NFLX цепочка опционов Netflix, Inc.

Экспирация Cboe delayed options data · по состоянию на 12:41 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 ±30.7% (48.58–91.59) · ATM IV 34.3% · P/C открытого интереса 0.65

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
32.00	42.00		211	42.7%	0.95	0.0028	-0.000	36	0	9.80		286	80.0%	-0.05	0.0030	-0.004
31.00	41.00		227	40.3%	0.94	0.0031	-0.000	37	0	9.80		44	77.7%	-0.06	0.0032	-0.005
31.00	41.00		184	50.0%	0.94	0.0033	-0.001	38	0	9.80		647	75.4%	-0.06	0.0034	-0.005
30.00	40.00		205	47.8%	0.93	0.0035	-0.001	39	0.0100	9.75		76	73.0%	-0.07	0.0037	-0.005
29.00	39.00		557	45.7%	0.93	0.0038	-0.001	40	0.0100	9.80	4	1,249	71.0%	-0.07	0.0039	-0.005
28.00	38.00		224	43.6%	0.92	0.0040	-0.002	41	0.0100	9.80		44	68.9%	-0.08	0.0042	-0.006
27.00	37.00		284	41.6%	0.92	0.0043	-0.002	42	0.0100	9.80		24.2K	66.9%	-0.09	0.0045	-0.006
26.00	36.00		105	39.7%	0.91	0.0046	-0.002	43	0.0100	9.80		50	64.9%	-0.09	0.0048	-0.006
26.00	36.00		652	45.9%	0.91	0.0048	-0.003	44	0.0100	10.00		271	63.5%	-0.10	0.0051	-0.006
25.00	35.00		1,578	44.0%	0.90	0.0051	-0.003	45	0.0100	10.00		4,058	61.6%	-0.11	0.0054	-0.007
24.00	34.00		276	42.1%	0.89	0.0054	-0.004	46	0.0100	10.00		184	59.8%	-0.11	0.0057	-0.007
23.00	33.00		344	40.3%	0.89	0.0057	-0.004	47	0.0100	13.05		978	66.0%	-0.12	0.0060	-0.007
23.00	32.00		214	41.8%	0.88	0.0060	-0.004	48	0.0100	13.50		191	65.1%	-0.13	0.0064	-0.008
22.00	32.00		130	43.0%	0.87	0.0063	-0.005	49	0.0100	14.00		193	64.4%	-0.14	0.0067	-0.008
21.00	31.00	48	1,297	41.2%	0.86	0.0066	-0.005	50	0.0100	14.55	20	2,738	63.8%	-0.15	0.0070	-0.008
20.00	30.00		320	39.4%	0.85	0.0070	-0.005	51	0.0100	15.10		214	63.2%	-0.16	0.0074	-0.009
20.00	30.00		260	43.1%	0.84	0.0073	-0.006	52	0.0100	15.65	5	1,089	62.5%	-0.17	0.0078	-0.009
19.00	29.00		469	41.3%	0.83	0.0076	-0.006	53	0.0100	16.15		1,004	61.7%	-0.18	0.0081	-0.009
18.00	28.00		646	39.6%	0.82	0.0079	-0.007	54	0.0100	16.70		159	61.0%	-0.19	0.0084	-0.009
18.00	28.00	3	418	42.6%	0.81	0.0082	-0.007	55	0.0100	17.20		6,644	60.2%	-0.20	0.0088	-0.010
17.00	27.00	9	113	40.8%	0.80	0.0085	-0.007	56	0.0100	17.80	6	1,624	59.6%	-0.21	0.0091	-0.010
16.00	26.00	7	345	39.1%	0.79	0.0088	-0.008	57	0.0100	18.35		524	58.8%	-0.22	0.0095	-0.010
16.00	26.00	3	571	41.7%	0.78	0.0091	-0.008	58	0.0100	18.95		876	58.2%	-0.23	0.0098	-0.011
15.00	25.00	2	435	39.9%	0.77	0.0093	-0.008	59	0.0100	19.55		332	57.5%	-0.24	0.0102	-0.011
15.00	24.00	35	3,173	40.2%	0.76	0.0096	-0.009	60	0.8000	12.00	724	9,678	42.3%	-0.25	0.0105	-0.011
14.00	24.00		309	40.5%	0.75	0.0099	-0.009	61	0.8000	12.00		536	40.7%	-0.27	0.0108	-0.011
13.00	23.00		663	38.7%	0.74	0.0101	-0.009	62	0.8000	12.00	1	941	39.1%	-0.28	0.0111	-0.012
13.00	23.00	2	374	40.8%	0.73	0.0104	-0.010	63	1.80	13.00		173	41.3%	-0.29	0.0114	-0.012
12.00	22.00	2	120	39.0%	0.72	0.0106	-0.010	64	1.80	13.00	7	1,462	39.6%	-0.30	0.0117	-0.012
12.00	22.00	5	938	40.8%	0.71	0.0108	-0.010	65	2.80	14.00	12	5,595	41.6%	-0.32	0.0120	-0.012
5.55	25.55		321	37.4%	0.69	0.0110	-0.010	66	2.80	14.00		612	39.9%	-0.33	0.0122	-0.013
7.60	24.40	3	208	40.8%	0.68	0.0112	-0.011	67	3.00	15.00		381	40.3%	-0.34	0.0125	-0.013
7.60	22.40	19	477	38.9%	0.67	0.0114	-0.011	68	3.00	15.00		613	38.6%	-0.35	0.0127	-0.013
6.60	23.40	10	397	40.5%	0.66	0.0116	-0.011	69	4.00	16.00		498	40.3%	-0.37	0.0130	-0.013
7.40	20.60	192	7,004	38.6%	0.65	0.0117	-0.011	70	0.0100	15.00	22	14.7K	30.0%	-0.38	0.0132	-0.013
4.00	24.00		364	40.1%	0.64	0.0118	-0.011	71	5.00	17.00		1,285	40.1%	-0.39	0.0134	-0.013
4.60	21.40	7	689	38.1%	0.62	0.0120	-0.012	72	5.00	17.00		1,045	38.2%	-0.41	0.0136	-0.014
4.60	21.40		404	39.5%	0.61	0.0121	-0.012	73	6.00	18.00		1,674	39.6%	-0.42	0.0138	-0.014
6.60	19.40	3	342	40.8%	0.60	0.0122	-0.012	74	6.00	18.00	8	1,373	37.8%	-0.43	0.0140	-0.014
6.00	18.00	10	3,744	38.8%	0.59	0.0123	-0.012	75	7.00	19.00	1	10.5K	39.1%	-0.45	0.0142	-0.014
5.80	18.20		852	40.1%	0.58	0.0124	-0.012	76	7.00	19.00		1,098	37.1%	-0.46	0.0143	-0.014
3.80	18.20	1	815	38.0%	0.57	0.0124	-0.012	77	8.00	20.00		697	38.4%	-0.47	0.0145	-0.014
6.00	16.00		1,112	39.2%	0.55	0.0125	-0.012	78	9.00	21.00		1,618	39.6%	-0.49	0.0146	-0.014
6.00	16.00		1,341	40.3%	0.54	0.0125	-0.013	79	10.00	20.00		772	37.5%	-0.50	0.0147	-0.014
3.00	17.00	192	12.9K	38.2%	0.53	0.0125	-0.013	80	10.00	22.00	2	15.3K	38.6%	-0.51	0.0148	-0.014
2.96	17.20	1	323	39.5%	0.52	0.0126	-0.013	81	11.00	23.00		521	39.8%	-0.53	0.0150	-0.014
2.96	17.20	1	890	40.5%	0.51	0.0126	-0.013	82	12.00	22.00		460	37.5%	-0.54	0.0150	-0.014
2.80	15.20	1	655	38.0%	0.50	0.0126	-0.013	83	12.00	24.00	5	362	38.6%	-0.55	0.0151	-0.015
2.96	15.20	4	336	39.2%	0.49	0.0125	-0.013	84	14.00	24.00		907	39.6%	-0.56	0.0152	-0.015
2.96	15.20	23	4,743	40.2%	0.48	0.0125	-0.013	85	12.80	25.20		4,099	37.1%	-0.58	0.0153	-0.015
2.80	14.20		367	39.2%	0.47	0.0125	-0.013	86	15.00	25.00		1,016	38.1%	-0.59	0.0153	-0.015
2.80	14.00		438	39.7%	0.46	0.0124	-0.013	87	16.00	26.00	14	143	39.0%	-0.60	0.0154	-0.015
0.5500	20.55	2	1,061	47.5%	0.45	0.0124	-0.013	88	15.00	29.00		373	39.9%	-0.61	0.0154	-0.015
0.8500	20.80		1,086	49.2%	0.44	0.0124	-0.013	89	16.00	28.00		62	37.2%	-0.62	0.0154	-0.015
0.8000	15.60	123	12.9K	41.6%	0.43	0.0123	-0.013	90	18.00	28.00		3,362	38.1%	-0.64	0.0155	-0.014
1.80	13.20	3	949	40.1%	0.42	0.0122	-0.013	91	17.00	31.00		267	38.9%	-0.65	0.0155	-0.014
1.00	15.20	4	718	42.8%	0.41	0.0122	-0.013	92	16.00	33.25		148	38.3%	-0.66	0.0155	-0.014
1.80	13.00		618	41.3%	0.40	0.0121	-0.013	93	15.30	35.30		120	37.9%	-0.67	0.0155	-0.014
0.8000	12.20		501	39.1%	0.40	0.0120	-0.013	94	17.00	35.00		1,191	37.4%	-0.68	0.0155	-0.014
0.0100	20.00	20	4,187	51.2%	0.39	0.0119	-0.013	95	16.60	36.60		2,181	36.5%	-0.69	0.0155	-0.014
0.8000	12.20		593	40.5%	0.38	0.0118	-0.013	96	19.00	36.95		307	38.8%	-0.70	0.0155	-0.014
0.8000	12.20		460	41.1%	0.37	0.0117	-0.013	97	20.00	38.00		271	39.6%	-0.71	0.0155	-0.014
0.4000	14.00		224	44.2%	0.36	0.0116	-0.012	98	19.25	39.25		220	37.0%	-0.72	0.0155	-0.014
0.0100	19.80		933	53.7%	0.35	0.0115	-0.012	99	22.00	39.00		201	38.9%	-0.74	0.0154	-0.014
0.0100	19.55	398	22.5K	54.0%	0.35	0.0114	-0.012	100	20.60	40.60		3,030	34.9%	-0.74	0.0154	-0.014
0.0100	19.30		241	54.2%	0.34	0.0113	-0.012	101	21.15	41.15		88	32.3%	-0.75	0.0153	-0.014
0.0100	19.05		276	54.5%	0.33	0.0112	-0.012	102	22.85	42.85		736	37.6%	-0.76	0.0152	-0.014
0.9200	11.00		342	43.1%	0.33	0.0111	-0.012	103	29.00	39.00		339	39.1%	-0.77	0.0152	-0.013
0.0100	18.55		322	54.9%	0.32	0.0109	-0.012	104	30.00	40.00		234	39.7%	-0.78	0.0152	-0.013
1.02	11.00		803	44.5%	0.31	0.0108	-0.012	105	31.00	41.00		515	40.3%	-0.79	0.0152	-0.013

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 21, 2028

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

NFLX цепочка опционов Netflix, Inc.

Улыбка волатильности — Jan 21, 2028

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