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 ±4.7% (122.92–135.12) · ATM IV 61.6% · P/C открытого интереса 0.66
| 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 | |
| 44.95 | 54.00 | 13 | 15 | 264.4% | 0.99 | 0.0007 | -0.036 | 80 | 0 | 0.1000 | 1,203 | 5,219 | 206.8% | -0.01 | 0.0007 | -0.042 |
| 40.00 | 49.00 | 28 | 19 | 234.6% | 0.99 | 0.0009 | -0.042 | 85 | 0 | 4.55 | 1,874 | 2,616 | 307.7% | -0.01 | 0.0009 | -0.047 |
| 34.95 | 44.00 | 24 | 28 | 206.4% | 0.99 | 0.0012 | -0.049 | 90 | 0 | 4.55 | 208 | 1,752 | 273.4% | -0.01 | 0.0012 | -0.053 |
| 29.95 | 39.00 | 270 | 29 | 179.5% | 0.99 | 0.0018 | -0.059 | 95 | 0 | 4.55 | 610 | 1,107 | 240.8% | -0.01 | 0.0018 | -0.063 |
| 24.95 | 34.00 | 204 | 253 | 161.0% | 0.98 | 0.0027 | -0.074 | 100 | 0 | 4.55 | 76 | 856 | 209.3% | -0.02 | 0.0027 | -0.077 |
| 19.95 | 29.00 | 103 | 146 | 133.1% | 0.97 | 0.0043 | -0.098 | 105 | 0 | 4.55 | 267 | 407 | 178.9% | -0.03 | 0.0043 | -0.101 |
| 15.00 | 24.00 | 228 | 335 | 109.9% | 0.96 | 0.0074 | -0.141 | 110 | 0 | 4.60 | 860 | 4,065 | 129.6% | -0.04 | 0.0074 | -0.143 |
| 10.10 | 19.00 | 446 | 148 | 67.9% | 0.92 | 0.0135 | -0.223 | 115 | 0 | 4.65 | 1,373 | 3,680 | 102.0% | -0.08 | 0.0135 | -0.225 |
| 9.20 | 18.00 | 72.1% | 0.91 | 0.0153 | -0.247 | 116 | 0.0500 | 1.38 | 98.2% | -0.09 | 0.0153 | -0.249 | ||||
| 8.20 | 17.00 | 2 | 3 | 73.8% | 0.89 | 0.0172 | -0.273 | 117 | 0.0500 | 1.57 | 391 | 1,305 | 96.2% | -0.11 | 0.0173 | -0.275 |
| 7.30 | 16.00 | 7 | 6 | 70.2% | 0.88 | 0.0194 | -0.302 | 118 | 0.0600 | 1.80 | 898 | 927 | 94.8% | -0.12 | 0.0194 | -0.304 |
| 6.35 | 15.65 | 9 | 13 | 71.1% | 0.86 | 0.0217 | -0.334 | 119 | 0.1000 | 1.99 | 531 | 909 | 92.6% | -0.14 | 0.0218 | -0.335 |
| 5.45 | 14.75 | 2,172 | 2,231 | 64.7% | 0.84 | 0.0243 | -0.366 | 120 | 0.3000 | 1.42 | 1,843 | 7,384 | 80.5% | -0.16 | 0.0243 | -0.368 |
| 4.60 | 13.90 | 120 | 10 | 69.6% | 0.81 | 0.0269 | -0.399 | 121 | 0.0800 | 2.69 | 461 | 685 | 90.1% | -0.19 | 0.0270 | -0.401 |
| 5.85 | 10.20 | 123 | 25 | 66.1% | 0.79 | 0.0297 | -0.431 | 122 | 0.1800 | 2.84 | 314 | 694 | 86.8% | -0.21 | 0.0298 | -0.433 |
| 4.95 | 9.40 | 34 | 66 | 64.5% | 0.76 | 0.0325 | -0.461 | 123 | 0.2200 | 3.00 | 3,830 | 3,842 | 82.5% | -0.24 | 0.0326 | -0.463 |
| 4.85 | 8.55 | 74 | 90 | 71.7% | 0.73 | 0.0353 | -0.489 | 124 | 0.3200 | 3.25 | 1,064 | 3,017 | 79.5% | -0.27 | 0.0354 | -0.491 |
| 4.05 | 8.05 | 175 | 271 | 72.7% | 0.69 | 0.0381 | -0.513 | 125 | 0.2500 | 3.50 | 4,899 | 7,950 | 74.2% | -0.31 | 0.0382 | -0.515 |
| 2.88 | 7.35 | 78 | 206 | 66.4% | 0.65 | 0.0407 | -0.533 | 126 | 0.4900 | 3.80 | 481 | 4,066 | 72.3% | -0.35 | 0.0409 | -0.535 |
| 2.23 | 6.70 | 200 | 215 | 65.7% | 0.61 | 0.0429 | -0.547 | 127 | 0.0100 | 4.15 | 766 | 1,096 | 62.6% | -0.39 | 0.0431 | -0.550 |
| 1.63 | 6.00 | 210 | 297 | 64.1% | 0.57 | 0.0447 | -0.556 | 128 | 0.1200 | 4.55 | 1,059 | 1,949 | 59.2% | -0.43 | 0.0449 | -0.559 |
| 1.13 | 5.50 | 482 | 868 | 64.6% | 0.52 | 0.0458 | -0.559 | 129 | 0.6600 | 4.90 | 3,396 | 2,293 | 58.6% | -0.48 | 0.0461 | -0.562 |
| 0.5800 | 5.00 | 4,118 | 2,923 | 63.6% | 0.48 | 0.0462 | -0.554 | 130 | 1.20 | 5.50 | 2,491 | 8,479 | 59.5% | -0.52 | 0.0465 | -0.557 |
| 0.2600 | 4.50 | 2,307 | 1,164 | 63.9% | 0.43 | 0.0459 | -0.542 | 131 | 1.70 | 6.05 | 1,738 | 4,424 | 58.3% | -0.57 | 0.0461 | -0.546 |
| 0.5200 | 4.10 | 2,369 | 2,566 | 70.4% | 0.39 | 0.0448 | -0.523 | 132 | 2.27 | 6.75 | 176 | 1,191 | 58.3% | -0.61 | 0.0451 | -0.527 |
| 0.4100 | 3.75 | 1,788 | 1,706 | 72.9% | 0.34 | 0.0432 | -0.498 | 133 | 2.92 | 7.30 | 516 | 2,449 | 56.4% | -0.66 | 0.0434 | -0.501 |
| 0.1400 | 3.45 | 1,508 | 1,646 | 73.5% | 0.30 | 0.0410 | -0.467 | 134 | 3.55 | 7.50 | 143 | 1,449 | 48.0% | -0.70 | 0.0413 | -0.469 |
| 0.1400 | 3.20 | 6,496 | 8,769 | 77.0% | 0.27 | 0.0385 | -0.431 | 135 | 4.60 | 8.30 | 1,381 | 6,007 | 51.3% | -0.74 | 0.0388 | -0.433 |
| 0.1900 | 2.99 | 1,604 | 2,555 | 81.2% | 0.23 | 0.0357 | -0.391 | 136 | 5.40 | 8.95 | 204 | 1,060 | 47.0% | -0.77 | 0.0359 | -0.393 |
| 0.0900 | 2.80 | 5,213 | 5,133 | 83.4% | 0.20 | 0.0327 | -0.349 | 137 | 6.00 | 10.60 | 515 | 1,253 | 56.4% | -0.81 | 0.0329 | -0.350 |
| 0.2500 | 1.62 | 2,869 | 3,702 | 74.8% | 0.17 | 0.0296 | -0.305 | 138 | 4.55 | 13.30 | 120 | 474 | 60.0% | -0.84 | 0.0297 | -0.306 |
| 0.0800 | 2.16 | 845 | 1,004 | 85.3% | 0.14 | 0.0263 | -0.263 | 139 | 5.40 | 14.15 | 128 | 998 | 61.4% | -0.87 | 0.0265 | -0.263 |
| 0.0600 | 1.64 | 8,371 | 8,615 | 82.0% | 0.11 | 0.0231 | -0.222 | 140 | 6.35 | 15.05 | 153 | 1,994 | 58.1% | -0.89 | 0.0233 | -0.222 |
| 0.0600 | 1.50 | 629 | 1,254 | 84.3% | 0.09 | 0.0200 | -0.185 | 141 | 7.30 | 15.95 | 15 | 402 | 49.8% | -0.91 | 0.0202 | -0.184 |
| 0.0200 | 1.39 | 800 | 930 | 86.1% | 0.08 | 0.0171 | -0.152 | 142 | 8.25 | 16.90 | 12 | 429 | 49.3% | -0.93 | 0.0173 | -0.150 |
| 0.0300 | 0.5500 | 640 | 4,283 | 71.7% | 0.06 | 0.0145 | -0.124 | 143 | 9.20 | 17.85 | 72 | 405 | 56.3% | -0.94 | 0.0146 | -0.122 |
| 0.0300 | 4.70 | 825 | 1,878 | 93.7% | 0.05 | 0.0122 | -0.101 | 144 | 10.15 | 19.50 | 57 | 235 | 55.3% | -0.96 | 0.0122 | -0.099 |
| 0 | 0.8000 | 3,145 | 4,278 | 85.2% | 0.04 | 0.0102 | -0.082 | 145 | 11.20 | 19.95 | 61 | 1,247 | -0.97 | 0.0102 | -0.080 | |
| 0 | 4.65 | 316 | 736 | 118.3% | 0.03 | 0.0085 | -0.067 | 146 | 12.15 | 20.85 | 13 | 155 | -0.97 | 0.0084 | -0.066 | |
| 0 | 4.60 | 115 | 981 | 122.3% | 0.03 | 0.0071 | -0.056 | 147 | 13.10 | 21.85 | 4 | 130 | -0.98 | 0.0070 | -0.056 | |
| 0 | 4.60 | 183 | 1,167 | 126.4% | 0.02 | 0.0060 | -0.047 | 148 | 14.10 | 22.85 | 289 | 261 | -0.98 | 0.0058 | -0.048 | |
| 0 | 4.60 | 328 | 744 | 130.4% | 0.02 | 0.0051 | -0.040 | 149 | 15.10 | 23.80 | 16 | 180 | -0.99 | 0.0049 | -0.042 | |
| 0 | 4.60 | 1,755 | 4,794 | 134.3% | 0.02 | 0.0044 | -0.035 | 150 | 16.10 | 24.80 | 60 | 513 | -0.99 | 0.0042 | -0.037 | |
| 0 | 4.55 | 1,211 | 2,730 | 144.2% | 0.01 | 0.0032 | -0.026 | 152.5 | 18.55 | 27.30 | 2 | 179 | -0.99 | 0.0029 | -0.031 | |
| 0 | 4.55 | 2,309 | 6,722 | 153.6% | 0.01 | 0.0024 | -0.021 | 155 | 21.05 | 29.80 | 19 | 128 | -0.99 | 0.0021 | -0.027 | |
| 0 | 4.55 | 603 | 1,826 | 162.8% | 0.01 | 0.0019 | -0.018 | 157.5 | 23.55 | 32.30 | 5 | 40 | -1.00 | 0.0015 | -0.025 | |
| 0 | 4.55 | 16.3K | 19.5K | 171.8% | 0.01 | 0.0015 | -0.015 | 160 | 26.05 | 34.80 | 12 | 7 | -1.00 | 0.0012 | -0.023 | |
| 0 | 4.55 | 400 | 1,684 | 180.5% | 0.00 | 0.0012 | -0.013 | 162.5 | 28.55 | 37.30 | 1 | -1.00 | 0.0009 | -0.022 | ||
| 0 | 4.55 | 1,426 | 4,302 | 188.8% | 0.00 | 0.0010 | -0.011 | 165 | 31.05 | 39.80 | 40 | -1.00 | 0.0007 | -0.021 | ||
| 0 | 4.55 | 180 | 831 | 197.1% | 0.00 | 0.0008 | -0.009 | 167.5 | 33.55 | 42.30 | -1.00 | 0.0005 | -0.020 | |||
| 0 | 4.55 | 310 | 14.7K | 205.1% | 0.00 | 0.0006 | -0.008 | 170 | 36.05 | 44.75 | 2 | -1.00 | 0.0004 | -0.020 | ||
| 0 | 4.55 | 18 | 940 | 212.8% | 0.00 | 0.0005 | -0.007 | 172.5 | 38.55 | 47.25 | -1.00 | 0.0003 | -0.019 | |||
| 0 | 4.55 | 1,057 | 3,811 | 220.4% | 0.00 | 0.0004 | -0.006 | 175 | 41.05 | 49.75 | 11 | -1.00 | 0.0002 | -0.019 | ||
| 0 | 4.55 | 741 | 795 | 227.9% | 0.00 | 0.0004 | -0.005 | 177.5 | 43.55 | 52.25 | 1 | -1.00 | 0.0002 | -0.019 | ||
| 0 | 4.55 | 17 | 5,680 | 235.2% | 0.00 | 0.0003 | -0.004 | 180 | 46.05 | 54.75 | -1.00 | 0.0001 | -0.018 | |||
| 0 | 4.55 | 294 | 754 | 242.3% | 0.00 | 0.0003 | -0.004 | 182.5 | 48.55 | 57.25 | -1.00 | 0.0001 | -0.018 | |||
| 0 | 4.55 | 8 | 276 | 249.3% | 0.00 | 0.0002 | -0.003 | 185 | 51.00 | 59.75 | 3 | -1.00 | 0.0001 | -0.018 | ||
| 0 | 4.55 | 159 | 255.9% | 0.00 | 0.0002 | -0.003 | 187.5 | 53.50 | 62.25 | -1.00 | 0.0001 | -0.018 | ||||
| 0 | 4.55 | 1,091 | 262.6% | 0.00 | 0.0002 | -0.002 | 190 | 56.05 | 64.75 | -1.00 | 0.0000 | -0.018 | ||||
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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