PNC цепочка опционов The PNC Financial Services Group, Inc.
Cboe delayed options data · по состоянию на 22:01 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 ±5.8% (203.66–228.76) · ATM IV 24.3% · P/C открытого интереса 0.51
| 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 | |
| 104.60 | 108.80 | 86.1% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 1.55 | 126.4% | -0.00 | 0.0002 | -0.011 | ||||
| 99.60 | 103.80 | 75.7% | 1.00 | 0.0003 | 0.000 | 115 | 0 | 0.9500 | 109.5% | -0.01 | 0.0003 | -0.012 | ||||
| 94.90 | 98.00 | 0.99 | 0.0003 | -0.001 | 120 | 0 | 1.55 | 112.0% | -0.01 | 0.0003 | -0.013 | |||||
| 89.80 | 93.80 | 75.6% | 0.99 | 0.0004 | -0.002 | 125 | 0 | 1.50 | 1 | 104.6% | -0.01 | 0.0004 | -0.013 | |||
| 85.30 | 88.20 | 56.5% | 0.99 | 0.0004 | -0.004 | 130 | 0 | 2.15 | 9 | 105.2% | -0.01 | 0.0004 | -0.014 | |||
| 80.40 | 83.30 | 66.6% | 0.99 | 0.0005 | -0.005 | 135 | 0 | 1.35 | 4 | 90.1% | -0.01 | 0.0005 | -0.015 | |||
| 75.40 | 78.30 | 59.9% | 0.99 | 0.0006 | -0.007 | 140 | 0 | 0.9500 | 52 | 79.0% | -0.01 | 0.0006 | -0.016 | |||
| 70.40 | 73.90 | 69.7% | 0.99 | 0.0007 | -0.008 | 145 | 0 | 1.20 | 22 | 76.7% | -0.01 | 0.0007 | -0.017 | |||
| 65.10 | 68.90 | 58.1% | 0.99 | 0.0009 | -0.010 | 150 | 0 | 0.6000 | 8 | 63.1% | -0.01 | 0.0009 | -0.018 | |||
| 60.00 | 64.00 | 52.5% | 0.99 | 0.0011 | -0.012 | 155 | 0 | 0.4000 | 5 | 54.7% | -0.01 | 0.0011 | -0.019 | |||
| 55.00 | 59.00 | 47.1% | 0.98 | 0.0013 | -0.014 | 160 | 0 | 0.4000 | 7 | 50.2% | -0.02 | 0.0013 | -0.021 | |||
| 50.50 | 53.40 | 38.6% | 0.98 | 0.0017 | -0.017 | 165 | 0 | 0.4500 | 2 | 46.6% | -0.02 | 0.0017 | -0.023 | |||
| 45.30 | 48.50 | 0.97 | 0.0021 | -0.019 | 170 | 0 | 0.3500 | 35 | 40.6% | -0.03 | 0.0021 | -0.025 | ||||
| 40.70 | 44.20 | 44.0% | 0.97 | 0.0027 | -0.023 | 175 | 0 | 0.4500 | 14 | 37.9% | -0.03 | 0.0028 | -0.028 | |||
| 36.60 | 38.60 | 41.1% | 0.96 | 0.0036 | -0.027 | 180 | 0 | 0.6500 | 2 | 50 | 35.9% | -0.04 | 0.0036 | -0.032 | ||
| 31.70 | 33.50 | 36.0% | 0.95 | 0.0049 | -0.033 | 185 | 0.1000 | 0.9500 | 14 | 34.7% | -0.05 | 0.0050 | -0.037 | |||
| 26.90 | 29.70 | 5 | 37.9% | 0.93 | 0.0068 | -0.040 | 190 | 0.3000 | 1.10 | 3 | 585 | 32.1% | -0.07 | 0.0068 | -0.044 | |
| 22.30 | 24.00 | 3 | 31.1% | 0.90 | 0.0094 | -0.050 | 195 | 0 | 1.60 | 2 | 136 | 28.1% | -0.10 | 0.0095 | -0.053 | |
| 19.00 | 22.80 | 30.2% | 0.88 | 0.0112 | -0.056 | 197.5 | 0.3500 | 1.85 | 28.1% | -0.13 | 0.0113 | -0.059 | ||||
| 17.00 | 20.60 | 7 | 29.9% | 0.85 | 0.0131 | -0.062 | 200 | 1.10 | 1.55 | 62 | 89 | 27.0% | -0.15 | 0.0132 | -0.065 | |
| 15.70 | 17.60 | 28.9% | 0.82 | 0.0152 | -0.069 | 202.5 | 1.15 | 3.10 | 29.0% | -0.18 | 0.0154 | -0.072 | ||||
| 13.80 | 15.70 | 28.8% | 0.78 | 0.0175 | -0.076 | 205 | 1.85 | 2.35 | 25.7% | -0.22 | 0.0177 | -0.079 | ||||
| 11.70 | 13.70 | 27.5% | 0.74 | 0.0198 | -0.083 | 207.5 | 1.40 | 4.00 | 2 | 25.4% | -0.27 | 0.0201 | -0.085 | |||
| 10.20 | 11.20 | 14 | 26.1% | 0.69 | 0.0220 | -0.088 | 210 | 3.10 | 3.60 | 9 | 239 | 24.8% | -0.32 | 0.0224 | -0.090 | |
| 8.50 | 10.20 | 26.9% | 0.63 | 0.0240 | -0.092 | 212.5 | 3.80 | 4.40 | 3 | 24.0% | -0.38 | 0.0245 | -0.094 | |||
| 6.90 | 8.60 | 26.1% | 0.57 | 0.0255 | -0.094 | 215 | 4.30 | 5.30 | 22.5% | -0.44 | 0.0262 | -0.096 | ||||
| 5.10 | 6.00 | 10 | 22.4% | 0.50 | 0.0264 | -0.094 | 217.5 | 5.80 | 6.50 | 1 | 22.9% | -0.50 | 0.0272 | -0.096 | ||
| 4.40 | 4.90 | 100 | 175 | 23.2% | 0.44 | 0.0264 | -0.091 | 220 | 6.20 | 7.80 | 11 | 475 | 20.6% | -0.57 | 0.0274 | -0.094 |
| 2.40 | 3.90 | 62 | 20.9% | 0.37 | 0.0257 | -0.087 | 222.5 | 8.50 | 9.30 | 21.9% | -0.64 | 0.0268 | -0.090 | |||
| 2.60 | 3.20 | 46 | 23.2% | 0.31 | 0.0241 | -0.081 | 225 | 9.40 | 11.00 | 19.7% | -0.71 | 0.0254 | -0.084 | |||
| 1.85 | 2.45 | 3 | 22.7% | 0.26 | 0.0220 | -0.073 | 227.5 | 11.30 | 14.00 | 22.3% | -0.76 | 0.0235 | -0.077 | |||
| 1.45 | 1.80 | 25 | 951 | 22.7% | 0.21 | 0.0196 | -0.065 | 230 | 13.30 | 15.60 | 50 | 20.7% | -0.82 | 0.0212 | -0.069 | |
| 0.9500 | 1.40 | 3 | 22.4% | 0.17 | 0.0170 | -0.056 | 232.5 | 14.80 | 17.30 | -0.86 | 0.0188 | -0.060 | ||||
| 0.7500 | 1.25 | 10 | 23.5% | 0.13 | 0.0144 | -0.048 | 235 | 17.00 | 19.90 | -0.90 | 0.0164 | -0.053 | ||||
| 0.4000 | 1.65 | 25.8% | 0.10 | 0.0121 | -0.041 | 237.5 | 19.40 | 22.40 | -0.93 | 0.0138 | -0.046 | |||||
| 0 | 0.7000 | 36 | 209 | 21.4% | 0.08 | 0.0100 | -0.036 | 240 | 21.80 | 24.60 | 47 | -0.96 | 0.0125 | -0.041 | ||
| 0 | 1.50 | 1 | 27.5% | 0.07 | 0.0084 | -0.031 | 242.5 | 24.30 | 27.30 | -0.97 | 0.0103 | -0.033 | ||||
| 0 | 1.40 | 28.9% | 0.06 | 0.0071 | -0.028 | 245 | 26.80 | 30.20 | -0.98 | 0.0074 | -0.032 | |||||
| 0 | 1.10 | 7 | 103 | 30.7% | 0.04 | 0.0054 | -0.025 | 250 | 31.80 | 35.70 | -0.99 | 0.0043 | -0.027 | |||
| 0 | 0.4000 | 3 | 28.2% | 0.04 | 0.0043 | -0.023 | 255 | 36.80 | 40.10 | -1.00 | 0.0024 | -0.026 | ||||
| 0 | 0.3000 | 41 | 821 | 29.6% | 0.03 | 0.0035 | -0.022 | 260 | 42.30 | 45.10 | -1.00 | 0.0014 | -0.026 | |||
| 0 | 0.4000 | 33.6% | 0.03 | 0.0029 | -0.021 | 265 | 46.80 | 50.10 | -1.00 | 0.0008 | -0.026 | |||||
| 0 | 0.4000 | 3 | 873 | 36.2% | 0.03 | 0.0025 | -0.020 | 270 | 51.80 | 55.10 | -1.00 | 0.0004 | -0.026 | |||
| 0 | 0.4000 | 126 | 41.2% | 0.02 | 0.0019 | -0.019 | 280 | 62.30 | 65.10 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.3500 | 52 | 45.1% | 0.02 | 0.0015 | -0.018 | 290 | 71.80 | 75.70 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.3500 | 307 | 49.5% | 0.01 | 0.0012 | -0.017 | 300 | 81.80 | 85.70 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.3500 | 2 | 53.6% | 0.01 | 0.0010 | -0.016 | 310 | 91.80 | 95.50 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.4000 | 58.7% | 0.01 | 0.0008 | -0.015 | 320 | 101.80 | 105.70 | -1.00 | 0.0000 | -0.026 | |||||
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