PGR цепочка опционов The Progressive Corporation
Cboe delayed options data · по состоянию на 15:42 UTC
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 ±6.1% (204.39–230.99) · ATM IV 25.6% · P/C открытого интереса 0.55
| 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 | |
| 106.10 | 110.10 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.15 | 135.0% | -0.00 | 0.0000 | -0.000 | |||||
| 101.10 | 105.00 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.15 | 1 | 127.3% | -0.00 | 0.0000 | -0.001 | ||||
| 96.10 | 100.20 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.15 | 2 | 119.9% | -0.00 | 0.0000 | -0.001 | ||||
| 91.10 | 95.10 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 1 | 112.9% | -0.00 | 0.0000 | -0.001 | ||||
| 86.20 | 90.40 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.15 | 3 | 106.0% | -0.00 | 0.0001 | -0.001 | ||||
| 81.20 | 85.40 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 2.15 | 15 | 99.4% | -0.00 | 0.0001 | -0.002 | ||||
| 76.20 | 79.80 | 1.00 | 0.0001 | 0.000 | 140 | 0 | 2.15 | 2 | 93.1% | -0.00 | 0.0001 | -0.002 | ||||
| 71.20 | 75.20 | 1 | 1.00 | 0.0002 | 0.000 | 145 | 0 | 2.15 | 86.9% | -0.00 | 0.0002 | -0.003 | ||||
| 66.30 | 70.10 | 4 | 1.00 | 0.0003 | 0.000 | 150 | 0 | 0.2500 | 75 | 56.4% | -0.00 | 0.0003 | -0.004 | |||
| 61.30 | 65.50 | 1.00 | 0.0004 | 0.000 | 155 | 0 | 2.20 | 8 | 75.4% | -0.00 | 0.0004 | -0.005 | ||||
| 57.10 | 60.30 | 50.8% | 0.99 | 0.0006 | -0.000 | 160 | 0 | 2.20 | 46 | 69.7% | -0.01 | 0.0006 | -0.007 | |||
| 52.00 | 55.40 | 45.6% | 0.99 | 0.0009 | -0.003 | 165 | 0 | 2.25 | 66 | 64.4% | -0.01 | 0.0009 | -0.010 | |||
| 46.50 | 50.40 | 5 | 0.99 | 0.0013 | -0.007 | 170 | 0 | 2.30 | 27 | 59.2% | -0.01 | 0.0014 | -0.013 | |||
| 42.30 | 45.00 | 33.3% | 0.98 | 0.0020 | -0.012 | 175 | 0 | 2.40 | 46 | 54.3% | -0.02 | 0.0020 | -0.017 | |||
| 37.20 | 40.00 | 22.5% | 0.97 | 0.0028 | -0.018 | 180 | 0 | 0.4500 | 2 | 339 | 34.6% | -0.03 | 0.0029 | -0.023 | ||
| 32.30 | 35.30 | 7 | 29.5% | 0.96 | 0.0042 | -0.026 | 185 | 0 | 0.5500 | 120 | 31.5% | -0.04 | 0.0042 | -0.030 | ||
| 27.40 | 29.70 | 340 | 0.94 | 0.0060 | -0.035 | 190 | 0.4500 | 0.8500 | 2 | 215 | 32.7% | -0.06 | 0.0061 | -0.039 | ||
| 22.90 | 25.30 | 7 | 25.6% | 0.91 | 0.0085 | -0.047 | 195 | 0.6500 | 1.85 | 3 | 514 | 33.4% | -0.09 | 0.0086 | -0.051 | |
| 20.80 | 23.20 | 27.3% | 0.89 | 0.0101 | -0.054 | 197.5 | 0.8000 | 2.10 | 7 | 32.2% | -0.12 | 0.0102 | -0.057 | |||
| 18.50 | 20.40 | 31 | 24.3% | 0.86 | 0.0118 | -0.061 | 200 | 1.20 | 1.50 | 4 | 265 | 28.7% | -0.14 | 0.0120 | -0.064 | |
| 16.40 | 19.10 | 27.4% | 0.83 | 0.0138 | -0.068 | 202.5 | 1.35 | 2.25 | 28.7% | -0.17 | 0.0139 | -0.071 | ||||
| 14.70 | 16.40 | 24 | 26.2% | 0.80 | 0.0158 | -0.075 | 205 | 1.90 | 2.25 | 84 | 27.3% | -0.20 | 0.0160 | -0.078 | ||
| 12.50 | 14.50 | 25.4% | 0.76 | 0.0179 | -0.082 | 207.5 | 2.20 | 3.30 | 27.6% | -0.24 | 0.0182 | -0.085 | ||||
| 10.70 | 12.50 | 81 | 24.9% | 0.71 | 0.0200 | -0.089 | 210 | 3.00 | 3.50 | 5 | 243 | 26.4% | -0.29 | 0.0203 | -0.091 | |
| 9.10 | 10.80 | 24.9% | 0.66 | 0.0218 | -0.094 | 212.5 | 3.40 | 4.80 | 26.4% | -0.34 | 0.0223 | -0.097 | ||||
| 8.30 | 8.80 | 166 | 25.4% | 0.61 | 0.0234 | -0.098 | 215 | 4.70 | 5.20 | 81 | 25.7% | -0.40 | 0.0239 | -0.100 | ||
| 6.40 | 7.90 | 25.2% | 0.55 | 0.0243 | -0.100 | 217.5 | 5.40 | 6.90 | 25.9% | -0.46 | 0.0250 | -0.102 | ||||
| 5.60 | 6.10 | 13 | 252 | 24.9% | 0.48 | 0.0247 | -0.099 | 220 | 7.10 | 7.50 | 2 | 148 | 25.3% | -0.52 | 0.0254 | -0.102 |
| 4.10 | 5.50 | 24.9% | 0.42 | 0.0244 | -0.097 | 222.5 | 7.60 | 9.50 | 24.5% | -0.59 | 0.0253 | -0.100 | ||||
| 3.60 | 4.00 | 649 | 24.5% | 0.37 | 0.0235 | -0.093 | 225 | 9.70 | 11.40 | 76 | 26.1% | -0.65 | 0.0245 | -0.096 | ||
| 2.50 | 3.70 | 24.9% | 0.31 | 0.0220 | -0.087 | 227.5 | 11.50 | 12.90 | 25.8% | -0.71 | 0.0231 | -0.091 | ||||
| 2.15 | 2.45 | 8 | 307 | 24.1% | 0.26 | 0.0202 | -0.081 | 230 | 12.60 | 15.10 | 24 | 24.7% | -0.76 | 0.0214 | -0.084 | |
| 0.8500 | 2.50 | 23.6% | 0.22 | 0.0182 | -0.074 | 232.5 | 14.60 | 17.20 | 24.9% | -0.80 | 0.0194 | -0.077 | ||||
| 1.25 | 1.50 | 2 | 956 | 24.3% | 0.18 | 0.0161 | -0.067 | 235 | 17.00 | 19.20 | 4 | 25.6% | -0.84 | 0.0175 | -0.070 | |
| 0.9000 | 2.45 | 3 | 28.4% | 0.15 | 0.0140 | -0.059 | 237.5 | 19.00 | 21.30 | 24.4% | -0.88 | 0.0156 | -0.063 | |||
| 0.5500 | 1.30 | 491 | 25.5% | 0.12 | 0.0121 | -0.053 | 240 | 21.40 | 23.80 | 23 | 26.0% | -0.91 | 0.0137 | -0.057 | ||
| 0.2000 | 2.85 | 31.9% | 0.10 | 0.0104 | -0.046 | 242.5 | 24.00 | 26.20 | 28.0% | -0.93 | 0.0122 | -0.052 | ||||
| 0.0500 | 2.70 | 186 | 32.9% | 0.08 | 0.0089 | -0.041 | 245 | 25.90 | 28.90 | 5 | 27.5% | -0.95 | 0.0107 | -0.045 | ||
| 0.2000 | 1.00 | 1 | 283 | 29.9% | 0.06 | 0.0064 | -0.031 | 250 | 30.90 | 33.60 | 27.7% | -0.98 | 0.0071 | -0.035 | ||
| 0.1000 | 0.6000 | 1 | 385 | 29.8% | 0.04 | 0.0046 | -0.024 | 255 | 35.80 | 39.40 | 37.2% | -0.99 | 0.0027 | -0.029 | ||
| 0 | 2.30 | 20 | 42.2% | 0.03 | 0.0034 | -0.018 | 260 | 40.80 | 44.40 | 40.6% | -1.00 | 0.0006 | -0.027 | |||
| 0 | 2.25 | 39 | 45.4% | 0.02 | 0.0024 | -0.014 | 265 | 45.40 | 49.40 | 40.8% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 1.30 | 3 | 43.2% | 0.01 | 0.0018 | -0.011 | 270 | 50.40 | 54.40 | 43.9% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 2.20 | 44 | 51.5% | 0.01 | 0.0013 | -0.009 | 275 | 55.40 | 59.40 | 46.8% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 2.15 | 14 | 54.2% | 0.01 | 0.0010 | -0.007 | 280 | 60.40 | 64.40 | 49.7% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 2.15 | 12 | 57.2% | 0.01 | 0.0008 | -0.005 | 285 | 65.30 | 69.40 | 51.2% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 0.2000 | 76 | 40.8% | 0.00 | 0.0006 | -0.004 | 290 | 70.10 | 74.40 | 50.1% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 2.15 | 5 | 62.7% | 0.00 | 0.0004 | -0.004 | 295 | 75.40 | 79.40 | 57.9% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 0.4500 | 61 | 50.0% | 0.00 | 0.0004 | -0.003 | 300 | 80.40 | 84.40 | 60.5% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 2.15 | 12 | 68.0% | 0.00 | 0.0003 | -0.002 | 305 | 85.10 | 89.40 | 57.4% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 2.15 | 70.5% | 0.00 | 0.0002 | -0.002 | 310 | 90.40 | 94.40 | 65.4% | -1.00 | 0.0000 | -0.027 | ||||
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 — Nov 20, 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.
call-опционыput-опционы