PNC цепочка опционов The PNC Financial Services Group, Inc.
Cboe delayed options data · по состоянию на 18:42 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 ±5.7% (208.29–233.29) · ATM IV 24.1% · P/C открытого интереса 0.50
| 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 | |
| 104.30 | 108.20 | 84.1% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 1.95 | 129.1% | -0.00 | 0.0002 | -0.012 | ||||
| 99.30 | 102.70 | 0.99 | 0.0003 | 0.000 | 120 | 0 | 1.95 | 121.7% | -0.01 | 0.0003 | -0.012 | |||||
| 94.30 | 97.80 | 0.99 | 0.0003 | -0.001 | 125 | 0 | 2.15 | 1 | 116.9% | -0.01 | 0.0003 | -0.013 | ||||
| 89.30 | 92.80 | 0.99 | 0.0004 | -0.003 | 130 | 0 | 2.15 | 9 | 109.9% | -0.01 | 0.0004 | -0.014 | ||||
| 84.40 | 88.10 | 0.99 | 0.0004 | -0.004 | 135 | 0 | 1.75 | 4 | 99.2% | -0.01 | 0.0004 | -0.015 | ||||
| 79.40 | 82.80 | 0.99 | 0.0005 | -0.006 | 140 | 0 | 1.55 | 52 | 90.8% | -0.01 | 0.0005 | -0.016 | ||||
| 74.40 | 78.10 | 0.99 | 0.0006 | -0.007 | 145 | 0 | 2.15 | 22 | 90.5% | -0.01 | 0.0006 | -0.017 | ||||
| 69.40 | 72.70 | 0.99 | 0.0008 | -0.009 | 150 | 0 | 0.8000 | 8 | 70.1% | -0.01 | 0.0008 | -0.018 | ||||
| 64.50 | 67.90 | 0.99 | 0.0009 | -0.011 | 155 | 0 | 0.4000 | 5 | 58.3% | -0.01 | 0.0009 | -0.019 | ||||
| 59.50 | 63.00 | 0.98 | 0.0011 | -0.013 | 160 | 0 | 0.4000 | 7 | 53.7% | -0.02 | 0.0011 | -0.021 | ||||
| 54.50 | 58.00 | 0.98 | 0.0014 | -0.016 | 165 | 0 | 0.4500 | 2 | 50.1% | -0.02 | 0.0014 | -0.023 | ||||
| 49.60 | 53.00 | 0.98 | 0.0018 | -0.018 | 170 | 0 | 0.5000 | 35 | 46.5% | -0.02 | 0.0018 | -0.025 | ||||
| 44.60 | 48.10 | 0.97 | 0.0022 | -0.022 | 175 | 0 | 0.5500 | 14 | 42.8% | -0.03 | 0.0023 | -0.028 | ||||
| 39.70 | 42.40 | 0.97 | 0.0029 | -0.025 | 180 | 0 | 0.6500 | 50 | 39.5% | -0.03 | 0.0029 | -0.031 | ||||
| 34.80 | 37.80 | 0.96 | 0.0038 | -0.030 | 185 | 0.1000 | 0.7500 | 14 | 37.0% | -0.04 | 0.0039 | -0.035 | ||||
| 30.00 | 32.60 | 5 | 0.94 | 0.0052 | -0.037 | 190 | 0.2000 | 0.7000 | 582 | 32.8% | -0.06 | 0.0052 | -0.041 | |||
| 25.20 | 28.10 | 3 | 21.8% | 0.92 | 0.0071 | -0.045 | 195 | 0.3500 | 1.20 | 137 | 32.1% | -0.08 | 0.0072 | -0.049 | ||
| 22.90 | 25.60 | 22.1% | 0.91 | 0.0084 | -0.050 | 197.5 | 0.5000 | 1.35 | 31.1% | -0.09 | 0.0085 | -0.053 | ||||
| 20.60 | 23.30 | 7 | 23.0% | 0.89 | 0.0098 | -0.055 | 200 | 0.8500 | 1.60 | 143 | 31.0% | -0.11 | 0.0100 | -0.059 | ||
| 18.40 | 21.00 | 23.4% | 0.87 | 0.0115 | -0.061 | 202.5 | 1.05 | 2.15 | 30.9% | -0.13 | 0.0117 | -0.064 | ||||
| 16.10 | 19.00 | 23.8% | 0.84 | 0.0135 | -0.068 | 205 | 1.30 | 2.15 | 28.8% | -0.16 | 0.0136 | -0.071 | ||||
| 14.10 | 16.90 | 24.1% | 0.81 | 0.0156 | -0.075 | 207.5 | 1.65 | 2.35 | 1 | 2 | 27.5% | -0.19 | 0.0158 | -0.077 | ||
| 12.30 | 14.50 | 14 | 23.4% | 0.77 | 0.0178 | -0.082 | 210 | 2.00 | 2.80 | 6 | 244 | 26.5% | -0.23 | 0.0180 | -0.084 | |
| 11.70 | 12.40 | 25.8% | 0.72 | 0.0200 | -0.088 | 212.5 | 2.70 | 3.50 | 3 | 26.4% | -0.28 | 0.0203 | -0.090 | |||
| 9.10 | 10.80 | 24.0% | 0.67 | 0.0222 | -0.093 | 215 | 3.40 | 4.30 | 26.1% | -0.33 | 0.0225 | -0.095 | ||||
| 8.10 | 9.00 | 10 | 24.6% | 0.62 | 0.0241 | -0.096 | 217.5 | 4.20 | 5.10 | 1 | 25.3% | -0.39 | 0.0245 | -0.099 | ||
| 6.50 | 7.30 | 4 | 265 | 23.6% | 0.56 | 0.0255 | -0.098 | 220 | 5.10 | 6.10 | 477 | 24.7% | -0.45 | 0.0261 | -0.100 | |
| 5.20 | 5.90 | 1 | 62 | 23.1% | 0.49 | 0.0263 | -0.097 | 222.5 | 6.20 | 7.30 | 24.2% | -0.52 | 0.0270 | -0.099 | ||
| 4.00 | 4.70 | 7 | 46 | 22.6% | 0.43 | 0.0262 | -0.094 | 225 | 7.50 | 8.70 | 23.8% | -0.58 | 0.0271 | -0.096 | ||
| 3.00 | 3.70 | 2 | 3 | 22.3% | 0.36 | 0.0254 | -0.088 | 227.5 | 9.00 | 10.10 | 1 | 23.2% | -0.65 | 0.0264 | -0.091 | |
| 2.35 | 2.75 | 16 | 966 | 22.1% | 0.30 | 0.0238 | -0.081 | 230 | 10.70 | 11.80 | 50 | 23.0% | -0.72 | 0.0250 | -0.084 | |
| 1.75 | 2.35 | 11 | 3 | 22.6% | 0.24 | 0.0216 | -0.072 | 232.5 | 12.50 | 14.70 | 25.2% | -0.78 | 0.0230 | -0.076 | ||
| 1.15 | 1.75 | 1 | 10 | 22.1% | 0.19 | 0.0191 | -0.063 | 235 | 14.40 | 16.90 | 25.7% | -0.83 | 0.0206 | -0.066 | ||
| 0.9500 | 1.30 | 22.4% | 0.15 | 0.0164 | -0.053 | 237.5 | 16.50 | 19.20 | 26.5% | -0.87 | 0.0181 | -0.057 | ||||
| 0.6000 | 1.00 | 7 | 192 | 22.3% | 0.12 | 0.0137 | -0.045 | 240 | 18.80 | 21.40 | 47 | 27.2% | -0.91 | 0.0158 | -0.049 | |
| 0.4000 | 0.7000 | 9 | 1 | 22.1% | 0.09 | 0.0112 | -0.037 | 242.5 | 21.10 | 23.30 | 26.3% | -0.95 | 0.0136 | -0.043 | ||
| 0 | 0.7500 | 22.0% | 0.07 | 0.0091 | -0.030 | 245 | 23.40 | 26.30 | 29.7% | -0.97 | 0.0117 | -0.033 | ||||
| 0 | 0.5500 | 98 | 23.8% | 0.05 | 0.0062 | -0.023 | 250 | 27.80 | 31.20 | 30.1% | -0.99 | 0.0050 | -0.025 | |||
| 0 | 0.5000 | 3 | 26.5% | 0.03 | 0.0046 | -0.019 | 255 | 32.90 | 36.20 | 34.3% | -1.00 | 0.0014 | -0.025 | |||
| 0 | 0.1500 | 5 | 801 | 24.5% | 0.03 | 0.0036 | -0.018 | 260 | 38.40 | 41.20 | 40.7% | -1.00 | 0.0003 | -0.025 | ||
| 0 | 0.4000 | 31.1% | 0.02 | 0.0029 | -0.017 | 265 | 43.40 | 46.20 | 44.2% | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 0.4000 | 873 | 33.8% | 0.02 | 0.0024 | -0.016 | 270 | 47.70 | 51.20 | 42.8% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.4000 | 126 | 38.9% | 0.02 | 0.0018 | -0.015 | 280 | 57.80 | 61.20 | 49.7% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.3500 | 52 | 42.9% | 0.01 | 0.0013 | -0.014 | 290 | 67.90 | 71.20 | 56.4% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.3500 | 307 | 47.3% | 0.01 | 0.0010 | -0.013 | 300 | 77.80 | 81.20 | 60.9% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.3500 | 2 | 51.6% | 0.01 | 0.0008 | -0.012 | 310 | 87.80 | 91.20 | 66.1% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.3500 | 55.7% | 0.01 | 0.0007 | -0.011 | 320 | 97.80 | 101.20 | 71.1% | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 0.3500 | 59.7% | 0.01 | 0.0006 | -0.010 | 330 | 107.60 | 111.20 | 73.5% | -1.00 | 0.0000 | -0.025 | ||||
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