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 ±7.9% (178.24–208.74) · ATM IV 32.9% · P/C открытого интереса 1.07
| 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 | |
| 91.60 | 95.65 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1500 | 29 | 89.6% | -0.00 | 0.0000 | -0.000 | ||||
| 86.65 | 90.65 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.13 | 6 | 124.9% | -0.00 | 0.0000 | -0.000 | ||||
| 81.65 | 85.65 | 7 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.2000 | 36 | 80.3% | -0.00 | 0.0000 | -0.001 | |||
| 76.70 | 80.75 | 9 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.13 | 14 | 108.7% | -0.00 | 0.0001 | -0.001 | |||
| 71.70 | 75.75 | 12 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.13 | 45 | 101.2% | -0.00 | 0.0001 | -0.002 | |||
| 67.10 | 70.80 | 35 | 66.5% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.2000 | 32 | 63.6% | -0.00 | 0.0002 | -0.003 | ||
| 61.75 | 65.50 | 11 | 1.00 | 0.0003 | 0.000 | 130 | 0.0100 | 0.0700 | 2 | 280 | 52.4% | -0.00 | 0.0004 | -0.004 | ||
| 56.80 | 60.85 | 10 | 0.99 | 0.0005 | 0.000 | 135 | 0.0100 | 0.1500 | 5 | 165 | 51.9% | -0.01 | 0.0006 | -0.006 | ||
| 51.80 | 55.70 | 13 | 0.99 | 0.0007 | -0.001 | 140 | 0.0400 | 0.0900 | 4 | 179 | 46.0% | -0.01 | 0.0008 | -0.009 | ||
| 46.85 | 50.85 | 12 | 0.99 | 0.0011 | -0.004 | 145 | 0.0400 | 0.1700 | 4 | 340 | 44.2% | -0.01 | 0.0012 | -0.011 | ||
| 41.85 | 46.00 | 28 | 23.2% | 0.98 | 0.0016 | -0.008 | 150 | 0.1200 | 0.2200 | 8 | 886 | 42.5% | -0.02 | 0.0018 | -0.015 | |
| 37.05 | 40.70 | 12 | 0.98 | 0.0024 | -0.014 | 155 | 0.1600 | 0.2800 | 2 | 444 | 39.3% | -0.03 | 0.0027 | -0.021 | ||
| 32.05 | 34.95 | 4 | 33 | 0.96 | 0.0037 | -0.022 | 160 | 0.2800 | 0.4200 | 10 | 1,132 | 37.5% | -0.04 | 0.0040 | -0.028 | |
| 27.35 | 30.00 | 23 | 0.94 | 0.0056 | -0.033 | 165 | 0.5000 | 0.6800 | 316 | 5,611 | 36.3% | -0.06 | 0.0059 | -0.039 | ||
| 25.00 | 27.55 | 0.93 | 0.0068 | -0.039 | 167.5 | 0.5300 | 1.14 | 4 | 36.6% | -0.08 | 0.0072 | -0.045 | ||||
| 22.75 | 25.25 | 72 | 0.91 | 0.0081 | -0.047 | 170 | 0.9100 | 1.17 | 27 | 516 | 35.8% | -0.10 | 0.0086 | -0.052 | ||
| 20.55 | 23.00 | 23.8% | 0.89 | 0.0097 | -0.055 | 172.5 | 1.14 | 1.95 | 3 | 37.1% | -0.12 | 0.0102 | -0.061 | |||
| 18.35 | 20.85 | 4 | 63 | 26.2% | 0.86 | 0.0114 | -0.064 | 175 | 1.44 | 1.70 | 162 | 1,006 | 34.1% | -0.15 | 0.0119 | -0.070 |
| 16.25 | 18.80 | 27.4% | 0.83 | 0.0132 | -0.074 | 177.5 | 1.03 | 2.38 | 31.8% | -0.18 | 0.0137 | -0.079 | ||||
| 14.90 | 16.70 | 7 | 146 | 29.8% | 0.79 | 0.0150 | -0.083 | 180 | 2.41 | 2.74 | 76 | 1,496 | 33.8% | -0.22 | 0.0154 | -0.087 |
| 12.50 | 14.90 | 28.7% | 0.75 | 0.0168 | -0.092 | 182.5 | 3.00 | 3.65 | 2 | 34.1% | -0.26 | 0.0171 | -0.096 | |||
| 11.45 | 13.05 | 12 | 176 | 30.6% | 0.71 | 0.0184 | -0.100 | 185 | 3.75 | 4.10 | 485 | 1,735 | 33.1% | -0.31 | 0.0186 | -0.103 |
| 9.55 | 11.45 | 1 | 30.1% | 0.66 | 0.0197 | -0.106 | 187.5 | 4.55 | 4.95 | 1 | 32.6% | -0.36 | 0.0199 | -0.108 | ||
| 9.30 | 9.75 | 79 | 1,089 | 32.5% | 0.61 | 0.0208 | -0.111 | 190 | 5.60 | 6.20 | 43 | 844 | 33.1% | -0.41 | 0.0209 | -0.112 |
| 7.85 | 8.50 | 12 | 32.6% | 0.55 | 0.0215 | -0.114 | 192.5 | 6.70 | 7.45 | 33.1% | -0.46 | 0.0215 | -0.114 | |||
| 6.60 | 7.10 | 175 | 713 | 32.1% | 0.50 | 0.0218 | -0.114 | 195 | 7.85 | 8.60 | 15 | 819 | 32.4% | -0.51 | 0.0217 | -0.113 |
| 5.30 | 5.95 | 23 | 31.4% | 0.45 | 0.0217 | -0.113 | 197.5 | 9.30 | 10.10 | 32.7% | -0.57 | 0.0214 | -0.111 | |||
| 4.55 | 4.95 | 950 | 2,143 | 31.8% | 0.39 | 0.0212 | -0.109 | 200 | 10.95 | 11.65 | 1 | 692 | 32.7% | -0.62 | 0.0208 | -0.107 |
| 3.55 | 4.20 | 1 | 31.6% | 0.34 | 0.0203 | -0.104 | 202.5 | 12.50 | 13.70 | 33.3% | -0.67 | 0.0199 | -0.101 | |||
| 3.00 | 3.70 | 21 | 32.5% | 0.30 | 0.0191 | -0.098 | 205 | 14.25 | 15.10 | 32.2% | -0.71 | 0.0186 | -0.094 | |||
| 2.11 | 2.76 | 17 | 30.9% | 0.25 | 0.0176 | -0.090 | 207.5 | 15.90 | 18.65 | 36.0% | -0.76 | 0.0172 | -0.086 | |||
| 2.00 | 2.25 | 182 | 1,618 | 32.0% | 0.21 | 0.0161 | -0.082 | 210 | 18.10 | 20.70 | 1 | 617 | 37.0% | -0.79 | 0.0156 | -0.078 |
| 1.48 | 1.82 | 7 | 31.7% | 0.18 | 0.0144 | -0.074 | 212.5 | 20.25 | 22.75 | 37.6% | -0.83 | 0.0140 | -0.070 | |||
| 1.01 | 1.54 | 8 | 31.4% | 0.15 | 0.0128 | -0.066 | 215 | 22.35 | 24.90 | 38.0% | -0.85 | 0.0124 | -0.061 | |||
| 0.8000 | 0.9800 | 248 | 3,202 | 32.7% | 0.10 | 0.0097 | -0.052 | 220 | 26.80 | 29.50 | 101 | 39.8% | -0.90 | 0.0094 | -0.047 | |
| 0.3500 | 0.7100 | 32.6% | 0.07 | 0.0072 | -0.040 | 225 | 31.60 | 34.15 | 42.5% | -0.93 | 0.0071 | -0.035 | ||||
| 0.3000 | 0.4300 | 13 | 1,981 | 33.7% | 0.05 | 0.0054 | -0.031 | 230 | 35.85 | 39.05 | 42.6% | -0.95 | 0.0056 | -0.027 | ||
| 0.1300 | 2.01 | 46.5% | 0.04 | 0.0040 | -0.025 | 235 | 41.05 | 43.90 | 47.0% | -0.97 | 0.0048 | -0.024 | ||||
| 0.0500 | 0.3000 | 8 | 1,720 | 35.6% | 0.03 | 0.0031 | -0.020 | 240 | 45.70 | 48.80 | 48.3% | -0.98 | 0.0046 | -0.023 | ||
| 0.0200 | 0.1200 | 10 | 1,085 | 36.4% | 0.02 | 0.0019 | -0.014 | 250 | 55.85 | 58.75 | 56.2% | -1.00 | 0.0022 | -0.021 | ||
| 0 | 0.4000 | 352 | 47.3% | 0.01 | 0.0013 | -0.011 | 260 | 65.60 | 68.70 | 61.0% | -1.00 | 0.0002 | -0.020 | |||
| 0 | 0.0800 | 40 | 407 | 43.0% | 0.01 | 0.0009 | -0.009 | 270 | 74.75 | 78.70 | 59.0% | -1.00 | 0.0000 | -0.020 | ||
| 0 | 1.53 | 398 | 70.8% | 0.01 | 0.0007 | -0.007 | 280 | 85.50 | 88.70 | 72.6% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 2.13 | 99 | 80.9% | 0.01 | 0.0005 | -0.006 | 290 | 95.40 | 98.70 | 77.5% | -1.00 | 0.0000 | -0.020 | |||
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 — Nov 20, 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.