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 ±18.1% (124.60–179.55) · ATM IV 61.2% · P/C открытого интереса —
| 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 | |
| 25.75 | 27.10 | 62.4% | 0.79 | 0.0086 | -0.085 | 131 | 4.45 | 4.85 | 1 | 60.3% | -0.22 | 0.0086 | -0.098 | |||
| 25.00 | 26.10 | 61.4% | 0.78 | 0.0088 | -0.088 | 132 | 4.55 | 5.30 | 60.2% | -0.23 | 0.0088 | -0.100 | ||||
| 24.35 | 25.45 | 61.6% | 0.77 | 0.0091 | -0.091 | 133 | 5.05 | 5.50 | 60.5% | -0.24 | 0.0091 | -0.102 | ||||
| 23.65 | 24.75 | 61.5% | 0.76 | 0.0093 | -0.094 | 134 | 5.35 | 5.85 | 60.6% | -0.25 | 0.0093 | -0.105 | ||||
| 23.00 | 24.20 | 61.9% | 0.75 | 0.0095 | -0.096 | 135 | 5.75 | 6.15 | 9 | 60.7% | -0.26 | 0.0095 | -0.107 | |||
| 22.30 | 23.55 | 61.8% | 0.73 | 0.0097 | -0.099 | 136 | 6.05 | 6.50 | 60.6% | -0.27 | 0.0097 | -0.109 | ||||
| 21.70 | 22.90 | 61.8% | 0.72 | 0.0098 | -0.102 | 137 | 6.35 | 6.95 | 60.7% | -0.28 | 0.0099 | -0.111 | ||||
| 21.05 | 22.05 | 61.2% | 0.71 | 0.0100 | -0.104 | 138 | 6.75 | 7.25 | 60.7% | -0.29 | 0.0100 | -0.113 | ||||
| 20.45 | 21.45 | 61.3% | 0.70 | 0.0102 | -0.107 | 139 | 6.95 | 7.65 | 1 | 60.3% | -0.30 | 0.0102 | -0.115 | |||
| 19.85 | 21.00 | 61.8% | 0.69 | 0.0104 | -0.109 | 140 | 7.50 | 7.95 | 8 | 60.5% | -0.31 | 0.0104 | -0.117 | |||
| 19.25 | 20.25 | 10 | 61.4% | 0.68 | 0.0105 | -0.111 | 141 | 7.65 | 8.45 | 60.1% | -0.32 | 0.0105 | -0.118 | |||
| 18.65 | 19.70 | 61.4% | 0.67 | 0.0107 | -0.113 | 142 | 8.35 | 8.90 | 60.9% | -0.34 | 0.0107 | -0.120 | ||||
| 18.10 | 19.05 | 61.3% | 0.66 | 0.0108 | -0.115 | 143 | 8.75 | 9.35 | 60.9% | -0.35 | 0.0108 | -0.121 | ||||
| 17.55 | 18.70 | 61.8% | 0.65 | 0.0109 | -0.117 | 144 | 9.15 | 9.85 | 61.0% | -0.36 | 0.0110 | -0.123 | ||||
| 17.00 | 18.20 | 1 | 61.9% | 0.63 | 0.0110 | -0.119 | 145 | 9.60 | 10.10 | 60.5% | -0.37 | 0.0111 | -0.124 | |||
| 16.50 | 17.65 | 1 | 61.9% | 0.62 | 0.0111 | -0.121 | 146 | 10.05 | 10.65 | 60.7% | -0.38 | 0.0112 | -0.125 | |||
| 15.95 | 16.95 | 61.5% | 0.61 | 0.0112 | -0.122 | 147 | 10.55 | 11.15 | 60.8% | -0.39 | 0.0113 | -0.126 | ||||
| 15.45 | 16.55 | 61.7% | 0.60 | 0.0113 | -0.123 | 148 | 10.85 | 11.60 | 60.3% | -0.41 | 0.0114 | -0.127 | ||||
| 15.00 | 15.80 | 4 | 61.3% | 0.59 | 0.0114 | -0.125 | 149 | 11.45 | 12.00 | 60.3% | -0.42 | 0.0114 | -0.127 | |||
| 14.50 | 15.30 | 2 | 61.2% | 0.58 | 0.0114 | -0.126 | 150 | 12.00 | 12.65 | 60.7% | -0.43 | 0.0115 | -0.128 | |||
| 13.45 | 14.25 | 2 | 61.8% | 0.55 | 0.0115 | -0.128 | 152.5 | 13.15 | 14.10 | 60.6% | -0.46 | 0.0116 | -0.129 | |||
| 12.25 | 13.05 | 2 | 61.3% | 0.52 | 0.0116 | -0.130 | 155 | 14.70 | 15.60 | 1 | 61.2% | -0.49 | 0.0116 | -0.129 | ||
| 11.25 | 12.00 | 61.3% | 0.49 | 0.0116 | -0.131 | 157.5 | 16.10 | 17.10 | 61.1% | -0.51 | 0.0116 | -0.128 | ||||
| 10.30 | 11.05 | 2 | 61.4% | 0.46 | 0.0115 | -0.131 | 160 | 17.75 | 18.65 | 61.4% | -0.54 | 0.0116 | -0.127 | |||
| 9.60 | 10.20 | 61.9% | 0.44 | 0.0114 | -0.130 | 162.5 | 19.35 | 20.15 | 61.2% | -0.57 | 0.0114 | -0.125 | ||||
| 9.00 | 9.65 | 510 | 63.1% | 0.41 | 0.0112 | -0.129 | 165 | 20.80 | 22.00 | 61.1% | -0.59 | 0.0113 | -0.122 | |||
| 7.90 | 8.70 | 1,038 | 62.0% | 0.39 | 0.0110 | -0.128 | 167.5 | 22.75 | 23.75 | 61.7% | -0.62 | 0.0111 | -0.119 | |||
| 7.55 | 8.15 | 1,543 | 63.4% | 0.36 | 0.0107 | -0.126 | 170 | 24.50 | 25.55 | 61.7% | -0.64 | 0.0108 | -0.116 | |||
| 6.75 | 7.35 | 4 | 62.6% | 0.34 | 0.0105 | -0.123 | 172.5 | 26.35 | 27.40 | 61.8% | -0.67 | 0.0105 | -0.112 | |||
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 23, 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.