PANW цепочка опционов Palo Alto Networks, Inc.
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 ±7.7% (304.82–355.82) · ATM IV 46.3% · P/C открытого интереса 1.12
| 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 | |
| 154.95 | 162.85 | 1 | 496 | 136.4% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.0300 | 8 | 4,188 | 103.2% | -0.00 | 0.0000 | -0.007 |
| 149.95 | 155.50 | 1 | 1,544 | 1.00 | 0.0001 | 0.000 | 175 | 0.0100 | 0.1000 | 2 | 2,218 | 111.3% | -0.00 | 0.0001 | -0.007 | |
| 144.95 | 152.80 | 2 | 512 | 122.1% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 0.0400 | 8 | 1,556 | 97.1% | -0.00 | 0.0001 | -0.008 |
| 140.05 | 145.70 | 1,584 | 1.00 | 0.0001 | 0.000 | 185 | 0 | 0.1300 | 189 | 707 | 104.7% | -0.00 | 0.0001 | -0.009 | ||
| 135.00 | 140.60 | 61 | 2,659 | 1.00 | 0.0001 | 0.000 | 190 | 0.0100 | 0.0600 | 123 | 3,313 | 93.5% | -0.00 | 0.0001 | -0.009 | |
| 130.00 | 136.40 | 858 | 1.00 | 0.0001 | 0.000 | 195 | 0.0100 | 0.0600 | 336 | 287 | 89.4% | -0.00 | 0.0001 | -0.010 | ||
| 125.00 | 132.95 | 16 | 1,705 | 106.1% | 1.00 | 0.0001 | 0.000 | 200 | 0.0100 | 0.1500 | 299 | 2,389 | 82.7% | -0.00 | 0.0001 | -0.011 |
| 115.05 | 122.80 | 11 | 1,034 | 92.4% | 1.00 | 0.0002 | 0.000 | 210 | 0.0100 | 0.1000 | 199 | 414 | 81.2% | -0.00 | 0.0002 | -0.014 |
| 105.35 | 112.75 | 40 | 1,533 | 89.2% | 1.00 | 0.0002 | -0.004 | 220 | 0.0100 | 0.0800 | 318 | 566 | 71.9% | -0.00 | 0.0002 | -0.017 |
| 95.10 | 101.15 | 1 | 1,238 | 0.99 | 0.0003 | -0.009 | 230 | 0.0100 | 0.3300 | 242 | 830 | 75.3% | -0.01 | 0.0003 | -0.021 | |
| 85.15 | 93.00 | 27 | 1,831 | 71.2% | 0.99 | 0.0005 | -0.017 | 240 | 0.0500 | 0.3600 | 202 | 2,700 | 69.0% | -0.01 | 0.0005 | -0.027 |
| 75.20 | 81.30 | 18 | 1,567 | 0.99 | 0.0008 | -0.027 | 250 | 0.1000 | 0.3700 | 152 | 1,059 | 62.3% | -0.01 | 0.0008 | -0.036 | |
| 65.30 | 71.35 | 12 | 564 | 0.98 | 0.0012 | -0.042 | 260 | 0.1300 | 0.5000 | 88 | 375 | 57.0% | -0.02 | 0.0012 | -0.050 | |
| 55.50 | 63.45 | 24 | 607 | 54.9% | 0.97 | 0.0019 | -0.065 | 270 | 0.2700 | 0.7000 | 104 | 1,453 | 52.9% | -0.03 | 0.0019 | -0.072 |
| 45.90 | 53.65 | 14 | 630 | 50.3% | 0.95 | 0.0032 | -0.103 | 280 | 0.4000 | 0.9700 | 152 | 1,689 | 47.8% | -0.05 | 0.0032 | -0.110 |
| 38.55 | 44.70 | 1 | 1,348 | 56.7% | 0.91 | 0.0051 | -0.162 | 290 | 1.40 | 1.73 | 217 | 2,230 | 47.9% | -0.09 | 0.0052 | -0.167 |
| 28.05 | 35.00 | 68 | 649 | 45.1% | 0.84 | 0.0076 | -0.238 | 300 | 2.66 | 3.00 | 460 | 2,880 | 46.6% | -0.16 | 0.0076 | -0.242 |
| 26.45 | 29.40 | 4 | 47.1% | 0.80 | 0.0089 | -0.279 | 305 | 3.60 | 4.15 | 369 | 44 | 46.6% | -0.20 | 0.0089 | -0.283 | |
| 22.80 | 25.55 | 30 | 535 | 46.8% | 0.75 | 0.0101 | -0.317 | 310 | 4.35 | 5.40 | 545 | 800 | 45.2% | -0.26 | 0.0101 | -0.321 |
| 19.40 | 22.00 | 99 | 20 | 46.5% | 0.69 | 0.0111 | -0.351 | 315 | 5.90 | 7.25 | 340 | 169 | 45.8% | -0.31 | 0.0111 | -0.354 |
| 17.90 | 20.25 | 4 | 46.4% | 0.66 | 0.0115 | -0.365 | 317.5 | 6.65 | 8.25 | 200 | 32 | 45.7% | -0.34 | 0.0116 | -0.368 | |
| 16.45 | 18.60 | 135 | 1,026 | 46.3% | 0.63 | 0.0118 | -0.377 | 320 | 7.55 | 8.90 | 583 | 1,882 | 44.9% | -0.37 | 0.0119 | -0.380 |
| 15.05 | 17.10 | 36 | 46.3% | 0.60 | 0.0121 | -0.387 | 322.5 | 8.55 | 10.20 | 41 | 82 | 45.6% | -0.40 | 0.0122 | -0.390 | |
| 14.20 | 15.10 | 263 | 8 | 46.0% | 0.57 | 0.0123 | -0.394 | 325 | 9.65 | 11.50 | 534 | 1,357 | 45.6% | -0.43 | 0.0124 | -0.397 |
| 12.80 | 13.85 | 101 | 2 | 45.9% | 0.54 | 0.0124 | -0.398 | 327.5 | 10.85 | 12.15 | 48 | 59 | 44.5% | -0.46 | 0.0125 | -0.401 |
| 11.75 | 12.55 | 373 | 1,436 | 46.0% | 0.51 | 0.0125 | -0.400 | 330 | 13.00 | 13.70 | 411 | 999 | 46.5% | -0.50 | 0.0126 | -0.403 |
| 10.15 | 11.70 | 49 | 3 | 45.7% | 0.48 | 0.0125 | -0.400 | 332.5 | 13.40 | 15.40 | 38 | 37 | 45.4% | -0.53 | 0.0126 | -0.402 |
| 9.70 | 10.80 | 134 | 7 | 47.0% | 0.45 | 0.0124 | -0.396 | 335 | 14.80 | 16.95 | 127 | 104 | 45.5% | -0.56 | 0.0125 | -0.399 |
| 8.15 | 9.80 | 86 | 1 | 46.0% | 0.42 | 0.0122 | -0.391 | 337.5 | 16.25 | 18.50 | 44 | 14 | 45.3% | -0.59 | 0.0123 | -0.393 |
| 7.75 | 8.60 | 593 | 650 | 46.3% | 0.39 | 0.0120 | -0.383 | 340 | 17.80 | 20.15 | 216 | 1,725 | 45.3% | -0.62 | 0.0121 | -0.386 |
| 6.45 | 8.05 | 147 | 32 | 46.0% | 0.36 | 0.0117 | -0.374 | 342.5 | 19.40 | 21.90 | 83 | 125 | 45.3% | -0.65 | 0.0118 | -0.376 |
| 6.20 | 7.05 | 81 | 69 | 46.6% | 0.33 | 0.0114 | -0.362 | 345 | 21.00 | 23.80 | 77 | 166 | 45.4% | -0.67 | 0.0115 | -0.364 |
| 5.05 | 6.55 | 12 | 11 | 46.1% | 0.30 | 0.0110 | -0.350 | 347.5 | 22.70 | 25.75 | 15 | 26 | 45.5% | -0.70 | 0.0111 | -0.351 |
| 4.80 | 5.35 | 711 | 892 | 45.7% | 0.28 | 0.0105 | -0.336 | 350 | 24.50 | 27.70 | 118 | 1,179 | 45.5% | -0.73 | 0.0106 | -0.337 |
| 3.85 | 5.30 | 63 | 113 | 46.1% | 0.26 | 0.0100 | -0.321 | 352.5 | 26.40 | 29.65 | 6 | 36 | 45.5% | -0.75 | 0.0102 | -0.322 |
| 3.55 | 4.50 | 83 | 37 | 46.0% | 0.23 | 0.0095 | -0.305 | 355 | 28.30 | 31.70 | 19 | 23 | 45.4% | -0.77 | 0.0097 | -0.306 |
| 3.00 | 4.30 | 104 | 63 | 46.5% | 0.21 | 0.0090 | -0.289 | 357.5 | 30.30 | 33.80 | 19 | 101 | 45.5% | -0.79 | 0.0092 | -0.290 |
| 2.95 | 3.40 | 714 | 1,867 | 46.3% | 0.19 | 0.0085 | -0.273 | 360 | 31.80 | 36.60 | 143 | 1,018 | 45.8% | -0.81 | 0.0086 | -0.273 |
| 2.17 | 3.45 | 152 | 54 | 46.5% | 0.17 | 0.0080 | -0.256 | 362.5 | 32.25 | 38.40 | 9 | 19 | 39.3% | -0.83 | 0.0081 | -0.257 |
| 1.85 | 3.15 | 74 | 375 | 46.7% | 0.16 | 0.0074 | -0.240 | 365 | 34.45 | 42.50 | 8 | 27 | 45.7% | -0.85 | 0.0076 | -0.240 |
| 1.58 | 2.41 | 20 | 35 | 45.4% | 0.14 | 0.0069 | -0.225 | 367.5 | 36.70 | 44.75 | 12 | 21 | 46.0% | -0.86 | 0.0071 | -0.224 |
| 1.75 | 2.42 | 976 | 2,277 | 48.0% | 0.13 | 0.0064 | -0.210 | 370 | 41.95 | 45.05 | 14 | 657 | 49.8% | -0.88 | 0.0066 | -0.209 |
| 1.14 | 2.29 | 30 | 63 | 47.2% | 0.12 | 0.0060 | -0.196 | 372.5 | 43.60 | 47.45 | 139 | 48.3% | -0.89 | 0.0061 | -0.194 | |
| 0.9600 | 2.08 | 227 | 281 | 47.4% | 0.11 | 0.0055 | -0.182 | 375 | 43.80 | 51.30 | 25 | 98 | 46.2% | -0.90 | 0.0057 | -0.180 |
| 1.15 | 1.30 | 354 | 3,611 | 48.4% | 0.09 | 0.0047 | -0.158 | 380 | 51.95 | 53.50 | 37 | 543 | 50.9% | -0.92 | 0.0049 | -0.156 |
| 0.7000 | 1.10 | 133 | 391 | 48.0% | 0.07 | 0.0040 | -0.137 | 385 | 53.30 | 60.75 | 97 | 46.7% | -0.94 | 0.0042 | -0.136 | |
| 0.6700 | 0.9200 | 197 | 811 | 50.2% | 0.06 | 0.0034 | -0.119 | 390 | 59.65 | 65.60 | 1 | 463 | 56.8% | -0.95 | 0.0036 | -0.123 |
| 0.1000 | 1.31 | 110 | 146 | 51.4% | 0.05 | 0.0029 | -0.104 | 395 | 63.00 | 70.40 | 9 | 45.6% | -0.96 | 0.0032 | -0.112 | |
| 0.3700 | 1.10 | 802 | 1,054 | 52.3% | 0.04 | 0.0024 | -0.091 | 400 | 67.95 | 75.30 | 4 | 59 | -0.97 | 0.0028 | -0.100 | |
| 0.0500 | 0.5000 | 500 | 995 | 53.3% | 0.03 | 0.0018 | -0.071 | 410 | 78.80 | 85.25 | 777 | 60.9% | -0.98 | 0.0022 | -0.080 | |
| 0.2000 | 1.01 | 849 | 3,634 | 62.9% | 0.02 | 0.0013 | -0.057 | 420 | 87.80 | 95.20 | 1 | 31 | -0.99 | 0.0016 | -0.053 | |
| 0.0500 | 0.4900 | 108 | 1,037 | 59.8% | 0.02 | 0.0010 | -0.046 | 430 | 97.80 | 105.20 | 19 | -1.00 | 0.0009 | -0.044 | ||
| 0.0500 | 0.1800 | 103 | 1,179 | 57.5% | 0.01 | 0.0008 | -0.038 | 440 | 109.40 | 115.20 | 3 | 81.0% | -1.00 | 0.0004 | -0.035 | |
| 0.0500 | 0.2500 | 1,042 | 4,000 | 63.2% | 0.01 | 0.0006 | -0.031 | 450 | 119.20 | 125.20 | 21 | 84.2% | -1.00 | 0.0001 | -0.035 | |
| 0.0200 | 0.3200 | 103 | 959 | 69.0% | 0.01 | 0.0005 | -0.025 | 460 | 127.80 | 135.20 | 9 | -1.00 | 0.0000 | -0.035 | ||
| 0.0100 | 0.7000 | 102 | 375 | 79.1% | 0.01 | 0.0004 | -0.021 | 470 | 137.80 | 145.20 | 1 | 2 | -1.00 | 0.0000 | -0.035 | |
| 0.0100 | 0.1600 | 99 | 187 | 69.7% | 0.00 | 0.0003 | -0.017 | 480 | 147.80 | 155.20 | 4 | -1.00 | 0.0000 | -0.035 | ||
| 0 | 0.7400 | 34 | 423 | 87.2% | 0.00 | 0.0002 | -0.014 | 490 | 157.80 | 165.20 | 4 | -1.00 | 0.0000 | -0.035 | ||
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.