NFLX цепочка опционов Netflix, 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 ±4.8% (78.51–86.50) · ATM IV 29.5% · P/C открытого интереса 0.56
| 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 | |
| 36.85 | 37.85 | 45 | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.0300 | 465 | 111.3% | -0.00 | 0.0002 | -0.002 | |||
| 31.75 | 33.00 | 515 | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.0200 | 7,396 | 89.6% | -0.00 | 0.0004 | -0.002 | |||
| 26.90 | 28.85 | 131 | 114.6% | 1.00 | 0.0007 | 0.000 | 55 | 0 | 0.0200 | 22 | 1,398 | 73.8% | -0.00 | 0.0007 | -0.003 | |
| 25.80 | 27.90 | 1,012 | 108.0% | 1.00 | 0.0008 | 0.000 | 56 | 0.0100 | 0.0400 | 2,211 | 78.1% | -0.00 | 0.0008 | -0.004 | ||
| 23.90 | 25.00 | 108 | 1.00 | 0.0011 | 0.000 | 58 | 0 | 0.0200 | 50 | 1,413 | 64.9% | -0.00 | 0.0011 | -0.004 | ||
| 21.95 | 23.00 | 1 | 663 | 0.99 | 0.0014 | 0.000 | 60 | 0.0100 | 0.0200 | 64 | 15.5K | 61.8% | -0.01 | 0.0014 | -0.005 | |
| 20.70 | 22.85 | 40 | 80.5% | 0.99 | 0.0016 | 0.000 | 61 | 0.0100 | 0.0300 | 2,540 | 60.8% | -0.01 | 0.0016 | -0.005 | ||
| 19.90 | 21.85 | 210 | 84.6% | 0.99 | 0.0019 | 0.000 | 62 | 0.0100 | 0.0200 | 21 | 2,769 | 56.0% | -0.01 | 0.0019 | -0.005 | |
| 18.95 | 20.85 | 45 | 82.2% | 0.99 | 0.0022 | 0.000 | 63 | 0.0200 | 0.0600 | 1 | 9,077 | 60.0% | -0.01 | 0.0022 | -0.006 | |
| 17.90 | 19.00 | 298 | 0.99 | 0.0026 | 0.000 | 64 | 0.0100 | 0.0400 | 2,346 | 53.6% | -0.01 | 0.0026 | -0.006 | |||
| 16.85 | 18.05 | 539 | 0.99 | 0.0030 | 0.000 | 65 | 0.0200 | 0.0300 | 2 | 20.2K | 50.7% | -0.01 | 0.0030 | -0.007 | ||
| 15.75 | 17.95 | 190 | 67.1% | 0.99 | 0.0035 | 0.000 | 66 | 0.0200 | 0.0400 | 1 | 2,793 | 48.9% | -0.01 | 0.0035 | -0.007 | |
| 14.80 | 15.95 | 1 | 396 | 0.99 | 0.0041 | -0.000 | 67 | 0.0300 | 0.0400 | 3 | 4,454 | 47.0% | -0.01 | 0.0042 | -0.008 | |
| 13.90 | 15.00 | 1,267 | 0.99 | 0.0050 | -0.001 | 68 | 0.0300 | 0.0500 | 18 | 7,310 | 44.9% | -0.01 | 0.0050 | -0.009 | ||
| 12.90 | 14.50 | 4 | 979 | 43.8% | 0.98 | 0.0060 | -0.003 | 69 | 0.0400 | 0.0500 | 18 | 5,825 | 42.7% | -0.02 | 0.0060 | -0.009 |
| 12.50 | 12.85 | 15 | 7,377 | 36.7% | 0.98 | 0.0073 | -0.004 | 70 | 0.0500 | 0.0600 | 52 | 10.7K | 41.0% | -0.02 | 0.0073 | -0.011 |
| 11.00 | 12.00 | 1 | 853 | 0.97 | 0.0091 | -0.006 | 71 | 0.0600 | 0.0700 | 7 | 9,673 | 39.1% | -0.03 | 0.0091 | -0.012 | |
| 10.35 | 11.20 | 17 | 2,439 | 40.4% | 0.97 | 0.0114 | -0.009 | 72 | 0.0700 | 0.0900 | 162 | 10.6K | 37.3% | -0.03 | 0.0114 | -0.014 |
| 9.05 | 9.85 | 1 | 2,747 | 0.96 | 0.0145 | -0.012 | 73 | 0.0900 | 0.1100 | 50 | 3,842 | 35.7% | -0.04 | 0.0146 | -0.017 | |
| 8.65 | 8.90 | 125 | 3,965 | 33.5% | 0.95 | 0.0187 | -0.015 | 74 | 0.1300 | 0.1400 | 20 | 9,510 | 34.5% | -0.05 | 0.0187 | -0.020 |
| 7.65 | 7.95 | 33 | 17.7K | 31.4% | 0.93 | 0.0241 | -0.020 | 75 | 0.1700 | 0.1800 | 179 | 8,612 | 33.0% | -0.07 | 0.0242 | -0.024 |
| 6.80 | 7.00 | 8 | 4,897 | 32.8% | 0.91 | 0.0310 | -0.026 | 76 | 0.2300 | 0.2500 | 85 | 4,501 | 31.9% | -0.09 | 0.0312 | -0.029 |
| 5.85 | 6.10 | 21 | 4,527 | 30.5% | 0.87 | 0.0393 | -0.032 | 77 | 0.3300 | 0.3500 | 71 | 4,168 | 31.2% | -0.13 | 0.0397 | -0.035 |
| 5.05 | 5.25 | 280 | 3,837 | 30.9% | 0.83 | 0.0487 | -0.040 | 78 | 0.4700 | 0.4900 | 296 | 12.7K | 30.4% | -0.17 | 0.0492 | -0.042 |
| 4.20 | 4.40 | 26 | 4,485 | 29.5% | 0.78 | 0.0585 | -0.048 | 79 | 0.6600 | 0.6800 | 100 | 3,660 | 30.2% | -0.22 | 0.0590 | -0.050 |
| 3.45 | 3.65 | 390 | 23.0K | 29.2% | 0.72 | 0.0674 | -0.055 | 80 | 0.9200 | 0.9400 | 196 | 13.8K | 29.9% | -0.29 | 0.0681 | -0.057 |
| 2.89 | 2.97 | 282 | 4,610 | 29.9% | 0.64 | 0.0744 | -0.061 | 81 | 1.26 | 1.28 | 293 | 4,028 | 29.8% | -0.36 | 0.0752 | -0.062 |
| 2.31 | 2.37 | 847 | 6,617 | 29.7% | 0.57 | 0.0786 | -0.064 | 82 | 1.67 | 1.70 | 826 | 3,784 | 29.7% | -0.44 | 0.0795 | -0.065 |
| 1.81 | 1.84 | 877 | 7,411 | 29.6% | 0.49 | 0.0797 | -0.065 | 83 | 2.14 | 2.20 | 88 | 1,845 | 29.5% | -0.52 | 0.0807 | -0.066 |
| 1.39 | 1.42 | 409 | 4,874 | 29.5% | 0.41 | 0.0776 | -0.064 | 84 | 2.71 | 2.79 | 739 | 2,004 | 29.4% | -0.60 | 0.0788 | -0.064 |
| 1.05 | 1.07 | 1,023 | 28.0K | 29.7% | 0.34 | 0.0728 | -0.060 | 85 | 3.35 | 3.45 | 71 | 5,755 | 29.3% | -0.67 | 0.0741 | -0.060 |
| 0.7800 | 0.8000 | 140 | 4,103 | 29.8% | 0.27 | 0.0658 | -0.054 | 86 | 4.05 | 4.30 | 5 | 2,064 | 30.1% | -0.74 | 0.0671 | -0.054 |
| 0.5800 | 0.5900 | 131 | 9,528 | 30.0% | 0.21 | 0.0573 | -0.048 | 87 | 4.85 | 5.10 | 1,924 | 30.5% | -0.80 | 0.0586 | -0.046 | |
| 0.4200 | 0.4300 | 369 | 6,250 | 30.3% | 0.16 | 0.0485 | -0.041 | 88 | 5.70 | 6.05 | 1,717 | 32.1% | -0.85 | 0.0496 | -0.039 | |
| 0.3000 | 0.3200 | 39 | 2,826 | 30.6% | 0.13 | 0.0401 | -0.034 | 89 | 6.60 | 6.90 | 990 | 32.3% | -0.89 | 0.0409 | -0.032 | |
| 0.2200 | 0.2300 | 1,206 | 57.6K | 31.0% | 0.10 | 0.0326 | -0.029 | 90 | 7.50 | 7.85 | 21 | 3,266 | 33.2% | -0.92 | 0.0342 | -0.025 |
| 0.1600 | 0.1700 | 102 | 4,600 | 31.7% | 0.07 | 0.0263 | -0.024 | 91 | 8.45 | 8.80 | 1,188 | 34.3% | -0.94 | 0.0299 | -0.021 | |
| 0.1200 | 0.1300 | 194 | 1,677 | 32.2% | 0.06 | 0.0212 | -0.020 | 92 | 9.40 | 9.75 | 434 | 34.8% | -0.96 | 0.0258 | -0.018 | |
| 0.0900 | 0.1000 | 62 | 1,898 | 32.9% | 0.05 | 0.0170 | -0.017 | 93 | 10.40 | 11.20 | 396 | 46.4% | -0.97 | 0.0215 | -0.018 | |
| 0.0700 | 0.0800 | 90 | 1,333 | 33.9% | 0.04 | 0.0138 | -0.014 | 94 | 10.55 | 12.20 | 233 | -0.98 | 0.0160 | -0.020 | ||
| 0.0600 | 0.0700 | 322 | 13.9K | 35.3% | 0.03 | 0.0113 | -0.012 | 95 | 12.40 | 12.80 | 673 | 44.0% | -0.99 | 0.0111 | -0.023 | |
| 0.0500 | 0.0600 | 2 | 1,272 | 36.5% | 0.02 | 0.0094 | -0.011 | 96 | 12.55 | 14.25 | 64 | -0.99 | 0.0075 | -0.026 | ||
| 0.0400 | 0.0500 | 1,305 | 37.5% | 0.02 | 0.0079 | -0.010 | 97 | 13.55 | 15.20 | 105 | -1.00 | 0.0047 | -0.029 | |||
| 0.0300 | 0.0400 | 15 | 1,677 | 38.1% | 0.02 | 0.0067 | -0.009 | 98 | 14.90 | 16.20 | 92 | 48.2% | -1.00 | 0.0028 | -0.031 | |
| 0.0300 | 0.0400 | 30 | 2,244 | 40.0% | 0.02 | 0.0057 | -0.008 | 99 | 15.55 | 17.20 | 251 | -1.00 | 0.0016 | -0.032 | ||
| 0.0300 | 0.0400 | 184 | 56.2K | 41.9% | 0.01 | 0.0050 | -0.007 | 100 | 16.60 | 18.15 | 497 | -1.00 | 0.0011 | -0.034 | ||
| 0.0200 | 0.0400 | 1 | 1,913 | 42.9% | 0.01 | 0.0044 | -0.007 | 101 | 17.55 | 19.25 | 87 | -1.00 | 0.0007 | -0.035 | ||
| 0.0200 | 0.0300 | 1 | 725 | 43.7% | 0.01 | 0.0038 | -0.006 | 102 | 18.55 | 20.35 | 231 | -1.00 | 0.0004 | -0.036 | ||
| 0.0200 | 0.0300 | 811 | 45.5% | 0.01 | 0.0034 | -0.006 | 103 | 19.55 | 21.25 | 53 | -1.00 | 0.0002 | -0.037 | |||
| 0.0100 | 0.0300 | 9 | 847 | 45.9% | 0.01 | 0.0030 | -0.005 | 104 | 20.55 | 22.25 | 93 | -1.00 | 0.0000 | -0.037 | ||
| 0.0100 | 0.0200 | 112 | 6,484 | 46.1% | 0.01 | 0.0027 | -0.005 | 105 | 21.55 | 23.35 | 189 | -1.00 | 0.0000 | -0.038 | ||
| 0.0100 | 0.0200 | 976 | 47.7% | 0.01 | 0.0024 | -0.005 | 106 | 22.55 | 24.20 | 44 | -1.00 | 0.0000 | -0.038 | |||
| 0.0100 | 0.0500 | 2 | 1,215 | 53.4% | 0.01 | 0.0022 | -0.004 | 107 | 23.55 | 25.25 | 53 | -1.00 | 0.0000 | -0.038 | ||
| 0.0100 | 0.0300 | 2,146 | 52.5% | 0.01 | 0.0020 | -0.004 | 108 | 24.55 | 26.35 | 147 | -1.00 | 0.0000 | -0.039 | |||
| 0.0100 | 0.0400 | 2 | 1,175 | 55.4% | 0.01 | 0.0018 | -0.004 | 109 | 25.55 | 27.25 | 61 | -1.00 | 0.0000 | -0.039 | ||
| 0.0100 | 0.0200 | 1 | 50.3K | 53.9% | 0.01 | 0.0016 | -0.004 | 110 | 26.55 | 28.20 | 991 | -1.00 | 0.0000 | -0.039 | ||
| 0.0100 | 0.0500 | 1,034 | 59.9% | 0.00 | 0.0015 | -0.004 | 111 | 27.55 | 29.25 | 235 | -1.00 | 0.0000 | -0.040 | |||
| 0.0100 | 0.0300 | 2,437 | 58.7% | 0.00 | 0.0014 | -0.004 | 112 | 28.55 | 30.25 | 95 | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.0300 | 1 | 719 | 59.8% | 0.00 | 0.0012 | -0.003 | 114 | 30.55 | 32.25 | 150 | -1.00 | 0.0000 | -0.040 | ||
| 0 | 0.0400 | 5,043 | 63.1% | 0.00 | 0.0011 | -0.003 | 115 | 32.15 | 33.25 | 94.3% | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.0500 | 770 | 66.1% | 0.00 | 0.0010 | -0.003 | 116 | 32.55 | 34.20 | 660 | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.0400 | 2,101 | 67.4% | 0.00 | 0.0009 | -0.003 | 118 | 34.55 | 36.25 | 50 | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.0100 | 3 | 22.5K | 61.5% | 0.00 | 0.0008 | -0.003 | 120 | 36.55 | 38.25 | 90 | -1.00 | 0.0000 | -0.040 | ||
| 0 | 0.0300 | 1,310 | 70.7% | 0.00 | 0.0007 | -0.002 | 122 | 38.55 | 40.25 | 20 | -1.00 | 0.0000 | -0.041 | |||
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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