PSX цепочка опционов Phillips 66
Cboe delayed options data · по состоянию на 15:37 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 ±9.9% (230.84–281.34) · ATM IV 38.8% · P/C открытого интереса 10.45
| 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 | |
| 124.50 | 128.50 | 80.5% | 0.99 | 0.0004 | -0.019 | 130 | 0 | 2.15 | 121.3% | -0.01 | 0.0004 | -0.032 | ||||
| 119.50 | 123.50 | 72.2% | 0.99 | 0.0004 | -0.021 | 135 | 0 | 2.15 | 115.4% | -0.01 | 0.0004 | -0.033 | ||||
| 114.70 | 118.60 | 81.7% | 0.99 | 0.0005 | -0.022 | 140 | 0 | 2.15 | 109.7% | -0.01 | 0.0005 | -0.034 | ||||
| 109.70 | 113.60 | 75.8% | 0.98 | 0.0005 | -0.024 | 145 | 0 | 2.15 | 104.1% | -0.02 | 0.0005 | -0.035 | ||||
| 104.60 | 108.60 | 65.4% | 0.98 | 0.0006 | -0.026 | 150 | 0 | 2.15 | 98.8% | -0.02 | 0.0006 | -0.037 | ||||
| 99.60 | 103.60 | 58.6% | 0.98 | 0.0007 | -0.028 | 155 | 0 | 2.15 | 93.6% | -0.02 | 0.0007 | -0.038 | ||||
| 94.70 | 98.70 | 62.5% | 0.98 | 0.0008 | -0.030 | 160 | 0 | 2.15 | 88.5% | -0.02 | 0.0008 | -0.040 | ||||
| 89.90 | 93.70 | 62.9% | 0.98 | 0.0009 | -0.032 | 165 | 0 | 2.15 | 83.6% | -0.02 | 0.0009 | -0.041 | ||||
| 84.80 | 88.70 | 55.4% | 0.97 | 0.0010 | -0.034 | 170 | 0 | 2.15 | 78.8% | -0.02 | 0.0010 | -0.043 | ||||
| 79.90 | 83.80 | 55.5% | 0.97 | 0.0012 | -0.037 | 175 | 0 | 2.15 | 74.1% | -0.03 | 0.0012 | -0.045 | ||||
| 74.90 | 78.80 | 50.9% | 0.97 | 0.0014 | -0.039 | 180 | 0 | 2.20 | 69.9% | -0.03 | 0.0014 | -0.047 | ||||
| 70.00 | 73.90 | 50.1% | 0.96 | 0.0016 | -0.042 | 185 | 0 | 2.25 | 65.8% | -0.04 | 0.0016 | -0.050 | ||||
| 65.10 | 69.00 | 48.5% | 0.96 | 0.0018 | -0.046 | 190 | 0 | 2.35 | 61.9% | -0.04 | 0.0019 | -0.053 | ||||
| 60.20 | 64.10 | 46.6% | 0.95 | 0.0022 | -0.050 | 195 | 0 | 2.50 | 58.4% | -0.05 | 0.0022 | -0.056 | ||||
| 55.30 | 59.20 | 44.3% | 0.95 | 0.0026 | -0.054 | 200 | 0 | 2.00 | 51.4% | -0.05 | 0.0026 | -0.060 | ||||
| 50.50 | 54.50 | 43.8% | 0.94 | 0.0031 | -0.060 | 205 | 0 | 3.00 | 52.0% | -0.06 | 0.0031 | -0.066 | ||||
| 45.70 | 49.80 | 42.5% | 0.92 | 0.0037 | -0.067 | 210 | 0.0500 | 2.80 | 47.1% | -0.08 | 0.0038 | -0.072 | ||||
| 41.30 | 45.10 | 42.3% | 0.91 | 0.0045 | -0.075 | 215 | 0.5000 | 3.30 | 100 | 46.3% | -0.09 | 0.0046 | -0.080 | |||
| 36.80 | 40.60 | 41.5% | 0.89 | 0.0055 | -0.086 | 220 | 0.8500 | 3.70 | 44.2% | -0.11 | 0.0056 | -0.090 | ||||
| 32.30 | 36.30 | 40.5% | 0.86 | 0.0066 | -0.098 | 225 | 1.10 | 4.00 | 5 | 41.2% | -0.14 | 0.0067 | -0.102 | |||
| 28.50 | 32.20 | 40.9% | 0.82 | 0.0079 | -0.112 | 230 | 1.90 | 4.90 | 5 | 40.6% | -0.18 | 0.0079 | -0.116 | |||
| 24.50 | 28.30 | 40.2% | 0.78 | 0.0091 | -0.127 | 235 | 3.40 | 6.20 | 11 | 1 | 41.4% | -0.22 | 0.0092 | -0.131 | ||
| 20.80 | 24.60 | 15 | 39.6% | 0.73 | 0.0103 | -0.142 | 240 | 4.70 | 7.20 | 11 | 40.2% | -0.27 | 0.0104 | -0.145 | ||
| 17.50 | 21.10 | 26 | 39.1% | 0.67 | 0.0113 | -0.154 | 245 | 5.90 | 8.90 | 11 | 3 | 39.2% | -0.33 | 0.0114 | -0.156 | |
| 15.00 | 18.00 | 27 | 2 | 39.6% | 0.61 | 0.0121 | -0.163 | 250 | 7.60 | 10.00 | 10 | 1 | 37.2% | -0.39 | 0.0122 | -0.165 |
| 11.80 | 15.50 | 2 | 1 | 39.0% | 0.55 | 0.0126 | -0.168 | 255 | 10.00 | 13.20 | 3 | 38.6% | -0.45 | 0.0127 | -0.170 | |
| 11.00 | 12.20 | 3 | 39.8% | 0.49 | 0.0127 | -0.168 | 260 | 12.40 | 15.70 | 2 | 38.0% | -0.52 | 0.0129 | -0.171 | ||
| 7.90 | 10.60 | 38.9% | 0.43 | 0.0125 | -0.165 | 265 | 15.10 | 19.10 | 38.2% | -0.58 | 0.0127 | -0.167 | ||||
| 6.90 | 9.10 | 15 | 5 | 40.5% | 0.37 | 0.0120 | -0.158 | 270 | 18.30 | 21.70 | 37.0% | -0.64 | 0.0123 | -0.160 | ||
| 3.90 | 6.80 | 21 | 36.5% | 0.31 | 0.0113 | -0.149 | 275 | 21.60 | 25.00 | 36.0% | -0.70 | 0.0116 | -0.151 | |||
| 3.20 | 6.40 | 27 | 39.0% | 0.26 | 0.0104 | -0.137 | 280 | 25.60 | 29.70 | 38.0% | -0.75 | 0.0107 | -0.139 | |||
| 2.60 | 5.30 | 39.7% | 0.22 | 0.0094 | -0.125 | 285 | 29.70 | 33.50 | 37.6% | -0.79 | 0.0097 | -0.127 | ||||
| 1.75 | 3.90 | 38.4% | 0.18 | 0.0083 | -0.113 | 290 | 34.00 | 38.10 | 38.7% | -0.83 | 0.0086 | -0.114 | ||||
| 1.10 | 4.30 | 41.1% | 0.15 | 0.0073 | -0.101 | 295 | 38.40 | 42.40 | 38.6% | -0.86 | 0.0076 | -0.103 | ||||
| 0.7500 | 3.30 | 40.7% | 0.13 | 0.0063 | -0.091 | 300 | 43.00 | 47.10 | 39.4% | -0.89 | 0.0067 | -0.092 | ||||
| 0.1000 | 3.50 | 42.2% | 0.11 | 0.0055 | -0.083 | 305 | 47.60 | 51.50 | 38.4% | -0.91 | 0.0059 | -0.083 | ||||
| 0.0500 | 3.10 | 43.5% | 0.09 | 0.0048 | -0.076 | 310 | 52.40 | 56.50 | 40.1% | -0.92 | 0.0052 | -0.075 | ||||
| 0.0500 | 2.85 | 45.3% | 0.08 | 0.0042 | -0.071 | 315 | 57.30 | 61.10 | 39.7% | -0.93 | 0.0046 | -0.069 | ||||
| 0.0500 | 2.60 | 46.8% | 0.07 | 0.0038 | -0.066 | 320 | 62.10 | 66.10 | 42.1% | -0.94 | 0.0042 | -0.065 | ||||
| 0 | 2.65 | 51.6% | 0.06 | 0.0030 | -0.060 | 330 | 72.10 | 75.90 | 41.2% | -0.96 | 0.0034 | -0.059 | ||||
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 — Oct 09, 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