NOC цепочка опционов Northrop Grumman Corporation
Cboe delayed options data · по состоянию на 09:36 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 ±13.8% (451.37–596.27) · ATM IV 28.3% · P/C открытого интереса 1.63
| 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 | |
| 253.00 | 262.00 | 5 | 1.00 | 0.0000 | 0.000 | 270 | 0 | 4.20 | 13 | 62.8% | -0.00 | 0.0000 | -0.002 | |||
| 243.00 | 252.20 | 1.00 | 0.0000 | 0.000 | 280 | 0 | 5.80 | 7 | 63.6% | -0.00 | 0.0000 | -0.002 | ||||
| 233.00 | 242.20 | 1.00 | 0.0001 | 0.000 | 290 | 0 | 7.10 | 253 | 63.2% | -0.00 | 0.0001 | -0.003 | ||||
| 223.10 | 232.70 | 1 | 1.00 | 0.0001 | 0.000 | 300 | 0 | 5.70 | 28 | 57.5% | -0.00 | 0.0001 | -0.004 | |||
| 213.20 | 222.80 | 1.00 | 0.0001 | 0.000 | 310 | 0 | 5.90 | 16 | 55.0% | -0.00 | 0.0001 | -0.005 | ||||
| 204.00 | 213.00 | 1 | 1.00 | 0.0001 | 0.000 | 320 | 0 | 5.40 | 28 | 51.3% | -0.01 | 0.0001 | -0.007 | |||
| 194.00 | 203.20 | 1 | 1.00 | 0.0002 | 0.000 | 330 | 0 | 7.30 | 14 | 51.9% | -0.01 | 0.0002 | -0.009 | |||
| 184.00 | 193.70 | 1 | 0.99 | 0.0003 | 0.000 | 340 | 0 | 5.10 | 7 | 45.6% | -0.01 | 0.0003 | -0.011 | |||
| 175.00 | 183.80 | 5 | 0.99 | 0.0004 | 0.000 | 350 | 0 | 4.60 | 44 | 42.1% | -0.01 | 0.0004 | -0.014 | |||
| 165.30 | 174.00 | 3 | 0.99 | 0.0004 | 0.000 | 360 | 0 | 5.90 | 21 | 41.9% | -0.02 | 0.0005 | -0.017 | |||
| 157.60 | 162.80 | 25.6% | 0.98 | 0.0006 | 0.000 | 370 | 0.1500 | 4.00 | 31 | 36.6% | -0.03 | 0.0006 | -0.022 | |||
| 147.80 | 154.00 | 1 | 28.5% | 0.97 | 0.0007 | 0.000 | 380 | 0.7500 | 3.30 | 1 | 40 | 34.2% | -0.03 | 0.0007 | -0.026 | |
| 140.20 | 143.90 | 3 | 31.1% | 0.96 | 0.0009 | 0.000 | 390 | 1.55 | 2.90 | 27 | 32.6% | -0.04 | 0.0009 | -0.032 | ||
| 128.20 | 136.00 | 30 | 28.5% | 0.95 | 0.0011 | -0.002 | 400 | 0 | 7.00 | 367 | 33.8% | -0.05 | 0.0011 | -0.039 | ||
| 119.00 | 126.00 | 2 | 27.2% | 0.94 | 0.0013 | -0.012 | 410 | 0.3500 | 7.30 | 66 | 32.2% | -0.07 | 0.0014 | -0.046 | ||
| 112.60 | 117.10 | 8 | 30.4% | 0.92 | 0.0016 | -0.022 | 420 | 2.75 | 4.70 | 40 | 29.7% | -0.09 | 0.0016 | -0.054 | ||
| 102.80 | 108.40 | 21 | 29.2% | 0.90 | 0.0019 | -0.033 | 430 | 3.60 | 6.00 | 1 | 45 | 29.4% | -0.11 | 0.0019 | -0.062 | |
| 94.00 | 101.00 | 20 | 29.6% | 0.88 | 0.0022 | -0.044 | 440 | 2.40 | 8.70 | 43 | 28.2% | -0.13 | 0.0023 | -0.071 | ||
| 86.70 | 92.60 | 23 | 29.9% | 0.85 | 0.0025 | -0.056 | 450 | 7.50 | 9.20 | 12 | 107 | 29.7% | -0.16 | 0.0026 | -0.081 | |
| 78.40 | 83.60 | 11 | 28.7% | 0.82 | 0.0028 | -0.067 | 460 | 9.70 | 11.60 | 152 | 29.8% | -0.19 | 0.0029 | -0.090 | ||
| 69.40 | 76.90 | 28 | 28.2% | 0.79 | 0.0032 | -0.078 | 470 | 8.00 | 15.50 | 45 | 28.3% | -0.22 | 0.0033 | -0.098 | ||
| 64.10 | 68.90 | 12 | 28.7% | 0.76 | 0.0035 | -0.089 | 480 | 11.00 | 17.10 | 64 | 27.7% | -0.26 | 0.0036 | -0.106 | ||
| 58.00 | 62.00 | 86 | 28.8% | 0.72 | 0.0038 | -0.098 | 490 | 16.40 | 19.00 | 1 | 130 | 28.1% | -0.29 | 0.0039 | -0.113 | |
| 50.10 | 55.70 | 84 | 28.0% | 0.68 | 0.0040 | -0.106 | 500 | 17.70 | 25.90 | 9 | 324 | 28.5% | -0.34 | 0.0041 | -0.119 | |
| 45.50 | 49.80 | 223 | 28.4% | 0.64 | 0.0042 | -0.113 | 510 | 23.30 | 27.40 | 1 | 22 | 27.9% | -0.38 | 0.0044 | -0.124 | |
| 40.50 | 44.50 | 1 | 37 | 28.6% | 0.59 | 0.0043 | -0.118 | 520 | 27.90 | 32.00 | 2 | 169 | 27.9% | -0.42 | 0.0045 | -0.127 |
| 35.20 | 39.60 | 24 | 28.4% | 0.55 | 0.0044 | -0.122 | 530 | 32.30 | 38.30 | 2 | 1,522 | 28.2% | -0.47 | 0.0046 | -0.128 | |
| 30.40 | 35.20 | 4 | 26 | 28.3% | 0.51 | 0.0045 | -0.124 | 540 | 37.00 | 43.00 | 34 | 27.5% | -0.52 | 0.0047 | -0.128 | |
| 26.60 | 31.90 | 3 | 90 | 28.7% | 0.46 | 0.0044 | -0.124 | 550 | 43.60 | 49.00 | 87 | 27.8% | -0.56 | 0.0047 | -0.126 | |
| 23.50 | 27.10 | 34 | 28.5% | 0.42 | 0.0044 | -0.123 | 560 | 50.10 | 55.60 | 27 | 27.9% | -0.60 | 0.0047 | -0.123 | ||
| 19.20 | 24.00 | 51 | 28.2% | 0.38 | 0.0043 | -0.121 | 570 | 56.10 | 64.00 | 35 | 28.2% | -0.65 | 0.0046 | -0.120 | ||
| 13.80 | 22.00 | 187 | 27.6% | 0.34 | 0.0041 | -0.117 | 580 | 64.90 | 71.90 | 25 | 29.3% | -0.69 | 0.0045 | -0.115 | ||
| 14.70 | 18.60 | 42 | 28.7% | 0.31 | 0.0039 | -0.113 | 590 | 71.00 | 77.00 | 16 | 27.5% | -0.73 | 0.0044 | -0.110 | ||
| 11.90 | 16.40 | 1 | 158 | 28.9% | 0.28 | 0.0037 | -0.107 | 600 | 79.00 | 85.10 | 55 | 27.6% | -0.77 | 0.0043 | -0.104 | |
| 10.50 | 15.50 | 35 | 29.4% | 0.25 | 0.0035 | -0.101 | 610 | 87.60 | 93.10 | 30 | 27.6% | -0.80 | 0.0041 | -0.098 | ||
| 7.90 | 11.10 | 1 | 187 | 27.7% | 0.22 | 0.0032 | -0.095 | 620 | 96.80 | 101.70 | 37 | 28.0% | -0.84 | 0.0040 | -0.092 | |
| 5.90 | 8.60 | 3 | 229 | 28.3% | 0.17 | 0.0028 | -0.082 | 640 | 113.90 | 119.50 | 102 | 26.7% | -0.90 | 0.0038 | -0.079 | |
| 4.20 | 8.00 | 106 | 29.8% | 0.13 | 0.0023 | -0.070 | 660 | 132.10 | 139.50 | 58 | -0.95 | 0.0036 | -0.074 | |||
| 2.40 | 5.10 | 80 | 28.6% | 0.10 | 0.0019 | -0.058 | 680 | 151.00 | 160.00 | 30 | -0.99 | 0.0013 | -0.144 | |||
| 1.50 | 3.30 | 1 | 104 | 28.1% | 0.08 | 0.0015 | -0.048 | 700 | 171.10 | 180.00 | 3 | -1.00 | 0.0000 | -0.188 | ||
| 1.00 | 4.60 | 67 | 31.3% | 0.06 | 0.0012 | -0.038 | 720 | 191.10 | 200.00 | -1.00 | 0.0000 | -0.188 | ||||
| 0 | 5.30 | 29 | 33.1% | 0.04 | 0.0010 | -0.031 | 740 | 211.00 | 220.00 | -1.00 | 0.0000 | -0.188 | ||||
| 0 | 3.00 | 54 | 31.6% | 0.03 | 0.0008 | -0.025 | 760 | 231.00 | 240.00 | -1.00 | 0.0000 | -0.188 | ||||
| 0 | 5.90 | 20 | 37.9% | 0.02 | 0.0006 | -0.020 | 780 | 251.20 | 260.00 | 250 | -1.00 | 0.0000 | -0.188 | |||
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 15, 2027
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