PINS цепочка опционов Pinterest, 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 ±16.1% (18.66–25.84) · ATM IV 67.8% · P/C открытого интереса 0.77
| 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 | |
| 9.60 | 12.15 | 2 | 185.3% | 0.99 | 0.0028 | -0.000 | 12 | 0 | 1.00 | 18 | 178.7% | -0.01 | 0.0028 | -0.001 | ||
| 8.70 | 11.15 | 24 | 170.4% | 0.99 | 0.0048 | -0.001 | 13 | 0.0100 | 0.0700 | 1 | 278 | 92.0% | -0.01 | 0.0048 | -0.002 | |
| 7.90 | 10.20 | 5 | 162.1% | 0.98 | 0.0082 | -0.002 | 14 | 0.0200 | 0.0800 | 4 | 375 | 83.8% | -0.02 | 0.0082 | -0.003 | |
| 7.05 | 7.70 | 92 | 72.9% | 0.97 | 0.0135 | -0.004 | 15 | 0.0400 | 0.0900 | 100 | 1,006 | 76.5% | -0.03 | 0.0135 | -0.005 | |
| 6.00 | 6.55 | 66 | 0.95 | 0.0212 | -0.007 | 16 | 0.0900 | 0.1400 | 5 | 726 | 74.2% | -0.05 | 0.0213 | -0.007 | ||
| 5.05 | 5.75 | 38 | 55.9% | 0.92 | 0.0317 | -0.010 | 17 | 0.1700 | 0.2000 | 35 | 1,019 | 71.0% | -0.08 | 0.0318 | -0.011 | |
| 4.55 | 5.40 | 60.4% | 0.90 | 0.0379 | -0.012 | 17.5 | 0.2200 | 0.2600 | 70.1% | -0.10 | 0.0380 | -0.012 | ||||
| 4.15 | 5.05 | 293 | 65.8% | 0.88 | 0.0446 | -0.014 | 18 | 0.2800 | 0.3300 | 2 | 2,532 | 69.1% | -0.12 | 0.0448 | -0.014 | |
| 3.85 | 4.45 | 63.2% | 0.85 | 0.0517 | -0.016 | 18.5 | 0.3400 | 0.4300 | 68.2% | -0.15 | 0.0520 | -0.016 | ||||
| 3.60 | 3.85 | 1,537 | 61.6% | 0.82 | 0.0590 | -0.018 | 19 | 0.4600 | 0.5300 | 15 | 1,506 | 68.2% | -0.18 | 0.0592 | -0.018 | |
| 3.25 | 3.50 | 3 | 63.3% | 0.78 | 0.0661 | -0.020 | 19.5 | 0.5700 | 0.6500 | 76 | 67.3% | -0.22 | 0.0664 | -0.020 | ||
| 2.83 | 3.15 | 21 | 681 | 61.8% | 0.75 | 0.0728 | -0.022 | 20 | 0.7100 | 0.8000 | 31 | 4,554 | 67.1% | -0.26 | 0.0732 | -0.022 |
| 2.63 | 2.84 | 65.4% | 0.71 | 0.0788 | -0.023 | 20.5 | 0.8600 | 1.01 | 67.4% | -0.30 | 0.0793 | -0.024 | ||||
| 2.28 | 2.48 | 115 | 466 | 63.3% | 0.66 | 0.0840 | -0.025 | 21 | 1.05 | 1.17 | 102 | 684 | 66.5% | -0.34 | 0.0845 | -0.025 |
| 2.00 | 2.37 | 66.8% | 0.62 | 0.0881 | -0.025 | 21.5 | 1.26 | 1.44 | 22 | 67.3% | -0.38 | 0.0887 | -0.026 | |||
| 1.77 | 1.92 | 5 | 1,992 | 63.6% | 0.57 | 0.0910 | -0.026 | 22 | 1.47 | 1.60 | 40 | 1,065 | 65.1% | -0.43 | 0.0917 | -0.026 |
| 1.60 | 1.68 | 19 | 64.8% | 0.53 | 0.0927 | -0.026 | 22.5 | 1.73 | 2.17 | 4 | 70.9% | -0.48 | 0.0935 | -0.027 | ||
| 1.37 | 1.47 | 104 | 1,319 | 64.5% | 0.48 | 0.0931 | -0.026 | 23 | 2.02 | 2.17 | 2 | 372 | 65.4% | -0.52 | 0.0940 | -0.027 |
| 1.21 | 1.27 | 44 | 64.9% | 0.44 | 0.0922 | -0.026 | 23.5 | 2.24 | 3.15 | 76.6% | -0.57 | 0.0932 | -0.026 | |||
| 1.03 | 1.08 | 451 | 1,968 | 64.3% | 0.39 | 0.0903 | -0.025 | 24 | 2.67 | 2.78 | 6 | 707 | 65.1% | -0.61 | 0.0914 | -0.025 |
| 0.7400 | 0.9400 | 1 | 61.6% | 0.35 | 0.0873 | -0.024 | 24.5 | 3.00 | 3.95 | 81.2% | -0.65 | 0.0885 | -0.025 | |||
| 0.7200 | 0.7900 | 35 | 1,492 | 63.5% | 0.31 | 0.0834 | -0.023 | 25 | 3.35 | 4.25 | 231 | 80.0% | -0.69 | 0.0848 | -0.023 | |
| 0.5800 | 0.6800 | 3 | 63.0% | 0.28 | 0.0789 | -0.022 | 25.5 | 3.75 | 4.75 | 83.4% | -0.73 | 0.0804 | -0.022 | |||
| 0.5100 | 0.5700 | 38 | 4,924 | 63.4% | 0.24 | 0.0739 | -0.020 | 26 | 4.15 | 4.60 | 588 | 72.2% | -0.76 | 0.0755 | -0.021 | |
| 0.4400 | 0.4800 | 19 | 63.7% | 0.21 | 0.0685 | -0.019 | 26.5 | 4.55 | 5.60 | 85.9% | -0.79 | 0.0703 | -0.019 | |||
| 0.3300 | 0.4000 | 8 | 2,492 | 62.5% | 0.19 | 0.0631 | -0.018 | 27 | 4.95 | 6.00 | 44 | 86.0% | -0.82 | 0.0649 | -0.017 | |
| 0.2800 | 0.3500 | 3 | 63.3% | 0.16 | 0.0576 | -0.016 | 27.5 | 5.35 | 6.55 | 89.1% | -0.85 | 0.0596 | -0.016 | |||
| 0.2500 | 0.3000 | 6 | 365 | 64.2% | 0.14 | 0.0523 | -0.015 | 28 | 5.85 | 7.10 | 5 | 94.5% | -0.87 | 0.0544 | -0.015 | |
| 0.1200 | 0.6900 | 76.0% | 0.12 | 0.0473 | -0.013 | 28.5 | 6.20 | 7.60 | 94.9% | -0.89 | 0.0494 | -0.013 | ||||
| 0.1000 | 0.6200 | 163 | 76.6% | 0.11 | 0.0425 | -0.012 | 29 | 6.75 | 8.00 | 3 | 97.5% | -0.90 | 0.0448 | -0.012 | ||
| 0.1400 | 0.1500 | 39 | 1,552 | 65.9% | 0.08 | 0.0342 | -0.010 | 30 | 7.70 | 8.95 | 102.1% | -0.93 | 0.0366 | -0.010 | ||
| 0.0300 | 0.4800 | 50 | 81.4% | 0.06 | 0.0273 | -0.008 | 31 | 8.65 | 9.90 | 106.1% | -0.95 | 0.0300 | -0.008 | |||
| 0.0200 | 0.1400 | 19 | 174 | 68.0% | 0.05 | 0.0218 | -0.007 | 32 | 9.55 | 10.85 | 2 | 108.0% | -0.97 | 0.0240 | -0.006 | |
| 0.0200 | 0.0600 | 1 | 148 | 64.7% | 0.04 | 0.0175 | -0.005 | 33 | 10.55 | 11.85 | 114.0% | -0.98 | 0.0209 | -0.005 | ||
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.