RTX цепочка опционов RTX Corporation
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 ±25.8% (149.25–252.90) · ATM IV 27.8% · P/C открытого интереса 0.62
| 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 | |
| 98.00 | 102.50 | 61 | 34.8% | 0.97 | 0.0008 | 0.000 | 105 | 0.8900 | 1.30 | 10 | 66 | 35.2% | -0.03 | 0.0008 | -0.005 | |
| 94.00 | 97.45 | 75 | 33.7% | 0.97 | 0.0010 | 0.000 | 110 | 0.4000 | 2.20 | 250 | 34.3% | -0.04 | 0.0010 | -0.006 | ||
| 89.00 | 93.50 | 80 | 32.8% | 0.96 | 0.0012 | 0.000 | 115 | 0.8000 | 3.50 | 35 | 36.1% | -0.04 | 0.0012 | -0.007 | ||
| 85.20 | 89.50 | 26 | 34.2% | 0.95 | 0.0014 | 0.000 | 120 | 1.25 | 2.99 | 179 | 33.9% | -0.05 | 0.0014 | -0.008 | ||
| 80.50 | 84.50 | 257 | 31.6% | 0.94 | 0.0016 | 0.000 | 125 | 1.33 | 3.35 | 109 | 32.6% | -0.06 | 0.0016 | -0.009 | ||
| 77.00 | 80.50 | 100 | 32.7% | 0.93 | 0.0018 | -0.001 | 130 | 2.30 | 3.65 | 107 | 32.6% | -0.07 | 0.0019 | -0.010 | ||
| 72.95 | 75.95 | 32 | 31.8% | 0.92 | 0.0021 | -0.002 | 135 | 1.89 | 4.75 | 2 | 43 | 31.5% | -0.09 | 0.0022 | -0.011 | |
| 68.00 | 72.40 | 90 | 30.9% | 0.91 | 0.0024 | -0.004 | 140 | 2.75 | 4.35 | 45 | 30.1% | -0.10 | 0.0025 | -0.012 | ||
| 64.00 | 68.35 | 285 | 30.4% | 0.89 | 0.0027 | -0.006 | 145 | 3.40 | 5.75 | 2 | 150 | 30.4% | -0.12 | 0.0028 | -0.013 | |
| 61.60 | 63.50 | 15 | 411 | 30.6% | 0.87 | 0.0030 | -0.007 | 150 | 4.15 | 6.25 | 209 | 29.7% | -0.13 | 0.0031 | -0.015 | |
| 56.10 | 59.90 | 475 | 28.8% | 0.86 | 0.0033 | -0.009 | 155 | 5.70 | 7.30 | 102 | 30.0% | -0.15 | 0.0035 | -0.016 | ||
| 52.50 | 55.95 | 147 | 28.4% | 0.84 | 0.0036 | -0.011 | 160 | 5.95 | 7.95 | 6 | 236 | 28.7% | -0.17 | 0.0038 | -0.017 | |
| 49.00 | 52.60 | 91 | 28.3% | 0.81 | 0.0040 | -0.012 | 165 | 7.65 | 10.20 | 148 | 29.7% | -0.20 | 0.0042 | -0.018 | ||
| 45.50 | 49.40 | 2 | 170 | 28.2% | 0.79 | 0.0043 | -0.014 | 170 | 8.80 | 11.50 | 3 | 457 | 29.2% | -0.22 | 0.0046 | -0.019 |
| 42.00 | 46.20 | 211 | 27.9% | 0.77 | 0.0046 | -0.015 | 175 | 10.25 | 13.00 | 382 | 28.9% | -0.25 | 0.0049 | -0.020 | ||
| 40.00 | 42.85 | 4 | 365 | 28.4% | 0.74 | 0.0049 | -0.016 | 180 | 12.55 | 15.50 | 4 | 198 | 29.7% | -0.28 | 0.0053 | -0.021 |
| 36.00 | 39.90 | 312 | 27.6% | 0.71 | 0.0052 | -0.018 | 185 | 12.60 | 17.00 | 61 | 28.2% | -0.30 | 0.0056 | -0.022 | ||
| 33.00 | 37.05 | 2 | 258 | 27.3% | 0.69 | 0.0055 | -0.019 | 190 | 15.25 | 19.00 | 122 | 28.4% | -0.34 | 0.0060 | -0.023 | |
| 30.50 | 34.15 | 236 | 27.2% | 0.66 | 0.0057 | -0.020 | 195 | 17.40 | 21.50 | 138 | 28.5% | -0.37 | 0.0063 | -0.024 | ||
| 28.00 | 31.75 | 3 | 577 | 27.1% | 0.63 | 0.0059 | -0.021 | 200 | 20.40 | 23.50 | 1 | 231 | 28.5% | -0.40 | 0.0066 | -0.024 |
| 23.50 | 26.75 | 7 | 575 | 26.8% | 0.57 | 0.0062 | -0.022 | 210 | 24.00 | 28.50 | 2 | 252 | 27.4% | -0.47 | 0.0070 | -0.025 |
| 19.00 | 22.85 | 3 | 340 | 26.4% | 0.51 | 0.0063 | -0.022 | 220 | 31.15 | 34.50 | 2 | 195 | 28.1% | -0.53 | 0.0074 | -0.025 |
| 15.50 | 19.15 | 167 | 26.2% | 0.46 | 0.0063 | -0.022 | 230 | 36.55 | 41.00 | 18 | 27.4% | -0.60 | 0.0076 | -0.025 | ||
| 12.65 | 16.95 | 1 | 275 | 26.6% | 0.40 | 0.0062 | -0.022 | 240 | 43.75 | 48.00 | 31 | 27.3% | -0.67 | 0.0078 | -0.025 | |
| 10.10 | 13.85 | 4 | 334 | 26.1% | 0.35 | 0.0060 | -0.021 | 250 | 51.35 | 55.15 | 1 | 26.9% | -0.73 | 0.0079 | -0.024 | |
| 9.00 | 11.65 | 200 | 26.7% | 0.31 | 0.0056 | -0.020 | 260 | 59.50 | 64.00 | 27.3% | -0.80 | 0.0082 | -0.023 | |||
| 6.50 | 11.50 | 140 | 27.2% | 0.27 | 0.0053 | -0.019 | 270 | 68.05 | 73.00 | 27.5% | -0.86 | 0.0085 | -0.024 | |||
| 5.70 | 9.00 | 196 | 27.0% | 0.23 | 0.0049 | -0.018 | 280 | 77.50 | 81.00 | 10 | 25.7% | -0.93 | 0.0089 | -0.025 | ||
| 4.65 | 7.75 | 37 | 27.2% | 0.20 | 0.0045 | -0.017 | 290 | 86.50 | 91.50 | -0.97 | 0.0054 | -0.026 | ||||
| 3.65 | 6.50 | 53 | 27.1% | 0.18 | 0.0041 | -0.015 | 300 | 96.80 | 101.50 | -0.99 | 0.0012 | -0.026 | ||||
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 — Jan 21, 2028
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.