RCL цепочка опционов Royal Caribbean Cruises Ltd.
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 ±14.1% (242.47–322.17) · ATM IV 43.8% · P/C открытого интереса 4.83
| 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 | |
| 136.70 | 140.10 | 2 | 86.2% | 0.98 | 0.0004 | -0.009 | 145 | 0 | 1.30 | 7 | 137 | 84.8% | -0.01 | 0.0004 | -0.027 | |
| 131.70 | 135.10 | 4 | 80.6% | 0.98 | 0.0004 | -0.011 | 150 | 0 | 2.25 | 102 | 89.0% | -0.02 | 0.0004 | -0.028 | ||
| 126.90 | 130.20 | 6 | 79.0% | 0.98 | 0.0005 | -0.013 | 155 | 0 | 1.90 | 20 | 82.4% | -0.02 | 0.0005 | -0.029 | ||
| 121.80 | 125.30 | 1 | 74.6% | 0.98 | 0.0005 | -0.015 | 160 | 0 | 2.30 | 40 | 81.4% | -0.02 | 0.0005 | -0.030 | ||
| 116.90 | 120.20 | 2 | 70.4% | 0.98 | 0.0006 | -0.016 | 165 | 0 | 2.30 | 18 | 77.6% | -0.02 | 0.0006 | -0.032 | ||
| 112.00 | 115.40 | 3 | 68.8% | 0.98 | 0.0007 | -0.018 | 170 | 0 | 0.8000 | 38 | 61.7% | -0.02 | 0.0007 | -0.033 | ||
| 107.10 | 110.40 | 1 | 65.5% | 0.97 | 0.0008 | -0.021 | 175 | 0.1500 | 1.50 | 1 | 91 | 66.1% | -0.02 | 0.0008 | -0.035 | |
| 102.20 | 105.50 | 5 | 63.1% | 0.97 | 0.0009 | -0.023 | 180 | 0.2500 | 1.50 | 120 | 63.4% | -0.03 | 0.0009 | -0.037 | ||
| 97.20 | 100.80 | 12 | 61.2% | 0.97 | 0.0010 | -0.026 | 185 | 0.0500 | 1.45 | 84 | 59.8% | -0.03 | 0.0010 | -0.039 | ||
| 93.00 | 96.00 | 24 | 62.7% | 0.96 | 0.0012 | -0.029 | 190 | 0 | 2.00 | 62 | 58.4% | -0.03 | 0.0012 | -0.041 | ||
| 87.60 | 91.10 | 2 | 57.5% | 0.96 | 0.0013 | -0.033 | 195 | 0 | 2.95 | 100 | 59.8% | -0.04 | 0.0013 | -0.044 | ||
| 83.70 | 86.40 | 42 | 59.8% | 0.95 | 0.0015 | -0.037 | 200 | 0.3500 | 2.20 | 3 | 287 | 54.7% | -0.05 | 0.0015 | -0.048 | |
| 74.10 | 76.80 | 6 | 55.1% | 0.94 | 0.0020 | -0.048 | 210 | 0.6000 | 2.15 | 2 | 391 | 49.1% | -0.06 | 0.0020 | -0.058 | |
| 64.50 | 68.10 | 1 | 43 | 52.6% | 0.92 | 0.0028 | -0.062 | 220 | 1.80 | 4.50 | 290 | 54.3% | -0.08 | 0.0028 | -0.071 | |
| 56.40 | 59.20 | 40 | 51.8% | 0.88 | 0.0036 | -0.081 | 230 | 2.00 | 5.10 | 33 | 340 | 48.1% | -0.12 | 0.0037 | -0.089 | |
| 48.20 | 50.70 | 52 | 49.9% | 0.84 | 0.0046 | -0.103 | 240 | 3.60 | 7.20 | 1 | 796 | 47.8% | -0.16 | 0.0047 | -0.109 | |
| 40.20 | 43.20 | 310 | 48.6% | 0.78 | 0.0056 | -0.124 | 250 | 6.30 | 7.60 | 7 | 715 | 44.9% | -0.22 | 0.0057 | -0.129 | |
| 33.10 | 36.30 | 124 | 47.7% | 0.71 | 0.0065 | -0.142 | 260 | 8.60 | 11.50 | 1 | 306 | 44.9% | -0.29 | 0.0066 | -0.147 | |
| 26.80 | 29.90 | 258 | 46.8% | 0.64 | 0.0073 | -0.156 | 270 | 13.00 | 14.30 | 19 | 12.8K | 44.2% | -0.36 | 0.0074 | -0.160 | |
| 21.70 | 23.20 | 1 | 238 | 45.3% | 0.57 | 0.0077 | -0.163 | 280 | 16.20 | 18.60 | 2,796 | 42.2% | -0.44 | 0.0079 | -0.166 | |
| 15.70 | 17.90 | 6 | 462 | 42.8% | 0.49 | 0.0079 | -0.164 | 290 | 22.80 | 24.00 | 262 | 43.4% | -0.52 | 0.0081 | -0.167 | |
| 11.70 | 14.10 | 12 | 285 | 42.5% | 0.41 | 0.0078 | -0.159 | 300 | 27.60 | 31.30 | 153 | 43.0% | -0.60 | 0.0080 | -0.161 | |
| 8.70 | 12.00 | 9 | 276 | 43.7% | 0.34 | 0.0074 | -0.149 | 310 | 34.50 | 37.20 | 139 | 41.7% | -0.67 | 0.0076 | -0.150 | |
| 6.90 | 8.30 | 22 | 191 | 43.0% | 0.27 | 0.0068 | -0.134 | 320 | 42.10 | 45.30 | 35 | 42.3% | -0.74 | 0.0071 | -0.135 | |
| 3.60 | 7.10 | 6 | 277 | 42.1% | 0.22 | 0.0060 | -0.118 | 330 | 50.20 | 53.40 | 82 | 42.1% | -0.80 | 0.0063 | -0.119 | |
| 2.70 | 4.50 | 15 | 279 | 41.0% | 0.17 | 0.0052 | -0.102 | 340 | 58.60 | 61.40 | 21 | 40.3% | -0.85 | 0.0056 | -0.102 | |
| 1.00 | 4.90 | 2 | 192 | 42.6% | 0.13 | 0.0044 | -0.086 | 350 | 68.00 | 71.10 | 42.5% | -0.89 | 0.0048 | -0.086 | ||
| 0.8000 | 3.10 | 2 | 135 | 41.8% | 0.10 | 0.0036 | -0.073 | 360 | 76.80 | 80.40 | 40.7% | -0.92 | 0.0041 | -0.073 | ||
| 0.4000 | 2.50 | 211 | 42.3% | 0.08 | 0.0030 | -0.062 | 370 | 86.50 | 90.00 | 40.7% | -0.94 | 0.0035 | -0.061 | |||
| 0.5000 | 2.30 | 1 | 329 | 45.2% | 0.07 | 0.0025 | -0.054 | 380 | 96.50 | 99.60 | -0.96 | 0.0030 | -0.051 | |||
| 0 | 1.65 | 201 | 43.6% | 0.06 | 0.0021 | -0.048 | 390 | 106.10 | 109.00 | -0.97 | 0.0026 | -0.045 | ||||
| 0 | 2.55 | 73 | 50.2% | 0.05 | 0.0018 | -0.043 | 400 | 116.00 | 119.70 | -0.98 | 0.0023 | -0.040 | ||||
| 0 | 1.55 | 1 | 81 | 48.4% | 0.04 | 0.0016 | -0.040 | 410 | 126.00 | 129.70 | -0.99 | 0.0020 | -0.033 | |||
| 0 | 2.40 | 22 | 55.0% | 0.04 | 0.0014 | -0.038 | 420 | 136.00 | 139.60 | -0.99 | 0.0013 | -0.031 | ||||
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 — Dec 18, 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.