OXY цепочка опционов Occidental Petroleum 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 ±8.5% (57.37–68.06) · ATM IV 35.9% · P/C открытого интереса 0.54
| 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 | |
| 29.35 | 32.20 | 1 | 141.4% | 1.00 | 0.0004 | 0.000 | 32.5 | 0 | 0.2700 | 24 | 113.0% | -0.00 | 0.0004 | -0.001 | ||
| 26.85 | 29.75 | 1 | 128.6% | 1.00 | 0.0006 | 0.000 | 35 | 0 | 0.2700 | 123 | 101.6% | -0.00 | 0.0006 | -0.002 | ||
| 24.35 | 27.45 | 1 | 120.4% | 1.00 | 0.0008 | 0.000 | 37.5 | 0 | 0.0500 | 3 | 51 | 71.9% | -0.00 | 0.0008 | -0.002 | |
| 21.85 | 24.95 | 61 | 107.4% | 0.99 | 0.0012 | 0.000 | 40 | 0 | 0.0600 | 310 | 65.1% | -0.01 | 0.0012 | -0.002 | ||
| 19.40 | 21.30 | 127 | 0.99 | 0.0019 | -0.001 | 42.5 | 0 | 0.2000 | 243 | 68.0% | -0.01 | 0.0019 | -0.003 | |||
| 16.90 | 18.85 | 225 | 32.5% | 0.99 | 0.0031 | -0.002 | 45 | 0 | 0.0800 | 1 | 3,401 | 51.7% | -0.01 | 0.0031 | -0.004 | |
| 14.45 | 16.25 | 277 | 0.98 | 0.0050 | -0.004 | 47.5 | 0 | 0.2500 | 3,480 | 53.1% | -0.02 | 0.0050 | -0.006 | |||
| 13.25 | 14.90 | 51.8% | 0.98 | 0.0069 | -0.005 | 49 | 0 | 0.3700 | 51.9% | -0.02 | 0.0069 | -0.007 | ||||
| 12.75 | 13.60 | 8 | 410 | 53.1% | 0.97 | 0.0085 | -0.006 | 50 | 0.0800 | 0.1000 | 12 | 3,016 | 42.2% | -0.03 | 0.0085 | -0.008 |
| 11.00 | 12.90 | 35.4% | 0.96 | 0.0106 | -0.008 | 51 | 0.1000 | 0.1700 | 4 | 42.2% | -0.04 | 0.0106 | -0.009 | |||
| 10.05 | 12.00 | 38.1% | 0.95 | 0.0132 | -0.010 | 52 | 0.0700 | 0.1900 | 2 | 38.7% | -0.05 | 0.0132 | -0.011 | |||
| 10.00 | 11.10 | 313 | 37.9% | 0.95 | 0.0148 | -0.011 | 52.5 | 0.1500 | 0.1800 | 28 | 3,146 | 39.0% | -0.05 | 0.0148 | -0.012 | |
| 9.45 | 10.90 | 41.7% | 0.94 | 0.0165 | -0.012 | 53 | 0.1300 | 0.2500 | 2 | 38.6% | -0.06 | 0.0166 | -0.013 | |||
| 8.50 | 9.80 | 37.1% | 0.92 | 0.0206 | -0.014 | 54 | 0.2000 | 0.3300 | 2 | 38.1% | -0.08 | 0.0207 | -0.016 | |||
| 8.05 | 8.45 | 24 | 2,116 | 36.8% | 0.90 | 0.0254 | -0.018 | 55 | 0.3100 | 0.3600 | 1,260 | 4,140 | 36.9% | -0.10 | 0.0256 | -0.019 |
| 6.75 | 8.05 | 37.1% | 0.87 | 0.0309 | -0.021 | 56 | 0.4600 | 0.4900 | 23 | 36.9% | -0.13 | 0.0311 | -0.022 | |||
| 5.95 | 7.20 | 37.0% | 0.83 | 0.0367 | -0.025 | 57 | 0.5300 | 0.7000 | 5 | 36.2% | -0.17 | 0.0369 | -0.026 | |||
| 6.05 | 6.40 | 1 | 2,381 | 37.8% | 0.81 | 0.0396 | -0.027 | 57.5 | 0.6800 | 0.7300 | 307 | 2,459 | 35.9% | -0.19 | 0.0399 | -0.028 |
| 5.15 | 6.45 | 37.0% | 0.79 | 0.0424 | -0.029 | 58 | 0.8100 | 0.8400 | 45 | 36.0% | -0.21 | 0.0428 | -0.030 | |||
| 4.90 | 5.45 | 38.6% | 0.74 | 0.0478 | -0.033 | 59 | 1.01 | 1.23 | 36.6% | -0.26 | 0.0482 | -0.034 | ||||
| 4.30 | 4.50 | 27 | 11.5K | 37.0% | 0.69 | 0.0524 | -0.036 | 60 | 1.35 | 1.41 | 7 | 2,182 | 35.6% | -0.31 | 0.0530 | -0.037 |
| 3.65 | 4.10 | 6 | 38.3% | 0.64 | 0.0561 | -0.039 | 61 | 1.71 | 1.83 | 1 | 35.8% | -0.37 | 0.0568 | -0.039 | ||
| 3.05 | 3.40 | 32 | 37.0% | 0.58 | 0.0586 | -0.040 | 62 | 2.10 | 2.79 | 2 | 39.1% | -0.43 | 0.0593 | -0.041 | ||
| 2.83 | 2.99 | 330 | 6,433 | 36.2% | 0.55 | 0.0593 | -0.041 | 62.5 | 2.38 | 2.49 | 128 | 1,184 | 35.7% | -0.46 | 0.0602 | -0.042 |
| 2.56 | 2.82 | 22 | 36.6% | 0.52 | 0.0598 | -0.041 | 63 | 2.61 | 2.75 | 4 | 35.5% | -0.49 | 0.0606 | -0.042 | ||
| 2.12 | 2.43 | 15 | 37.0% | 0.46 | 0.0596 | -0.041 | 64 | 3.15 | 3.35 | 1 | 35.7% | -0.55 | 0.0606 | -0.042 | ||
| 1.75 | 1.82 | 373 | 8,429 | 35.6% | 0.40 | 0.0582 | -0.040 | 65 | 3.75 | 3.90 | 1 | 374 | 35.1% | -0.60 | 0.0593 | -0.040 |
| 1.36 | 1.64 | 5 | 36.3% | 0.35 | 0.0556 | -0.038 | 66 | 4.30 | 4.95 | 37.0% | -0.66 | 0.0569 | -0.039 | |||
| 1.13 | 1.22 | 6 | 35.7% | 0.30 | 0.0520 | -0.036 | 67 | 5.15 | 5.80 | 39.1% | -0.71 | 0.0535 | -0.036 | |||
| 1.02 | 1.11 | 617 | 2,722 | 35.9% | 0.27 | 0.0500 | -0.034 | 67.5 | 5.40 | 5.85 | 101 | 17 | 35.5% | -0.74 | 0.0515 | -0.035 |
| 0.8800 | 0.9700 | 60 | 35.4% | 0.25 | 0.0478 | -0.033 | 68 | 5.55 | 6.40 | 34.9% | -0.76 | 0.0494 | -0.033 | |||
| 0.7200 | 0.7900 | 4 | 35.9% | 0.21 | 0.0431 | -0.030 | 69 | 6.30 | 7.45 | 36.5% | -0.80 | 0.0448 | -0.030 | |||
| 0.5600 | 0.6400 | 68 | 3,617 | 36.1% | 0.18 | 0.0384 | -0.027 | 70 | 7.15 | 8.20 | 14 | 35.6% | -0.84 | 0.0402 | -0.027 | |
| 0.4500 | 0.5700 | 37.1% | 0.15 | 0.0337 | -0.024 | 71 | 8.20 | 9.75 | 45.0% | -0.87 | 0.0356 | -0.024 | ||||
| 0.2700 | 0.5500 | 37.4% | 0.12 | 0.0293 | -0.021 | 72 | 9.10 | 10.55 | 45.0% | -0.89 | 0.0314 | -0.022 | ||||
| 0.3200 | 0.3700 | 27 | 1,782 | 37.0% | 0.11 | 0.0273 | -0.020 | 72.5 | 9.40 | 11.15 | 45.3% | -0.91 | 0.0295 | -0.020 | ||
| 0.2000 | 0.6400 | 40.4% | 0.10 | 0.0254 | -0.019 | 73 | 10.00 | 12.25 | 54.2% | -0.92 | 0.0275 | -0.019 | ||||
| 0.1800 | 0.2600 | 25 | 1,024 | 38.8% | 0.07 | 0.0189 | -0.015 | 75 | 11.75 | 13.00 | 39.5% | -0.95 | 0.0210 | -0.015 | ||
| 0.0300 | 0.1600 | 4 | 711 | 42.3% | 0.03 | 0.0094 | -0.009 | 80 | 16.25 | 19.10 | 61.9% | -0.99 | 0.0097 | -0.009 | ||
| 0 | 0.1000 | 1,364 | 46.3% | 0.02 | 0.0052 | -0.006 | 85 | 21.45 | 24.10 | 76.1% | -1.00 | 0.0014 | -0.007 | |||
| 0 | 0.0900 | 375 | 52.9% | 0.01 | 0.0033 | -0.004 | 90 | 26.45 | 29.10 | 86.3% | -1.00 | 0.0000 | -0.007 | |||
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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