NET цепочка опционов Cloudflare, 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 ±24.7% (224.08–371.08) · ATM IV 63.1% · P/C открытого интереса 1.00
| 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 | |
| 148.60 | 152.15 | 434 | 79.1% | 0.98 | 0.0004 | -0.004 | 150 | 0.3600 | 1.10 | 2 | 1,084 | 73.0% | -0.02 | 0.0004 | -0.030 | |
| 144.20 | 147.40 | 143 | 79.8% | 0.98 | 0.0005 | -0.009 | 155 | 0.2900 | 1.32 | 1 | 542 | 71.0% | -0.02 | 0.0005 | -0.034 | |
| 139.45 | 142.65 | 290 | 78.3% | 0.97 | 0.0006 | -0.014 | 160 | 0.8000 | 1.48 | 830 | 72.3% | -0.03 | 0.0006 | -0.038 | ||
| 134.35 | 138.00 | 969 | 75.6% | 0.97 | 0.0007 | -0.020 | 165 | 0.8700 | 1.80 | 230 | 71.3% | -0.03 | 0.0007 | -0.043 | ||
| 130.20 | 133.30 | 210 | 76.4% | 0.96 | 0.0008 | -0.026 | 170 | 1.07 | 2.11 | 1 | 125 | 70.6% | -0.04 | 0.0008 | -0.049 | |
| 125.90 | 128.70 | 493 | 76.5% | 0.96 | 0.0009 | -0.032 | 175 | 1.33 | 2.56 | 2 | 616 | 70.4% | -0.04 | 0.0009 | -0.054 | |
| 120.85 | 124.00 | 129 | 73.6% | 0.95 | 0.0010 | -0.039 | 180 | 1.55 | 2.89 | 1 | 851 | 69.3% | -0.05 | 0.0010 | -0.060 | |
| 115.95 | 119.50 | 104 | 71.8% | 0.94 | 0.0011 | -0.046 | 185 | 2.18 | 3.40 | 351 | 69.8% | -0.06 | 0.0011 | -0.067 | ||
| 111.55 | 115.00 | 105 | 71.2% | 0.93 | 0.0012 | -0.054 | 190 | 2.65 | 3.85 | 369 | 69.2% | -0.07 | 0.0013 | -0.074 | ||
| 107.30 | 110.50 | 101 | 70.7% | 0.93 | 0.0014 | -0.062 | 195 | 3.15 | 4.45 | 198 | 68.8% | -0.08 | 0.0014 | -0.081 | ||
| 102.85 | 106.40 | 2 | 498 | 70.4% | 0.92 | 0.0015 | -0.070 | 200 | 3.75 | 5.15 | 7 | 3,139 | 68.6% | -0.09 | 0.0016 | -0.088 |
| 94.35 | 97.80 | 408 | 69.0% | 0.89 | 0.0018 | -0.087 | 210 | 5.50 | 6.65 | 2 | 175 | 68.5% | -0.11 | 0.0019 | -0.103 | |
| 86.35 | 89.65 | 137 | 68.3% | 0.87 | 0.0022 | -0.104 | 220 | 6.80 | 8.45 | 1 | 545 | 67.0% | -0.13 | 0.0022 | -0.119 | |
| 79.20 | 81.80 | 681 | 68.3% | 0.84 | 0.0025 | -0.121 | 230 | 8.75 | 10.10 | 31 | 286 | 65.5% | -0.16 | 0.0026 | -0.135 | |
| 71.45 | 74.25 | 2 | 1,599 | 66.8% | 0.81 | 0.0029 | -0.137 | 240 | 11.40 | 13.40 | 6 | 479 | 66.1% | -0.20 | 0.0029 | -0.149 |
| 64.35 | 67.10 | 966 | 65.9% | 0.77 | 0.0032 | -0.153 | 250 | 13.95 | 16.25 | 1 | 1,083 | 65.0% | -0.23 | 0.0032 | -0.163 | |
| 57.85 | 60.40 | 3 | 568 | 65.2% | 0.73 | 0.0035 | -0.166 | 260 | 16.95 | 19.70 | 6 | 762 | 64.3% | -0.27 | 0.0035 | -0.175 |
| 51.70 | 54.35 | 3 | 717 | 64.8% | 0.69 | 0.0038 | -0.178 | 270 | 20.95 | 23.10 | 7 | 908 | 63.7% | -0.31 | 0.0038 | -0.186 |
| 46.40 | 48.50 | 401 | 64.6% | 0.65 | 0.0040 | -0.188 | 280 | 25.95 | 27.35 | 3 | 2,237 | 64.0% | -0.35 | 0.0040 | -0.194 | |
| 40.85 | 43.40 | 4 | 1,839 | 64.0% | 0.61 | 0.0042 | -0.195 | 290 | 29.75 | 32.05 | 6 | 630 | 62.8% | -0.40 | 0.0042 | -0.200 |
| 36.35 | 38.65 | 5 | 447 | 63.9% | 0.57 | 0.0043 | -0.199 | 300 | 34.60 | 37.40 | 12 | 792 | 62.3% | -0.44 | 0.0044 | -0.203 |
| 31.95 | 34.30 | 4 | 990 | 63.5% | 0.52 | 0.0043 | -0.202 | 310 | 40.30 | 42.30 | 4 | 524 | 61.5% | -0.48 | 0.0044 | -0.205 |
| 27.80 | 30.00 | 17 | 314 | 62.7% | 0.48 | 0.0044 | -0.202 | 320 | 46.45 | 48.70 | 1 | 1,753 | 61.6% | -0.52 | 0.0045 | -0.204 |
| 24.35 | 26.35 | 11 | 749 | 62.4% | 0.44 | 0.0043 | -0.200 | 330 | 52.95 | 55.40 | 377 | 61.6% | -0.57 | 0.0044 | -0.200 | |
| 21.35 | 23.80 | 1 | 373 | 62.9% | 0.40 | 0.0042 | -0.196 | 340 | 59.85 | 62.00 | 102 | 61.3% | -0.61 | 0.0044 | -0.195 | |
| 18.05 | 21.10 | 23 | 518 | 62.4% | 0.37 | 0.0041 | -0.191 | 350 | 67.10 | 69.55 | 73 | 61.5% | -0.64 | 0.0043 | -0.189 | |
| 15.90 | 18.55 | 19 | 393 | 62.6% | 0.33 | 0.0040 | -0.184 | 360 | 74.70 | 76.90 | 73 | 61.3% | -0.68 | 0.0042 | -0.181 | |
| 13.80 | 15.70 | 6 | 346 | 61.9% | 0.30 | 0.0038 | -0.176 | 370 | 82.50 | 84.95 | 575 | 61.4% | -0.71 | 0.0040 | -0.172 | |
| 12.00 | 13.75 | 5 | 899 | 61.9% | 0.27 | 0.0036 | -0.167 | 380 | 90.70 | 93.40 | 732 | 61.7% | -0.74 | 0.0038 | -0.163 | |
| 10.10 | 12.00 | 54 | 571 | 61.6% | 0.24 | 0.0034 | -0.158 | 390 | 98.90 | 101.95 | 27 | 61.7% | -0.77 | 0.0037 | -0.152 | |
| 8.55 | 10.55 | 4 | 259 | 61.5% | 0.22 | 0.0032 | -0.149 | 400 | 107.55 | 109.85 | 26 | 60.9% | -0.80 | 0.0035 | -0.142 | |
| 7.20 | 8.90 | 186 | 61.0% | 0.20 | 0.0030 | -0.140 | 410 | 116.45 | 119.30 | 8 | 61.9% | -0.82 | 0.0033 | -0.132 | ||
| 6.25 | 9.00 | 55 | 62.7% | 0.18 | 0.0028 | -0.131 | 420 | 125.25 | 128.85 | 1 | 62.6% | -0.85 | 0.0031 | -0.122 | ||
| 5.75 | 7.20 | 2 | 132 | 62.3% | 0.16 | 0.0026 | -0.121 | 430 | 134.40 | 137.10 | 61.3% | -0.87 | 0.0029 | -0.112 | ||
| 3.90 | 7.30 | 159 | 62.3% | 0.14 | 0.0024 | -0.113 | 440 | 143.65 | 146.90 | 62.3% | -0.88 | 0.0027 | -0.103 | |||
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 — Jan 15, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.