PDD цепочка опционов PDD Holdings 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 ±4.7% (78.38–86.14) · ATM IV 28.0% · P/C открытого интереса 0.58
| 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 | |
| 35.85 | 38.95 | 117.8% | 1.00 | 0.0004 | 0.000 | 45 | 0 | 0.1400 | 129.1% | -0.00 | 0.0004 | -0.004 | ||||
| 30.65 | 32.60 | 14 | 1.00 | 0.0007 | -0.001 | 50 | 0 | 0.0400 | 2,629 | 93.2% | -0.00 | 0.0007 | -0.005 | |||
| 26.90 | 29.45 | 41 | 143.0% | 0.99 | 0.0012 | -0.003 | 55 | 0 | 0.0500 | 7,028 | 78.8% | -0.01 | 0.0012 | -0.006 | ||
| 20.65 | 24.05 | 74 | 0.99 | 0.0020 | -0.005 | 60 | 0 | 0.3400 | 2,841 | 83.9% | -0.01 | 0.0021 | -0.007 | |||
| 16.60 | 19.55 | 118 | 89.6% | 0.99 | 0.0038 | -0.007 | 65 | 0.0100 | 0.1600 | 4,174 | 58.2% | -0.01 | 0.0038 | -0.009 | ||
| 11.20 | 14.60 | 110 | 61.8% | 0.98 | 0.0083 | -0.011 | 70 | 0 | 0.1000 | 1 | 1,913 | 38.8% | -0.03 | 0.0084 | -0.012 | |
| 6.05 | 8.60 | 20 | 1,331 | 0.92 | 0.0257 | -0.023 | 75 | 0.1000 | 0.2000 | 5 | 7,000 | 30.3% | -0.08 | 0.0259 | -0.024 | |
| 6.50 | 7.80 | 43.2% | 0.90 | 0.0328 | -0.028 | 76 | 0.0700 | 0.3500 | 6 | 29.3% | -0.10 | 0.0331 | -0.029 | |||
| 4.40 | 7.85 | 38.1% | 0.87 | 0.0414 | -0.034 | 77 | 0 | 1.00 | 1 | 5 | 33.7% | -0.14 | 0.0418 | -0.035 | ||
| 4.65 | 5.95 | 1 | 37.0% | 0.82 | 0.0510 | -0.041 | 78 | 0.2500 | 0.7400 | 5 | 23 | 29.3% | -0.18 | 0.0516 | -0.042 | |
| 4.00 | 4.70 | 32.9% | 0.77 | 0.0609 | -0.048 | 79 | 0.4200 | 1.11 | 25 | 98 | 30.2% | -0.24 | 0.0616 | -0.049 | ||
| 1.82 | 5.45 | 17 | 3,017 | 32.5% | 0.70 | 0.0698 | -0.054 | 80 | 0.6500 | 1.00 | 613 | 21.4K | 26.2% | -0.30 | 0.0707 | -0.055 |
| 2.57 | 3.40 | 32.1% | 0.63 | 0.0764 | -0.059 | 81 | 1.01 | 1.47 | 105 | 155 | 27.3% | -0.38 | 0.0775 | -0.060 | ||
| 2.00 | 2.51 | 2 | 29.5% | 0.55 | 0.0801 | -0.062 | 82 | 1.45 | 1.80 | 36 | 233 | 26.6% | -0.46 | 0.0814 | -0.063 | |
| 1.41 | 2.28 | 42 | 206 | 30.6% | 0.47 | 0.0805 | -0.062 | 83 | 1.69 | 2.64 | 13 | 302 | 26.8% | -0.54 | 0.0820 | -0.063 |
| 1.04 | 1.66 | 3 | 441 | 29.2% | 0.39 | 0.0777 | -0.060 | 84 | 2.34 | 3.10 | 1 | 434 | 26.0% | -0.62 | 0.0793 | -0.061 |
| 0.9400 | 1.16 | 118 | 12.2K | 29.8% | 0.32 | 0.0720 | -0.055 | 85 | 3.10 | 3.85 | 13 | 8,405 | 27.1% | -0.69 | 0.0737 | -0.056 |
| 0.4200 | 0.9200 | 25 | 76 | 27.8% | 0.25 | 0.0642 | -0.050 | 86 | 3.30 | 4.45 | 1 | 201 | 18.9% | -0.76 | 0.0658 | -0.051 |
| 0.4600 | 0.6900 | 13 | 149 | 29.9% | 0.20 | 0.0554 | -0.044 | 87 | 4.00 | 5.50 | 1,578 | -0.81 | 0.0570 | -0.045 | ||
| 0.1900 | 0.6000 | 19 | 260 | 29.5% | 0.16 | 0.0466 | -0.038 | 88 | 4.95 | 6.50 | 5 | 170 | -0.86 | 0.0486 | -0.039 | |
| 0.2700 | 0.4500 | 8 | 75 | 31.9% | 0.12 | 0.0387 | -0.033 | 89 | 5.90 | 7.15 | -0.89 | 0.0414 | -0.034 | |||
| 0.2200 | 0.3000 | 73 | 20.5K | 32.2% | 0.10 | 0.0318 | -0.028 | 90 | 7.25 | 8.75 | 124 | 17.3K | 35.7% | -0.92 | 0.0349 | -0.030 |
| 0.1500 | 0.5400 | 3 | 53 | 37.7% | 0.08 | 0.0259 | -0.024 | 91 | 7.50 | 9.15 | 4 | -0.94 | 0.0303 | -0.028 | ||
| 0 | 0.3500 | 5 | 60 | 34.4% | 0.06 | 0.0212 | -0.021 | 92 | 8.50 | 10.95 | -0.96 | 0.0258 | -0.024 | |||
| 0 | 0.6000 | 1 | 43 | 42.0% | 0.05 | 0.0174 | -0.018 | 93 | 9.30 | 11.05 | 46 | -0.97 | 0.0213 | -0.021 | ||
| 0 | 0.2400 | 55 | 36.6% | 0.04 | 0.0144 | -0.016 | 94 | 10.40 | 12.40 | 6 | -0.98 | 0.0171 | -0.017 | |||
| 0.0600 | 0.1200 | 212 | 19.1K | 37.0% | 0.03 | 0.0120 | -0.014 | 95 | 12.20 | 13.35 | 5 | 2,146 | 37.1% | -0.99 | 0.0120 | -0.015 |
| 0 | 0.1500 | 55 | 38.0% | 0.03 | 0.0102 | -0.012 | 96 | 12.45 | 14.05 | -0.99 | 0.0082 | -0.014 | ||||
| 0 | 0.2100 | 42.5% | 0.03 | 0.0087 | -0.011 | 97 | 13.40 | 15.30 | -1.00 | 0.0056 | -0.012 | |||||
| 0 | 0.1600 | 2 | 42.6% | 0.02 | 0.0076 | -0.010 | 98 | 14.40 | 17.50 | 55.9% | -1.00 | 0.0036 | -0.012 | |||
| 0 | 0.3800 | 52.1% | 0.02 | 0.0066 | -0.010 | 99 | 15.45 | 17.40 | -1.00 | 0.0024 | -0.012 | |||||
| 0.0300 | 0.1100 | 48 | 12.3K | 42.2% | 0.02 | 0.0058 | -0.009 | 100 | 16.75 | 19.40 | 749 | 66.0% | -1.00 | 0.0017 | -0.012 | |
| 0.0100 | 0.1000 | 1 | 11.8K | 53.4% | 0.01 | 0.0035 | -0.007 | 105 | 20.60 | 23.20 | 27 | -1.00 | 0.0000 | -0.012 | ||
| 0 | 0.1100 | 589 | 7,596 | 61.9% | 0.01 | 0.0023 | -0.006 | 110 | 26.40 | 29.50 | 5 | 544 | 82.8% | -1.00 | 0.0000 | -0.012 |
| 0.0100 | 0.3300 | 2,086 | 82.4% | 0.01 | 0.0016 | -0.005 | 115 | 30.60 | 34.25 | 894 | -1.00 | 0.0000 | -0.012 | |||
| 0.0100 | 0.3400 | 11.3K | 91.3% | 0.01 | 0.0012 | -0.005 | 120 | 35.60 | 39.50 | 210 | -1.00 | 0.0000 | -0.012 | |||
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.