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 ±25.1% (146.45–244.55) · ATM IV 28.8% · P/C открытого интереса 0.68
| 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 | |
| 94.00 | 98.00 | 72 | 38.3% | 0.97 | 0.0008 | 0.000 | 100 | 0.1200 | 2.05 | 200 | 37.3% | -0.03 | 0.0008 | -0.005 | ||
| 89.50 | 93.50 | 57 | 37.1% | 0.97 | 0.0010 | 0.000 | 105 | 0.7900 | 1.41 | 68 | 34.8% | -0.03 | 0.0010 | -0.006 | ||
| 85.00 | 89.50 | 74 | 37.0% | 0.96 | 0.0012 | 0.000 | 110 | 0 | 4.65 | 308 | 38.9% | -0.04 | 0.0012 | -0.007 | ||
| 80.50 | 85.00 | 91 | 35.5% | 0.95 | 0.0014 | 0.000 | 115 | 0 | 4.30 | 40 | 35.8% | -0.05 | 0.0015 | -0.008 | ||
| 76.50 | 80.50 | 50 | 35.0% | 0.94 | 0.0017 | 0.000 | 120 | 1.49 | 2.52 | 189 | 32.9% | -0.06 | 0.0017 | -0.009 | ||
| 72.00 | 76.00 | 2 | 257 | 33.4% | 0.93 | 0.0019 | -0.001 | 125 | 1.96 | 3.10 | 110 | 32.7% | -0.07 | 0.0020 | -0.010 | |
| 67.50 | 72.00 | 100 | 32.6% | 0.92 | 0.0022 | -0.003 | 130 | 1.53 | 3.50 | 198 | 30.4% | -0.09 | 0.0023 | -0.011 | ||
| 63.50 | 68.00 | 53 | 32.3% | 0.90 | 0.0026 | -0.005 | 135 | 2.62 | 4.35 | 46 | 31.2% | -0.10 | 0.0027 | -0.013 | ||
| 60.50 | 64.00 | 1 | 90 | 33.0% | 0.89 | 0.0029 | -0.007 | 140 | 3.70 | 5.10 | 143 | 31.2% | -0.12 | 0.0031 | -0.014 | |
| 55.50 | 60.00 | 277 | 31.1% | 0.87 | 0.0033 | -0.009 | 145 | 3.00 | 6.00 | 153 | 29.2% | -0.14 | 0.0034 | -0.015 | ||
| 52.00 | 56.40 | 3 | 464 | 31.1% | 0.85 | 0.0036 | -0.010 | 150 | 5.70 | 8.50 | 235 | 32.2% | -0.16 | 0.0038 | -0.017 | |
| 48.50 | 52.50 | 1 | 476 | 30.6% | 0.83 | 0.0040 | -0.012 | 155 | 5.30 | 9.10 | 106 | 30.0% | -0.18 | 0.0042 | -0.018 | |
| 45.00 | 49.00 | 8 | 151 | 30.3% | 0.80 | 0.0044 | -0.014 | 160 | 6.50 | 10.40 | 256 | 29.7% | -0.21 | 0.0046 | -0.019 | |
| 41.50 | 46.00 | 90 | 30.2% | 0.78 | 0.0047 | -0.016 | 165 | 8.50 | 11.80 | 148 | 29.9% | -0.24 | 0.0050 | -0.021 | ||
| 39.00 | 42.40 | 178 | 30.1% | 0.75 | 0.0051 | -0.017 | 170 | 9.80 | 13.30 | 71 | 639 | 29.4% | -0.26 | 0.0054 | -0.022 | |
| 36.00 | 38.65 | 1 | 202 | 29.4% | 0.72 | 0.0054 | -0.018 | 175 | 12.10 | 15.50 | 417 | 29.9% | -0.29 | 0.0058 | -0.023 | |
| 34.10 | 35.85 | 1 | 325 | 29.9% | 0.69 | 0.0057 | -0.020 | 180 | 13.00 | 17.50 | 285 | 29.1% | -0.33 | 0.0062 | -0.024 | |
| 29.50 | 33.80 | 355 | 29.0% | 0.66 | 0.0060 | -0.021 | 185 | 16.15 | 19.50 | 120 | 29.5% | -0.36 | 0.0065 | -0.025 | ||
| 28.20 | 30.35 | 4 | 279 | 29.1% | 0.63 | 0.0062 | -0.022 | 190 | 18.05 | 21.95 | 234 | 29.2% | -0.39 | 0.0068 | -0.025 | |
| 25.20 | 29.00 | 3 | 242 | 29.2% | 0.60 | 0.0064 | -0.022 | 195 | 19.90 | 24.00 | 149 | 28.5% | -0.43 | 0.0071 | -0.026 | |
| 22.00 | 25.95 | 630 | 28.0% | 0.57 | 0.0065 | -0.023 | 200 | 22.50 | 27.00 | 231 | 28.6% | -0.46 | 0.0074 | -0.026 | ||
| 18.00 | 21.55 | 81 | 647 | 27.6% | 0.51 | 0.0067 | -0.024 | 210 | 28.10 | 32.40 | 266 | 28.0% | -0.54 | 0.0078 | -0.027 | |
| 14.50 | 18.00 | 1 | 369 | 27.4% | 0.45 | 0.0067 | -0.024 | 220 | 34.50 | 38.25 | 219 | 27.4% | -0.61 | 0.0081 | -0.027 | |
| 11.50 | 14.75 | 182 | 27.0% | 0.39 | 0.0065 | -0.023 | 230 | 42.00 | 46.00 | 18 | 27.9% | -0.68 | 0.0083 | -0.026 | ||
| 9.00 | 12.20 | 281 | 26.8% | 0.34 | 0.0062 | -0.022 | 240 | 49.50 | 54.00 | 31 | 27.7% | -0.75 | 0.0083 | -0.025 | ||
| 7.00 | 11.00 | 369 | 27.4% | 0.29 | 0.0059 | -0.021 | 250 | 58.00 | 62.00 | 4 | 27.5% | -0.81 | 0.0078 | -0.023 | ||
| 5.20 | 8.55 | 316 | 26.7% | 0.25 | 0.0054 | -0.019 | 260 | 67.00 | 71.00 | 2 | 27.8% | -0.87 | 0.0072 | -0.018 | ||
| 4.00 | 7.00 | 2 | 179 | 26.6% | 0.22 | 0.0050 | -0.018 | 270 | 76.30 | 80.50 | 28.4% | -0.93 | 0.0077 | -0.015 | ||
| 3.10 | 5.65 | 225 | 26.5% | 0.18 | 0.0045 | -0.016 | 280 | 86.00 | 90.00 | 28.9% | -0.97 | 0.0054 | -0.026 | |||
| 2.00 | 6.00 | 49 | 27.6% | 0.16 | 0.0041 | -0.015 | 290 | 95.50 | 100.00 | -0.99 | 0.0009 | -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.