ORCL цепочка опционов Oracle Corporation
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 ±16.9% (122.34–172.00) · ATM IV 61.7% · P/C открытого интереса 0.85
| 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 | |
| 69.60 | 73.15 | 7 | 111.7% | 1.00 | 0.0003 | 0.000 | 75 | 0.0200 | 0.1100 | 1 | 368 | 78.5% | -0.01 | 0.0004 | -0.006 | |
| 64.20 | 68.15 | 52 | 71.8% | 0.99 | 0.0005 | 0.000 | 80 | 0.0800 | 0.1000 | 378 | 2,062 | 74.4% | -0.01 | 0.0005 | -0.009 | |
| 59.25 | 63.25 | 53 | 71.2% | 0.99 | 0.0007 | 0.000 | 85 | 0.1300 | 0.1500 | 942 | 3,557 | 71.6% | -0.01 | 0.0008 | -0.012 | |
| 55.05 | 58.35 | 19 | 82.9% | 0.99 | 0.0011 | -0.005 | 90 | 0.2000 | 0.2500 | 62 | 5,120 | 69.5% | -0.02 | 0.0012 | -0.016 | |
| 50.10 | 52.95 | 44 | 69.0% | 0.98 | 0.0016 | -0.011 | 95 | 0.3000 | 0.3500 | 39 | 1,720 | 66.5% | -0.03 | 0.0017 | -0.022 | |
| 46.05 | 48.35 | 347 | 76.8% | 0.97 | 0.0024 | -0.021 | 100 | 0.5000 | 0.5500 | 122 | 3,791 | 65.2% | -0.04 | 0.0025 | -0.030 | |
| 41.30 | 43.95 | 149 | 74.8% | 0.95 | 0.0033 | -0.032 | 105 | 0.8100 | 0.8800 | 108 | 24.1K | 64.3% | -0.06 | 0.0035 | -0.041 | |
| 36.30 | 38.85 | 3 | 282 | 65.6% | 0.92 | 0.0046 | -0.046 | 110 | 1.24 | 1.30 | 152 | 6,272 | 63.1% | -0.08 | 0.0047 | -0.053 |
| 32.60 | 34.00 | 2 | 121 | 65.5% | 0.89 | 0.0060 | -0.061 | 115 | 1.82 | 1.94 | 57 | 3,263 | 62.2% | -0.11 | 0.0061 | -0.068 |
| 28.50 | 29.85 | 7 | 1,182 | 64.6% | 0.85 | 0.0076 | -0.078 | 120 | 2.70 | 2.82 | 1,071 | 10.2K | 61.8% | -0.15 | 0.0076 | -0.084 |
| 24.75 | 25.40 | 26 | 1,070 | 62.1% | 0.80 | 0.0091 | -0.095 | 125 | 3.85 | 4.05 | 228 | 4,462 | 61.8% | -0.20 | 0.0091 | -0.099 |
| 21.05 | 21.85 | 6 | 3,533 | 61.4% | 0.75 | 0.0104 | -0.111 | 130 | 5.35 | 5.45 | 379 | 8,526 | 61.5% | -0.26 | 0.0104 | -0.114 |
| 18.00 | 18.50 | 23 | 1,894 | 61.4% | 0.69 | 0.0115 | -0.124 | 135 | 7.05 | 7.35 | 601 | 7,453 | 61.4% | -0.32 | 0.0115 | -0.125 |
| 15.20 | 15.65 | 190 | 8,248 | 61.5% | 0.62 | 0.0123 | -0.133 | 140 | 9.15 | 9.55 | 519 | 7,413 | 61.4% | -0.38 | 0.0122 | -0.134 |
| 12.80 | 13.15 | 225 | 1,737 | 61.9% | 0.56 | 0.0127 | -0.139 | 145 | 11.70 | 12.00 | 301 | 3,547 | 61.5% | -0.45 | 0.0126 | -0.139 |
| 10.55 | 10.95 | 1,446 | 9,947 | 61.6% | 0.50 | 0.0127 | -0.142 | 150 | 14.50 | 14.95 | 741 | 4,768 | 61.9% | -0.51 | 0.0127 | -0.141 |
| 8.80 | 9.10 | 359 | 3,694 | 62.3% | 0.44 | 0.0125 | -0.141 | 155 | 17.65 | 18.05 | 30 | 4,291 | 62.0% | -0.57 | 0.0125 | -0.139 |
| 7.30 | 7.60 | 635 | 6,800 | 62.9% | 0.38 | 0.0120 | -0.137 | 160 | 21.10 | 21.60 | 72 | 3,406 | 62.7% | -0.62 | 0.0120 | -0.134 |
| 6.00 | 6.25 | 97 | 6,628 | 63.2% | 0.33 | 0.0114 | -0.131 | 165 | 24.60 | 25.30 | 15 | 1,808 | 62.6% | -0.67 | 0.0113 | -0.127 |
| 4.75 | 5.15 | 396 | 8,095 | 63.0% | 0.28 | 0.0106 | -0.123 | 170 | 28.50 | 29.20 | 42 | 4,221 | 62.9% | -0.72 | 0.0105 | -0.118 |
| 4.05 | 4.35 | 240 | 5,164 | 64.4% | 0.24 | 0.0097 | -0.114 | 175 | 32.60 | 33.35 | 69 | 2,553 | 63.5% | -0.76 | 0.0096 | -0.109 |
| 3.30 | 3.50 | 428 | 9,278 | 64.5% | 0.21 | 0.0088 | -0.105 | 180 | 36.80 | 37.80 | 2 | 3,868 | 64.5% | -0.79 | 0.0088 | -0.099 |
| 2.70 | 2.87 | 307 | 4,567 | 64.9% | 0.18 | 0.0079 | -0.096 | 185 | 40.20 | 42.45 | 4 | 997 | 62.1% | -0.82 | 0.0079 | -0.089 |
| 2.22 | 2.39 | 121 | 5,119 | 65.6% | 0.15 | 0.0071 | -0.087 | 190 | 45.10 | 46.60 | 59 | 3,215 | 62.6% | -0.85 | 0.0071 | -0.080 |
| 1.82 | 2.01 | 92 | 3,820 | 66.2% | 0.13 | 0.0063 | -0.079 | 195 | 49.30 | 51.20 | 1,407 | 60.7% | -0.87 | 0.0063 | -0.071 | |
| 1.51 | 1.66 | 518 | 16.3K | 66.8% | 0.11 | 0.0056 | -0.071 | 200 | 54.15 | 55.85 | 4 | 1,570 | 61.6% | -0.89 | 0.0056 | -0.063 |
| 1.07 | 1.16 | 92 | 2,724 | 68.3% | 0.08 | 0.0043 | -0.058 | 210 | 63.50 | 66.00 | 42 | 382 | 65.3% | -0.92 | 0.0045 | -0.050 |
| 0.7900 | 0.8600 | 56 | 5,346 | 70.2% | 0.06 | 0.0034 | -0.047 | 220 | 73.20 | 76.10 | 5 | 1,110 | 70.2% | -0.95 | 0.0038 | -0.038 |
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 — Oct 16, 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.