 144 | 18.80 | 21.35 | 123 | 61.4% | -0.94 | 0.0126 | -0.048 | |
| 0.2400 | 0.3000 | 21 | 2,529 | 43.4% | 0.06 | 0.0104 | -0.041 | 145 | 19.80 | 21.65 | 20 | 57.0% | -0.95 | 0.0115 | -0.045 | |
| 0.0700 | 0.4500 | 22 | 22 | 44.6% | 0.05 | 0.0094 | -0.038 | 146 | 20.45 | 23.30 | 61.8% | -0.96 | 0.0104 | -0.042 | ||
| 0.0900 | 0.1700 | 43 | 3,219 | 44.8% | 0.04 | 0.0064 | -0.028 | 150 | 24.85 | 26.55 | 2 | 3 | 65.5% | -0.98 | 0.0067 | -0.029 |
| 0.0500 | 0.1800 | 1 | 844 | 50.4% | 0.02 | 0.0041 | -0.020 | 155 | 29.05 | 32.25 | 72.8% | -0.99 | 0.0035 | -0.011 | ||
| 0.0300 | 0.1400 | 455 | 54.2% | 0.01 | 0.0027 | -0.015 | 160 | 34.65 | 36.70 | 81.2% | -1.00 | 0.0017 | -0.001 | |||
| 0 | 0.2000 | 1,339 | 61.2% | 0.01 | 0.0019 | -0.011 | 165 | 39.65 | 41.50 | 85.9% | -1.00 | 0.0008 | 0.000 | |||
| 0 | 0.1500 | 1 | 231 | 64.2% | 0.01 | 0.0014 | -0.009 | 170 | 44.05 | 47.15 | 93.7% | -1.00 | 0.0004 | 0.000 | ||
| 0 | 0.0500 | 2,817 | 61.1% | 0.01 | 0.0010 | -0.007 | 175 | 49.10 | 52.25 | 102.6% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 1.50 | 11.1K | 107.4% | 0.00 | 0.0008 | -0.006 | 180 | 53.75 | 57.25 | 2 | 103.5% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.3600 | 133 | 88.8% | 0.00 | 0.0006 | -0.005 | 185 | 59.20 | 62.25 | 117.0% | -1.00 | 0.0000 | 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.
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.