PSX цепочка опционов Phillips 66
Cboe delayed options data · по состоянию на 12:40 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 ±11.8% (258.62–327.72) · ATM IV 43.3% · P/C открытого интереса 0.35
| 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 | |
| 141.70 | 145.90 | 84.9% | 0.99 | 0.0002 | -0.021 | 150 | 0 | 2.15 | 109.8% | -0.01 | 0.0003 | -0.025 | ||||
| 136.70 | 140.90 | 83.1% | 0.99 | 0.0003 | -0.022 | 155 | 0 | 2.15 | 105.0% | -0.01 | 0.0003 | -0.026 | ||||
| 132.10 | 136.00 | 85.5% | 0.99 | 0.0003 | -0.023 | 160 | 0 | 2.15 | 100.4% | -0.01 | 0.0004 | -0.027 | ||||
| 127.10 | 131.00 | 82.7% | 0.99 | 0.0003 | -0.024 | 165 | 0 | 2.15 | 96.0% | -0.01 | 0.0004 | -0.028 | ||||
| 121.80 | 126.00 | 74.4% | 0.99 | 0.0004 | -0.025 | 170 | 0 | 2.15 | 91.6% | -0.01 | 0.0004 | -0.030 | ||||
| 117.10 | 121.10 | 75.6% | 0.99 | 0.0004 | -0.027 | 175 | 0 | 2.15 | 87.4% | -0.01 | 0.0005 | -0.031 | ||||
| 112.20 | 116.10 | 71.4% | 0.99 | 0.0005 | -0.028 | 180 | 0 | 2.15 | 83.3% | -0.02 | 0.0006 | -0.033 | ||||
| 107.20 | 111.10 | 68.7% | 0.99 | 0.0006 | -0.030 | 185 | 0 | 2.20 | 79.6% | -0.02 | 0.0006 | -0.034 | ||||
| 101.90 | 106.10 | 61.6% | 0.98 | 0.0006 | -0.032 | 190 | 0 | 2.20 | 75.6% | -0.02 | 0.0007 | -0.036 | ||||
| 97.20 | 101.20 | 63.3% | 0.98 | 0.0008 | -0.034 | 195 | 0 | 2.25 | 72.1% | -0.02 | 0.0008 | -0.038 | ||||
| 92.00 | 96.20 | 55.6% | 0.98 | 0.0009 | -0.036 | 200 | 0 | 2.25 | 68.3% | -0.03 | 0.0010 | -0.041 | ||||
| 87.30 | 91.30 | 57.9% | 0.98 | 0.0010 | -0.039 | 205 | 0 | 2.35 | 65.2% | -0.03 | 0.0011 | -0.044 | ||||
| 82.20 | 86.30 | 52.1% | 0.97 | 0.0012 | -0.043 | 210 | 0 | 2.40 | 61.8% | -0.03 | 0.0013 | -0.047 | ||||
| 77.50 | 81.40 | 53.1% | 0.97 | 0.0014 | -0.046 | 215 | 0 | 2.50 | 58.7% | -0.04 | 0.0015 | -0.051 | ||||
| 72.60 | 76.50 | 51.0% | 0.96 | 0.0016 | -0.051 | 220 | 0 | 2.65 | 55.8% | -0.04 | 0.0018 | -0.055 | ||||
| 67.80 | 71.70 | 49.9% | 0.96 | 0.0020 | -0.057 | 225 | 0 | 2.85 | 53.1% | -0.05 | 0.0021 | -0.061 | ||||
| 63.00 | 66.90 | 1 | 47.9% | 0.95 | 0.0023 | -0.064 | 230 | 0 | 3.10 | 50.6% | -0.06 | 0.0025 | -0.068 | |||
| 58.20 | 62.20 | 46.6% | 0.93 | 0.0028 | -0.073 | 235 | 0 | 3.40 | 1 | 47.8% | -0.07 | 0.0030 | -0.076 | |||
| 53.70 | 57.50 | 46.0% | 0.92 | 0.0034 | -0.083 | 240 | 0.9000 | 3.70 | 1 | 47.1% | -0.09 | 0.0035 | -0.087 | |||
| 49.20 | 53.00 | 45.7% | 0.90 | 0.0040 | -0.096 | 245 | 0.7500 | 4.40 | 1 | 2 | 44.5% | -0.11 | 0.0041 | -0.099 | ||
| 44.80 | 48.60 | 45.0% | 0.88 | 0.0047 | -0.110 | 250 | 0.8000 | 4.90 | 1 | 45.9% | -0.13 | 0.0048 | -0.113 | |||
| 40.80 | 44.40 | 20 | 45.2% | 0.85 | 0.0054 | -0.126 | 255 | 2.30 | 5.90 | 1 | 1 | 44.5% | -0.16 | 0.0055 | -0.128 | |
| 36.70 | 40.40 | 20 | 44.7% | 0.82 | 0.0062 | -0.142 | 260 | 3.10 | 5.60 | 3 | 4 | 42.1% | -0.19 | 0.0062 | -0.143 | |
| 32.50 | 36.60 | 1 | 44.2% | 0.78 | 0.0069 | -0.158 | 265 | 4.10 | 7.70 | 3 | 44.1% | -0.23 | 0.0069 | -0.158 | ||
| 29.20 | 33.50 | 44.8% | 0.74 | 0.0075 | -0.173 | 270 | 5.20 | 9.40 | 1 | 43.1% | -0.27 | 0.0075 | -0.172 | |||
| 25.60 | 30.00 | 44.4% | 0.70 | 0.0081 | -0.185 | 275 | 7.70 | 11.30 | 4 | 44.4% | -0.31 | 0.0080 | -0.184 | |||
| 22.70 | 26.80 | 6 | 45.0% | 0.66 | 0.0086 | -0.196 | 280 | 9.60 | 13.00 | 3 | 44.4% | -0.35 | 0.0085 | -0.194 | ||
| 20.50 | 23.90 | 1 | 7 | 45.1% | 0.61 | 0.0089 | -0.203 | 285 | 11.70 | 15.30 | 3 | 3 | 44.5% | -0.40 | 0.0088 | -0.202 |
| 17.90 | 20.40 | 1 | 44.0% | 0.57 | 0.0091 | -0.208 | 290 | 13.60 | 17.70 | 4 | 43.9% | -0.44 | 0.0091 | -0.207 | ||
| 15.40 | 17.90 | 4 | 43.7% | 0.52 | 0.0092 | -0.210 | 295 | 16.00 | 19.80 | 43.0% | -0.49 | 0.0092 | -0.209 | |||
| 13.20 | 16.20 | 1 | 2 | 44.3% | 0.48 | 0.0092 | -0.210 | 300 | 19.60 | 22.40 | 43.6% | -0.53 | 0.0091 | -0.208 | ||
| 11.20 | 14.30 | 44.4% | 0.43 | 0.0091 | -0.207 | 305 | 22.80 | 25.80 | 44.3% | -0.58 | 0.0090 | -0.206 | ||||
| 9.50 | 12.70 | 2 | 43.5% | 0.39 | 0.0088 | -0.202 | 310 | 25.30 | 29.50 | 43.8% | -0.62 | 0.0087 | -0.201 | |||
| 7.30 | 11.60 | 1 | 44.1% | 0.35 | 0.0085 | -0.195 | 315 | 29.50 | 32.40 | 44.1% | -0.66 | 0.0084 | -0.193 | |||
| 6.50 | 10.10 | 1 | 9 | 45.1% | 0.31 | 0.0081 | -0.186 | 320 | 32.70 | 36.10 | 43.6% | -0.69 | 0.0080 | -0.185 | ||
| 5.30 | 8.70 | 1 | 44.8% | 0.28 | 0.0076 | -0.176 | 325 | 36.20 | 40.30 | 43.7% | -0.73 | 0.0076 | -0.175 | |||
| 4.00 | 8.00 | 45.2% | 0.24 | 0.0071 | -0.165 | 330 | 40.20 | 44.20 | 43.6% | -0.76 | 0.0071 | -0.164 | ||||
| 2.75 | 7.00 | 1 | 45.5% | 0.21 | 0.0066 | -0.154 | 335 | 44.30 | 48.50 | 43.3% | -0.79 | 0.0065 | -0.153 | |||
| 2.55 | 5.90 | 1 | 44.9% | 0.19 | 0.0061 | -0.142 | 340 | 48.60 | 52.70 | 43.5% | -0.82 | 0.0060 | -0.141 | |||
| 1.95 | 5.30 | 45.2% | 0.16 | 0.0055 | -0.131 | 345 | 52.90 | 57.00 | 43.3% | -0.84 | 0.0055 | -0.130 | ||||
| 0.9000 | 4.90 | 3 | 46.5% | 0.14 | 0.0050 | -0.120 | 350 | 57.40 | 61.50 | 44.1% | -0.86 | 0.0050 | -0.118 | |||
| 0.2000 | 4.70 | 44.9% | 0.12 | 0.0046 | -0.109 | 355 | 61.90 | 65.90 | 43.7% | -0.88 | 0.0045 | -0.108 | ||||
| 0.0500 | 3.90 | 1 | 44.6% | 0.11 | 0.0041 | -0.099 | 360 | 66.50 | 70.60 | 43.8% | -0.89 | 0.0040 | -0.098 | |||
| 0.1500 | 3.90 | 47.2% | 0.09 | 0.0037 | -0.090 | 365 | 71.20 | 75.20 | 44.0% | -0.91 | 0.0036 | -0.089 | ||||
| 0.5000 | 2.10 | 5 | 1 | 44.3% | 0.08 | 0.0033 | -0.082 | 370 | 75.90 | 80.20 | 44.0% | -0.92 | 0.0032 | -0.081 | ||
| 0 | 3.20 | 1 | 50.4% | 0.06 | 0.0026 | -0.068 | 380 | 85.40 | 89.40 | 43.9% | -0.94 | 0.0026 | -0.067 | |||
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 27, 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