NOC цепочка опционов Northrop Grumman Corporation
Cboe delayed options data · по состоянию на 15:42 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 ±8.0% (469.51–550.61) · ATM IV 33.5% · P/C открытого интереса 1.01
| 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 | |
| 167.60 | 175.50 | 5 | 69.7% | 1.00 | 0.0001 | 0.000 | 340 | 0 | 1.20 | 10 | 4 | 67.0% | -0.00 | 0.0001 | -0.006 | |
| 157.40 | 166.80 | 19 | 71.2% | 1.00 | 0.0001 | 0.000 | 350 | 0 | 3.30 | 54 | 74.7% | -0.00 | 0.0001 | -0.008 | ||
| 147.10 | 156.60 | 22 | 63.7% | 0.99 | 0.0002 | 0.000 | 360 | 0 | 4.90 | 63 | 75.9% | -0.00 | 0.0002 | -0.012 | ||
| 137.00 | 146.70 | 6 | 58.9% | 0.99 | 0.0002 | 0.000 | 370 | 0 | 4.90 | 8 | 71.0% | -0.01 | 0.0002 | -0.017 | ||
| 127.30 | 137.00 | 7 | 57.2% | 0.99 | 0.0004 | -0.007 | 380 | 0 | 5.50 | 171 | 68.0% | -0.01 | 0.0004 | -0.023 | ||
| 122.30 | 132.00 | 54.9% | 0.99 | 0.0004 | -0.012 | 385 | 0 | 5.10 | 12 | 64.4% | -0.01 | 0.0004 | -0.027 | |||
| 117.20 | 127.00 | 4 | 52.2% | 0.99 | 0.0005 | -0.017 | 390 | 0 | 4.90 | 30 | 61.5% | -0.01 | 0.0005 | -0.031 | ||
| 113.00 | 122.00 | 53.1% | 0.98 | 0.0006 | -0.023 | 395 | 0 | 3.00 | 25 | 53.2% | -0.02 | 0.0006 | -0.037 | |||
| 108.50 | 115.70 | 12 | 47.7% | 0.98 | 0.0007 | -0.029 | 400 | 0 | 3.40 | 87 | 52.4% | -0.02 | 0.0007 | -0.043 | ||
| 103.90 | 110.80 | 47.5% | 0.98 | 0.0009 | -0.037 | 405 | 0 | 3.00 | 24 | 48.9% | -0.02 | 0.0009 | -0.049 | |||
| 98.90 | 105.90 | 45.6% | 0.97 | 0.0010 | -0.045 | 410 | 0.1000 | 2.15 | 31 | 104 | 44.2% | -0.03 | 0.0010 | -0.057 | ||
| 94.00 | 100.20 | 41.2% | 0.97 | 0.0012 | -0.054 | 415 | 0.3000 | 3.00 | 2 | 5 | 45.7% | -0.03 | 0.0012 | -0.066 | ||
| 89.20 | 95.40 | 40.6% | 0.96 | 0.0014 | -0.064 | 420 | 0 | 3.00 | 73 | 42.6% | -0.04 | 0.0014 | -0.075 | |||
| 85.00 | 90.90 | 42.3% | 0.95 | 0.0017 | -0.076 | 425 | 0.4500 | 3.00 | 12 | 41.9% | -0.05 | 0.0017 | -0.086 | |||
| 80.00 | 85.70 | 2 | 39.6% | 0.94 | 0.0020 | -0.088 | 430 | 0.9000 | 1.90 | 28 | 91 | 37.9% | -0.06 | 0.0020 | -0.098 | |
| 75.00 | 80.60 | 2 | 37.1% | 0.93 | 0.0022 | -0.102 | 435 | 0.9500 | 3.00 | 39 | 38.9% | -0.07 | 0.0022 | -0.111 | ||
| 70.20 | 75.80 | 2 | 35.9% | 0.92 | 0.0026 | -0.116 | 440 | 1.40 | 2.40 | 6 | 29 | 36.4% | -0.08 | 0.0026 | -0.125 | |
| 66.00 | 72.50 | 38.8% | 0.91 | 0.0030 | -0.131 | 445 | 1.40 | 2.75 | 17 | 35.0% | -0.09 | 0.0030 | -0.140 | |||
| 61.10 | 66.80 | 2 | 35.4% | 0.89 | 0.0034 | -0.148 | 450 | 2.05 | 3.20 | 66 | 226 | 35.0% | -0.11 | 0.0034 | -0.156 | |
| 57.00 | 63.50 | 37.3% | 0.87 | 0.0038 | -0.165 | 455 | 1.30 | 7.20 | 201 | 38.1% | -0.13 | 0.0038 | -0.172 | |||
| 53.30 | 59.00 | 4 | 37.4% | 0.85 | 0.0042 | -0.182 | 460 | 3.10 | 4.60 | 16 | 218 | 34.4% | -0.15 | 0.0043 | -0.189 | |
| 48.00 | 55.00 | 35.7% | 0.83 | 0.0047 | -0.200 | 465 | 2.80 | 5.50 | 15 | 41 | 32.9% | -0.17 | 0.0047 | -0.206 | ||
| 44.00 | 49.90 | 4 | 34.2% | 0.81 | 0.0052 | -0.217 | 470 | 4.10 | 6.20 | 10 | 179 | 33.0% | -0.19 | 0.0052 | -0.224 | |
| 40.10 | 47.20 | 37 | 35.3% | 0.78 | 0.0056 | -0.234 | 475 | 5.60 | 8.30 | 3 | 185 | 34.5% | -0.22 | 0.0057 | -0.240 | |
| 37.00 | 42.80 | 2 | 88 | 35.0% | 0.75 | 0.0061 | -0.250 | 480 | 6.90 | 8.80 | 14 | 414 | 33.6% | -0.25 | 0.0062 | -0.256 |
| 33.20 | 39.60 | 36 | 35.0% | 0.72 | 0.0066 | -0.265 | 485 | 8.30 | 11.00 | 3 | 17 | 34.2% | -0.28 | 0.0066 | -0.270 | |
| 30.10 | 36.90 | 32 | 35.7% | 0.68 | 0.0070 | -0.278 | 490 | 9.90 | 11.50 | 2 | 79 | 33.0% | -0.32 | 0.0070 | -0.283 | |
| 26.90 | 32.70 | 10 | 34.6% | 0.65 | 0.0073 | -0.289 | 495 | 9.00 | 14.80 | 42 | 31.9% | -0.35 | 0.0074 | -0.293 | ||
| 24.10 | 30.00 | 69 | 34.9% | 0.61 | 0.0076 | -0.297 | 500 | 13.60 | 16.10 | 22 | 352 | 33.5% | -0.39 | 0.0077 | -0.301 | |
| 21.30 | 27.20 | 26 | 34.7% | 0.57 | 0.0078 | -0.303 | 505 | 15.70 | 18.10 | 256 | 6 | 33.1% | -0.43 | 0.0079 | -0.307 | |
| 18.80 | 24.30 | 201 | 81 | 34.5% | 0.53 | 0.0080 | -0.306 | 510 | 17.20 | 20.80 | 1 | 31 | 32.5% | -0.47 | 0.0080 | -0.309 |
| 16.60 | 21.40 | 1 | 59 | 34.1% | 0.49 | 0.0080 | -0.306 | 515 | 19.00 | 25.50 | 16 | 33.5% | -0.51 | 0.0081 | -0.309 | |
| 14.40 | 18.90 | 1 | 234 | 33.8% | 0.45 | 0.0080 | -0.303 | 520 | 22.20 | 25.80 | 97 | 31.7% | -0.55 | 0.0081 | -0.306 | |
| 12.00 | 17.20 | 44 | 154 | 33.7% | 0.41 | 0.0079 | -0.297 | 525 | 24.20 | 30.30 | 53 | 32.1% | -0.59 | 0.0080 | -0.300 | |
| 11.30 | 13.70 | 3 | 95 | 33.2% | 0.37 | 0.0077 | -0.288 | 530 | 27.00 | 33.80 | 14 | 31.9% | -0.63 | 0.0078 | -0.291 | |
| 9.60 | 11.60 | 3 | 84 | 32.7% | 0.34 | 0.0074 | -0.278 | 535 | 30.70 | 37.10 | 2 | 32.0% | -0.67 | 0.0076 | -0.280 | |
| 8.00 | 10.60 | 4 | 94 | 32.9% | 0.30 | 0.0071 | -0.265 | 540 | 34.10 | 40.20 | 151 | 31.4% | -0.70 | 0.0073 | -0.268 | |
| 7.40 | 8.70 | 5 | 34 | 33.0% | 0.27 | 0.0067 | -0.251 | 545 | 37.40 | 43.70 | 9 | 30.6% | -0.74 | 0.0069 | -0.253 | |
| 5.60 | 7.50 | 21 | 131 | 32.2% | 0.24 | 0.0063 | -0.235 | 550 | 41.20 | 48.50 | 10 | 31.4% | -0.77 | 0.0065 | -0.238 | |
| 2.90 | 6.90 | 3 | 6 | 30.7% | 0.21 | 0.0059 | -0.220 | 555 | 46.00 | 52.50 | 32.1% | -0.80 | 0.0061 | -0.222 | ||
| 4.00 | 5.30 | 10 | 359 | 32.1% | 0.19 | 0.0054 | -0.203 | 560 | 50.00 | 56.80 | 157 | 32.1% | -0.82 | 0.0057 | -0.205 | |
| 0.9500 | 7.70 | 16 | 33.2% | 0.16 | 0.0050 | -0.187 | 565 | 54.50 | 61.00 | 32.2% | -0.85 | 0.0052 | -0.189 | |||
| 2.95 | 5.30 | 1 | 141 | 34.5% | 0.14 | 0.0046 | -0.171 | 570 | 58.80 | 65.60 | 32.4% | -0.87 | 0.0048 | -0.172 | ||
| 1.50 | 3.20 | 1 | 73 | 30.8% | 0.12 | 0.0041 | -0.155 | 575 | 63.70 | 70.00 | 33.0% | -0.89 | 0.0044 | -0.157 | ||
| 1.85 | 3.00 | 6 | 54 | 32.7% | 0.11 | 0.0037 | -0.140 | 580 | 68.00 | 74.70 | 32.8% | -0.91 | 0.0040 | -0.142 | ||
| 1.55 | 2.50 | 2 | 8 | 32.7% | 0.09 | 0.0033 | -0.126 | 585 | 73.00 | 79.50 | 34.0% | -0.92 | 0.0036 | -0.128 | ||
| 1.30 | 2.20 | 2 | 12 | 33.1% | 0.08 | 0.0030 | -0.113 | 590 | 77.30 | 84.30 | 33.4% | -0.93 | 0.0033 | -0.115 | ||
| 1.05 | 3.00 | 4 | 25 | 35.7% | 0.07 | 0.0026 | -0.101 | 595 | 82.10 | 89.00 | 33.5% | -0.95 | 0.0029 | -0.104 | ||
| 0.1500 | 3.00 | 2 | 348 | 35.1% | 0.06 | 0.0023 | -0.090 | 600 | 87.10 | 93.80 | 34.2% | -0.96 | 0.0027 | -0.093 | ||
| 0 | 3.60 | 17 | 37.6% | 0.05 | 0.0021 | -0.080 | 605 | 92.60 | 98.70 | 36.9% | -0.97 | 0.0024 | -0.082 | |||
| 0.6500 | 1.60 | 6 | 35.4% | 0.04 | 0.0018 | -0.070 | 610 | 95.40 | 104.90 | 34.3% | -0.98 | 0.0021 | -0.072 | |||
| 0.4000 | 2.70 | 2 | 5 | 39.1% | 0.04 | 0.0016 | -0.062 | 615 | 100.00 | 109.70 | -0.98 | 0.0018 | -0.064 | |||
| 0 | 3.70 | 46 | 41.9% | 0.03 | 0.0014 | -0.055 | 620 | 105.00 | 114.30 | -0.99 | 0.0015 | -0.051 | ||||
| 0.4000 | 2.50 | 9 | 71 | 41.1% | 0.03 | 0.0012 | -0.048 | 625 | 110.00 | 119.10 | -0.99 | 0.0010 | -0.048 | |||
| 0 | 5.10 | 49 | 47.9% | 0.02 | 0.0011 | -0.042 | 630 | 115.00 | 124.00 | -1.00 | 0.0007 | -0.045 | ||||
| 0 | 3.60 | 18 | 45.6% | 0.02 | 0.0009 | -0.037 | 635 | 120.00 | 129.60 | -1.00 | 0.0004 | -0.040 | ||||
| 0 | 3.40 | 62 | 46.3% | 0.02 | 0.0008 | -0.033 | 640 | 125.00 | 134.50 | -1.00 | 0.0002 | -0.040 | ||||
| 0 | 3.20 | 17 | 47.0% | 0.01 | 0.0007 | -0.029 | 645 | 130.00 | 139.90 | 38.3% | -1.00 | 0.0001 | -0.040 | |||
| 0 | 3.60 | 12 | 49.3% | 0.01 | 0.0006 | -0.025 | 650 | 135.00 | 144.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.60 | 7 | 50.6% | 0.01 | 0.0005 | -0.022 | 655 | 140.00 | 149.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.20 | 113 | 50.6% | 0.01 | 0.0005 | -0.019 | 660 | 145.00 | 154.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.10 | 39 | 51.4% | 0.01 | 0.0004 | -0.017 | 665 | 150.00 | 159.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.60 | 13 | 54.1% | 0.01 | 0.0003 | -0.015 | 670 | 155.00 | 164.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.5000 | 34 | 40.5% | 0.01 | 0.0003 | -0.013 | 675 | 160.00 | 169.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 2.30 | 130 | 51.9% | 0.00 | 0.0003 | -0.011 | 680 | 165.00 | 174.90 | 45.6% | -1.00 | 0.0000 | -0.040 | |||
| 0 | 3.60 | 12 | 57.5% | 0.00 | 0.0002 | -0.010 | 685 | 170.00 | 179.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.60 | 70 | 58.7% | 0.00 | 0.0002 | -0.009 | 690 | 175.00 | 184.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.60 | 49 | 59.8% | 0.00 | 0.0002 | -0.007 | 695 | 180.00 | 189.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.60 | 42 | 60.9% | 0.00 | 0.0001 | -0.006 | 700 | 185.00 | 194.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 4.90 | 9 | 65.8% | 0.00 | 0.0001 | -0.006 | 705 | 190.00 | 199.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 2.00 | 9 | 56.9% | 0.00 | 0.0001 | -0.005 | 710 | 195.00 | 204.90 | 51.4% | -1.00 | 0.0000 | -0.040 | |||
| 0 | 3.80 | 20 | 64.7% | 0.00 | 0.0001 | -0.004 | 715 | 200.00 | 209.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.70 | 12 | 65.4% | 0.00 | 0.0001 | -0.004 | 720 | 205.00 | 214.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.20 | 2 | 64.8% | 0.00 | 0.0001 | -0.003 | 725 | 210.00 | 219.80 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.20 | 1 | 65.8% | 0.00 | 0.0001 | -0.003 | 730 | 215.00 | 224.80 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.40 | 67.5% | 0.00 | 0.0001 | -0.003 | 735 | 220.00 | 229.50 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 3.40 | 8 | 68.5% | 0.00 | 0.0000 | -0.002 | 740 | 225.00 | 234.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 4.90 | 17 | 74.3% | 0.00 | 0.0000 | -0.002 | 745 | 230.00 | 239.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 4.20 | 4 | 73.2% | 0.00 | 0.0000 | -0.002 | 750 | 235.00 | 244.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 4.00 | 73.5% | 0.00 | 0.0000 | -0.002 | 755 | 240.00 | 249.50 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 3.60 | 3 | 73.1% | 0.00 | 0.0000 | -0.001 | 760 | 245.00 | 254.50 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 3.40 | 73.3% | 0.00 | 0.0000 | -0.001 | 765 | 250.00 | 259.80 | 61.4% | -1.00 | 0.0000 | -0.040 | ||||
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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call-опционыput-опционы