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 ±5.5% (26.79–29.90) · ATM IV 33.6% · 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 | |
| 10.10 | 12.25 | 261 | 169.7% | 0.99 | 0.0034 | 0.000 | 17.5 | 0 | 0.0500 | 14 | 109.7% | -0.01 | 0.0034 | -0.004 | ||
| 7.45 | 8.75 | 5 | 0.99 | 0.0066 | 0.000 | 20 | 0 | 0.4000 | 1 | 16 | 121.3% | -0.01 | 0.0066 | -0.004 | ||
| 6.65 | 7.90 | 0.99 | 0.0089 | -0.001 | 21 | 0 | 0.9500 | 137.3% | -0.01 | 0.0089 | -0.004 | |||||
| 5.40 | 7.20 | 9 | 0.98 | 0.0125 | -0.002 | 22 | 0 | 0.7500 | 1 | 112.8% | -0.02 | 0.0125 | -0.005 | |||
| 4.95 | 6.15 | 13 | 0.98 | 0.0150 | -0.002 | 22.5 | 0 | 0.9500 | 52 | 114.0% | -0.02 | 0.0151 | -0.005 | |||
| 4.65 | 5.85 | 0.98 | 0.0183 | -0.003 | 23 | 0 | 0.7500 | 1 | 98.3% | -0.02 | 0.0184 | -0.006 | ||||
| 3.50 | 4.85 | 0.97 | 0.0284 | -0.004 | 24 | 0 | 0.3200 | 4 | 64.8% | -0.04 | 0.0285 | -0.007 | ||||
| 2.71 | 3.85 | 1,108 | 0.95 | 0.0478 | -0.007 | 25 | 0.0100 | 0.1200 | 46 | 848 | 41.9% | -0.06 | 0.0481 | -0.008 | ||
| 2.20 | 2.71 | 6 | 1 | 27.3% | 0.89 | 0.0878 | -0.011 | 26 | 0.0500 | 0.2400 | 9 | 378 | 39.4% | -0.11 | 0.0886 | -0.013 |
| 1.41 | 1.95 | 6 | 12 | 34.3% | 0.78 | 0.1488 | -0.019 | 27 | 0.1600 | 0.3400 | 25 | 188 | 33.8% | -0.23 | 0.1504 | -0.020 |
| 1.12 | 1.71 | 21 | 34 | 38.8% | 0.69 | 0.1760 | -0.023 | 27.5 | 0.3800 | 0.4300 | 19 | 3,170 | 34.4% | -0.31 | 0.1780 | -0.024 |
| 0.8500 | 1.10 | 38 | 207 | 32.6% | 0.60 | 0.1945 | -0.025 | 28 | 0.5600 | 0.7000 | 76 | 1,114 | 36.2% | -0.41 | 0.1969 | -0.026 |
| 0.5500 | 0.8000 | 20 | 88 | 30.9% | 0.50 | 0.2006 | -0.026 | 28.5 | 0.8000 | 0.9600 | 2 | 95 | 36.3% | -0.51 | 0.2036 | -0.027 |
| 0.2400 | 0.6100 | 11 | 69 | 29.0% | 0.40 | 0.1935 | -0.026 | 29 | 0.7000 | 1.40 | 1 | 1,482 | 30.8% | -0.60 | 0.1968 | -0.026 |
| 0.0100 | 0.6300 | 58 | 116 | 31.4% | 0.32 | 0.1756 | -0.024 | 29.5 | 0.6600 | 1.90 | 2 | 398 | 24.4% | -0.69 | 0.1792 | -0.024 |
| 0.2400 | 0.2800 | 66 | 2,424 | 34.6% | 0.24 | 0.1514 | -0.021 | 30 | 1.60 | 2.27 | 14 | 7,408 | 39.3% | -0.77 | 0.1550 | -0.021 |
| 0.1100 | 0.4200 | 7 | 40.7% | 0.18 | 0.1254 | -0.018 | 30.5 | 2.02 | 3.30 | 57.5% | -0.83 | 0.1285 | -0.017 | |||
| 0.1000 | 0.1700 | 7 | 28 | 36.9% | 0.13 | 0.1007 | -0.015 | 31 | 2.48 | 3.25 | 142 | 46.7% | -0.88 | 0.1028 | -0.014 | |
| 0 | 0.3200 | 5 | 33 | 43.6% | 0.10 | 0.0792 | -0.012 | 31.5 | 2.85 | 4.15 | 60.5% | -0.92 | 0.0832 | -0.011 | ||
| 0 | 0.4500 | 65 | 53.3% | 0.07 | 0.0618 | -0.010 | 32 | 3.55 | 4.25 | 20 | 59.2% | -0.94 | 0.0712 | -0.008 | ||
| 0.0500 | 0.0600 | 439 | 5,149 | 40.7% | 0.06 | 0.0487 | -0.008 | 32.5 | 3.90 | 4.50 | 22 | 2,564 | 46.2% | -0.96 | 0.0638 | -0.007 |
| 0 | 0.2600 | 34 | 122 | 53.7% | 0.05 | 0.0391 | -0.007 | 33 | 4.55 | 4.90 | 1 | 53.1% | -0.97 | 0.0505 | -0.008 | |
| 0 | 0.4000 | 1 | 64.4% | 0.04 | 0.0322 | -0.007 | 33.5 | 4.70 | 6.10 | 15 | 73.2% | -0.98 | 0.0398 | -0.008 | ||
| 0 | 0.7200 | 81.3% | 0.03 | 0.0271 | -0.006 | 34 | 5.50 | 6.80 | 94.9% | -0.99 | 0.0324 | -0.009 | ||||
| 0 | 0.3000 | 67.4% | 0.03 | 0.0233 | -0.006 | 34.5 | 6.05 | 7.25 | 99.5% | -0.99 | 0.0245 | -0.010 | ||||
| 0 | 0.0100 | 8 | 2,598 | 41.0% | 0.03 | 0.0203 | -0.005 | 35 | 6.50 | 6.85 | 3,058 | 768 | 60.0% | -0.99 | 0.0189 | -0.011 |
| 0 | 0.7500 | 95.0% | 0.02 | 0.0179 | -0.005 | 35.5 | 6.90 | 8.45 | 110.0% | -0.99 | 0.0148 | -0.011 | ||||
| 0 | 0.4000 | 83.6% | 0.02 | 0.0159 | -0.005 | 36 | 7.45 | 8.95 | 115.9% | -1.00 | 0.0116 | -0.012 | ||||
| 0 | 0.9500 | 114.3% | 0.02 | 0.0128 | -0.005 | 37 | 7.40 | 10.00 | 77.5% | -1.00 | 0.0070 | -0.012 | ||||
| 0 | 0.0100 | 1 | 1,647 | 52.7% | 0.02 | 0.0116 | -0.004 | 37.5 | 8.70 | 10.45 | 98 | 65 | 119.2% | -1.00 | 0.0054 | -0.013 |
| 0 | 0.9500 | 121.8% | 0.02 | 0.0105 | -0.004 | 38 | 9.20 | 10.95 | 123.0% | -1.00 | 0.0044 | -0.013 | ||||
| 0 | 0.9500 | 129.0% | 0.01 | 0.0087 | -0.004 | 39 | 10.40 | 12.00 | 139.5% | -1.00 | 0.0028 | -0.014 | ||||
| 0 | 0.0100 | 7,762 | 63.3% | 0.01 | 0.0074 | -0.004 | 40 | 11.55 | 13.00 | 3 | 152.0% | -1.00 | 0.0017 | -0.015 | ||
| 0 | 0.2700 | 1,704 | 114.6% | 0.01 | 0.0050 | -0.003 | 42.5 | 12.95 | 15.45 | 100 | 51 | 108.5% | -1.00 | 0.0000 | -0.016 | |
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 — Sep 18, 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.