PYPL цепочка опционов PayPal Holdings, Inc.
Cboe delayed options data · по состоянию на 00:41 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 ±9.3% (51.42–61.91) · ATM IV 36.8% · P/C открытого интереса 0.70
| 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 | |
| 19.80 | 23.65 | 1.00 | 0.0008 | 0.000 | 35 | 0 | 2.13 | 131.6% | -0.00 | 0.0008 | -0.001 | |||||
| 14.85 | 18.75 | 0.99 | 0.0027 | 0.000 | 40 | 0 | 2.14 | 103.2% | -0.01 | 0.0027 | -0.003 | |||||
| 12.85 | 16.80 | 0.99 | 0.0045 | 0.000 | 42 | 0 | 1.49 | 82.6% | -0.01 | 0.0045 | -0.004 | |||||
| 11.90 | 15.80 | 0.98 | 0.0057 | 0.000 | 43 | 0 | 2.15 | 87.4% | -0.02 | 0.0058 | -0.005 | |||||
| 10.90 | 14.85 | 0.98 | 0.0074 | -0.000 | 44 | 0 | 1.48 | 72.9% | -0.02 | 0.0074 | -0.006 | |||||
| 10.05 | 13.80 | 4 | 3 | 35.8% | 0.97 | 0.0094 | -0.002 | 45 | 0 | 2.17 | 21 | 77.5% | -0.03 | 0.0095 | -0.007 | |
| 9.05 | 12.90 | 37.5% | 0.96 | 0.0121 | -0.004 | 46 | 0 | 2.10 | 71.6% | -0.04 | 0.0122 | -0.008 | ||||
| 8.90 | 11.95 | 4 | 53.0% | 0.95 | 0.0154 | -0.006 | 47 | 0 | 2.23 | 68.2% | -0.05 | 0.0155 | -0.010 | |||
| 7.15 | 10.85 | 32.2% | 0.93 | 0.0195 | -0.008 | 48 | 0.0800 | 1.54 | 4 | 56.1% | -0.07 | 0.0196 | -0.012 | |||
| 6.10 | 10.10 | 33.6% | 0.91 | 0.0244 | -0.011 | 49 | 0.0800 | 1.13 | 2 | 46.4% | -0.09 | 0.0246 | -0.015 | |||
| 5.60 | 9.20 | 1 | 22 | 39.2% | 0.88 | 0.0302 | -0.014 | 50 | 0.3100 | 0.4500 | 18 | 94 | 36.1% | -0.12 | 0.0305 | -0.017 |
| 4.35 | 7.95 | 7 | 27.9% | 0.85 | 0.0366 | -0.018 | 51 | 0.2000 | 0.9000 | 2 | 18 | 36.4% | -0.15 | 0.0370 | -0.020 | |
| 4.00 | 7.55 | 8 | 38.5% | 0.81 | 0.0433 | -0.021 | 52 | 0.5200 | 1.14 | 12 | 24 | 37.9% | -0.19 | 0.0438 | -0.024 | |
| 4.50 | 5.00 | 3 | 42 | 33.1% | 0.76 | 0.0497 | -0.025 | 53 | 0.7800 | 1.50 | 3 | 23 | 38.6% | -0.24 | 0.0503 | -0.027 |
| 3.80 | 4.45 | 6 | 40 | 34.4% | 0.70 | 0.0554 | -0.028 | 54 | 0.5200 | 1.88 | 2 | 13 | 34.3% | -0.30 | 0.0561 | -0.030 |
| 3.25 | 3.70 | 11 | 56 | 34.2% | 0.64 | 0.0598 | -0.031 | 55 | 1.39 | 1.90 | 13 | 156 | 35.5% | -0.36 | 0.0607 | -0.032 |
| 1.69 | 4.10 | 2 | 17 | 34.0% | 0.58 | 0.0628 | -0.033 | 56 | 1.79 | 2.36 | 1 | 27 | 35.5% | -0.42 | 0.0638 | -0.034 |
| 0.6600 | 3.00 | 5 | 10 | 26.1% | 0.52 | 0.0641 | -0.034 | 57 | 2.23 | 4.60 | 4 | 40 | 47.4% | -0.49 | 0.0652 | -0.034 |
| 1.60 | 3.45 | 1 | 1 | 42.2% | 0.46 | 0.0637 | -0.034 | 58 | 1.84 | 5.15 | 6 | 40.6% | -0.55 | 0.0650 | -0.034 | |
| 0.1500 | 3.30 | 3 | 16 | 36.3% | 0.40 | 0.0617 | -0.033 | 59 | 2.60 | 5.75 | 41.6% | -0.61 | 0.0632 | -0.033 | ||
| 0.8000 | 1.33 | 51 | 216 | 31.1% | 0.34 | 0.0585 | -0.031 | 60 | 3.85 | 4.65 | 255 | 533 | 32.6% | -0.67 | 0.0601 | -0.031 |
| 0.3300 | 3.05 | 42 | 45.3% | 0.29 | 0.0542 | -0.029 | 61 | 3.95 | 5.70 | 41 | 129 | 29.4% | -0.72 | 0.0560 | -0.028 | |
| 0.5400 | 2.93 | 13 | 3 | 50.3% | 0.24 | 0.0492 | -0.027 | 62 | 4.50 | 7.95 | 80 | 81 | 40.5% | -0.77 | 0.0512 | -0.026 |
| 0.1800 | 0.9300 | 643 | 702 | 31.1% | 0.20 | 0.0440 | -0.024 | 63 | 5.60 | 8.80 | 80 | 43.9% | -0.81 | 0.0461 | -0.023 | |
| 0.3700 | 0.6000 | 409 | 591 | 34.2% | 0.17 | 0.0387 | -0.022 | 64 | 7.10 | 9.70 | 51.1% | -0.85 | 0.0409 | -0.020 | ||
| 0.2000 | 1.56 | 21 | 1 | 46.6% | 0.14 | 0.0336 | -0.019 | 65 | 7.75 | 10.60 | 50.4% | -0.88 | 0.0359 | -0.017 | ||
| 0 | 2.30 | 1 | 55.0% | 0.11 | 0.0290 | -0.017 | 66 | 7.80 | 11.55 | 42.7% | -0.91 | 0.0310 | -0.014 | |||
| 0 | 1.10 | 11 | 45.3% | 0.09 | 0.0249 | -0.015 | 67 | 9.30 | 12.50 | 51.1% | -0.93 | 0.0265 | -0.012 | |||
| 0.0300 | 0.5800 | 2 | 1 | 40.0% | 0.08 | 0.0214 | -0.013 | 68 | 10.80 | 13.45 | 59.0% | -0.94 | 0.0224 | -0.009 | ||
| 0 | 2.24 | 63.7% | 0.06 | 0.0183 | -0.012 | 69 | 11.70 | 14.45 | 60.9% | -0.96 | 0.0187 | -0.007 | ||||
| 0 | 1.77 | 1 | 1 | 61.6% | 0.05 | 0.0157 | -0.010 | 70 | 12.70 | 15.40 | 63.2% | -0.97 | 0.0156 | -0.005 | ||
| 0 | 0.2500 | 40.0% | 0.05 | 0.0135 | -0.009 | 71 | 12.55 | 16.40 | 49.2% | -0.97 | 0.0128 | -0.003 | ||||
| 0 | 2.22 | 72.0% | 0.04 | 0.0117 | -0.008 | 72 | 13.60 | 17.35 | 51.5% | -0.98 | 0.0105 | -0.001 | ||||
| 0 | 2.21 | 74.5% | 0.03 | 0.0101 | -0.007 | 73 | 14.50 | 18.35 | 51.4% | -0.98 | 0.0086 | 0.000 | ||||
| 0 | 2.21 | 77.1% | 0.03 | 0.0088 | -0.007 | 74 | 15.45 | 19.35 | 52.2% | -0.99 | 0.0070 | 0.000 | ||||
| 0 | 2.19 | 79.4% | 0.03 | 0.0078 | -0.006 | 75 | 16.50 | 20.35 | 55.6% | -0.99 | 0.0057 | 0.000 | ||||
| 0 | 2.20 | 91.2% | 0.01 | 0.0044 | -0.004 | 80 | 21.50 | 25.35 | 65.6% | -1.00 | 0.0022 | 0.000 | ||||
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