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 ±12.7% (242.01–312.41) · ATM IV 51.0% · P/C открытого интереса 0.54
| 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 | |
| 121.10 | 125.20 | 1 | 0.98 | 0.0005 | -0.043 | 155 | 0 | 2.15 | 16 | 107.7% | -0.02 | 0.0005 | -0.043 | |||
| 116.50 | 120.40 | 80.9% | 0.98 | 0.0005 | -0.044 | 160 | 0 | 2.15 | 20 | 102.6% | -0.02 | 0.0005 | -0.044 | |||
| 111.50 | 115.30 | 73.3% | 0.98 | 0.0006 | -0.045 | 165 | 0 | 2.15 | 53 | 97.6% | -0.02 | 0.0006 | -0.045 | |||
| 106.20 | 110.40 | 0.98 | 0.0007 | -0.047 | 170 | 0 | 2.15 | 38 | 92.8% | -0.02 | 0.0007 | -0.047 | ||||
| 101.30 | 105.30 | 3 | 53.0% | 0.98 | 0.0008 | -0.049 | 175 | 0 | 2.15 | 15 | 88.1% | -0.02 | 0.0008 | -0.049 | ||
| 96.30 | 100.50 | 1 | 54.1% | 0.98 | 0.0009 | -0.051 | 180 | 0 | 2.20 | 52 | 83.9% | -0.02 | 0.0009 | -0.051 | ||
| 91.40 | 95.50 | 31 | 56.7% | 0.97 | 0.0010 | -0.053 | 185 | 0 | 2.20 | 33 | 79.5% | -0.03 | 0.0010 | -0.053 | ||
| 86.50 | 90.50 | 2 | 54.8% | 0.97 | 0.0011 | -0.056 | 190 | 0 | 2.25 | 32 | 75.4% | -0.03 | 0.0011 | -0.056 | ||
| 81.90 | 85.40 | 1 | 55.9% | 0.97 | 0.0013 | -0.059 | 195 | 0 | 2.30 | 42 | 71.5% | -0.03 | 0.0013 | -0.059 | ||
| 77.20 | 80.50 | 7 | 56.7% | 0.96 | 0.0015 | -0.063 | 200 | 0 | 2.35 | 12 | 737 | 67.5% | -0.04 | 0.0015 | -0.063 | |
| 67.70 | 70.90 | 3 | 55.7% | 0.95 | 0.0020 | -0.074 | 210 | 0.4500 | 2.60 | 10 | 456 | 62.9% | -0.05 | 0.0021 | -0.074 | |
| 58.20 | 61.50 | 43 | 53.2% | 0.93 | 0.0029 | -0.091 | 220 | 0.8000 | 2.60 | 199 | 716 | 56.0% | -0.07 | 0.0029 | -0.091 | |
| 49.30 | 52.50 | 312 | 52.5% | 0.89 | 0.0040 | -0.117 | 230 | 1.55 | 4.00 | 2 | 278 | 54.9% | -0.11 | 0.0040 | -0.118 | |
| 40.60 | 44.00 | 73 | 51.0% | 0.84 | 0.0054 | -0.152 | 240 | 3.20 | 5.30 | 2 | 189 | 53.3% | -0.16 | 0.0054 | -0.153 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 245 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 33.90 | 36.00 | 314 | 52.2% | 0.77 | 0.0067 | -0.191 | 250 | 5.70 | 6.70 | 14 | 451 | 51.4% | -0.23 | 0.0068 | -0.192 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 255 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 27.00 | 29.00 | 10 | 556 | 51.6% | 0.70 | 0.0078 | -0.223 | 260 | 8.70 | 10.60 | 3 | 356 | 52.4% | -0.31 | 0.0079 | -0.224 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 262.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 265 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 267.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 20.90 | 22.90 | 2 | 2,629 | 51.0% | 0.61 | 0.0086 | -0.244 | 270 | 12.50 | 14.40 | 7 | 131 | 51.5% | -0.39 | 0.0087 | -0.246 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 272.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 275 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 277.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.90 | 17.80 | 16 | 2,415 | 50.8% | 0.52 | 0.0090 | -0.251 | 280 | 17.50 | 19.20 | 25 | 604 | 51.2% | -0.48 | 0.0091 | -0.254 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 282.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 285 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 287.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.20 | 13.70 | 9 | 581 | 50.0% | 0.43 | 0.0090 | -0.245 | 290 | 22.80 | 24.90 | 61 | 359 | 50.1% | -0.57 | 0.0091 | -0.248 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 292.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 295 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 297.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.20 | 10.40 | 227 | 490 | 50.4% | 0.35 | 0.0086 | -0.227 | 300 | 29.20 | 31.60 | 140 | 49.5% | -0.66 | 0.0087 | -0.231 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 302.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 305 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 307.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.20 | 8.00 | 4 | 94 | 49.9% | 0.27 | 0.0078 | -0.200 | 310 | 36.00 | 39.40 | 9 | 48.9% | -0.74 | 0.0079 | -0.205 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 315 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.60 | 6.20 | 5 | 206 | 50.9% | 0.20 | 0.0067 | -0.168 | 320 | 44.60 | 47.50 | 26 | 49.7% | -0.81 | 0.0069 | -0.174 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 325 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.35 | 4.40 | 6 | 773 | 48.1% | 0.15 | 0.0055 | -0.136 | 330 | 53.00 | 56.30 | 49.5% | -0.86 | 0.0058 | -0.142 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 335 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5000 | 2.40 | 1 | 76 | 44.8% | 0.11 | 0.0044 | -0.107 | 340 | 62.00 | 65.60 | 50.0% | -0.91 | 0.0047 | -0.115 | ||
| 0.3000 | 2.20 | 84 | 48.0% | 0.08 | 0.0034 | -0.084 | 350 | 71.60 | 74.70 | 49.9% | -0.94 | 0.0037 | -0.092 | |||
| 0.5000 | 3.00 | 19 | 56.5% | 0.06 | 0.0027 | -0.067 | 360 | 81.00 | 84.80 | 51.8% | -0.96 | 0.0029 | -0.074 | |||
| 0 | 2.75 | 7 | 57.8% | 0.04 | 0.0021 | -0.056 | 370 | 90.80 | 94.60 | 53.2% | -0.97 | 0.0022 | -0.059 | |||
| 0 | 2.50 | 5 | 60.7% | 0.04 | 0.0017 | -0.048 | 380 | 100.70 | 104.70 | 57.2% | -0.98 | 0.0016 | -0.047 | |||
| 0 | 1.85 | 4 | 61.0% | 0.03 | 0.0014 | -0.042 | 390 | 110.70 | 114.70 | 61.0% | -0.99 | 0.0012 | -0.037 | |||
| 0 | 2.25 | 67.0% | 0.02 | 0.0012 | -0.038 | 400 | 120.60 | 124.70 | 63.6% | -0.99 | 0.0009 | -0.028 | ||||
| 0 | 2.20 | 5 | 70.2% | 0.02 | 0.0010 | -0.034 | 410 | 130.70 | 134.70 | 68.1% | -0.99 | 0.0007 | -0.022 | |||
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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