ONON цепочка опционов On Holding AG
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 ±3.9% (34.02–36.80) · ATM IV 46.7% · P/C открытого интереса 2.56
| 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 | |
| 16.10 | 19.40 | 32 | 2 | 429.2% | 1.00 | 0.0000 | 0.000 | 18 | 0 | 2.13 | 2 | 592.7% | -0.00 | 0.0000 | -0.000 | |
| 15.10 | 18.45 | 42 | 406.6% | 1.00 | 0.0001 | 0.000 | 19 | 0 | 2.13 | 1 | 554.5% | -0.00 | 0.0001 | -0.000 | ||
| 14.10 | 16.85 | 19 | 260.0% | 1.00 | 0.0001 | 0.000 | 20 | 0 | 2.13 | 518.4% | -0.00 | 0.0001 | -0.000 | |||
| 13.10 | 15.85 | 47 | 239.5% | 1.00 | 0.0001 | 0.000 | 21 | 0 | 2.13 | 483.9% | -0.00 | 0.0001 | -0.000 | |||
| 12.10 | 14.85 | 48 | 6 | 219.9% | 1.00 | 0.0002 | 0.000 | 22 | 0 | 1.35 | 30 | 389.6% | -0.00 | 0.0002 | -0.000 | |
| 10.45 | 13.95 | 10 | 4 | 1.00 | 0.0003 | 0.000 | 23 | 0 | 0.9500 | 93 | 326.2% | -0.00 | 0.0003 | -0.000 | ||
| 11.10 | 12.15 | 7 | 10 | 240.7% | 1.00 | 0.0004 | 0.000 | 24 | 0 | 0.2000 | 40 | 210.8% | -0.00 | 0.0004 | -0.000 | |
| 10.40 | 11.90 | 12 | 236.4% | 1.00 | 0.0005 | 0.000 | 24.5 | 0 | 0.9500 | 288.3% | -0.00 | 0.0005 | -0.001 | |||
| 9.10 | 11.25 | 48 | 7 | 1.00 | 0.0006 | 0.000 | 25 | 0 | 0.2500 | 140 | 200.4% | -0.00 | 0.0006 | -0.001 | ||
| 9.40 | 10.60 | 13 | 169.9% | 1.00 | 0.0008 | 0.000 | 25.5 | 0 | 0.9500 | 264.1% | -0.00 | 0.0008 | -0.001 | |||
| 8.10 | 10.85 | 41 | 10 | 149.0% | 1.00 | 0.0010 | 0.000 | 26 | 0 | 0.9500 | 201 | 252.2% | -0.00 | 0.0010 | -0.001 | |
| 7.50 | 10.15 | 14 | 1.00 | 0.0012 | 0.000 | 26.5 | 0 | 0.9500 | 240.5% | -0.00 | 0.0012 | -0.001 | ||||
| 7.10 | 9.80 | 8 | 39 | 115.8% | 1.00 | 0.0016 | -0.000 | 27 | 0 | 0.1000 | 76 | 102 | 137.2% | -0.00 | 0.0016 | -0.001 |
| 6.60 | 9.30 | 7 | 30 | 108.5% | 1.00 | 0.0021 | -0.001 | 27.5 | 0 | 2.13 | 289.6% | -0.00 | 0.0021 | -0.002 | ||
| 6.15 | 8.65 | 9 | 506 | 1.00 | 0.0027 | -0.001 | 28 | 0 | 0.5100 | 58 | 172.1% | -0.00 | 0.0027 | -0.002 | ||
| 6.35 | 8.40 | 13 | 5 | 190.2% | 1.00 | 0.0036 | -0.002 | 28.5 | 0 | 1.35 | 1 | 219.9% | -0.00 | 0.0036 | -0.002 | |
| 5.95 | 7.00 | 14 | 56 | 101.8% | 1.00 | 0.0049 | -0.002 | 29 | 0 | 1.26 | 150 | 202.7% | -0.00 | 0.0049 | -0.003 | |
| 4.50 | 7.25 | 2 | 7 | 0.99 | 0.0066 | -0.003 | 29.5 | 0 | 2.13 | 2 | 236.3% | -0.01 | 0.0067 | -0.004 | ||
| 5.00 | 6.85 | 13 | 248 | 163.3% | 0.99 | 0.0092 | -0.004 | 30 | 0 | 0.6000 | 424 | 139.2% | -0.01 | 0.0092 | -0.005 | |
| 3.70 | 5.25 | 4 | 4 | 0.99 | 0.0130 | -0.006 | 30.5 | 0 | 1.35 | 10 | 172.2% | -0.01 | 0.0130 | -0.007 | ||
| 3.05 | 4.80 | 4 | 154 | 0.98 | 0.0185 | -0.008 | 31 | 0 | 0.9500 | 164 | 139.7% | -0.02 | 0.0185 | -0.009 | ||
| 2.91 | 5.25 | 18 | 7 | 87.3% | 0.98 | 0.0267 | -0.012 | 31.5 | 0.0100 | 0.1600 | 10 | 19 | 76.7% | -0.02 | 0.0268 | -0.012 |
| 2.83 | 4.90 | 21 | 178 | 112.8% | 0.96 | 0.0390 | -0.017 | 32 | 0 | 0.4500 | 51 | 921 | 89.8% | -0.04 | 0.0391 | -0.017 |
| 2.36 | 4.70 | 1 | 11 | 117.3% | 0.94 | 0.0571 | -0.023 | 32.5 | 0.0100 | 0.2600 | 34 | 520 | 48.1% | -0.06 | 0.0573 | -0.024 |
| 1.19 | 3.90 | 79 | 55.6% | 0.91 | 0.0830 | -0.033 | 33 | 0.0500 | 0.3300 | 11 | 88 | 66.4% | -0.09 | 0.0832 | -0.034 | |
| 0.8100 | 3.45 | 1 | 57.0% | 0.87 | 0.1170 | -0.046 | 33.5 | 0.0800 | 0.3600 | 7 | 1 | 60.0% | -0.13 | 0.1174 | -0.046 | |
| 1.19 | 2.09 | 15 | 223 | 47.9% | 0.80 | 0.1565 | -0.061 | 34 | 0.1200 | 0.7300 | 43 | 110 | 67.5% | -0.20 | 0.1572 | -0.062 |
| 0.9600 | 1.60 | 3 | 12 | 48.8% | 0.72 | 0.1946 | -0.076 | 34.5 | 0.2400 | 0.3900 | 48 | 1,032 | 46.7% | -0.29 | 0.1956 | -0.077 |
| 0.5400 | 1.13 | 29 | 446 | 40.0% | 0.61 | 0.2226 | -0.087 | 35 | 0.3700 | 0.6700 | 57 | 1,788 | 48.6% | -0.39 | 0.2240 | -0.088 |
| 0.3600 | 0.9000 | 30 | 54 | 44.4% | 0.50 | 0.2326 | -0.091 | 35.5 | 0.6000 | 0.9200 | 94 | 1,069 | 49.0% | -0.51 | 0.2342 | -0.091 |
| 0.3600 | 0.6700 | 88 | 278 | 51.0% | 0.38 | 0.2220 | -0.086 | 36 | 0.7200 | 1.30 | 53 | 957 | 46.2% | -0.62 | 0.2236 | -0.087 |
| 0.0700 | 0.3400 | 57 | 27 | 39.2% | 0.28 | 0.1951 | -0.075 | 36.5 | 1.24 | 1.46 | 45.8% | -0.72 | 0.1965 | -0.076 | ||
| 0.0400 | 0.2900 | 125 | 426 | 44.7% | 0.20 | 0.1595 | -0.061 | 37 | 1.33 | 2.81 | 24 | 73.7% | -0.81 | 0.1607 | -0.061 | |
| 0.0200 | 0.1600 | 48 | 46 | 44.0% | 0.13 | 0.1223 | -0.045 | 37.5 | 1.40 | 3.70 | 82.3% | -0.87 | 0.1231 | -0.045 | ||
| 0.0300 | 0.1200 | 54 | 41 | 48.9% | 0.09 | 0.0888 | -0.032 | 38 | 1.35 | 4.00 | 2 | 53.5% | -0.92 | 0.0894 | -0.032 | |
| 0.0100 | 0.1000 | 2 | 9 | 51.7% | 0.06 | 0.0625 | -0.022 | 38.5 | 2.02 | 4.45 | 68.9% | -0.95 | 0.0636 | -0.022 | ||
| 0 | 0.1000 | 101 | 56.7% | 0.04 | 0.0448 | -0.017 | 39 | 2.31 | 4.30 | 2 | -0.97 | 0.0463 | -0.016 | |||
| 0 | 0.0200 | 65 | 52.5% | 0.02 | 0.0270 | -0.012 | 40 | 3.35 | 5.90 | 69.0% | -0.98 | 0.0281 | -0.012 | |||
| 0 | 0.0500 | 2 | 9 | 70.2% | 0.02 | 0.0188 | -0.011 | 41 | 4.70 | 6.90 | 112.3% | -0.99 | 0.0195 | -0.010 | ||
| 0 | 0.0600 | 2 | 7 | 79.8% | 0.01 | 0.0137 | -0.009 | 42 | 4.75 | 7.90 | -0.99 | 0.0139 | -0.009 | |||
| 0 | 2.13 | 224.9% | 0.01 | 0.0100 | -0.008 | 43 | 5.75 | 8.90 | 1 | -0.99 | 0.0099 | -0.007 | ||||
| 0 | 2.13 | 239.5% | 0.01 | 0.0073 | -0.006 | 44 | 7.75 | 9.90 | 1 | 152.9% | -1.00 | 0.0067 | -0.006 | |||
| 0 | 1.20 | 207.8% | 0.01 | 0.0052 | -0.004 | 45 | 8.75 | 10.90 | 164.2% | -1.00 | 0.0042 | -0.005 | ||||
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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