PYPL цепочка опционов PayPal Holdings, 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 ±9.9% (51.56–62.84) · ATM IV 42.1% · P/C открытого интереса 0.83
| 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 | |
| 25.20 | 28.00 | 41 | 1.00 | 0.0002 | 0.000 | 30 | 0 | 0.0900 | 607 | 97.5% | -0.00 | 0.0002 | -0.000 | |||
| 22.90 | 26.85 | 26 | 84.4% | 1.00 | 0.0004 | 0.000 | 32.5 | 0 | 0.1800 | 397 | 95.4% | -0.00 | 0.0004 | -0.001 | ||
| 21.10 | 24.45 | 105 | 114.2% | 1.00 | 0.0007 | 0.000 | 35 | 0 | 0.3300 | 858 | 93.2% | -0.00 | 0.0008 | -0.001 | ||
| 18.05 | 21.90 | 132 | 78.0% | 1.00 | 0.0015 | 0.000 | 37.5 | 0.0100 | 0.0600 | 2 | 6,296 | 64.3% | -0.01 | 0.0016 | -0.002 | |
| 16.15 | 18.70 | 15 | 295 | 60.4% | 0.99 | 0.0029 | -0.002 | 40 | 0.0100 | 0.0800 | 2 | 1,338 | 57.5% | -0.01 | 0.0032 | -0.004 |
| 13.60 | 15.60 | 799 | 0.98 | 0.0053 | -0.004 | 42.5 | 0 | 0.2100 | 3,779 | 55.9% | -0.02 | 0.0058 | -0.007 | |||
| 12.10 | 13.15 | 2 | 1,274 | 56.3% | 0.97 | 0.0096 | -0.008 | 45 | 0.0900 | 0.1300 | 6 | 3,663 | 47.1% | -0.04 | 0.0102 | -0.010 |
| 10.90 | 11.85 | 10 | 0.96 | 0.0121 | -0.010 | 46 | 0.1300 | 0.2800 | 49.5% | -0.05 | 0.0128 | -0.012 | ||||
| 9.35 | 11.85 | 46.6% | 0.94 | 0.0152 | -0.013 | 47 | 0.1700 | 0.2400 | 2 | 5 | 45.6% | -0.06 | 0.0159 | -0.015 | ||
| 9.60 | 10.75 | 1 | 2,446 | 48.0% | 0.94 | 0.0169 | -0.014 | 47.5 | 0.2100 | 0.2800 | 69 | 3,322 | 45.5% | -0.07 | 0.0177 | -0.016 |
| 8.55 | 10.40 | 35.0% | 0.93 | 0.0189 | -0.015 | 48 | 0.2300 | 0.3500 | 5 | 45.4% | -0.08 | 0.0196 | -0.017 | |||
| 7.70 | 9.55 | 39.6% | 0.91 | 0.0233 | -0.019 | 49 | 0.1600 | 0.5000 | 42.8% | -0.10 | 0.0240 | -0.020 | ||||
| 7.55 | 8.25 | 25 | 3,003 | 44.7% | 0.88 | 0.0282 | -0.022 | 50 | 0.4500 | 0.5000 | 53 | 2,049 | 43.1% | -0.13 | 0.0289 | -0.024 |
| 6.00 | 8.00 | 42.7% | 0.85 | 0.0336 | -0.027 | 51 | 0.5700 | 0.7400 | 10 | 16 | 43.3% | -0.16 | 0.0342 | -0.028 | ||
| 5.50 | 7.15 | 45.2% | 0.81 | 0.0389 | -0.031 | 52 | 0.7000 | 0.9800 | 2 | 110 | 42.6% | -0.20 | 0.0394 | -0.032 | ||
| 5.60 | 6.15 | 11 | 3,070 | 43.6% | 0.78 | 0.0415 | -0.033 | 52.5 | 0.9500 | 0.9800 | 13 | 2,836 | 42.6% | -0.22 | 0.0420 | -0.034 |
| 5.00 | 6.10 | 59 | 5 | 44.4% | 0.76 | 0.0440 | -0.035 | 53 | 0.9700 | 1.20 | 17 | 42.3% | -0.25 | 0.0444 | -0.036 | |
| 4.15 | 5.30 | 41.9% | 0.71 | 0.0485 | -0.039 | 54 | 1.38 | 1.45 | 31 | 42.6% | -0.30 | 0.0487 | -0.039 | |||
| 4.05 | 4.25 | 44 | 9,238 | 43.0% | 0.66 | 0.0522 | -0.042 | 55 | 1.73 | 1.86 | 10 | 2,959 | 42.8% | -0.35 | 0.0522 | -0.042 |
| 3.05 | 3.80 | 22 | 40.7% | 0.61 | 0.0549 | -0.044 | 56 | 2.05 | 2.67 | 10 | 45.0% | -0.40 | 0.0548 | -0.044 | ||
| 2.85 | 3.15 | 404 | 210 | 42.3% | 0.55 | 0.0566 | -0.045 | 57 | 2.49 | 2.79 | 218 | 149 | 41.9% | -0.46 | 0.0563 | -0.045 |
| 2.73 | 2.82 | 710 | 5,460 | 42.6% | 0.52 | 0.0570 | -0.045 | 57.5 | 2.74 | 2.99 | 5 | 2,110 | 41.4% | -0.49 | 0.0567 | -0.045 |
| 2.49 | 2.60 | 19 | 29 | 42.5% | 0.49 | 0.0571 | -0.045 | 58 | 2.95 | 3.40 | 4 | 42.0% | -0.52 | 0.0567 | -0.045 | |
| 1.95 | 2.29 | 210 | 7 | 42.4% | 0.44 | 0.0565 | -0.045 | 59 | 3.35 | 4.60 | 45.2% | -0.57 | 0.0561 | -0.044 | ||
| 1.72 | 1.74 | 215 | 10.9K | 41.9% | 0.38 | 0.0549 | -0.043 | 60 | 3.95 | 4.65 | 22 | 998 | 40.3% | -0.62 | 0.0544 | -0.042 |
| 1.33 | 1.57 | 22 | 19 | 42.4% | 0.33 | 0.0523 | -0.041 | 61 | 4.65 | 5.60 | 42.4% | -0.67 | 0.0518 | -0.040 | ||
| 1.11 | 1.20 | 95 | 36 | 41.9% | 0.28 | 0.0490 | -0.038 | 62 | 5.30 | 6.75 | 45.3% | -0.72 | 0.0485 | -0.037 | ||
| 0.8700 | 1.05 | 148 | 2,684 | 40.5% | 0.26 | 0.0471 | -0.036 | 62.5 | 5.75 | 7.25 | 96 | 47.0% | -0.74 | 0.0466 | -0.035 | |
| 0.8800 | 0.9500 | 24 | 7 | 41.5% | 0.24 | 0.0451 | -0.035 | 63 | 6.00 | 7.65 | 46.0% | -0.77 | 0.0447 | -0.034 | ||
| 0.7000 | 0.7600 | 22 | 44 | 41.5% | 0.20 | 0.0408 | -0.031 | 64 | 6.85 | 8.60 | 48.1% | -0.80 | 0.0406 | -0.030 | ||
| 0.5500 | 0.6000 | 93 | 4,032 | 41.5% | 0.17 | 0.0363 | -0.028 | 65 | 7.65 | 9.20 | 268 | 45.5% | -0.84 | 0.0365 | -0.027 | |
| 0.4100 | 0.4900 | 6 | 8 | 41.4% | 0.14 | 0.0318 | -0.024 | 66 | 8.25 | 10.65 | 49.5% | -0.87 | 0.0325 | -0.023 | ||
| 0.2700 | 0.3900 | 5 | 40.8% | 0.11 | 0.0276 | -0.021 | 67 | 8.80 | 11.35 | 42.9% | -0.90 | 0.0289 | -0.021 | |||
| 0.2800 | 0.3900 | 1,015 | 1,142 | 42.4% | 0.10 | 0.0255 | -0.019 | 67.5 | 9.55 | 12.15 | 1 | 52.0% | -0.91 | 0.0272 | -0.019 | |
| 0.1700 | 0.5400 | 2 | 44.4% | 0.09 | 0.0236 | -0.018 | 68 | 10.00 | 12.85 | 55.5% | -0.92 | 0.0256 | -0.018 | |||
| 0.0100 | 0.7500 | 2 | 47.9% | 0.07 | 0.0200 | -0.015 | 69 | 10.60 | 13.80 | 52.5% | -0.94 | 0.0229 | -0.016 | |||
| 0.1200 | 0.1800 | 29 | 3,710 | 41.1% | 0.06 | 0.0168 | -0.013 | 70 | 12.15 | 14.45 | 6 | 58.3% | -0.95 | 0.0199 | -0.014 | |
| 0.0400 | 0.0800 | 13 | 1,239 | 44.6% | 0.02 | 0.0071 | -0.006 | 75 | 15.80 | 19.90 | 52.4% | -1.00 | 0.0032 | -0.008 | ||
| 0.0200 | 0.0300 | 45 | 1,223 | 47.6% | 0.01 | 0.0035 | -0.003 | 80 | 21.35 | 24.90 | 77.7% | -1.00 | 0.0000 | -0.008 | ||
| 0.0100 | 0.0300 | 3 | 1,323 | 53.6% | 0.01 | 0.0021 | -0.002 | 85 | 26.30 | 29.90 | 87.3% | -1.00 | 0.0000 | -0.008 | ||
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.
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