QQQ цепочка опционов Invesco QQQ Trust, Series 1
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 ±4.1% (680.40–738.80) · ATM IV 17.9% · P/C открытого интереса 1.67
| 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 | |
| 258.00 | 262.99 | 63.4% | 1.00 | 0.0001 | 0.000 | 450 | 0.0400 | 0.1200 | 32 | 808 | 58.7% | -0.00 | 0.0001 | -0.018 | ||
| 253.00 | 257.99 | 57.4% | 1.00 | 0.0001 | 0.000 | 455 | 0 | 5.00 | 12 | 90.4% | -0.00 | 0.0001 | -0.019 | |||
| 248.00 | 253.00 | 63.4% | 1.00 | 0.0001 | 0.000 | 460 | 0 | 5.00 | 75.5% | -0.00 | 0.0001 | -0.019 | ||||
| 243.00 | 247.99 | 54.0% | 1.00 | 0.0001 | 0.000 | 465 | 0.0200 | 5.00 | 1 | 5 | 57.2% | -0.00 | 0.0001 | -0.020 | ||
| 238.00 | 242.99 | 52.6% | 1.00 | 0.0001 | 0.000 | 470 | 0 | 5.00 | 19 | 84.7% | -0.00 | 0.0001 | -0.021 | |||
| 233.00 | 237.99 | 55.6% | 1.00 | 0.0001 | 0.000 | 475 | 0 | 5.00 | 18 | 82.9% | -0.00 | 0.0001 | -0.022 | |||
| 228.00 | 232.99 | 54.1% | 0.99 | 0.0001 | 0.000 | 480 | 0 | 0.2500 | 24 | 52.8% | -0.00 | 0.0001 | -0.024 | |||
| 223.01 | 228.00 | 53.9% | 0.99 | 0.0001 | 0.000 | 485 | 0 | 0.9000 | 18 | 79.3% | -0.01 | 0.0001 | -0.025 | |||
| 218.00 | 222.99 | 46.1% | 0.99 | 0.0001 | 0.000 | 490 | 0 | 0.9800 | 45 | 77.5% | -0.01 | 0.0001 | -0.026 | |||
| 213.00 | 217.99 | 44.6% | 0.99 | 0.0002 | -0.000 | 495 | 0 | 5.00 | 84 | 54.1% | -0.01 | 0.0002 | -0.027 | |||
| 208.01 | 213.00 | 47.9% | 0.99 | 0.0002 | -0.002 | 500 | 0 | 0.2400 | 695 | 47.5% | -0.01 | 0.0002 | -0.028 | |||
| 203.01 | 208.00 | 45.9% | 0.99 | 0.0002 | -0.004 | 505 | 0 | 5.00 | 141 | 58.9% | -0.01 | 0.0002 | -0.030 | |||
| 198.01 | 203.00 | 43.8% | 0.99 | 0.0002 | -0.006 | 510 | 0 | 5.00 | 6 | 60.9% | -0.01 | 0.0002 | -0.031 | |||
| 193.01 | 198.00 | 1 | 41.6% | 0.99 | 0.0002 | -0.009 | 515 | 0 | 5.00 | 3 | 68.7% | -0.01 | 0.0002 | -0.033 | ||
| 188.02 | 193.00 | 47.2% | 0.99 | 0.0002 | -0.011 | 520 | 0 | 5.00 | 3 | 58.0% | -0.01 | 0.0002 | -0.035 | |||
| 183.50 | 188.00 | 35 | 45.8% | 0.99 | 0.0003 | -0.013 | 525 | 0 | 5.00 | 3 | 72 | 46.2% | -0.01 | 0.0003 | -0.036 | |
| 178.50 | 183.49 | 47.4% | 0.99 | 0.0003 | -0.016 | 530 | 0 | 5.00 | 7 | 55.3% | -0.01 | 0.0003 | -0.038 | |||
| 173.51 | 178.50 | 46.8% | 0.99 | 0.0003 | -0.018 | 535 | 0 | 5.00 | 46 | 2 | 44.3% | -0.01 | 0.0003 | -0.040 | ||
| 168.50 | 173.49 | 10 | 44.9% | 0.99 | 0.0003 | -0.021 | 540 | 0.0100 | 5.00 | 8 | 44.9% | -0.01 | 0.0003 | -0.042 | ||
| 163.50 | 168.49 | 2 | 41.2% | 0.99 | 0.0004 | -0.024 | 545 | 0 | 0.6300 | 309 | 42.5% | -0.01 | 0.0004 | -0.045 | ||
| 158.50 | 163.50 | 41.9% | 0.99 | 0.0004 | -0.027 | 550 | 0.3500 | 0.4600 | 1 | 342 | 41.6% | -0.01 | 0.0004 | -0.047 | ||
| 153.51 | 158.50 | 40.5% | 0.98 | 0.0004 | -0.030 | 555 | 0 | 0.6900 | 37 | 40.8% | -0.01 | 0.0004 | -0.050 | |||
| 148.51 | 153.50 | 38.9% | 0.98 | 0.0005 | -0.033 | 560 | 0.4100 | 0.5200 | 1 | 27 | 39.8% | -0.02 | 0.0005 | -0.052 | ||
| 143.51 | 148.50 | 11 | 37.4% | 0.98 | 0.0006 | -0.037 | 565 | 0.4500 | 0.7600 | 55 | 39.0% | -0.02 | 0.0006 | -0.055 | ||
| 138.51 | 143.50 | 36.9% | 0.98 | 0.0006 | -0.041 | 570 | 0.4900 | 2.13 | 1 | 157 | 38.3% | -0.02 | 0.0006 | -0.058 | ||
| 134.00 | 138.99 | 1 | 38.6% | 0.98 | 0.0007 | -0.044 | 575 | 0.2700 | 5.00 | 98 | 37.4% | -0.02 | 0.0007 | -0.061 | ||
| 129.00 | 133.99 | 1 | 10 | 37.6% | 0.98 | 0.0007 | -0.049 | 580 | 0 | 5.00 | 182 | 36.6% | -0.02 | 0.0007 | -0.065 | |
| 124.01 | 129.00 | 36.5% | 0.97 | 0.0008 | -0.053 | 585 | 0.6600 | 0.7800 | 5 | 49 | 35.8% | -0.03 | 0.0008 | -0.069 | ||
| 119.01 | 124.00 | 1 | 35.0% | 0.97 | 0.0009 | -0.058 | 590 | 0.7000 | 0.8500 | 24 | 225 | 34.9% | -0.03 | 0.0009 | -0.073 | |
| 114.01 | 119.00 | 2 | 33.6% | 0.97 | 0.0010 | -0.063 | 595 | 0.3900 | 1.51 | 7 | 129 | 34.1% | -0.03 | 0.0010 | -0.077 | |
| 109.00 | 113.99 | 1 | 29.2% | 0.97 | 0.0011 | -0.068 | 600 | 0.8500 | 1.17 | 28 | 371 | 33.2% | -0.03 | 0.0011 | -0.082 | |
| 104.50 | 109.48 | 2 | 33.1% | 0.96 | 0.0012 | -0.073 | 605 | 0.0100 | 2.54 | 6 | 180 | 32.3% | -0.04 | 0.0012 | -0.087 | |
| 99.50 | 104.49 | 1 | 29.4% | 0.96 | 0.0014 | -0.080 | 610 | 1.04 | 1.17 | 22 | 176 | 31.6% | -0.04 | 0.0014 | -0.093 | |
| 94.50 | 99.48 | 28.3% | 0.95 | 0.0015 | -0.086 | 615 | 0.5700 | 1.48 | 1 | 70 | 30.8% | -0.05 | 0.0016 | -0.099 | ||
| 89.51 | 94.50 | 10 | 4 | 29.2% | 0.95 | 0.0017 | -0.093 | 620 | 1.26 | 1.59 | 21 | 148 | 30.0% | -0.05 | 0.0017 | -0.105 |
| 85.01 | 90.00 | 6 | 29.9% | 0.94 | 0.0019 | -0.101 | 625 | 1.40 | 1.74 | 13 | 299 | 29.2% | -0.06 | 0.0019 | -0.112 | |
| 80.00 | 84.99 | 175 | 27.9% | 0.94 | 0.0022 | -0.108 | 630 | 1.57 | 1.72 | 101 | 227 | 28.4% | -0.06 | 0.0022 | -0.120 | |
| 75.02 | 80.00 | 5 | 28.9% | 0.93 | 0.0024 | -0.117 | 635 | 1.77 | 1.91 | 6 | 217 | 27.7% | -0.07 | 0.0024 | -0.128 | |
| 70.53 | 75.50 | 10 | 28.9% | 0.92 | 0.0027 | -0.126 | 640 | 1.99 | 2.33 | 47 | 319 | 26.9% | -0.08 | 0.0028 | -0.136 | |
| 66.00 | 70.99 | 11 | 28.1% | 0.91 | 0.0031 | -0.136 | 645 | 2.26 | 2.46 | 32 | 236 | 26.3% | -0.09 | 0.0031 | -0.146 | |
| 61.00 | 64.50 | 1 | 14 | 25.9% | 0.90 | 0.0035 | -0.146 | 650 | 2.54 | 2.94 | 156 | 720 | 25.5% | -0.10 | 0.0035 | -0.156 |
| 56.65 | 61.50 | 26 | 26.5% | 0.88 | 0.0039 | -0.157 | 655 | 2.91 | 3.50 | 72 | 542 | 24.9% | -0.12 | 0.0039 | -0.166 | |
| 52.06 | 57.00 | 12 | 25.7% | 0.87 | 0.0044 | -0.169 | 660 | 3.31 | 3.80 | 278 | 652 | 24.1% | -0.14 | 0.0044 | -0.177 | |
| 47.57 | 52.50 | 14 | 24.9% | 0.85 | 0.0049 | -0.180 | 665 | 3.79 | 4.22 | 58 | 722 | 23.4% | -0.15 | 0.0050 | -0.188 | |
| 43.03 | 48.00 | 53 | 24.1% | 0.83 | 0.0055 | -0.192 | 670 | 4.33 | 5.10 | 343 | 6,285 | 22.8% | -0.18 | 0.0056 | -0.200 | |
| 38.62 | 43.50 | 12 | 23.4% | 0.80 | 0.0062 | -0.203 | 675 | 5.01 | 5.63 | 216 | 1,319 | 22.1% | -0.20 | 0.0062 | -0.211 | |
| 38.03 | 43.00 | 23.2% | 0.80 | 0.0063 | -0.206 | 676 | 5.09 | 5.71 | 15 | 84 | 22.3% | -0.21 | 0.0064 | -0.213 | ||
| 37.07 | 42.00 | 1 | 23.1% | 0.79 | 0.0064 | -0.208 | 677 | 3.55 | 8.00 | 3 | 95 | 22.2% | -0.21 | 0.0065 | -0.215 | |
| 36.09 | 41.00 | 22.9% | 0.79 | 0.0066 | -0.210 | 678 | 5.47 | 6.44 | 1 | 87 | 22.5% | -0.22 | 0.0066 | -0.217 | ||
| 35.51 | 40.50 | 22.8% | 0.78 | 0.0067 | -0.212 | 679 | 5.62 | 6.56 | 2 | 68 | 22.2% | -0.22 | 0.0068 | -0.219 | ||
| 34.57 | 39.50 | 1 | 7 | 22.6% | 0.77 | 0.0068 | -0.214 | 680 | 5.79 | 6.56 | 181 | 1,032 | 22.1% | -0.23 | 0.0069 | -0.221 |
| 33.54 | 38.50 | 22.5% | 0.77 | 0.0070 | -0.216 | 681 | 3.50 | 7.50 | 2 | 44 | 20.3% | -0.23 | 0.0071 | -0.223 | ||
| 33.01 | 38.00 | 1 | 22.3% | 0.76 | 0.0071 | -0.218 | 682 | 5.51 | 8.50 | 4 | 65 | 20.7% | -0.24 | 0.0072 | -0.225 | |
| 32.03 | 37.00 | 22.2% | 0.76 | 0.0073 | -0.221 | 683 | 6.01 | 6.95 | 6 | 81 | 21.4% | -0.25 | 0.0074 | -0.227 | ||
| 31.13 | 36.00 | 22.1% | 0.75 | 0.0074 | -0.222 | 684 | 4.54 | 7.28 | 6 | 155 | 21.4% | -0.25 | 0.0075 | -0.229 | ||
| 30.50 | 35.44 | 2 | 16 | 20.4% | 0.74 | 0.0076 | -0.224 | 685 | 6.69 | 7.35 | 71 | 265 | 21.2% | -0.26 | 0.0077 | -0.231 |
| 29.55 | 34.50 | 3 | 21.1% | 0.74 | 0.0077 | -0.226 | 686 | 4.65 | 9.50 | 36 | 21.1% | -0.27 | 0.0078 | -0.233 | ||
| 29.00 | 33.72 | 10 | 21.1% | 0.73 | 0.0078 | -0.228 | 687 | 4.87 | 9.50 | 3 | 38 | 20.3% | -0.27 | 0.0080 | -0.235 | |
| 28.00 | 32.97 | 3 | 21.0% | 0.72 | 0.0080 | -0.230 | 688 | 5.47 | 8.00 | 11 | 72 | 20.8% | -0.28 | 0.0081 | -0.236 | |
| 27.02 | 32.00 | 20.9% | 0.72 | 0.0081 | -0.231 | 689 | 7.00 | 10.00 | 12 | 30 | 22.0% | -0.29 | 0.0083 | -0.238 | ||
| 26.50 | 30.76 | 4 | 36 | 19.8% | 0.71 | 0.0083 | -0.233 | 690 | 7.72 | 8.30 | 164 | 392 | 20.5% | -0.30 | 0.0084 | -0.239 |
| 25.51 | 30.50 | 1 | 20.6% | 0.70 | 0.0084 | -0.234 | 691 | 5.65 | 10.50 | 14 | 64 | 20.4% | -0.30 | 0.0086 | -0.241 | |
| 25.00 | 29.97 | 3 | 20.9% | 0.69 | 0.0086 | -0.236 | 692 | 6.00 | 10.97 | 6 | 60 | 19.0% | -0.31 | 0.0088 | -0.242 | |
| 24.01 | 29.00 | 3 | 1 | 20.7% | 0.68 | 0.0088 | -0.237 | 693 | 6.17 | 9.05 | 17 | 40 | 20.0% | -0.32 | 0.0089 | -0.243 |
| 23.50 | 28.49 | 20.6% | 0.68 | 0.0089 | -0.238 | 694 | 8.63 | 11.41 | 4 | 72 | 20.1% | -0.33 | 0.0091 | -0.244 | ||
| 22.50 | 27.47 | 3 | 9 | 19.6% | 0.67 | 0.0091 | -0.239 | 695 | 8.90 | 9.30 | 67 | 284 | 19.8% | -0.34 | 0.0092 | -0.245 |
| 22.01 | 27.00 | 20.4% | 0.66 | 0.0092 | -0.240 | 696 | 7.00 | 11.86 | 3 | 47 | 18.9% | -0.35 | 0.0094 | -0.246 | ||
| 21.31 | 26.00 | 6 | 20.2% | 0.65 | 0.0093 | -0.241 | 697 | 7.34 | 12.00 | 23 | 57 | 19.7% | -0.35 | 0.0095 | -0.247 | |
| 20.61 | 25.50 | 1 | 19.9% | 0.64 | 0.0095 | -0.242 | 698 | 8.51 | 12.50 | 8 | 102 | 19.9% | -0.36 | 0.0097 | -0.248 | |
| 19.55 | 24.50 | 11 | 20.0% | 0.63 | 0.0096 | -0.243 | 699 | 8.01 | 10.94 | 3 | 39 | 19.5% | -0.37 | 0.0098 | -0.248 | |
| 19.00 | 22.00 | 17 | 45 | 17.7% | 0.62 | 0.0098 | -0.243 | 700 | 10.34 | 12.00 | 584 | 1,318 | 19.9% | -0.38 | 0.0099 | -0.249 |
| 18.51 | 23.50 | 4 | 19.7% | 0.61 | 0.0099 | -0.244 | 701 | 9.42 | 13.50 | 99 | 31 | 19.2% | -0.39 | 0.0101 | -0.249 | |
| 17.51 | 22.50 | 16 | 18.2% | 0.61 | 0.0100 | -0.244 | 702 | 9.69 | 13.50 | 49 | 124 | 18.9% | -0.40 | 0.0102 | -0.249 | |
| 17.00 | 21.98 | 62 | 19.2% | 0.60 | 0.0102 | -0.244 | 703 | 9.00 | 13.79 | 8 | 37 | 19.0% | -0.41 | 0.0104 | -0.249 | |
| 17.30 | 21.50 | 82 | 19.1% | 0.59 | 0.0103 | -0.244 | 704 | 9.50 | 13.52 | 8 | 81 | 18.7% | -0.42 | 0.0105 | -0.249 | |
| 17.95 | 18.68 | 78 | 84 | 18.6% | 0.58 | 0.0104 | -0.244 | 705 | 11.92 | 12.65 | 147 | 487 | 18.4% | -0.43 | 0.0106 | -0.249 |
| 15.00 | 18.00 | 87 | 37 | 17.4% | 0.57 | 0.0105 | -0.243 | 706 | 10.35 | 14.59 | 61 | 303 | 18.4% | -0.44 | 0.0107 | -0.249 |
| 15.68 | 19.50 | 501 | 238 | 18.1% | 0.56 | 0.0106 | -0.243 | 707 | 12.59 | 13.81 | 104 | 107 | 18.6% | -0.45 | 0.0108 | -0.248 |
| 14.00 | 17.79 | 275 | 263 | 17.8% | 0.54 | 0.0107 | -0.242 | 708 | 11.00 | 15.74 | 162 | 122 | 18.2% | -0.46 | 0.0109 | -0.247 |
| 15.00 | 16.07 | 216 | 170 | 17.8% | 0.53 | 0.0108 | -0.241 | 709 | 13.34 | 16.00 | 145 | 155 | 18.8% | -0.47 | 0.0111 | -0.246 |
| 14.43 | 15.36 | 164 | 479 | 17.6% | 0.52 | 0.0109 | -0.240 | 710 | 13.81 | 14.80 | 110 | 451 | 18.1% | -0.48 | 0.0111 | -0.245 |
| 12.00 | 15.50 | 18 | 182 | 16.9% | 0.51 | 0.0110 | -0.239 | 711 | 14.01 | 15.86 | 7 | 88 | 17.9% | -0.50 | 0.0112 | -0.244 |
| 12.53 | 16.28 | 17 | 125 | 17.3% | 0.50 | 0.0111 | -0.238 | 712 | 12.51 | 17.37 | 4 | 68 | 17.8% | -0.51 | 0.0113 | -0.242 |
| 11.00 | 14.81 | 10 | 162 | 16.7% | 0.49 | 0.0112 | -0.236 | 713 | 13.02 | 17.80 | 4 | 134 | 17.6% | -0.52 | 0.0114 | -0.241 |
| 10.75 | 15.50 | 1 | 142 | 18.0% | 0.48 | 0.0112 | -0.235 | 714 | 13.50 | 18.13 | 21 | 222 | 17.5% | -0.53 | 0.0114 | -0.239 |
| 11.30 | 12.47 | 268 | 385 | 16.9% | 0.47 | 0.0113 | -0.233 | 715 | 15.98 | 17.15 | 108 | 4,022 | 17.6% | -0.54 | 0.0115 | -0.237 |
| 10.33 | 12.01 | 9 | 119 | 16.4% | 0.46 | 0.0113 | -0.231 | 716 | 16.42 | 17.85 | 4 | 147 | 17.3% | -0.55 | 0.0115 | -0.235 |
| 9.00 | 11.50 | 21 | 98 | 16.3% | 0.44 | 0.0113 | -0.229 | 717 | 16.43 | 18.07 | 2 | 577 | 17.1% | -0.57 | 0.0116 | -0.232 |
| 8.76 | 12.24 | 8 | 365 | 16.1% | 0.43 | 0.0113 | -0.226 | 718 | 15.50 | 20.47 | 10 | 87 | 17.1% | -0.58 | 0.0116 | -0.230 |
| 8.00 | 11.74 | 6 | 431 | 16.5% | 0.42 | 0.0114 | -0.224 | 719 | 16.00 | 20.94 | 1 | 61 | 17.0% | -0.59 | 0.0116 | -0.227 |
| 8.93 | 10.00 | 202 | 604 | 16.4% | 0.41 | 0.0113 | -0.221 | 720 | 16.50 | 21.48 | 9 | 313 | 17.3% | -0.60 | 0.0116 | -0.224 |
| 7.00 | 11.55 | 13 | 235 | 16.8% | 0.40 | 0.0113 | -0.218 | 721 | 17.00 | 21.62 | 10 | 61 | 16.4% | -0.61 | 0.0115 | -0.221 |
| 6.50 | 9.11 | 11 | 258 | 16.7% | 0.39 | 0.0113 | -0.215 | 722 | 17.50 | 22.49 | 1 | 28 | 16.2% | -0.63 | 0.0115 | -0.218 |
| 6.00 | 10.78 | 21 | 119 | 16.4% | 0.37 | 0.0112 | -0.212 | 723 | 18.00 | 22.96 | 5 | 494 | 16.1% | -0.64 | 0.0115 | -0.215 |
| 5.50 | 8.24 | 2 | 302 | 15.5% | 0.36 | 0.0112 | -0.209 | 724 | 18.72 | 23.50 | 64 | 17.1% | -0.65 | 0.0114 | -0.211 | |
| 7.35 | 7.81 | 105 | 541 | 16.3% | 0.35 | 0.0111 | -0.205 | 725 | 19.01 | 24.00 | 3 | 153 | 16.1% | -0.66 | 0.0113 | -0.207 |
| 5.00 | 9.69 | 37 | 97 | 16.4% | 0.34 | 0.0110 | -0.202 | 726 | 20.00 | 25.00 | 1 | 17.0% | -0.67 | 0.0112 | -0.204 | |
| 6.06 | 9.36 | 122 | 229 | 16.3% | 0.33 | 0.0109 | -0.198 | 727 | 20.55 | 25.50 | 1 | 7 | 16.9% | -0.69 | 0.0112 | -0.200 |
| 4.00 | 8.90 | 149 | 269 | 15.8% | 0.32 | 0.0108 | -0.194 | 728 | 21.07 | 26.00 | 11 | 15.8% | -0.70 | 0.0110 | -0.196 | |
| 3.69 | 7.54 | 95 | 701 | 15.9% | 0.30 | 0.0107 | -0.190 | 729 | 22.02 | 27.00 | 8 | 15.8% | -0.71 | 0.0109 | -0.192 | |
| 5.00 | 6.00 | 203 | 1,289 | 15.5% | 0.29 | 0.0106 | -0.186 | 730 | 22.53 | 27.50 | 7 | 72 | 16.7% | -0.72 | 0.0108 | -0.188 |
| 5.08 | 5.71 | 22 | 70 | 15.7% | 0.28 | 0.0104 | -0.182 | 731 | 23.03 | 28.00 | 40 | 16.7% | -0.73 | 0.0107 | -0.183 | |
| 2.50 | 6.98 | 10 | 52 | 14.8% | 0.27 | 0.0102 | -0.177 | 732 | 24.01 | 29.00 | 1 | 59 | 16.3% | -0.74 | 0.0105 | -0.179 |
| 2.50 | 5.08 | 20 | 130 | 15.8% | 0.26 | 0.0101 | -0.173 | 733 | 24.50 | 27.99 | 74 | 16.0% | -0.75 | 0.0104 | -0.175 | |
| 2.00 | 6.59 | 10 | 141 | 15.8% | 0.25 | 0.0099 | -0.169 | 734 | 25.50 | 30.49 | 26 | 16.6% | -0.77 | 0.0102 | -0.170 | |
| 4.18 | 4.51 | 154 | 642 | 15.6% | 0.24 | 0.0097 | -0.164 | 735 | 26.03 | 31.00 | 11 | 16.6% | -0.78 | 0.0100 | -0.166 | |
| 1.50 | 4.50 | 34 | 176 | 15.3% | 0.23 | 0.0095 | -0.160 | 736 | 27.00 | 31.99 | 4 | 16.6% | -0.79 | 0.0098 | -0.161 | |
| 3.06 | 4.40 | 77 | 196 | 15.3% | 0.22 | 0.0093 | -0.155 | 737 | 27.52 | 32.50 | 205 | 16.5% | -0.80 | 0.0096 | -0.157 | |
| 1.00 | 3.86 | 232 | 194 | 14.2% | 0.21 | 0.0091 | -0.150 | 738 | 28.51 | 33.50 | 5 | 16.5% | -0.81 | 0.0094 | -0.152 | |
| 3.17 | 6.00 | 9 | 384 | 15.4% | 0.20 | 0.0089 | -0.146 | 739 | 29.03 | 34.00 | 1 | 16.5% | -0.82 | 0.0092 | -0.148 | |
| 3.10 | 3.30 | 235 | 832 | 15.4% | 0.19 | 0.0087 | -0.141 | 740 | 30.03 | 35.00 | 34 | 16.5% | -0.83 | 0.0091 | -0.143 | |
| 0.5000 | 3.15 | 13 | 39 | 15.1% | 0.18 | 0.0084 | -0.136 | 741 | 31.00 | 36.00 | 16.4% | -0.84 | 0.0089 | -0.138 | ||
| 0.5000 | 3.91 | 26 | 180 | 15.1% | 0.17 | 0.0082 | -0.132 | 742 | 31.62 | 36.50 | 1 | 16.4% | -0.85 | 0.0087 | -0.134 | |
| 2.53 | 2.73 | 23 | 28 | 15.2% | 0.17 | 0.0080 | -0.127 | 743 | 32.51 | 37.50 | 2 | 15.2% | -0.85 | 0.0085 | -0.129 | |
| 0 | 3.83 | 5 | 127 | 15.2% | 0.16 | 0.0077 | -0.122 | 744 | 33.51 | 38.50 | 15.5% | -0.86 | 0.0083 | -0.124 | ||
| 1.99 | 2.40 | 167 | 458 | 14.9% | 0.15 | 0.0075 | -0.118 | 745 | 34.01 | 39.00 | 3 | 2 | 14.6% | -0.87 | 0.0082 | -0.121 |
| 0 | 3.91 | 12 | 272 | 14.9% | 0.14 | 0.0073 | -0.113 | 746 | 35.01 | 40.00 | 14.9% | -0.88 | 0.0081 | -0.118 | ||
| 1.65 | 3.66 | 1 | 75 | 15.0% | 0.13 | 0.0070 | -0.109 | 747 | 36.01 | 41.00 | 15.2% | -0.89 | 0.0080 | -0.115 | ||
| 0 | 5.00 | 4 | 134 | 15.2% | 0.13 | 0.0068 | -0.104 | 748 | 37.00 | 41.99 | 1 | 15.3% | -0.90 | 0.0079 | -0.111 | |
| 0 | 1.87 | 13 | 45 | 15.1% | 0.12 | 0.0065 | -0.100 | 749 | 37.51 | 42.50 | 14.3% | -0.91 | 0.0077 | -0.106 | ||
| 1.55 | 1.70 | 93 | 718 | 15.0% | 0.11 | 0.0063 | -0.096 | 750 | 38.51 | 43.50 | 3 | 14.4% | -0.91 | 0.0076 | -0.110 | |
| 1.25 | 5.00 | 6 | 80 | 15.0% | 0.11 | 0.0060 | -0.092 | 751 | 39.50 | 44.49 | 14.6% | -0.92 | 0.0075 | -0.113 | ||
| 0 | 5.00 | 10 | 47 | 15.0% | 0.10 | 0.0058 | -0.087 | 752 | 40.50 | 45.49 | 14.9% | -0.93 | 0.0077 | -0.115 | ||
| 1.23 | 1.40 | 14 | 56 | 14.9% | 0.10 | 0.0056 | -0.084 | 753 | 41.50 | 46.49 | 14.8% | -0.94 | 0.0079 | -0.116 | ||
| 1.14 | 1.32 | 4 | 46 | 14.9% | 0.09 | 0.0053 | -0.080 | 754 | 42.50 | 47.49 | 15.2% | -0.95 | 0.0080 | -0.115 | ||
| 1.05 | 1.20 | 76 | 464 | 14.8% | 0.08 | 0.0051 | -0.076 | 755 | 43.50 | 48.47 | 21 | 15.1% | -0.95 | 0.0077 | -0.108 | |
| 0.0200 | 5.00 | 9 | 157 | 14.9% | 0.08 | 0.0049 | -0.073 | 756 | 44.01 | 49.00 | 8 | -0.96 | 0.0073 | -0.099 | ||
| 0.1200 | 5.00 | 3 | 35 | 14.9% | 0.07 | 0.0047 | -0.069 | 757 | 45.01 | 50.00 | -0.97 | 0.0066 | -0.102 | |||
| 0 | 5.00 | 165 | 14.8% | 0.07 | 0.0044 | -0.066 | 758 | 46.01 | 51.00 | -0.97 | 0.0060 | -0.104 | ||||
| 0.1000 | 5.00 | 2 | 245 | 14.8% | 0.07 | 0.0042 | -0.063 | 759 | 47.01 | 52.00 | -0.98 | 0.0054 | -0.105 | |||
| 0.7000 | 0.8500 | 47 | 522 | 14.8% | 0.06 | 0.0040 | -0.060 | 760 | 48.01 | 53.00 | 8 | -0.98 | 0.0047 | -0.100 | ||
| 0.4600 | 0.6200 | 27 | 508 | 14.8% | 0.05 | 0.0032 | -0.046 | 765 | 53.01 | 58.00 | -1.00 | 0.0010 | -0.082 | |||
| 0.0100 | 0.5300 | 1,057 | 474 | 14.8% | 0.03 | 0.0024 | -0.036 | 770 | 58.01 | 63.00 | -1.00 | 0.0000 | -0.082 | |||
| 0.0200 | 5.00 | 64 | 454 | 15.0% | 0.03 | 0.0019 | -0.028 | 775 | 63.01 | 68.00 | -1.00 | 0.0000 | -0.082 | |||
| 0.1300 | 0.2700 | 13 | 161 | 15.3% | 0.02 | 0.0015 | -0.023 | 780 | 68.01 | 73.00 | -1.00 | 0.0000 | -0.082 | |||
| 0.0100 | 5.00 | 51 | 173 | 15.5% | 0.01 | 0.0012 | -0.019 | 785 | 73.02 | 78.00 | -1.00 | 0.0000 | -0.082 | |||
| 0 | 5.00 | 131 | 15.8% | 0.01 | 0.0010 | -0.016 | 790 | 78.02 | 83.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0.0200 | 5.00 | 6 | 140 | 16.0% | 0.01 | 0.0008 | -0.014 | 795 | 83.02 | 88.00 | -1.00 | 0.0000 | -0.082 | |||
| 0.0600 | 0.2000 | 2 | 212 | 17.7% | 0.01 | 0.0006 | -0.012 | 800 | 88.01 | 93.00 | -1.00 | 0.0000 | -0.082 | |||
| 0 | 5.00 | 1 | 117 | 31.1% | 0.01 | 0.0005 | -0.010 | 805 | 93.01 | 98.00 | -1.00 | 0.0000 | -0.082 | |||
| 0 | 5.00 | 34 | 32.2% | 0.01 | 0.0005 | -0.009 | 810 | 98.01 | 103.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 11 | 33.3% | 0.01 | 0.0004 | -0.008 | 815 | 103.01 | 108.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 5 | 34.4% | 0.00 | 0.0003 | -0.007 | 820 | 108.01 | 113.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 3 | 35.5% | 0.00 | 0.0003 | -0.007 | 825 | 113.01 | 118.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 34 | 36.6% | 0.00 | 0.0003 | -0.006 | 830 | 118.01 | 123.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 3 | 37.7% | 0.00 | 0.0002 | -0.006 | 835 | 123.01 | 128.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 3 | 38.7% | 0.00 | 0.0002 | -0.005 | 840 | 128.01 | 133.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 3 | 39.8% | 0.00 | 0.0002 | -0.005 | 845 | 133.01 | 138.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 5 | 40.8% | 0.00 | 0.0002 | -0.004 | 850 | 138.01 | 143.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 2 | 42.8% | 0.00 | 0.0001 | -0.004 | 860 | 148.01 | 153.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 44.8% | 0.00 | 0.0001 | -0.003 | 870 | 158.01 | 163.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 1 | 46.8% | 0.00 | 0.0001 | -0.003 | 880 | 168.01 | 173.00 | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 5.00 | 47.7% | 0.00 | 0.0001 | -0.003 | 885 | 173.01 | 178.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 48.6% | 0.00 | 0.0001 | -0.003 | 890 | 178.01 | 183.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 49.6% | 0.00 | 0.0001 | -0.002 | 895 | 183.01 | 188.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 50.5% | 0.00 | 0.0001 | -0.002 | 900 | 188.01 | 193.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 51.4% | 0.00 | 0.0000 | -0.002 | 905 | 193.01 | 198.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 52.3% | 0.00 | 0.0000 | -0.002 | 910 | 198.01 | 203.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 53.2% | 0.00 | 0.0000 | -0.002 | 915 | 203.01 | 208.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 54.1% | 0.00 | 0.0000 | -0.002 | 920 | 208.01 | 213.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 55.0% | 0.00 | 0.0000 | -0.002 | 925 | 213.01 | 218.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 55.9% | 0.00 | 0.0000 | -0.002 | 930 | 218.01 | 223.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 56.7% | 0.00 | 0.0000 | -0.002 | 935 | 223.01 | 228.00 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 57.6% | 0.00 | 0.0000 | -0.002 | 940 | 228.00 | 232.99 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 58.5% | 0.00 | 0.0000 | -0.001 | 945 | 233.00 | 237.99 | -1.00 | 0.0000 | -0.082 | |||||
| 0 | 5.00 | 1 | 59.3% | 0.00 | 0.0000 | -0.001 | 950 | 238.01 | 243.00 | -1.00 | 0.0000 | -0.082 | ||||
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 02, 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.