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 ±13.1% (30.83–40.09) · ATM IV 55.2% · P/C открытого интереса 1.74
| 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 | |
| 14.35 | 17.50 | 4 | 140.7% | 0.98 | 0.0040 | -0.004 | 20 | 0 | 0.1400 | 46 | 85.1% | -0.02 | 0.0040 | -0.006 | ||
| 12.05 | 14.90 | 8 | 119.5% | 0.98 | 0.0064 | -0.006 | 22.5 | 0 | 0.9500 | 21.8K | 120.9% | -0.02 | 0.0064 | -0.007 | ||
| 8.90 | 12.35 | 288 | 67.7% | 0.96 | 0.0108 | -0.008 | 25 | 0 | 0.3000 | 14 | 370 | 74.3% | -0.04 | 0.0108 | -0.009 | |
| 8.65 | 11.40 | 90.9% | 0.96 | 0.0135 | -0.009 | 26 | 0 | 0.6000 | 79.3% | -0.04 | 0.0136 | -0.010 | ||||
| 7.70 | 10.40 | 83.7% | 0.94 | 0.0173 | -0.010 | 27 | 0 | 0.6100 | 72.1% | -0.06 | 0.0174 | -0.011 | ||||
| 7.70 | 8.90 | 1 | 269 | 65.4% | 0.94 | 0.0196 | -0.011 | 27.5 | 0.0100 | 0.4300 | 3 | 7,287 | 62.8% | -0.06 | 0.0197 | -0.012 |
| 6.80 | 9.50 | 80.0% | 0.93 | 0.0223 | -0.012 | 28 | 0.0300 | 0.4600 | 1 | 1 | 61.0% | -0.07 | 0.0224 | -0.013 | ||
| 5.50 | 8.15 | 2 | 2 | 55.9% | 0.90 | 0.0288 | -0.015 | 29 | 0.0600 | 0.4900 | 55.8% | -0.10 | 0.0290 | -0.016 | ||
| 5.45 | 8.10 | 72.3% | 0.89 | 0.0326 | -0.017 | 29.5 | 0.1700 | 0.6500 | 59.0% | -0.11 | 0.0328 | -0.018 | ||||
| 4.75 | 7.35 | 24 | 4,494 | 59.1% | 0.87 | 0.0367 | -0.018 | 30 | 0.2200 | 0.4500 | 387 | 9,006 | 51.7% | -0.13 | 0.0369 | -0.019 |
| 4.60 | 6.15 | 47.5% | 0.85 | 0.0409 | -0.021 | 30.5 | 0.1700 | 0.6800 | 52.1% | -0.15 | 0.0411 | -0.021 | ||||
| 4.20 | 6.45 | 61.0% | 0.82 | 0.0450 | -0.023 | 31 | 0.2300 | 0.8700 | 53.2% | -0.18 | 0.0453 | -0.023 | ||||
| 3.75 | 6.20 | 61.5% | 0.80 | 0.0492 | -0.025 | 31.5 | 0.5000 | 0.8000 | 52.7% | -0.20 | 0.0495 | -0.025 | ||||
| 3.00 | 5.85 | 1 | 1 | 55.4% | 0.77 | 0.0531 | -0.027 | 32 | 0.6200 | 1.13 | 143 | 143 | 55.7% | -0.23 | 0.0535 | -0.027 |
| 3.75 | 4.25 | 4,884 | 53.1% | 0.74 | 0.0568 | -0.029 | 32.5 | 0.9000 | 1.15 | 32 | 681 | 55.6% | -0.26 | 0.0572 | -0.029 | |
| 3.55 | 4.20 | 58.9% | 0.71 | 0.0601 | -0.030 | 33 | 0.8800 | 1.29 | 1 | 1 | 52.6% | -0.29 | 0.0606 | -0.031 | ||
| 2.69 | 4.80 | 63.5% | 0.68 | 0.0631 | -0.032 | 33.5 | 1.05 | 1.62 | 54.4% | -0.33 | 0.0636 | -0.032 | ||||
| 2.60 | 3.70 | 1 | 1 | 55.7% | 0.64 | 0.0656 | -0.033 | 34 | 1.24 | 1.82 | 54.2% | -0.36 | 0.0662 | -0.033 | ||
| 2.55 | 3.20 | 55.8% | 0.61 | 0.0677 | -0.034 | 34.5 | 1.00 | 1.83 | 45.9% | -0.40 | 0.0684 | -0.034 | ||||
| 2.35 | 2.67 | 33 | 2,177 | 53.2% | 0.57 | 0.0693 | -0.035 | 35 | 1.95 | 2.23 | 29 | 371 | 56.7% | -0.43 | 0.0700 | -0.035 |
| 1.76 | 2.81 | 53.7% | 0.54 | 0.0703 | -0.035 | 35.5 | 1.98 | 2.71 | 56.7% | -0.47 | 0.0710 | -0.035 | ||||
| 1.41 | 2.42 | 50.3% | 0.50 | 0.0707 | -0.035 | 36 | 2.31 | 2.98 | 57.3% | -0.50 | 0.0716 | -0.035 | ||||
| 1.32 | 2.15 | 51.0% | 0.47 | 0.0706 | -0.035 | 36.5 | 2.51 | 3.35 | 57.2% | -0.54 | 0.0715 | -0.035 | ||||
| 1.46 | 1.95 | 1 | 1 | 54.9% | 0.43 | 0.0700 | -0.034 | 37 | 2.46 | 4.00 | 57.1% | -0.57 | 0.0710 | -0.035 | ||
| 1.09 | 1.55 | 99 | 6,009 | 49.9% | 0.40 | 0.0688 | -0.034 | 37.5 | 2.81 | 3.70 | 15 | 26 | 49.8% | -0.60 | 0.0699 | -0.034 |
| 1.00 | 1.35 | 4 | 4 | 50.2% | 0.37 | 0.0672 | -0.033 | 38 | 3.60 | 4.25 | 58.1% | -0.64 | 0.0684 | -0.033 | ||
| 0.8800 | 1.44 | 2 | 2 | 53.5% | 0.34 | 0.0652 | -0.032 | 38.5 | 3.15 | 5.15 | 54.9% | -0.67 | 0.0665 | -0.032 | ||
| 0.7600 | 1.11 | 4 | 4 | 51.1% | 0.31 | 0.0629 | -0.031 | 39 | 3.40 | 5.85 | 57.9% | -0.70 | 0.0642 | -0.031 | ||
| 0.7000 | 0.8100 | 268 | 4,437 | 52.3% | 0.25 | 0.0573 | -0.028 | 40 | 3.90 | 6.45 | 70 | 138 | 51.6% | -0.75 | 0.0588 | -0.028 |
| 0.1600 | 0.7500 | 7 | 7 | 48.1% | 0.21 | 0.0510 | -0.025 | 41 | 4.80 | 7.45 | 55.8% | -0.80 | 0.0528 | -0.025 | ||
| 0.2000 | 0.7700 | 109 | 106 | 54.3% | 0.17 | 0.0446 | -0.022 | 42 | 5.65 | 8.40 | 57.7% | -0.84 | 0.0464 | -0.022 | ||
| 0.2100 | 0.6900 | 22 | 156 | 55.4% | 0.15 | 0.0414 | -0.020 | 42.5 | 5.50 | 8.50 | -0.86 | 0.0434 | -0.020 | |||
| 0.1600 | 1.14 | 65.3% | 0.14 | 0.0383 | -0.019 | 43 | 6.55 | 9.25 | 57.6% | -0.88 | 0.0403 | -0.019 | ||||
| 0.1300 | 0.5800 | 8 | 8 | 58.2% | 0.11 | 0.0326 | -0.016 | 44 | 7.90 | 10.15 | 67.5% | -0.91 | 0.0348 | -0.016 | ||
| 0.1700 | 0.3300 | 7 | 10 | 57.0% | 0.09 | 0.0276 | -0.014 | 45 | 8.45 | 11.10 | 60.3% | -0.93 | 0.0298 | -0.014 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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 — Nov 20, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.