PSX цепочка опционов Phillips 66
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 ±11.0% (228.04–284.14) · ATM IV 39.1% · P/C открытого интереса 1.50
| 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 | |
| 124.60 | 128.60 | 87.2% | 1.00 | 0.0002 | 0.000 | 130 | 0 | 2.15 | 111.3% | -0.00 | 0.0002 | -0.009 | ||||
| 119.80 | 123.60 | 86.0% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 2.15 | 105.9% | -0.00 | 0.0002 | -0.010 | ||||
| 114.70 | 118.70 | 80.5% | 0.99 | 0.0002 | 0.000 | 140 | 0 | 2.15 | 2 | 100.6% | -0.01 | 0.0002 | -0.011 | |||
| 109.70 | 113.70 | 77.1% | 0.99 | 0.0003 | 0.000 | 145 | 0 | 2.15 | 95.5% | -0.01 | 0.0003 | -0.011 | ||||
| 104.90 | 108.90 | 73.8% | 0.99 | 0.0003 | 0.000 | 150 | 0 | 2.15 | 9 | 90.6% | -0.01 | 0.0003 | -0.012 | |||
| 99.80 | 103.80 | 68.8% | 0.99 | 0.0004 | 0.000 | 155 | 0 | 2.20 | 2 | 86.2% | -0.01 | 0.0004 | -0.014 | |||
| 95.00 | 98.80 | 67.2% | 0.99 | 0.0005 | 0.000 | 160 | 0 | 2.00 | 10 | 80.1% | -0.01 | 0.0005 | -0.015 | |||
| 90.00 | 93.90 | 1 | 63.9% | 0.99 | 0.0006 | -0.001 | 165 | 0 | 2.25 | 8 | 77.4% | -0.01 | 0.0006 | -0.017 | ||
| 85.50 | 88.90 | 3 | 64.9% | 0.99 | 0.0007 | -0.004 | 170 | 0 | 1.10 | 40 | 63.8% | -0.01 | 0.0007 | -0.018 | ||
| 80.40 | 84.00 | 18 | 60.4% | 0.98 | 0.0008 | -0.007 | 175 | 0 | 1.00 | 1 | 176 | 59.0% | -0.02 | 0.0008 | -0.021 | |
| 75.50 | 79.10 | 26 | 57.9% | 0.98 | 0.0010 | -0.010 | 180 | 0 | 1.50 | 2 | 272 | 59.4% | -0.02 | 0.0010 | -0.023 | |
| 70.60 | 74.20 | 18 | 55.1% | 0.98 | 0.0012 | -0.014 | 185 | 0.0500 | 0.9500 | 1 | 81 | 51.6% | -0.02 | 0.0012 | -0.027 | |
| 66.40 | 69.30 | 10 | 56.5% | 0.97 | 0.0015 | -0.019 | 190 | 0.1500 | 1.00 | 1 | 111 | 49.2% | -0.03 | 0.0015 | -0.031 | |
| 61.60 | 64.40 | 11 | 53.8% | 0.96 | 0.0019 | -0.025 | 195 | 0.3500 | 1.15 | 2 | 28 | 48.0% | -0.04 | 0.0019 | -0.036 | |
| 56.30 | 59.70 | 320 | 49.5% | 0.95 | 0.0024 | -0.032 | 200 | 0.3000 | 1.05 | 104 | 4,188 | 43.4% | -0.05 | 0.0024 | -0.042 | |
| 47.40 | 50.30 | 16 | 577 | 47.6% | 0.93 | 0.0037 | -0.051 | 210 | 1.00 | 1.70 | 49 | 291 | 42.6% | -0.07 | 0.0037 | -0.059 |
| 38.20 | 41.40 | 79 | 646 | 44.1% | 0.88 | 0.0056 | -0.076 | 220 | 1.75 | 3.70 | 15 | 259 | 39.5% | -0.12 | 0.0056 | -0.083 |
| 30.20 | 33.20 | 6 | 274 | 43.0% | 0.81 | 0.0077 | -0.105 | 230 | 3.40 | 4.30 | 24 | 92 | 39.2% | -0.19 | 0.0078 | -0.110 |
| 22.70 | 25.30 | 9 | 242 | 40.6% | 0.72 | 0.0097 | -0.131 | 240 | 6.30 | 7.00 | 127 | 119 | 39.2% | -0.29 | 0.0098 | -0.135 |
| 16.40 | 18.80 | 39 | 220 | 39.5% | 0.61 | 0.0111 | -0.148 | 250 | 10.20 | 10.80 | 119 | 68 | 39.1% | -0.40 | 0.0112 | -0.152 |
| 11.20 | 13.30 | 108 | 489 | 38.3% | 0.49 | 0.0116 | -0.154 | 260 | 14.60 | 17.00 | 81 | 4 | 39.8% | -0.51 | 0.0118 | -0.157 |
| 8.40 | 9.00 | 58 | 316 | 39.2% | 0.38 | 0.0111 | -0.148 | 270 | 19.40 | 23.40 | 2 | 38.1% | -0.62 | 0.0113 | -0.149 | |
| 5.20 | 6.20 | 31 | 246 | 38.7% | 0.29 | 0.0098 | -0.133 | 280 | 26.50 | 29.40 | 35.7% | -0.72 | 0.0102 | -0.133 | ||
| 3.20 | 4.40 | 29 | 178 | 39.2% | 0.21 | 0.0082 | -0.112 | 290 | 34.70 | 38.00 | 36.5% | -0.81 | 0.0086 | -0.112 | ||
| 1.35 | 3.90 | 29 | 176 | 40.3% | 0.15 | 0.0065 | -0.091 | 300 | 43.40 | 46.80 | 35.7% | -0.87 | 0.0070 | -0.089 | ||
| 0.4000 | 2.80 | 1 | 62 | 40.0% | 0.10 | 0.0050 | -0.072 | 310 | 52.80 | 55.90 | 32.6% | -0.92 | 0.0055 | -0.069 | ||
| 0.4500 | 1.35 | 39.4% | 0.08 | 0.0038 | -0.058 | 320 | 62.30 | 65.30 | -0.95 | 0.0044 | -0.056 | |||||
| 0 | 2.50 | 46.7% | 0.06 | 0.0030 | -0.048 | 330 | 72.10 | 76.30 | -0.97 | 0.0040 | -0.054 | |||||
| 0 | 2.60 | 51.3% | 0.05 | 0.0024 | -0.042 | 340 | 82.10 | 86.20 | -0.98 | 0.0028 | -0.050 | |||||
| 0 | 2.40 | 3 | 54.4% | 0.04 | 0.0019 | -0.038 | 350 | 92.10 | 96.20 | -0.99 | 0.0020 | -0.053 | ||||
| 0 | 2.30 | 57.7% | 0.03 | 0.0016 | -0.035 | 360 | 102.10 | 106.00 | -0.99 | 0.0014 | -0.043 | |||||
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 16, 2026
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