NFLX цепочка опционов Netflix, Inc.
Cboe delayed options data · по состоянию на 14:04 UTC
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 ±11.6% (61.46–77.66) · ATM IV 44.4% · P/C открытого интереса 0.96
| 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 | |
| 32.90 | 36.90 | 110.8% | 0.99 | 0.0010 | -0.002 | 35 | 0 | 2.16 | 159.3% | -0.01 | 0.0010 | -0.005 | ||||
| 27.95 | 31.95 | 1 | 93.5% | 0.99 | 0.0016 | -0.003 | 40 | 0 | 1.15 | 114.0% | -0.01 | 0.0016 | -0.006 | |||
| 23.10 | 27.00 | 80.6% | 0.98 | 0.0028 | -0.005 | 45 | 0 | 0.4600 | 77.1% | -0.02 | 0.0028 | -0.008 | ||||
| 18.60 | 22.05 | 73.9% | 0.97 | 0.0051 | -0.008 | 50 | 0 | 0.7500 | 67.8% | -0.03 | 0.0051 | -0.010 | ||||
| 14.20 | 16.05 | 9 | 49.7% | 0.94 | 0.0104 | -0.015 | 55 | 0.1200 | 0.4500 | 3 | 48.6% | -0.06 | 0.0105 | -0.016 | ||
| 12.50 | 14.75 | 56.7% | 0.92 | 0.0140 | -0.019 | 57 | 0.1100 | 0.8600 | 15 | 48.9% | -0.08 | 0.0141 | -0.021 | |||
| 11.80 | 13.80 | 56.7% | 0.90 | 0.0162 | -0.022 | 58 | 0.2100 | 0.6600 | 14 | 44.4% | -0.10 | 0.0163 | -0.023 | |||
| 10.75 | 13.00 | 54.4% | 0.88 | 0.0186 | -0.025 | 59 | 0.5500 | 0.8500 | 2 | 26 | 47.5% | -0.12 | 0.0187 | -0.026 | ||
| 9.75 | 12.20 | 52.5% | 0.86 | 0.0211 | -0.028 | 60 | 0.5000 | 1.14 | 417 | 46.6% | -0.14 | 0.0212 | -0.029 | |||
| 9.15 | 10.85 | 1 | 49.1% | 0.84 | 0.0237 | -0.031 | 61 | 0.6900 | 1.26 | 28 | 45.9% | -0.16 | 0.0239 | -0.032 | ||
| 8.30 | 10.05 | 48.0% | 0.81 | 0.0263 | -0.034 | 62 | 0.8800 | 1.45 | 60 | 45.4% | -0.19 | 0.0265 | -0.035 | |||
| 7.70 | 9.25 | 48.5% | 0.78 | 0.0288 | -0.037 | 63 | 1.26 | 1.43 | 2 | 143 | 44.4% | -0.22 | 0.0291 | -0.038 | ||
| 6.95 | 8.70 | 1 | 49.1% | 0.75 | 0.0312 | -0.041 | 64 | 1.39 | 1.95 | 131 | 45.0% | -0.25 | 0.0315 | -0.042 | ||
| 6.25 | 8.00 | 8 | 48.6% | 0.71 | 0.0333 | -0.043 | 65 | 1.81 | 2.10 | 1 | 156 | 44.5% | -0.29 | 0.0336 | -0.044 | |
| 5.60 | 7.30 | 3 | 48.0% | 0.68 | 0.0352 | -0.046 | 66 | 1.89 | 2.56 | 52 | 43.5% | -0.32 | 0.0356 | -0.047 | ||
| 5.00 | 6.70 | 1 | 47.8% | 0.64 | 0.0367 | -0.048 | 67 | 2.57 | 2.96 | 1 | 19 | 45.2% | -0.36 | 0.0371 | -0.049 | |
| 4.80 | 5.25 | 6 | 35 | 44.8% | 0.60 | 0.0378 | -0.050 | 68 | 2.43 | 3.55 | 43 | 42.8% | -0.40 | 0.0383 | -0.051 | |
| 4.30 | 4.60 | 2 | 7 | 44.2% | 0.56 | 0.0386 | -0.051 | 69 | 3.35 | 3.80 | 27 | 44.1% | -0.44 | 0.0392 | -0.052 | |
| 3.85 | 4.15 | 5 | 164 | 44.6% | 0.53 | 0.0391 | -0.051 | 70 | 3.95 | 4.25 | 542 | 44.2% | -0.48 | 0.0397 | -0.052 | |
| 3.40 | 3.70 | 1 | 83 | 44.5% | 0.49 | 0.0392 | -0.051 | 71 | 4.40 | 4.85 | 5 | 25 | 43.9% | -0.52 | 0.0398 | -0.052 |
| 2.99 | 3.25 | 1 | 83 | 44.3% | 0.45 | 0.0390 | -0.051 | 72 | 4.55 | 5.75 | 22 | 43.1% | -0.56 | 0.0397 | -0.052 | |
| 2.35 | 3.00 | 222 | 43.4% | 0.41 | 0.0384 | -0.050 | 73 | 5.05 | 6.35 | 54 | 42.1% | -0.60 | 0.0392 | -0.051 | ||
| 1.92 | 3.80 | 34 | 49.4% | 0.38 | 0.0375 | -0.049 | 74 | 5.50 | 7.20 | 7 | 41.8% | -0.63 | 0.0384 | -0.049 | ||
| 2.00 | 2.25 | 10 | 160 | 44.4% | 0.34 | 0.0364 | -0.047 | 75 | 6.20 | 7.75 | 5 | 40.8% | -0.67 | 0.0373 | -0.048 | |
| 1.54 | 2.36 | 29 | 45.6% | 0.31 | 0.0350 | -0.045 | 76 | 7.05 | 8.75 | 4 | 43.1% | -0.70 | 0.0360 | -0.045 | ||
| 1.30 | 1.97 | 110 | 44.8% | 0.28 | 0.0333 | -0.042 | 77 | 7.80 | 9.35 | 1 | 5 | 41.9% | -0.74 | 0.0344 | -0.043 | |
| 1.12 | 1.50 | 30 | 43.3% | 0.25 | 0.0314 | -0.040 | 78 | 8.60 | 10.30 | 2 | 42.9% | -0.77 | 0.0326 | -0.041 | ||
| 0.9800 | 1.26 | 1 | 39 | 43.2% | 0.22 | 0.0295 | -0.037 | 79 | 9.30 | 11.00 | 3 | 40.9% | -0.79 | 0.0308 | -0.038 | |
| 0.9200 | 1.07 | 3 | 142 | 43.8% | 0.19 | 0.0274 | -0.035 | 80 | 10.05 | 12.05 | 6 | 41.7% | -0.82 | 0.0288 | -0.035 | |
| 0.6800 | 1.26 | 35 | 45.9% | 0.17 | 0.0254 | -0.032 | 81 | 10.85 | 13.20 | 43.6% | -0.84 | 0.0268 | -0.033 | |||
| 0.4500 | 1.20 | 187 | 45.7% | 0.15 | 0.0233 | -0.030 | 82 | 11.40 | 14.15 | 40.7% | -0.86 | 0.0248 | -0.030 | |||
| 0.2900 | 0.7700 | 196 | 46.1% | 0.11 | 0.0178 | -0.023 | 85 | 14.15 | 17.30 | 45.5% | -0.91 | 0.0195 | -0.024 | |||
| 0.2000 | 0.3500 | 72 | 47.8% | 0.06 | 0.0111 | -0.016 | 90 | 18.95 | 21.70 | -0.96 | 0.0130 | -0.017 | ||||
| 0 | 0.7000 | 103 | 58.3% | 0.04 | 0.0071 | -0.011 | 95 | 23.90 | 27.00 | -0.99 | 0.0071 | -0.010 | ||||
| 0 | 0.1800 | 3 | 19 | 52.1% | 0.03 | 0.0048 | -0.009 | 100 | 28.85 | 32.40 | 67.1% | -1.00 | 0.0025 | -0.007 | ||
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 27, 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.
call-опционыput-опционы