OKTA цепочка опционов Okta, 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 ±35.1% (106.44–221.38) · ATM IV 60.2% · P/C открытого интереса 0.45
| 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 | |
| 84.25 | 87.35 | 10 | 69.0% | 0.96 | 0.0011 | -0.004 | 82.5 | 1.10 | 1.81 | 23 | 63.5% | -0.04 | 0.0011 | -0.017 | ||
| 82.05 | 85.10 | 617 | 68.2% | 0.96 | 0.0012 | -0.006 | 85 | 1.30 | 2.05 | 86 | 63.2% | -0.05 | 0.0013 | -0.018 | ||
| 79.80 | 82.90 | 2 | 67.3% | 0.95 | 0.0014 | -0.008 | 87.5 | 1.55 | 2.30 | 5 | 63.0% | -0.05 | 0.0014 | -0.020 | ||
| 77.50 | 80.75 | 32 | 66.3% | 0.94 | 0.0015 | -0.010 | 90 | 1.80 | 2.55 | 16 | 62.6% | -0.06 | 0.0015 | -0.022 | ||
| 75.50 | 78.60 | 11 | 66.2% | 0.94 | 0.0016 | -0.012 | 92.5 | 2.01 | 2.87 | 62.1% | -0.06 | 0.0017 | -0.024 | |||
| 73.40 | 76.45 | 21 | 65.7% | 0.93 | 0.0018 | -0.014 | 95 | 2.30 | 3.25 | 407 | 62.0% | -0.07 | 0.0018 | -0.025 | ||
| 71.25 | 74.40 | 1 | 65.1% | 0.92 | 0.0019 | -0.017 | 97.5 | 2.62 | 3.60 | 1 | 61.6% | -0.08 | 0.0020 | -0.027 | ||
| 69.30 | 72.40 | 412 | 65.1% | 0.92 | 0.0021 | -0.019 | 100 | 2.97 | 4.00 | 30 | 61.4% | -0.09 | 0.0021 | -0.029 | ||
| 65.20 | 68.30 | 63 | 64.0% | 0.90 | 0.0024 | -0.024 | 105 | 3.75 | 4.85 | 4 | 60.8% | -0.10 | 0.0024 | -0.034 | ||
| 61.25 | 64.30 | 68 | 63.0% | 0.88 | 0.0027 | -0.028 | 110 | 5.00 | 6.05 | 2 | 61.4% | -0.12 | 0.0028 | -0.038 | ||
| 57.55 | 60.55 | 9 | 62.5% | 0.86 | 0.0031 | -0.033 | 115 | 5.75 | 7.15 | 8 | 60.2% | -0.14 | 0.0031 | -0.042 | ||
| 54.05 | 57.05 | 68 | 62.4% | 0.84 | 0.0034 | -0.038 | 120 | 7.95 | 8.50 | 55 | 61.6% | -0.17 | 0.0034 | -0.046 | ||
| 50.60 | 53.55 | 12 | 61.9% | 0.81 | 0.0037 | -0.042 | 125 | 9.40 | 10.00 | 100 | 61.3% | -0.19 | 0.0037 | -0.050 | ||
| 47.45 | 50.15 | 40 | 61.6% | 0.79 | 0.0040 | -0.046 | 130 | 11.05 | 11.60 | 54 | 61.0% | -0.21 | 0.0040 | -0.053 | ||
| 44.60 | 47.10 | 34 | 61.8% | 0.77 | 0.0042 | -0.051 | 135 | 12.05 | 13.55 | 33 | 59.9% | -0.24 | 0.0043 | -0.057 | ||
| 41.55 | 44.20 | 20 | 61.5% | 0.74 | 0.0044 | -0.054 | 140 | 14.80 | 15.40 | 174 | 60.7% | -0.27 | 0.0046 | -0.060 | ||
| 39.00 | 41.20 | 6 | 302 | 61.3% | 0.71 | 0.0047 | -0.058 | 145 | 15.75 | 17.55 | 34 | 59.1% | -0.29 | 0.0048 | -0.063 | |
| 36.60 | 38.70 | 26 | 365 | 61.6% | 0.69 | 0.0048 | -0.060 | 150 | 19.35 | 19.85 | 38 | 60.6% | -0.32 | 0.0050 | -0.065 | |
| 34.10 | 36.05 | 58 | 61.3% | 0.66 | 0.0050 | -0.063 | 155 | 20.50 | 22.50 | 13 | 59.3% | -0.35 | 0.0052 | -0.067 | ||
| 31.75 | 33.65 | 15 | 61.1% | 0.63 | 0.0051 | -0.065 | 160 | 23.10 | 25.25 | 10 | 59.4% | -0.38 | 0.0053 | -0.069 | ||
| 29.65 | 31.50 | 19 | 61.1% | 0.61 | 0.0052 | -0.067 | 165 | 25.75 | 28.05 | 2 | 59.4% | -0.40 | 0.0054 | -0.070 | ||
| 27.55 | 30.15 | 7 | 61.8% | 0.58 | 0.0053 | -0.069 | 170 | 28.75 | 31.05 | 2 | 59.6% | -0.43 | 0.0056 | -0.071 | ||
| 25.85 | 28.20 | 24 | 61.9% | 0.56 | 0.0054 | -0.070 | 175 | 31.80 | 33.90 | 59.4% | -0.46 | 0.0056 | -0.072 | |||
| 24.10 | 26.00 | 147 | 61.5% | 0.53 | 0.0054 | -0.070 | 180 | 35.10 | 37.20 | 59.7% | -0.48 | 0.0057 | -0.072 | |||
| 22.30 | 24.95 | 106 | 62.0% | 0.51 | 0.0054 | -0.071 | 185 | 38.25 | 40.75 | 2 | 59.9% | -0.51 | 0.0057 | -0.072 | ||
| 20.80 | 23.45 | 154 | 62.2% | 0.48 | 0.0054 | -0.071 | 190 | 41.65 | 44.10 | 1 | 59.8% | -0.53 | 0.0057 | -0.072 | ||
| 19.35 | 22.00 | 186 | 62.2% | 0.46 | 0.0054 | -0.071 | 195 | 45.20 | 47.50 | 59.8% | -0.56 | 0.0057 | -0.071 | |||
| 18.00 | 20.65 | 85 | 62.3% | 0.44 | 0.0053 | -0.071 | 200 | 48.85 | 51.20 | 59.9% | -0.58 | 0.0057 | -0.071 | |||
| 15.85 | 17.55 | 100 | 62.0% | 0.40 | 0.0052 | -0.070 | 210 | 56.85 | 58.50 | 60.2% | -0.62 | 0.0056 | -0.069 | |||
| 13.50 | 15.95 | 96 | 62.4% | 0.36 | 0.0050 | -0.068 | 220 | 64.20 | 66.80 | 60.2% | -0.67 | 0.0055 | -0.066 | |||
| 11.85 | 13.90 | 26 | 62.5% | 0.33 | 0.0048 | -0.066 | 230 | 72.40 | 74.95 | 60.3% | -0.70 | 0.0053 | -0.063 | |||
| 10.35 | 11.15 | 2 | 61.4% | 0.29 | 0.0046 | -0.063 | 240 | 80.85 | 83.55 | 60.6% | -0.74 | 0.0051 | -0.060 | |||
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 — Mar 19, 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.