PM цепочка опционов Philip Morris International 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 ±14.7% (171.45–230.65) · ATM IV 28.8% · P/C открытого интереса 1.15
| 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 | |
| 95.50 | 98.90 | 50.3% | 0.99 | 0.0004 | 0.000 | 105 | 0 | 0.5500 | 29 | 48.7% | -0.01 | 0.0004 | -0.005 | |||
| 90.60 | 94.00 | 48.4% | 0.99 | 0.0005 | 0.000 | 110 | 0.0500 | 0.4000 | 155 | 44.3% | -0.01 | 0.0006 | -0.006 | |||
| 85.60 | 89.10 | 45.2% | 0.99 | 0.0006 | 0.000 | 115 | 0.1000 | 0.6000 | 13 | 44.2% | -0.01 | 0.0007 | -0.007 | |||
| 81.00 | 84.20 | 13 | 45.7% | 0.99 | 0.0008 | 0.000 | 120 | 0.1500 | 0.5500 | 42 | 41.2% | -0.02 | 0.0008 | -0.008 | ||
| 75.90 | 79.30 | 3 | 41.7% | 0.98 | 0.0010 | 0.000 | 125 | 0.2500 | 0.6500 | 33 | 40.0% | -0.02 | 0.0010 | -0.009 | ||
| 71.80 | 74.50 | 1 | 44.2% | 0.98 | 0.0013 | 0.000 | 130 | 0.3500 | 0.8000 | 71 | 38.8% | -0.03 | 0.0013 | -0.010 | ||
| 66.80 | 69.70 | 10 | 41.3% | 0.97 | 0.0016 | -0.002 | 135 | 0.5000 | 0.9500 | 122 | 37.6% | -0.04 | 0.0016 | -0.012 | ||
| 62.20 | 64.90 | 8 | 40.0% | 0.96 | 0.0020 | -0.005 | 140 | 0.6000 | 1.15 | 284 | 36.1% | -0.04 | 0.0020 | -0.014 | ||
| 57.40 | 60.30 | 4 | 38.3% | 0.95 | 0.0025 | -0.008 | 145 | 0.9000 | 1.30 | 667 | 34.9% | -0.06 | 0.0025 | -0.017 | ||
| 52.80 | 55.70 | 12 | 37.0% | 0.93 | 0.0030 | -0.011 | 150 | 1.05 | 1.65 | 2 | 290 | 33.7% | -0.07 | 0.0031 | -0.019 | |
| 48.10 | 51.10 | 47 | 35.2% | 0.91 | 0.0037 | -0.015 | 155 | 1.50 | 2.20 | 776 | 33.4% | -0.09 | 0.0037 | -0.022 | ||
| 43.70 | 46.70 | 31 | 34.2% | 0.89 | 0.0044 | -0.019 | 160 | 2.10 | 2.70 | 2 | 1,569 | 32.8% | -0.11 | 0.0045 | -0.026 | |
| 39.30 | 42.40 | 32 | 33.0% | 0.87 | 0.0052 | -0.023 | 165 | 2.75 | 3.20 | 998 | 31.8% | -0.14 | 0.0053 | -0.029 | ||
| 35.20 | 37.80 | 11 | 53 | 31.5% | 0.84 | 0.0061 | -0.027 | 170 | 3.30 | 4.10 | 677 | 31.0% | -0.17 | 0.0062 | -0.033 | |
| 31.30 | 34.10 | 40 | 31.3% | 0.80 | 0.0070 | -0.031 | 175 | 4.30 | 6.10 | 526 | 31.9% | -0.20 | 0.0072 | -0.037 | ||
| 27.00 | 30.20 | 65 | 29.8% | 0.76 | 0.0079 | -0.035 | 180 | 5.50 | 7.40 | 160 | 733 | 31.4% | -0.24 | 0.0082 | -0.040 | |
| 24.80 | 26.70 | 163 | 30.9% | 0.72 | 0.0088 | -0.038 | 185 | 7.00 | 8.20 | 43 | 349 | 30.2% | -0.29 | 0.0091 | -0.043 | |
| 21.00 | 23.30 | 105 | 29.8% | 0.67 | 0.0096 | -0.041 | 190 | 8.40 | 9.80 | 1,107 | 29.4% | -0.33 | 0.0100 | -0.045 | ||
| 17.60 | 20.40 | 2,283 | 29.1% | 0.62 | 0.0102 | -0.044 | 195 | 10.10 | 11.40 | 1,032 | 28.4% | -0.39 | 0.0107 | -0.047 | ||
| 15.70 | 17.60 | 5 | 3,192 | 29.5% | 0.57 | 0.0107 | -0.045 | 200 | 12.20 | 13.70 | 20 | 217 | 28.0% | -0.44 | 0.0112 | -0.048 |
| 10.20 | 11.70 | 13 | 678 | 26.9% | 0.46 | 0.0111 | -0.045 | 210 | 18.00 | 19.20 | 14 | 83 | 28.1% | -0.55 | 0.0116 | -0.047 |
| 6.80 | 9.00 | 616 | 27.5% | 0.36 | 0.0106 | -0.043 | 220 | 24.00 | 25.70 | 16 | 27.2% | -0.66 | 0.0111 | -0.042 | ||
| 4.40 | 6.20 | 29 | 869 | 27.3% | 0.27 | 0.0094 | -0.038 | 230 | 31.00 | 33.20 | 26.2% | -0.76 | 0.0097 | -0.035 | ||
| 2.60 | 3.80 | 191 | 26.4% | 0.20 | 0.0079 | -0.031 | 240 | 39.10 | 42.80 | 27.7% | -0.83 | 0.0080 | -0.026 | |||
| 1.45 | 2.55 | 125 | 26.3% | 0.14 | 0.0063 | -0.025 | 250 | 48.70 | 51.30 | 28.4% | -0.89 | 0.0065 | -0.018 | |||
| 0.7000 | 1.80 | 34 | 26.4% | 0.10 | 0.0049 | -0.020 | 260 | 57.40 | 61.10 | 28.5% | -0.95 | 0.0071 | -0.016 | |||
| 0.8000 | 1.20 | 7 | 27.9% | 0.07 | 0.0037 | -0.015 | 270 | 67.10 | 70.60 | -0.99 | 0.0039 | -0.031 | ||||
| 0.2000 | 0.9000 | 3 | 27.3% | 0.05 | 0.0028 | -0.012 | 280 | 76.90 | 80.80 | -1.00 | 0.0000 | -0.031 | ||||
| 0.3500 | 0.8000 | 3 | 29.9% | 0.04 | 0.0021 | -0.009 | 290 | 86.80 | 90.90 | -1.00 | 0.0000 | -0.031 | ||||
| 0.1000 | 0.6500 | 4 | 30.0% | 0.03 | 0.0016 | -0.007 | 300 | 97.00 | 100.50 | -1.00 | 0.0000 | -0.031 | ||||
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 — Mar 19, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.