NOC цепочка опционов Northrop Grumman Corporation
Cboe delayed options data · по состоянию на 06:40 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 ±25.8% (378.65–642.65) · ATM IV 29.5% · P/C открытого интереса 0.77
| 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 | 263.00 | 2 | 36.9% | 0.98 | 0.0003 | 0.000 | 260 | 0 | 9.90 | 3 | 42.7% | -0.02 | 0.0003 | -0.012 | ||
| 244.00 | 254.00 | 36.4% | 0.98 | 0.0003 | 0.000 | 270 | 0 | 6.50 | 3 | 37.2% | -0.03 | 0.0003 | -0.013 | |||
| 235.00 | 245.00 | 4 | 35.8% | 0.97 | 0.0004 | 0.000 | 280 | 0.0500 | 4.90 | 1 | 50 | 33.6% | -0.03 | 0.0004 | -0.015 | |
| 226.00 | 235.20 | 34.2% | 0.96 | 0.0004 | 0.000 | 290 | 0.1000 | 5.10 | 1 | 32.3% | -0.04 | 0.0004 | -0.017 | |||
| 217.00 | 227.00 | 2 | 34.2% | 0.96 | 0.0005 | 0.000 | 300 | 0 | 9.80 | 13 | 35.3% | -0.05 | 0.0005 | -0.020 | ||
| 208.00 | 218.00 | 34.9% | 0.95 | 0.0006 | 0.000 | 310 | 0 | 10.00 | 1 | 33.6% | -0.05 | 0.0006 | -0.022 | |||
| 200.00 | 210.00 | 33.9% | 0.94 | 0.0006 | -0.000 | 320 | 0 | 10.00 | 10 | 31.9% | -0.06 | 0.0007 | -0.024 | |||
| 191.00 | 201.00 | 32.8% | 0.93 | 0.0007 | -0.004 | 330 | 1.00 | 11.00 | 9 | 31.9% | -0.07 | 0.0008 | -0.027 | |||
| 183.00 | 193.00 | 1 | 32.9% | 0.92 | 0.0008 | -0.008 | 340 | 2.00 | 12.00 | 6 | 31.6% | -0.08 | 0.0008 | -0.029 | ||
| 175.00 | 185.00 | 3 | 32.8% | 0.91 | 0.0009 | -0.011 | 350 | 4.00 | 14.00 | 25 | 32.2% | -0.09 | 0.0009 | -0.032 | ||
| 167.00 | 177.00 | 3 | 32.5% | 0.90 | 0.0010 | -0.015 | 360 | 5.00 | 15.00 | 6 | 31.5% | -0.11 | 0.0010 | -0.035 | ||
| 159.00 | 169.00 | 9 | 32.0% | 0.89 | 0.0011 | -0.019 | 370 | 6.00 | 16.00 | 15 | 30.8% | -0.12 | 0.0011 | -0.038 | ||
| 151.00 | 161.00 | 3 | 31.5% | 0.87 | 0.0012 | -0.022 | 380 | 8.00 | 18.00 | 40 | 30.8% | -0.13 | 0.0012 | -0.041 | ||
| 144.90 | 153.00 | 31.6% | 0.86 | 0.0013 | -0.026 | 390 | 10.00 | 20.00 | 2 | 30.7% | -0.15 | 0.0014 | -0.043 | |||
| 137.00 | 146.00 | 1 | 39 | 31.3% | 0.84 | 0.0014 | -0.030 | 400 | 12.00 | 22.00 | 44 | 30.4% | -0.17 | 0.0015 | -0.046 | |
| 130.00 | 139.00 | 1 | 31.2% | 0.82 | 0.0015 | -0.034 | 410 | 15.00 | 24.00 | 35 | 30.4% | -0.18 | 0.0016 | -0.049 | ||
| 122.00 | 132.00 | 13 | 30.6% | 0.81 | 0.0016 | -0.037 | 420 | 17.00 | 27.00 | 95 | 30.2% | -0.20 | 0.0017 | -0.052 | ||
| 115.00 | 125.00 | 21 | 30.2% | 0.79 | 0.0017 | -0.040 | 430 | 20.00 | 30.00 | 2 | 30.1% | -0.22 | 0.0018 | -0.054 | ||
| 109.00 | 119.00 | 3 | 30.4% | 0.77 | 0.0018 | -0.043 | 440 | 23.00 | 33.00 | 39 | 30.0% | -0.24 | 0.0019 | -0.057 | ||
| 103.00 | 113.00 | 20 | 30.4% | 0.75 | 0.0019 | -0.046 | 450 | 26.00 | 36.00 | 207 | 30.9% | -0.27 | 0.0020 | -0.059 | ||
| 97.00 | 107.00 | 4 | 30.2% | 0.73 | 0.0020 | -0.049 | 460 | 30.00 | 40.00 | 99 | 29.8% | -0.29 | 0.0021 | -0.061 | ||
| 91.00 | 101.00 | 217 | 30.0% | 0.71 | 0.0021 | -0.052 | 470 | 34.00 | 44.00 | 77 | 29.8% | -0.31 | 0.0022 | -0.063 | ||
| 86.00 | 95.00 | 9 | 29.9% | 0.68 | 0.0021 | -0.054 | 480 | 38.00 | 47.00 | 142 | 29.5% | -0.33 | 0.0023 | -0.065 | ||
| 80.80 | 89.60 | 1 | 20 | 29.8% | 0.66 | 0.0022 | -0.056 | 490 | 42.00 | 52.00 | 65 | 29.5% | -0.36 | 0.0024 | -0.066 | |
| 75.00 | 84.00 | 86 | 29.4% | 0.64 | 0.0023 | -0.058 | 500 | 47.00 | 56.00 | 2 | 137 | 29.3% | -0.38 | 0.0025 | -0.067 | |
| 73.00 | 79.00 | 13 | 29.9% | 0.62 | 0.0023 | -0.060 | 510 | 51.00 | 61.00 | 53 | 29.1% | -0.41 | 0.0025 | -0.068 | ||
| 67.40 | 75.00 | 2 | 45 | 29.8% | 0.59 | 0.0024 | -0.061 | 520 | 56.00 | 66.00 | 1 | 16 | 29.0% | -0.43 | 0.0026 | -0.069 |
| 61.00 | 70.00 | 344 | 29.1% | 0.57 | 0.0024 | -0.062 | 530 | 62.00 | 71.00 | 25 | 29.0% | -0.46 | 0.0027 | -0.070 | ||
| 57.00 | 66.00 | 1 | 42 | 29.1% | 0.55 | 0.0024 | -0.063 | 540 | 67.00 | 77.00 | 22 | 28.9% | -0.48 | 0.0027 | -0.070 | |
| 53.00 | 62.00 | 75 | 29.0% | 0.53 | 0.0025 | -0.064 | 550 | 73.00 | 82.00 | 57 | 28.7% | -0.51 | 0.0028 | -0.070 | ||
| 48.00 | 58.00 | 32 | 28.6% | 0.50 | 0.0025 | -0.064 | 560 | 79.00 | 89.00 | 42 | 28.8% | -0.54 | 0.0028 | -0.071 | ||
| 45.00 | 55.00 | 18 | 28.8% | 0.48 | 0.0025 | -0.064 | 570 | 85.00 | 95.00 | 40 | 28.6% | -0.56 | 0.0029 | -0.071 | ||
| 42.00 | 51.00 | 14 | 28.7% | 0.46 | 0.0025 | -0.064 | 580 | 92.00 | 102.00 | 9 | 28.8% | -0.59 | 0.0029 | -0.070 | ||
| 38.00 | 48.00 | 10 | 28.5% | 0.44 | 0.0025 | -0.064 | 590 | 98.00 | 108.00 | 26 | 28.3% | -0.61 | 0.0029 | -0.070 | ||
| 35.00 | 45.00 | 51 | 28.4% | 0.42 | 0.0024 | -0.064 | 600 | 105.00 | 115.00 | 22 | 28.3% | -0.64 | 0.0030 | -0.070 | ||
| 32.00 | 42.00 | 17 | 28.3% | 0.40 | 0.0024 | -0.063 | 610 | 113.00 | 123.00 | 76 | 28.6% | -0.67 | 0.0030 | -0.069 | ||
| 29.00 | 39.00 | 66 | 28.1% | 0.38 | 0.0024 | -0.062 | 620 | 120.00 | 130.00 | 40 | 28.3% | -0.69 | 0.0030 | -0.068 | ||
| 27.00 | 37.00 | 73 | 28.2% | 0.36 | 0.0023 | -0.061 | 630 | 128.00 | 138.00 | 3 | 28.4% | -0.72 | 0.0030 | -0.067 | ||
| 24.00 | 34.00 | 2 | 27.8% | 0.34 | 0.0023 | -0.060 | 640 | 136.00 | 146.00 | 21 | 28.5% | -0.74 | 0.0029 | -0.065 | ||
| 22.00 | 32.00 | 51 | 27.9% | 0.32 | 0.0022 | -0.059 | 650 | 144.00 | 154.00 | 13 | 28.3% | -0.76 | 0.0029 | -0.063 | ||
| 20.00 | 30.00 | 38 | 27.8% | 0.30 | 0.0022 | -0.057 | 660 | 152.00 | 161.00 | 10 | 27.8% | -0.79 | 0.0028 | -0.060 | ||
| 18.00 | 28.00 | 1 | 54 | 27.7% | 0.29 | 0.0022 | -0.056 | 670 | 161.00 | 170.20 | 5 | 28.2% | -0.81 | 0.0028 | -0.057 | |
| 18.00 | 26.00 | 25 | 28.1% | 0.27 | 0.0021 | -0.054 | 680 | 170.00 | 179.00 | 7 | 28.3% | -0.83 | 0.0027 | -0.053 | ||
| 14.10 | 23.00 | 2 | 83 | 27.9% | 0.24 | 0.0020 | -0.051 | 700 | 188.00 | 197.00 | 2 | 28.5% | -0.87 | 0.0026 | -0.043 | |
| 10.00 | 20.00 | 60 | 27.3% | 0.21 | 0.0018 | -0.048 | 720 | 206.00 | 215.00 | 28.0% | -0.92 | 0.0029 | -0.044 | |||
| 8.00 | 17.70 | 1 | 6 | 29.1% | 0.19 | 0.0017 | -0.045 | 740 | 226.00 | 233.90 | 28.8% | -0.95 | 0.0029 | -0.048 | ||
| 6.00 | 16.00 | 65 | 27.4% | 0.17 | 0.0016 | -0.041 | 760 | 245.00 | 255.00 | 30.5% | -0.98 | 0.0014 | -0.070 | |||
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