NKE цепочка опционов NIKE, 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 ±3.2% (36.25–38.65) · ATM IV 37.7% · 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 | |
| 17.65 | 18.45 | 10 | 1.00 | 0.0002 | 0.000 | 19 | 0 | 0.2900 | 6 | 359.3% | -0.00 | 0.0002 | -0.001 | |||
| 16.80 | 17.50 | 33 | 1.00 | 0.0002 | 0.000 | 20 | 0 | 0.4400 | 6 | 363.4% | -0.00 | 0.0002 | -0.001 | |||
| 15.90 | 16.85 | 34 | 306.6% | 1.00 | 0.0002 | 0.000 | 21 | 0 | 0.2100 | 20 | 294.4% | -0.00 | 0.0002 | -0.001 | ||
| 14.70 | 15.50 | 1 | 1.00 | 0.0003 | 0.000 | 22 | 0 | 0.2000 | 22 | 271.0% | -0.00 | 0.0003 | -0.001 | |||
| 13.65 | 14.50 | 1.00 | 0.0004 | 0.000 | 23 | 0 | 0.3500 | 6 | 278.9% | -0.00 | 0.0004 | -0.001 | ||||
| 12.65 | 13.55 | 1.00 | 0.0004 | 0.000 | 24 | 0 | 0.1900 | 1 | 229.6% | -0.00 | 0.0004 | -0.001 | ||||
| 11.55 | 12.50 | 1 | 1 | 1.00 | 0.0006 | 0.000 | 25 | 0 | 0.0100 | 12 | 142.1% | -0.00 | 0.0006 | -0.001 | ||
| 10.80 | 11.45 | 3 | 1.00 | 0.0008 | 0.000 | 26 | 0 | 0.0500 | 4 | 156.4% | -0.00 | 0.0008 | -0.001 | |||
| 9.90 | 10.45 | 1 | 1 | 1.00 | 0.0010 | 0.000 | 27 | 0 | 0.0600 | 114 | 145.5% | -0.00 | 0.0010 | -0.001 | ||
| 9.00 | 9.55 | 1 | 2 | 128.8% | 1.00 | 0.0014 | -0.000 | 28 | 0 | 0.0100 | 79 | 104.7% | -0.00 | 0.0014 | -0.001 | |
| 8.10 | 8.55 | 1 | 9 | 136.6% | 1.00 | 0.0021 | -0.001 | 29 | 0 | 0.0100 | 320 | 92.9% | -0.00 | 0.0021 | -0.002 | |
| 7.20 | 7.35 | 3 | 572 | 100.4% | 1.00 | 0.0032 | -0.001 | 30 | 0 | 0.0400 | 3,242 | 97.0% | -0.00 | 0.0032 | -0.002 | |
| 6.55 | 6.95 | 5 | 1.00 | 0.0040 | -0.002 | 30.5 | 0 | 0.0700 | 4 | 28 | 98.7% | -0.00 | 0.0040 | -0.003 | ||
| 6.15 | 6.45 | 1 | 41 | 97.5% | 1.00 | 0.0050 | -0.002 | 31 | 0 | 0.0100 | 2 | 869 | 70.3% | -0.00 | 0.0050 | -0.003 |
| 5.60 | 6.05 | 2 | 5 | 97.7% | 0.99 | 0.0065 | -0.003 | 31.5 | 0 | 0.0100 | 1,042 | 64.8% | -0.01 | 0.0065 | -0.003 | |
| 5.15 | 5.40 | 11 | 230 | 73.4% | 0.99 | 0.0086 | -0.003 | 32 | 0 | 0.0300 | 10 | 1,175 | 68.4% | -0.01 | 0.0086 | -0.004 |
| 4.25 | 5.10 | 56 | 0.99 | 0.0116 | -0.004 | 32.5 | 0 | 0.1000 | 4 | 331 | 76.3% | -0.01 | 0.0116 | -0.005 | ||
| 4.05 | 4.35 | 172 | 2,082 | 0.99 | 0.0160 | -0.006 | 33 | 0 | 0.0300 | 239 | 1,399 | 58.9% | -0.01 | 0.0160 | -0.006 | |
| 3.60 | 3.85 | 3 | 429 | 0.98 | 0.0228 | -0.007 | 33.5 | 0 | 0.0200 | 227 | 716 | 47.3% | -0.02 | 0.0229 | -0.008 | |
| 3.20 | 3.35 | 201 | 1,388 | 47.3% | 0.97 | 0.0338 | -0.010 | 34 | 0.0100 | 0.0300 | 110 | 1,589 | 46.4% | -0.03 | 0.0338 | -0.010 |
| 2.67 | 2.93 | 22 | 881 | 47.4% | 0.96 | 0.0518 | -0.014 | 34.5 | 0.0200 | 0.0300 | 147 | 423 | 41.8% | -0.04 | 0.0520 | -0.015 |
| 2.23 | 2.42 | 66 | 2,650 | 44.6% | 0.93 | 0.0817 | -0.022 | 35 | 0.0400 | 0.0500 | 255 | 1,190 | 39.9% | -0.07 | 0.0820 | -0.022 |
| 1.73 | 1.97 | 51 | 1,468 | 40.2% | 0.89 | 0.1269 | -0.033 | 35.5 | 0.0700 | 0.0900 | 1,377 | 1,281 | 38.0% | -0.11 | 0.1276 | -0.034 |
| 1.38 | 1.46 | 178 | 3,235 | 38.8% | 0.81 | 0.1832 | -0.049 | 36 | 0.1400 | 0.1600 | 1,488 | 3,238 | 37.2% | -0.19 | 0.1844 | -0.050 |
| 0.9800 | 1.07 | 2,533 | 802 | 36.9% | 0.70 | 0.2354 | -0.066 | 36.5 | 0.2600 | 0.3000 | 5,896 | 6,545 | 37.6% | -0.30 | 0.2373 | -0.066 |
| 0.7000 | 0.7500 | 1,031 | 4,932 | 37.9% | 0.58 | 0.2666 | -0.076 | 37 | 0.4400 | 0.4800 | 834 | 1,165 | 37.1% | -0.43 | 0.2690 | -0.077 |
| 0.4600 | 0.5000 | 1,571 | 2,178 | 38.0% | 0.44 | 0.2677 | -0.077 | 37.5 | 0.6900 | 0.7500 | 134 | 882 | 37.4% | -0.56 | 0.2702 | -0.078 |
| 0.2800 | 0.3100 | 3,638 | 7,279 | 37.8% | 0.32 | 0.2400 | -0.069 | 38 | 1.01 | 1.10 | 92 | 452 | 38.4% | -0.69 | 0.2423 | -0.069 |
| 0.1600 | 0.1900 | 956 | 1,814 | 38.1% | 0.21 | 0.1939 | -0.055 | 38.5 | 1.38 | 1.49 | 10 | 2,015 | 38.7% | -0.79 | 0.1958 | -0.055 |
| 0.0900 | 0.1100 | 623 | 1,994 | 38.6% | 0.14 | 0.1437 | -0.041 | 39 | 1.78 | 1.94 | 17 | 108 | 39.1% | -0.87 | 0.1449 | -0.041 |
| 0.0300 | 0.0400 | 1,824 | 5,892 | 41.3% | 0.06 | 0.0699 | -0.021 | 40 | 2.57 | 3.30 | 14 | 195 | 62.7% | -0.95 | 0.0717 | -0.021 |
| 0.0200 | 0.0300 | 139 | 854 | 49.3% | 0.03 | 0.0370 | -0.013 | 41 | 3.60 | 4.30 | 78.6% | -0.98 | 0.0386 | -0.013 | ||
| 0.0100 | 0.0200 | 302 | 1,483 | 54.8% | 0.02 | 0.0226 | -0.010 | 42 | 4.55 | 5.30 | 88.5% | -0.99 | 0.0229 | -0.009 | ||
| 0 | 0.0200 | 9 | 441 | 60.3% | 0.01 | 0.0149 | -0.008 | 43 | 5.30 | 6.65 | 107.9% | -0.99 | 0.0144 | -0.008 | ||
| 0 | 0.0700 | 4 | 288 | 63.1% | 0.01 | 0.0103 | -0.006 | 44 | 6.30 | 7.70 | 123.5% | -0.99 | 0.0091 | -0.007 | ||
| 0 | 0.0100 | 1,474 | 70.6% | 0.01 | 0.0075 | -0.005 | 45 | 7.60 | 8.35 | 14 | 131.5% | -1.00 | 0.0060 | -0.006 | ||
| 0 | 0.0100 | 759 | 77.7% | 0.01 | 0.0056 | -0.004 | 46 | 8.50 | 9.30 | 1 | 129.3% | -1.00 | 0.0040 | -0.006 | ||
| 0 | 0.0200 | 21 | 84.7% | 0.00 | 0.0043 | -0.004 | 47 | 9.55 | 10.70 | 1 | 174.8% | -1.00 | 0.0026 | -0.005 | ||
| 0 | 0.0100 | 1 | 19 | 91.4% | 0.00 | 0.0034 | -0.003 | 48 | 10.30 | 11.70 | 167.5% | -1.00 | 0.0018 | -0.005 | ||
| 0 | 0.0100 | 152 | 104.4% | 0.00 | 0.0022 | -0.002 | 50 | 12.60 | 12.95 | 21 | 1 | 87.2% | -1.00 | 0.0009 | -0.005 | |
| 0 | 0.0100 | 12 | 133.8% | 0.00 | 0.0010 | -0.002 | 55 | 17.30 | 18.70 | 231.0% | -1.00 | 0.0002 | -0.005 | |||
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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