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 ±4.5% (78.61–86.07) · ATM IV 27.6% · 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 | |
| 35.45 | 39.05 | 1.00 | 0.0004 | 0.000 | 45 | 0 | 0.1400 | 133.0% | -0.00 | 0.0004 | -0.004 | |||||
| 30.40 | 32.60 | 1 | 14 | 1.00 | 0.0006 | 0.000 | 50 | 0 | 0.0400 | 2,629 | 96.1% | -0.00 | 0.0006 | -0.005 | ||
| 26.25 | 27.85 | 41 | 1.00 | 0.0011 | 0.000 | 55 | 0 | 0.0500 | 7,028 | 81.3% | -0.01 | 0.0011 | -0.006 | |||
| 20.50 | 23.00 | 74 | 0.99 | 0.0019 | 0.000 | 60 | 0 | 0.1400 | 2,841 | 74.9% | -0.01 | 0.0019 | -0.007 | |||
| 16.25 | 17.75 | 118 | 0.99 | 0.0036 | 0.000 | 65 | 0.0100 | 0.2100 | 4,174 | 62.7% | -0.01 | 0.0036 | -0.009 | |||
| 11.60 | 12.80 | 110 | 0.98 | 0.0077 | -0.005 | 70 | 0 | 0.0600 | 1,913 | 37.2% | -0.02 | 0.0077 | -0.011 | |||
| 6.90 | 8.15 | 1,331 | 0.94 | 0.0238 | -0.018 | 75 | 0.1000 | 0.1700 | 61 | 7,000 | 30.8% | -0.07 | 0.0240 | -0.022 | ||
| 5.60 | 7.55 | 22.1% | 0.91 | 0.0310 | -0.023 | 76 | 0.1600 | 0.3900 | 6 | 32.8% | -0.09 | 0.0313 | -0.026 | |||
| 4.75 | 6.10 | 0.88 | 0.0400 | -0.029 | 77 | 0.2000 | 0.4300 | 5 | 30.1% | -0.12 | 0.0404 | -0.032 | ||||
| 3.95 | 5.25 | 1 | 17.4% | 0.84 | 0.0505 | -0.036 | 78 | 0.3700 | 0.4700 | 5 | 23 | 28.7% | -0.16 | 0.0510 | -0.039 | |
| 3.95 | 4.30 | 28.1% | 0.79 | 0.0616 | -0.044 | 79 | 0.5500 | 0.6400 | 3 | 98 | 28.1% | -0.22 | 0.0624 | -0.046 | ||
| 3.20 | 3.55 | 28 | 3,017 | 27.8% | 0.72 | 0.0720 | -0.051 | 80 | 0.8100 | 0.9000 | 71 | 21.4K | 28.0% | -0.29 | 0.0729 | -0.053 |
| 2.56 | 2.88 | 27.9% | 0.64 | 0.0801 | -0.057 | 81 | 1.14 | 1.24 | 90 | 155 | 27.8% | -0.36 | 0.0812 | -0.058 | ||
| 2.04 | 2.18 | 31 | 2 | 27.4% | 0.56 | 0.0848 | -0.060 | 82 | 1.54 | 1.70 | 10 | 233 | 27.9% | -0.45 | 0.0861 | -0.062 |
| 1.56 | 1.70 | 105 | 206 | 27.5% | 0.47 | 0.0856 | -0.061 | 83 | 1.98 | 2.35 | 3 | 302 | 28.4% | -0.53 | 0.0872 | -0.062 |
| 1.16 | 1.28 | 9 | 441 | 27.5% | 0.39 | 0.0826 | -0.059 | 84 | 2.56 | 2.94 | 1 | 434 | 28.2% | -0.62 | 0.0844 | -0.059 |
| 0.8700 | 0.9500 | 193 | 12.2K | 27.8% | 0.31 | 0.0762 | -0.054 | 85 | 3.25 | 3.65 | 324 | 8,405 | 28.6% | -0.70 | 0.0781 | -0.054 |
| 0.6000 | 0.6900 | 3 | 76 | 27.7% | 0.24 | 0.0671 | -0.048 | 86 | 4.05 | 4.35 | 201 | 28.7% | -0.77 | 0.0690 | -0.048 | |
| 0.4000 | 0.5000 | 3 | 149 | 27.7% | 0.19 | 0.0570 | -0.042 | 87 | 4.60 | 6.10 | 5 | 1,578 | 35.8% | -0.82 | 0.0586 | -0.041 |
| 0.2500 | 0.4300 | 19 | 260 | 28.6% | 0.15 | 0.0471 | -0.036 | 88 | 5.65 | 6.75 | 5 | 170 | 36.8% | -0.87 | 0.0482 | -0.034 |
| 0.2000 | 0.4100 | 5 | 75 | 30.9% | 0.11 | 0.0383 | -0.030 | 89 | 6.55 | 7.45 | 35.7% | -0.90 | 0.0405 | -0.028 | ||
| 0.1600 | 0.2000 | 155 | 20.5K | 29.8% | 0.09 | 0.0308 | -0.026 | 90 | 7.35 | 8.25 | 17.3K | 32.9% | -0.93 | 0.0358 | -0.023 | |
| 0.1200 | 0.1600 | 12 | 53 | 30.8% | 0.07 | 0.0247 | -0.021 | 91 | 8.40 | 9.85 | 4 | 45.8% | -0.95 | 0.0307 | -0.021 | |
| 0.0600 | 0.1600 | 7 | 60 | 31.9% | 0.05 | 0.0199 | -0.018 | 92 | 9.40 | 11.05 | 51.7% | -0.97 | 0.0256 | -0.021 | ||
| 0 | 0.1400 | 1 | 43 | 31.6% | 0.04 | 0.0161 | -0.016 | 93 | 10.25 | 12.10 | 46 | 53.7% | -0.98 | 0.0182 | -0.025 | |
| 0 | 0.2200 | 55 | 36.8% | 0.03 | 0.0132 | -0.014 | 94 | 11.40 | 13.20 | 6 | 60.1% | -0.99 | 0.0126 | -0.028 | ||
| 0.0300 | 0.0700 | 72 | 19.1K | 34.3% | 0.03 | 0.0110 | -0.012 | 95 | 12.40 | 13.00 | 2,146 | 41.2% | -0.99 | 0.0084 | -0.032 | |
| 0 | 0.1900 | 55 | 40.4% | 0.02 | 0.0092 | -0.011 | 96 | 13.40 | 14.95 | 63.0% | -1.00 | 0.0053 | -0.035 | |||
| 0 | 0.2400 | 44.5% | 0.02 | 0.0079 | -0.010 | 97 | 13.75 | 16.05 | 56.6% | -1.00 | 0.0032 | -0.037 | ||||
| 0 | 0.1300 | 2 | 42.2% | 0.02 | 0.0068 | -0.009 | 98 | 15.40 | 17.00 | 69.5% | -1.00 | 0.0019 | -0.039 | |||
| 0 | 0.1700 | 46.2% | 0.02 | 0.0060 | -0.009 | 99 | 16.40 | 17.90 | 70.8% | -1.00 | 0.0014 | -0.040 | ||||
| 0.0100 | 0.0500 | 2,001 | 12.3K | 41.5% | 0.01 | 0.0053 | -0.008 | 100 | 17.40 | 18.00 | 749 | 52.7% | -1.00 | 0.0010 | -0.041 | |
| 0 | 0.0400 | 3,022 | 11.8K | 48.0% | 0.01 | 0.0031 | -0.006 | 105 | 21.85 | 23.75 | 27 | 71.0% | -1.00 | 0.0000 | -0.045 | |
| 0 | 0.1100 | 7,596 | 63.4% | 0.01 | 0.0020 | -0.005 | 110 | 26.90 | 29.10 | 544 | 92.3% | -1.00 | 0.0000 | -0.046 | ||
| 0 | 0.1300 | 8 | 2,086 | 73.2% | 0.01 | 0.0014 | -0.004 | 115 | 32.40 | 34.00 | 894 | 111.4% | -1.00 | 0.0000 | -0.047 | |
| 0 | 0.0100 | 4 | 11.3K | 61.9% | 0.00 | 0.0010 | -0.004 | 120 | 37.40 | 38.95 | 210 | 120.9% | -1.00 | 0.0000 | -0.048 | |
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.