NOC цепочка опционов Northrop Grumman Corporation
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 ±7.8% (478.65–559.85) · ATM IV 31.6% · P/C открытого интереса 1.08
| 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 | |
| 177.10 | 184.70 | 5 | 71.7% | 1.00 | 0.0000 | -0.003 | 340 | 0 | 4.80 | 4 | 84.8% | -0.00 | 0.0000 | -0.003 | ||
| 167.20 | 174.60 | 1 | 19 | 67.0% | 1.00 | 0.0001 | -0.004 | 350 | 0 | 0.5000 | 54 | 55.4% | -0.00 | 0.0001 | -0.004 | |
| 159.30 | 164.80 | 22 | 72.7% | 1.00 | 0.0001 | -0.006 | 360 | 0 | 3.40 | 63 | 70.1% | -0.00 | 0.0001 | -0.006 | ||
| 147.00 | 156.70 | 6 | 66.4% | 0.99 | 0.0002 | -0.009 | 370 | 0 | 4.90 | 8 | 70.9% | -0.00 | 0.0002 | -0.009 | ||
| 137.00 | 146.00 | 7 | 59.2% | 0.99 | 0.0002 | -0.014 | 380 | 0 | 4.90 | 171 | 66.3% | -0.01 | 0.0002 | -0.014 | ||
| 132.00 | 141.80 | 59.9% | 0.99 | 0.0003 | -0.016 | 385 | 0 | 4.90 | 12 | 64.0% | -0.01 | 0.0003 | -0.016 | |||
| 127.80 | 136.00 | 4 | 57.6% | 0.99 | 0.0004 | -0.020 | 390 | 0 | 0.9500 | 30 | 45.7% | -0.01 | 0.0004 | -0.020 | ||
| 124.20 | 130.90 | 59.3% | 0.99 | 0.0004 | -0.023 | 395 | 0 | 1.15 | 2 | 25 | 45.3% | -0.01 | 0.0004 | -0.024 | ||
| 118.00 | 126.30 | 12 | 54.7% | 0.98 | 0.0005 | -0.028 | 400 | 0 | 4.90 | 87 | 57.4% | -0.01 | 0.0005 | -0.028 | ||
| 112.60 | 121.60 | 52.2% | 0.98 | 0.0006 | -0.033 | 405 | 0 | 4.90 | 24 | 55.2% | -0.02 | 0.0006 | -0.033 | |||
| 108.00 | 117.00 | 52.2% | 0.98 | 0.0008 | -0.039 | 410 | 0 | 1.50 | 104 | 41.8% | -0.02 | 0.0008 | -0.039 | |||
| 103.00 | 109.90 | 43.7% | 0.97 | 0.0009 | -0.045 | 415 | 0 | 3.40 | 5 | 46.9% | -0.02 | 0.0009 | -0.046 | |||
| 100.10 | 104.10 | 45.6% | 0.97 | 0.0011 | -0.053 | 420 | 0.1000 | 1.75 | 1 | 73 | 39.7% | -0.03 | 0.0011 | -0.053 | ||
| 95.30 | 99.50 | 45.0% | 0.96 | 0.0013 | -0.062 | 425 | 0.1000 | 3.20 | 12 | 42.6% | -0.03 | 0.0013 | -0.062 | |||
| 88.40 | 95.50 | 2 | 40.6% | 0.96 | 0.0015 | -0.071 | 430 | 0.9500 | 1.85 | 4 | 94 | 39.2% | -0.04 | 0.0015 | -0.072 | |
| 85.30 | 90.70 | 2 | 43.4% | 0.95 | 0.0017 | -0.082 | 435 | 0.4000 | 3.50 | 39 | 40.2% | -0.05 | 0.0017 | -0.082 | ||
| 80.10 | 85.40 | 2 | 40.1% | 0.94 | 0.0020 | -0.094 | 440 | 1.30 | 2.40 | 8 | 31 | 37.7% | -0.06 | 0.0020 | -0.094 | |
| 74.30 | 81.30 | 38.2% | 0.93 | 0.0023 | -0.107 | 445 | 0.6500 | 4.20 | 17 | 38.2% | -0.07 | 0.0023 | -0.107 | |||
| 69.50 | 76.10 | 1 | 2 | 36.0% | 0.92 | 0.0027 | -0.120 | 450 | 1.55 | 4.20 | 15 | 228 | 37.8% | -0.08 | 0.0027 | -0.121 |
| 66.00 | 71.00 | 36.4% | 0.90 | 0.0030 | -0.135 | 455 | 0.9500 | 3.50 | 2 | 200 | 33.2% | -0.10 | 0.0031 | -0.136 | ||
| 60.40 | 66.80 | 1 | 3 | 34.4% | 0.88 | 0.0034 | -0.150 | 460 | 2.10 | 6.80 | 218 | 38.4% | -0.11 | 0.0034 | -0.151 | |
| 56.30 | 62.80 | 35.0% | 0.87 | 0.0039 | -0.167 | 465 | 2.30 | 4.50 | 18 | 29 | 33.0% | -0.13 | 0.0039 | -0.167 | ||
| 52.00 | 57.60 | 4 | 33.4% | 0.84 | 0.0043 | -0.183 | 470 | 3.10 | 7.00 | 12 | 169 | 35.3% | -0.15 | 0.0043 | -0.184 | |
| 48.00 | 53.50 | 1 | 37 | 33.3% | 0.82 | 0.0048 | -0.199 | 475 | 2.65 | 5.70 | 15 | 177 | 30.6% | -0.18 | 0.0048 | -0.200 |
| 43.60 | 49.30 | 2 | 88 | 32.5% | 0.80 | 0.0052 | -0.215 | 480 | 5.50 | 6.50 | 6 | 410 | 32.6% | -0.20 | 0.0052 | -0.216 |
| 40.30 | 45.80 | 7 | 35 | 33.2% | 0.77 | 0.0056 | -0.231 | 485 | 5.50 | 7.80 | 1 | 18 | 31.4% | -0.23 | 0.0057 | -0.232 |
| 37.80 | 41.10 | 7 | 36 | 33.2% | 0.74 | 0.0061 | -0.245 | 490 | 6.90 | 9.00 | 4 | 81 | 31.4% | -0.26 | 0.0061 | -0.247 |
| 33.50 | 39.20 | 2 | 8 | 33.8% | 0.71 | 0.0065 | -0.258 | 495 | 8.70 | 12.90 | 4 | 41 | 33.8% | -0.29 | 0.0065 | -0.260 |
| 31.50 | 35.30 | 5 | 70 | 34.3% | 0.67 | 0.0068 | -0.270 | 500 | 7.20 | 15.00 | 24 | 347 | 31.3% | -0.33 | 0.0069 | -0.272 |
| 26.60 | 31.40 | 4 | 24 | 32.0% | 0.64 | 0.0071 | -0.279 | 505 | 10.80 | 14.40 | 1 | 5 | 30.7% | -0.36 | 0.0072 | -0.281 |
| 23.70 | 28.30 | 36 | 80 | 31.9% | 0.60 | 0.0074 | -0.286 | 510 | 13.20 | 19.30 | 1 | 31 | 33.2% | -0.40 | 0.0074 | -0.288 |
| 21.00 | 25.80 | 5 | 57 | 32.0% | 0.56 | 0.0076 | -0.291 | 515 | 16.30 | 19.00 | 3 | 17 | 31.8% | -0.44 | 0.0076 | -0.293 |
| 20.70 | 22.50 | 36 | 241 | 33.2% | 0.52 | 0.0077 | -0.293 | 520 | 17.30 | 20.70 | 1 | 97 | 30.1% | -0.48 | 0.0078 | -0.296 |
| 15.90 | 20.60 | 12 | 142 | 31.6% | 0.49 | 0.0077 | -0.292 | 525 | 20.20 | 26.60 | 53 | 32.8% | -0.51 | 0.0078 | -0.295 | |
| 14.60 | 17.70 | 34 | 70 | 31.6% | 0.45 | 0.0077 | -0.289 | 530 | 23.60 | 29.00 | 14 | 32.8% | -0.55 | 0.0078 | -0.292 | |
| 11.90 | 15.50 | 16 | 98 | 30.8% | 0.41 | 0.0076 | -0.283 | 535 | 26.10 | 32.00 | 1 | 2 | 32.4% | -0.59 | 0.0077 | -0.287 |
| 10.10 | 13.40 | 33 | 74 | 30.5% | 0.37 | 0.0074 | -0.275 | 540 | 28.30 | 35.50 | 151 | 31.8% | -0.63 | 0.0075 | -0.279 | |
| 8.00 | 12.70 | 9 | 29 | 30.8% | 0.34 | 0.0072 | -0.265 | 545 | 33.00 | 38.90 | 9 | 32.9% | -0.66 | 0.0073 | -0.269 | |
| 6.40 | 10.20 | 12 | 127 | 29.6% | 0.30 | 0.0069 | -0.253 | 550 | 35.60 | 42.40 | 10 | 32.0% | -0.70 | 0.0070 | -0.258 | |
| 6.60 | 8.80 | 3 | 5 | 30.8% | 0.27 | 0.0065 | -0.240 | 555 | 39.70 | 44.30 | 30.6% | -0.73 | 0.0067 | -0.245 | ||
| 5.70 | 7.80 | 39 | 327 | 31.1% | 0.24 | 0.0062 | -0.226 | 560 | 43.60 | 48.90 | 1 | 158 | 31.4% | -0.76 | 0.0063 | -0.231 |
| 4.90 | 6.60 | 1 | 15 | 31.1% | 0.22 | 0.0058 | -0.210 | 565 | 47.70 | 52.10 | 30.5% | -0.79 | 0.0059 | -0.216 | ||
| 4.50 | 5.60 | 132 | 70 | 31.5% | 0.19 | 0.0053 | -0.195 | 570 | 51.10 | 57.70 | 31.3% | -0.82 | 0.0055 | -0.201 | ||
| 3.80 | 5.10 | 53 | 25 | 31.9% | 0.17 | 0.0049 | -0.179 | 575 | 55.70 | 60.30 | 29.6% | -0.84 | 0.0051 | -0.186 | ||
| 0.0500 | 7.60 | 5 | 49 | 32.0% | 0.15 | 0.0045 | -0.164 | 580 | 59.80 | 64.70 | 29.0% | -0.86 | 0.0047 | -0.171 | ||
| 1.65 | 6.40 | 1 | 7 | 34.3% | 0.13 | 0.0041 | -0.149 | 585 | 64.50 | 70.50 | 31.4% | -0.88 | 0.0043 | -0.156 | ||
| 1.60 | 3.00 | 2 | 10 | 30.6% | 0.11 | 0.0037 | -0.135 | 590 | 69.00 | 74.50 | 30.3% | -0.90 | 0.0039 | -0.142 | ||
| 0.1500 | 3.00 | 15 | 10 | 29.3% | 0.10 | 0.0033 | -0.121 | 595 | 73.10 | 79.90 | 30.8% | -0.91 | 0.0035 | -0.129 | ||
| 0.9000 | 3.60 | 18 | 338 | 33.4% | 0.08 | 0.0030 | -0.108 | 600 | 78.20 | 83.60 | 29.1% | -0.93 | 0.0032 | -0.117 | ||
| 0 | 3.20 | 17 | 32.1% | 0.07 | 0.0026 | -0.097 | 605 | 82.60 | 90.00 | 32.6% | -0.94 | 0.0028 | -0.105 | |||
| 0 | 4.90 | 6 | 37.0% | 0.06 | 0.0023 | -0.086 | 610 | 86.00 | 93.60 | -0.95 | 0.0025 | -0.094 | ||||
| 0 | 4.90 | 5 | 38.4% | 0.05 | 0.0021 | -0.076 | 615 | 91.00 | 99.90 | 28.7% | -0.96 | 0.0022 | -0.084 | |||
| 0 | 4.90 | 46 | 39.8% | 0.04 | 0.0018 | -0.067 | 620 | 95.60 | 105.00 | 31.7% | -0.97 | 0.0020 | -0.074 | |||
| 0 | 4.90 | 71 | 41.1% | 0.04 | 0.0016 | -0.059 | 625 | 100.30 | 110.00 | -0.98 | 0.0017 | -0.063 | ||||
| 0 | 4.90 | 49 | 42.4% | 0.03 | 0.0014 | -0.051 | 630 | 105.20 | 115.00 | -0.98 | 0.0014 | -0.053 | ||||
| 0 | 0.6000 | 18 | 29.9% | 0.03 | 0.0012 | -0.045 | 635 | 111.00 | 120.00 | 34.0% | -0.99 | 0.0012 | -0.043 | |||
| 0 | 4.20 | 62 | 43.5% | 0.02 | 0.0010 | -0.039 | 640 | 116.00 | 124.90 | 34.3% | -0.99 | 0.0009 | -0.033 | |||
| 0 | 4.90 | 17 | 46.3% | 0.02 | 0.0009 | -0.034 | 645 | 121.00 | 130.00 | 36.1% | -0.99 | 0.0007 | -0.024 | |||
| 0 | 4.90 | 12 | 47.5% | 0.02 | 0.0008 | -0.029 | 650 | 126.00 | 135.00 | 37.2% | -1.00 | 0.0005 | -0.017 | |||
| 0 | 4.90 | 7 | 48.8% | 0.01 | 0.0007 | -0.025 | 655 | 131.00 | 140.00 | 38.3% | -1.00 | 0.0004 | -0.011 | |||
| 0 | 4.90 | 113 | 50.0% | 0.01 | 0.0006 | -0.022 | 660 | 136.00 | 145.00 | 39.3% | -1.00 | 0.0003 | -0.006 | |||
| 0 | 4.90 | 39 | 51.2% | 0.01 | 0.0005 | -0.019 | 665 | 141.00 | 150.00 | 40.4% | -1.00 | 0.0002 | -0.004 | |||
| 0 | 4.90 | 13 | 52.3% | 0.01 | 0.0004 | -0.016 | 670 | 146.00 | 155.00 | 41.4% | -1.00 | 0.0001 | -0.002 | |||
| 0 | 0.5000 | 34 | 36.6% | 0.01 | 0.0004 | -0.014 | 675 | 151.40 | 157.30 | -1.00 | 0.0001 | -0.001 | ||||
| 0 | 1.80 | 2 | 130 | 45.3% | 0.01 | 0.0003 | -0.012 | 680 | 156.40 | 162.30 | -1.00 | 0.0000 | -0.000 | |||
| 0 | 3.20 | 12 | 51.2% | 0.01 | 0.0003 | -0.011 | 685 | 161.00 | 169.40 | -1.00 | 0.0000 | -0.000 | ||||
| 0 | 4.90 | 70 | 56.9% | 0.00 | 0.0002 | -0.009 | 690 | 166.00 | 175.00 | 45.4% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 49 | 58.0% | 0.00 | 0.0002 | -0.008 | 695 | 171.00 | 179.90 | 45.5% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 3.20 | 42 | 54.4% | 0.00 | 0.0002 | -0.007 | 700 | 176.00 | 185.00 | 47.4% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 9 | 60.2% | 0.00 | 0.0001 | -0.006 | 705 | 181.00 | 190.00 | 48.4% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 9 | 61.3% | 0.00 | 0.0001 | -0.005 | 710 | 186.00 | 195.00 | 49.3% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 20 | 62.4% | 0.00 | 0.0001 | -0.004 | 715 | 191.00 | 200.00 | 50.2% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 12 | 63.4% | 0.00 | 0.0001 | -0.004 | 720 | 196.00 | 205.00 | 51.2% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 2 | 64.4% | 0.00 | 0.0001 | -0.003 | 725 | 201.40 | 207.20 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.25 | 1 | 1 | 56.9% | 0.00 | 0.0001 | -0.003 | 730 | 206.00 | 212.20 | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.00 | 63.9% | 0.00 | 0.0001 | -0.002 | 735 | 211.50 | 217.20 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 4.90 | 8 | 67.5% | 0.00 | 0.0000 | -0.002 | 740 | 216.00 | 225.00 | 54.9% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 17 | 68.5% | 0.00 | 0.0000 | -0.002 | 745 | 221.00 | 230.00 | 55.8% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 4 | 69.5% | 0.00 | 0.0000 | -0.002 | 750 | 226.00 | 235.00 | 56.6% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 70.4% | 0.00 | 0.0000 | -0.001 | 755 | 231.00 | 240.00 | 57.5% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 3 | 71.4% | 0.00 | 0.0000 | -0.001 | 760 | 236.00 | 245.00 | 58.4% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 72.4% | 0.00 | 0.0000 | -0.001 | 765 | 241.00 | 250.00 | 59.3% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 73.3% | 0.00 | 0.0000 | -0.001 | 770 | 246.00 | 254.80 | 57.4% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 74.2% | 0.00 | 0.0000 | -0.001 | 775 | 251.00 | 259.80 | 58.2% | -1.00 | 0.0000 | 0.000 | ||||
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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