RUT цепочка опционов Russell 2000 Index
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 ±2.5% (2,894.17–3,042.37) · ATM IV 16.0% · P/C открытого интереса 1.30
| 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 | |
| 485.80 | 491.00 | 42.8% | 0.99 | 0.0001 | 0.000 | 2,480 | 0.4000 | 0.7000 | 38.4% | -0.01 | 0.0001 | -0.155 | ||||
| 480.80 | 486.10 | 45.8% | 0.99 | 0.0001 | 0.000 | 2,485 | 0.4000 | 0.7000 | 38.0% | -0.01 | 0.0001 | -0.158 | ||||
| 477.50 | 479.60 | 42.8% | 0.99 | 0.0001 | 0.000 | 2,490 | 0.4500 | 0.7000 | 37.8% | -0.01 | 0.0001 | -0.161 | ||||
| 472.50 | 474.60 | 45.5% | 0.99 | 0.0001 | 0.000 | 2,495 | 0.4500 | 0.7500 | 37.6% | -0.01 | 0.0001 | -0.164 | ||||
| 465.80 | 471.10 | 41.0% | 0.99 | 0.0001 | 0.000 | 2,500 | 0.4500 | 0.7500 | 37.2% | -0.01 | 0.0001 | -0.167 | ||||
| 462.50 | 464.70 | 44.2% | 0.99 | 0.0001 | 0.000 | 2,505 | 0.4500 | 0.7500 | 36.9% | -0.01 | 0.0001 | -0.169 | ||||
| 457.60 | 459.70 | 42.0% | 0.99 | 0.0001 | 0.000 | 2,510 | 0.5000 | 0.7500 | 36.6% | -0.01 | 0.0001 | -0.172 | ||||
| 452.60 | 454.70 | 42.9% | 0.99 | 0.0001 | 0.000 | 2,515 | 0.5000 | 0.8000 | 36.4% | -0.01 | 0.0001 | -0.175 | ||||
| 447.60 | 449.80 | 38.2% | 0.99 | 0.0001 | 0.000 | 2,520 | 0.5000 | 0.8000 | 36.1% | -0.01 | 0.0001 | -0.179 | ||||
| 442.70 | 444.80 | 41.7% | 0.99 | 0.0001 | 0.000 | 2,525 | 0.5500 | 0.8000 | 35.8% | -0.01 | 0.0001 | -0.182 | ||||
| 437.70 | 439.80 | 39.8% | 0.99 | 0.0001 | 0.000 | 2,530 | 0.5500 | 0.8500 | 35.6% | -0.01 | 0.0001 | -0.185 | ||||
| 432.70 | 434.80 | 40.7% | 0.99 | 0.0001 | 0.000 | 2,535 | 0.5500 | 0.8500 | 35.2% | -0.01 | 0.0001 | -0.188 | ||||
| 427.70 | 429.90 | 38.6% | 0.99 | 0.0001 | 0.000 | 2,540 | 0.6000 | 0.8500 | 35.0% | -0.01 | 0.0001 | -0.191 | ||||
| 422.70 | 424.90 | 40.0% | 0.99 | 0.0001 | 0.000 | 2,545 | 0.6000 | 0.9000 | 34.8% | -0.01 | 0.0001 | -0.195 | ||||
| 417.80 | 419.90 | 37.8% | 0.99 | 0.0001 | 0.000 | 2,550 | 0.6000 | 0.9000 | 34.4% | -0.01 | 0.0001 | -0.198 | ||||
| 412.80 | 414.90 | 39.4% | 0.99 | 0.0002 | 0.000 | 2,555 | 0.6500 | 0.9500 | 34.3% | -0.01 | 0.0002 | -0.202 | ||||
| 407.80 | 410.00 | 35.1% | 0.99 | 0.0002 | 0.000 | 2,560 | 0.6500 | 0.9500 | 33.9% | -0.01 | 0.0002 | -0.205 | ||||
| 402.90 | 405.00 | 38.6% | 0.99 | 0.0002 | 0.000 | 2,565 | 0.7000 | 0.9500 | 33.6% | -0.01 | 0.0002 | -0.209 | ||||
| 397.90 | 400.00 | 36.1% | 0.99 | 0.0002 | 0.000 | 2,570 | 0.7000 | 1.00 | 33.4% | -0.01 | 0.0002 | -0.212 | ||||
| 393.00 | 395.00 | 37.5% | 0.99 | 0.0002 | -0.006 | 2,575 | 0.7000 | 1.00 | 33.0% | -0.01 | 0.0002 | -0.216 | ||||
| 387.90 | 390.10 | 35.4% | 0.99 | 0.0002 | -0.012 | 2,580 | 0.7500 | 1.05 | 32.8% | -0.01 | 0.0002 | -0.220 | ||||
| 383.00 | 385.10 | 36.6% | 0.99 | 0.0002 | -0.019 | 2,585 | 0.7500 | 1.05 | 32.4% | -0.01 | 0.0002 | -0.223 | ||||
| 378.00 | 380.10 | 34.7% | 0.99 | 0.0002 | -0.025 | 2,590 | 0.8000 | 1.10 | 32.3% | -0.01 | 0.0002 | -0.227 | ||||
| 373.00 | 375.20 | 35.5% | 0.98 | 0.0002 | -0.032 | 2,595 | 0.8000 | 1.10 | 31.9% | -0.01 | 0.0002 | -0.231 | ||||
| 368.10 | 370.20 | 33.8% | 0.98 | 0.0002 | -0.038 | 2,600 | 0.8500 | 1.15 | 1 | 31.7% | -0.02 | 0.0002 | -0.235 | |||
| 363.10 | 365.20 | 34.9% | 0.98 | 0.0002 | -0.045 | 2,605 | 0.8500 | 1.15 | 31.3% | -0.02 | 0.0002 | -0.239 | ||||
| 358.10 | 360.30 | 33.1% | 0.98 | 0.0002 | -0.052 | 2,610 | 0.9000 | 1.20 | 31.1% | -0.02 | 0.0002 | -0.244 | ||||
| 353.20 | 355.30 | 34.8% | 0.98 | 0.0002 | -0.059 | 2,615 | 0.9500 | 1.25 | 30.9% | -0.02 | 0.0002 | -0.248 | ||||
| 348.20 | 350.30 | 34.1% | 0.98 | 0.0002 | -0.067 | 2,620 | 0.9500 | 1.25 | 30.6% | -0.02 | 0.0002 | -0.253 | ||||
| 343.30 | 345.30 | 33.4% | 0.98 | 0.0002 | -0.074 | 2,625 | 1.00 | 1.30 | 30.3% | -0.02 | 0.0002 | -0.257 | ||||
| 338.30 | 340.40 | 34.3% | 0.98 | 0.0003 | -0.081 | 2,630 | 1.00 | 1.35 | 30.0% | -0.02 | 0.0003 | -0.262 | ||||
| 333.30 | 335.40 | 32.6% | 0.98 | 0.0003 | -0.089 | 2,635 | 1.05 | 1.35 | 29.7% | -0.02 | 0.0003 | -0.267 | ||||
| 328.40 | 330.50 | 32.1% | 0.98 | 0.0003 | -0.096 | 2,640 | 1.10 | 1.40 | 29.5% | -0.02 | 0.0003 | -0.272 | ||||
| 323.40 | 325.50 | 31.4% | 0.98 | 0.0003 | -0.104 | 2,645 | 1.10 | 1.45 | 29.2% | -0.02 | 0.0003 | -0.277 | ||||
| 318.50 | 320.50 | 30.7% | 0.98 | 0.0003 | -0.112 | 2,650 | 1.15 | 1.45 | 28.9% | -0.02 | 0.0003 | -0.282 | ||||
| 313.50 | 315.60 | 31.0% | 0.98 | 0.0003 | -0.121 | 2,655 | 1.20 | 1.50 | 28.6% | -0.02 | 0.0003 | -0.288 | ||||
| 308.50 | 310.60 | 31.7% | 0.98 | 0.0003 | -0.129 | 2,660 | 1.25 | 1.55 | 28.4% | -0.02 | 0.0003 | -0.294 | ||||
| 303.60 | 305.70 | 29.8% | 0.98 | 0.0003 | -0.138 | 2,665 | 1.25 | 1.60 | 10 | 28.0% | -0.02 | 0.0003 | -0.300 | |||
| 298.60 | 300.70 | 30.9% | 0.98 | 0.0004 | -0.147 | 2,670 | 1.30 | 1.65 | 27.8% | -0.02 | 0.0004 | -0.306 | ||||
| 293.70 | 295.80 | 29.4% | 0.97 | 0.0004 | -0.156 | 2,675 | 1.35 | 1.70 | 1 | 27.5% | -0.03 | 0.0004 | -0.312 | |||
| 288.70 | 290.90 | 22.3% | 0.97 | 0.0004 | -0.165 | 2,680 | 1.40 | 1.75 | 27.2% | -0.03 | 0.0004 | -0.319 | ||||
| 283.80 | 285.90 | 28.6% | 0.97 | 0.0004 | -0.175 | 2,685 | 1.45 | 1.80 | 27.0% | -0.03 | 0.0004 | -0.326 | ||||
| 278.90 | 281.00 | 29.3% | 0.97 | 0.0004 | -0.185 | 2,690 | 1.50 | 1.85 | 26.7% | -0.03 | 0.0004 | -0.333 | ||||
| 273.90 | 276.00 | 21.7% | 0.97 | 0.0004 | -0.195 | 2,695 | 1.55 | 1.90 | 26.4% | -0.03 | 0.0004 | -0.341 | ||||
| 269.00 | 271.10 | 28.4% | 0.97 | 0.0004 | -0.206 | 2,700 | 1.60 | 1.95 | 1 | 26.1% | -0.03 | 0.0004 | -0.349 | |||
| 264.10 | 266.20 | 26.3% | 0.97 | 0.0005 | -0.217 | 2,705 | 1.65 | 2.05 | 25.8% | -0.03 | 0.0005 | -0.357 | ||||
| 259.10 | 261.20 | 26.5% | 0.97 | 0.0005 | -0.228 | 2,710 | 1.75 | 2.10 | 25.6% | -0.03 | 0.0005 | -0.366 | ||||
| 254.20 | 256.30 | 28.1% | 0.97 | 0.0005 | -0.240 | 2,715 | 1.80 | 2.20 | 25.3% | -0.03 | 0.0005 | -0.375 | ||||
| 249.30 | 251.40 | 22.4% | 0.96 | 0.0005 | -0.253 | 2,720 | 1.85 | 2.25 | 2 | 25.0% | -0.04 | 0.0005 | -0.385 | |||
| 244.50 | 246.40 | 27.3% | 0.96 | 0.0006 | -0.265 | 2,725 | 1.95 | 2.35 | 10 | 24.8% | -0.04 | 0.0006 | -0.395 | |||
| 239.50 | 241.60 | 26.2% | 0.96 | 0.0006 | -0.279 | 2,730 | 2.00 | 2.45 | 2 | 24.5% | -0.04 | 0.0006 | -0.406 | |||
| 234.60 | 236.70 | 23.4% | 0.96 | 0.0006 | -0.292 | 2,735 | 2.10 | 2.50 | 24.2% | -0.04 | 0.0006 | -0.417 | ||||
| 229.70 | 231.80 | 25.3% | 0.96 | 0.0006 | -0.307 | 2,740 | 2.20 | 2.60 | 10 | 1 | 24.0% | -0.04 | 0.0006 | -0.428 | ||
| 224.80 | 226.90 | 21.8% | 0.96 | 0.0007 | -0.322 | 2,745 | 2.30 | 2.75 | 1 | 23.8% | -0.04 | 0.0007 | -0.441 | |||
| 220.00 | 222.00 | 24.5% | 0.95 | 0.0007 | -0.337 | 2,750 | 2.40 | 2.85 | 11 | 1 | 23.5% | -0.05 | 0.0007 | -0.454 | ||
| 215.10 | 217.20 | 25.1% | 0.95 | 0.0008 | -0.353 | 2,755 | 2.55 | 3.00 | 23.3% | -0.05 | 0.0008 | -0.467 | ||||
| 210.20 | 212.30 | 25.8% | 0.95 | 0.0008 | -0.370 | 2,760 | 2.65 | 3.10 | 23.0% | -0.05 | 0.0008 | -0.481 | ||||
| 205.40 | 207.40 | 24.1% | 0.95 | 0.0008 | -0.388 | 2,765 | 2.80 | 3.30 | 22.8% | -0.05 | 0.0008 | -0.496 | ||||
| 200.60 | 202.60 | 21.3% | 0.94 | 0.0009 | -0.406 | 2,770 | 2.95 | 3.40 | 22.5% | -0.06 | 0.0009 | -0.512 | ||||
| 195.80 | 197.70 | 21.1% | 0.94 | 0.0009 | -0.425 | 2,775 | 3.10 | 3.60 | 1 | 22.3% | -0.06 | 0.0009 | -0.528 | |||
| 190.90 | 193.00 | 20.9% | 0.94 | 0.0010 | -0.445 | 2,780 | 3.30 | 3.80 | 22.1% | -0.06 | 0.0010 | -0.546 | ||||
| 186.10 | 188.20 | 23.0% | 0.93 | 0.0010 | -0.466 | 2,785 | 3.40 | 4.00 | 21.9% | -0.07 | 0.0010 | -0.564 | ||||
| 181.30 | 183.40 | 21.9% | 0.93 | 0.0011 | -0.488 | 2,790 | 3.60 | 4.20 | 10 | 21.6% | -0.07 | 0.0011 | -0.583 | |||
| 176.60 | 178.60 | 22.5% | 0.93 | 0.0011 | -0.510 | 2,795 | 3.90 | 4.40 | 3 | 1 | 21.5% | -0.07 | 0.0011 | -0.602 | ||
| 171.90 | 173.80 | 20.3% | 0.92 | 0.0012 | -0.533 | 2,800 | 4.10 | 4.60 | 5 | 6 | 21.2% | -0.08 | 0.0012 | -0.623 | ||
| 167.10 | 169.10 | 22.0% | 0.92 | 0.0012 | -0.558 | 2,805 | 4.40 | 4.90 | 4 | 21.1% | -0.08 | 0.0012 | -0.645 | |||
| 162.40 | 164.40 | 22.1% | 0.91 | 0.0013 | -0.583 | 2,810 | 4.60 | 5.20 | 11 | 2 | 20.8% | -0.09 | 0.0013 | -0.667 | ||
| 157.70 | 159.70 | 21.6% | 0.91 | 0.0014 | -0.609 | 2,815 | 4.90 | 5.50 | 4 | 2 | 20.6% | -0.09 | 0.0014 | -0.690 | ||
| 153.00 | 155.00 | 21.3% | 0.90 | 0.0015 | -0.635 | 2,820 | 5.20 | 5.80 | 11 | 20.4% | -0.10 | 0.0015 | -0.714 | |||
| 148.40 | 150.30 | 21.0% | 0.90 | 0.0015 | -0.663 | 2,825 | 5.60 | 6.20 | 9 | 20.3% | -0.10 | 0.0015 | -0.739 | |||
| 143.70 | 145.70 | 19.3% | 0.89 | 0.0016 | -0.692 | 2,830 | 5.90 | 6.50 | 14 | 20.0% | -0.11 | 0.0016 | -0.765 | |||
| 139.20 | 141.10 | 19.1% | 0.88 | 0.0017 | -0.721 | 2,835 | 6.30 | 6.90 | 12 | 19.9% | -0.12 | 0.0017 | -0.792 | |||
| 134.60 | 136.50 | 20.3% | 0.88 | 0.0018 | -0.751 | 2,840 | 6.70 | 7.40 | 7 | 4 | 19.7% | -0.12 | 0.0018 | -0.819 | ||
| 130.10 | 132.00 | 20.2% | 0.87 | 0.0019 | -0.782 | 2,845 | 7.20 | 7.80 | 2 | 4 | 19.5% | -0.13 | 0.0019 | -0.847 | ||
| 125.60 | 127.40 | 20.0% | 0.86 | 0.0020 | -0.813 | 2,850 | 7.70 | 8.30 | 13 | 8 | 19.4% | -0.14 | 0.0020 | -0.876 | ||
| 121.10 | 123.00 | 19.8% | 0.85 | 0.0021 | -0.845 | 2,855 | 8.20 | 8.80 | 9 | 8 | 19.1% | -0.15 | 0.0021 | -0.905 | ||
| 116.70 | 118.60 | 19.6% | 0.84 | 0.0022 | -0.877 | 2,860 | 8.70 | 9.40 | 3 | 19.0% | -0.16 | 0.0022 | -0.935 | |||
| 112.30 | 114.20 | 18.2% | 0.83 | 0.0023 | -0.910 | 2,865 | 9.30 | 10.00 | 4 | 18.8% | -0.17 | 0.0023 | -0.965 | |||
| 108.00 | 109.80 | 18.7% | 0.82 | 0.0024 | -0.942 | 2,870 | 10.00 | 10.70 | 4 | 18.7% | -0.18 | 0.0024 | -0.995 | |||
| 103.70 | 105.40 | 18.9% | 0.81 | 0.0025 | -0.975 | 2,875 | 10.70 | 11.40 | 18.5% | -0.19 | 0.0025 | -1.024 | ||||
| 99.40 | 101.20 | 18.7% | 0.80 | 0.0026 | -1.008 | 2,880 | 11.40 | 12.10 | 3 | 18.3% | -0.20 | 0.0026 | -1.054 | |||
| 95.30 | 97.00 | 18.7% | 0.79 | 0.0027 | -1.040 | 2,885 | 12.20 | 12.90 | 5 | 18.1% | -0.21 | 0.0027 | -1.084 | |||
| 91.10 | 92.90 | 18.6% | 0.78 | 0.0028 | -1.071 | 2,890 | 13.00 | 13.80 | 3 | 18.0% | -0.22 | 0.0028 | -1.113 | |||
| 87.10 | 88.80 | 18.4% | 0.76 | 0.0030 | -1.102 | 2,895 | 14.00 | 14.70 | 17.8% | -0.24 | 0.0030 | -1.141 | ||||
| 83.10 | 84.70 | 18.2% | 0.75 | 0.0031 | -1.133 | 2,900 | 14.90 | 15.60 | 4 | 17.6% | -0.25 | 0.0031 | -1.169 | |||
| 79.10 | 80.80 | 18.0% | 0.74 | 0.0032 | -1.161 | 2,905 | 16.00 | 16.70 | 2 | 17.5% | -0.26 | 0.0032 | -1.195 | |||
| 75.30 | 76.90 | 17.9% | 0.72 | 0.0033 | -1.189 | 2,910 | 17.10 | 17.80 | 9 | 17.4% | -0.28 | 0.0033 | -1.220 | |||
| 71.50 | 73.10 | 17.7% | 0.71 | 0.0034 | -1.215 | 2,915 | 18.20 | 19.00 | 17.2% | -0.29 | 0.0034 | -1.243 | ||||
| 67.80 | 69.40 | 17.6% | 0.69 | 0.0035 | -1.239 | 2,920 | 19.50 | 20.30 | 17.1% | -0.31 | 0.0035 | -1.264 | ||||
| 64.20 | 65.60 | 17.4% | 0.67 | 0.0036 | -1.261 | 2,925 | 20.90 | 21.60 | 16.9% | -0.33 | 0.0036 | -1.284 | ||||
| 60.60 | 62.10 | 17.3% | 0.66 | 0.0037 | -1.280 | 2,930 | 22.30 | 23.10 | 4 | 16.8% | -0.34 | 0.0037 | -1.300 | |||
| 57.20 | 58.60 | 17.2% | 0.64 | 0.0038 | -1.297 | 2,935 | 23.80 | 24.60 | 6 | 16.7% | -0.36 | 0.0038 | -1.315 | |||
| 53.80 | 55.10 | 2 | 17.0% | 0.62 | 0.0039 | -1.311 | 2,940 | 25.40 | 26.30 | 16.5% | -0.38 | 0.0039 | -1.326 | |||
| 50.60 | 51.80 | 16.9% | 0.60 | 0.0040 | -1.323 | 2,945 | 27.20 | 28.00 | 16.4% | -0.40 | 0.0040 | -1.335 | ||||
| 47.50 | 48.60 | 1 | 16.8% | 0.58 | 0.0041 | -1.330 | 2,950 | 29.00 | 29.80 | 18 | 15 | 16.3% | -0.42 | 0.0041 | -1.340 | |
| 44.40 | 45.50 | 1 | 16.6% | 0.56 | 0.0042 | -1.335 | 2,955 | 30.90 | 31.70 | 16.2% | -0.44 | 0.0042 | -1.341 | |||
| 41.50 | 42.40 | 2 | 16.5% | 0.54 | 0.0042 | -1.335 | 2,960 | 32.90 | 33.80 | 16.0% | -0.46 | 0.0042 | -1.339 | |||
| 38.70 | 39.60 | 2 | 16.4% | 0.52 | 0.0042 | -1.333 | 2,965 | 35.10 | 35.90 | 7 | 15.9% | -0.48 | 0.0042 | -1.334 | ||
| 35.90 | 36.80 | 16.2% | 0.50 | 0.0043 | -1.326 | 2,970 | 37.30 | 38.20 | 5 | 15.8% | -0.50 | 0.0043 | -1.325 | |||
| 33.30 | 34.20 | 16.1% | 0.47 | 0.0043 | -1.315 | 2,975 | 39.70 | 40.50 | 15.7% | -0.53 | 0.0043 | -1.311 | ||||
| 30.80 | 31.70 | 16.0% | 0.45 | 0.0043 | -1.300 | 2,980 | 42.10 | 43.00 | 15.6% | -0.55 | 0.0043 | -1.294 | ||||
| 28.40 | 29.30 | 15.9% | 0.43 | 0.0043 | -1.282 | 2,985 | 44.70 | 45.70 | 15.5% | -0.57 | 0.0043 | -1.273 | ||||
| 26.10 | 27.00 | 15.8% | 0.41 | 0.0043 | -1.260 | 2,990 | 47.30 | 48.40 | 15.3% | -0.59 | 0.0043 | -1.248 | ||||
| 23.90 | 24.80 | 15.7% | 0.39 | 0.0042 | -1.233 | 2,995 | 50.10 | 51.30 | 15.2% | -0.61 | 0.0042 | -1.219 | ||||
| 21.90 | 22.70 | 15.6% | 0.37 | 0.0042 | -1.204 | 3,000 | 52.90 | 54.20 | 15.1% | -0.63 | 0.0042 | -1.186 | ||||
| 20.00 | 20.80 | 10 | 15.5% | 0.34 | 0.0041 | -1.171 | 3,005 | 55.90 | 57.40 | 15.0% | -0.66 | 0.0041 | -1.151 | |||
| 18.10 | 18.90 | 2 | 15.3% | 0.32 | 0.0041 | -1.134 | 3,010 | 59.00 | 60.60 | 14.9% | -0.68 | 0.0041 | -1.111 | |||
| 16.40 | 17.20 | 15.3% | 0.30 | 0.0040 | -1.095 | 3,015 | 62.20 | 63.80 | 14.8% | -0.70 | 0.0040 | -1.070 | ||||
| 14.80 | 15.60 | 20 | 5 | 15.2% | 0.28 | 0.0039 | -1.053 | 3,020 | 65.60 | 67.20 | 14.7% | -0.72 | 0.0039 | -1.025 | ||
| 13.30 | 14.10 | 5 | 15.1% | 0.26 | 0.0038 | -1.010 | 3,025 | 69.10 | 70.70 | 14.5% | -0.74 | 0.0038 | -0.979 | |||
| 11.90 | 12.60 | 6 | 14.9% | 0.24 | 0.0036 | -0.964 | 3,030 | 72.60 | 74.40 | 14.4% | -0.76 | 0.0036 | -0.931 | |||
| 10.60 | 11.40 | 6 | 14.9% | 0.22 | 0.0035 | -0.917 | 3,035 | 76.30 | 78.10 | 14.3% | -0.78 | 0.0035 | -0.881 | |||
| 9.40 | 10.20 | 10 | 4 | 14.8% | 0.21 | 0.0033 | -0.869 | 3,040 | 80.10 | 81.90 | 14.2% | -0.79 | 0.0033 | -0.831 | ||
| 8.40 | 9.10 | 4 | 13 | 14.7% | 0.19 | 0.0032 | -0.821 | 3,045 | 84.00 | 85.90 | 13.6% | -0.81 | 0.0032 | -0.779 | ||
| 7.40 | 8.10 | 12 | 14.6% | 0.17 | 0.0030 | -0.773 | 3,050 | 88.10 | 89.80 | 13.6% | -0.83 | 0.0030 | -0.729 | |||
| 6.50 | 7.20 | 1 | 14.5% | 0.16 | 0.0029 | -0.725 | 3,055 | 92.10 | 94.00 | 13.8% | -0.84 | 0.0029 | -0.678 | |||
| 5.70 | 6.40 | 9 | 14.5% | 0.14 | 0.0027 | -0.677 | 3,060 | 96.30 | 98.20 | 13.2% | -0.85 | 0.0027 | -0.628 | |||
| 5.00 | 5.60 | 15 | 14.4% | 0.13 | 0.0025 | -0.631 | 3,065 | 100.60 | 102.50 | 13.6% | -0.87 | 0.0025 | -0.579 | |||
| 4.40 | 5.00 | 1 | 14.4% | 0.12 | 0.0024 | -0.586 | 3,070 | 104.90 | 106.80 | 15.4% | -0.88 | 0.0024 | -0.532 | |||
| 3.80 | 4.40 | 7 | 14.3% | 0.11 | 0.0022 | -0.543 | 3,075 | 109.40 | 111.20 | 15.1% | -0.89 | 0.0022 | -0.486 | |||
| 3.30 | 3.90 | 6 | 14.3% | 0.10 | 0.0020 | -0.502 | 3,080 | 113.80 | 115.70 | 13.3% | -0.90 | 0.0020 | -0.442 | |||
| 2.90 | 3.40 | 14.3% | 0.09 | 0.0019 | -0.463 | 3,085 | 118.30 | 120.30 | 15.2% | -0.91 | 0.0019 | -0.400 | ||||
| 2.50 | 3.00 | 9 | 14.2% | 0.08 | 0.0018 | -0.426 | 3,090 | 122.90 | 124.90 | 15.3% | -0.92 | 0.0018 | -0.361 | |||
| 2.20 | 2.70 | 2 | 14.3% | 0.07 | 0.0016 | -0.392 | 3,095 | 127.50 | 129.50 | 15.3% | -0.93 | 0.0016 | -0.323 | |||
| 1.90 | 2.35 | 14.3% | 0.06 | 0.0015 | -0.359 | 3,100 | 132.20 | 134.20 | 15.4% | -0.94 | 0.0015 | -0.288 | ||||
| 1.65 | 2.10 | 14.3% | 0.06 | 0.0014 | -0.329 | 3,105 | 136.90 | 139.00 | 15.6% | -0.94 | 0.0014 | -0.256 | ||||
| 1.45 | 1.90 | 14.4% | 0.05 | 0.0012 | -0.301 | 3,110 | 141.70 | 143.70 | 14.1% | -0.95 | 0.0012 | -0.225 | ||||
| 1.25 | 1.70 | 14.4% | 0.05 | 0.0011 | -0.276 | 3,115 | 146.50 | 148.50 | 15.7% | -0.95 | 0.0011 | -0.197 | ||||
| 1.10 | 1.50 | 14.4% | 0.04 | 0.0010 | -0.252 | 3,120 | 151.30 | 153.40 | 15.9% | -0.96 | 0.0010 | -0.170 | ||||
| 0.9500 | 1.35 | 14.5% | 0.04 | 0.0010 | -0.230 | 3,125 | 156.10 | 158.20 | 11.8% | -0.96 | 0.0010 | -0.146 | ||||
| 0.8500 | 1.20 | 14.6% | 0.03 | 0.0009 | -0.211 | 3,130 | 161.00 | 163.10 | -0.97 | 0.0009 | -0.124 | |||||
| 0.7500 | 1.10 | 14.7% | 0.03 | 0.0008 | -0.193 | 3,135 | 165.90 | 168.00 | 9.4% | -0.97 | 0.0008 | -0.103 | ||||
| 0.6500 | 1.00 | 14.8% | 0.03 | 0.0007 | -0.176 | 3,140 | 170.70 | 172.90 | 9.9% | -0.97 | 0.0007 | -0.084 | ||||
| 0.6000 | 0.9000 | 14.9% | 0.02 | 0.0006 | -0.162 | 3,145 | 175.70 | 177.80 | 16.9% | -0.98 | 0.0006 | -0.067 | ||||
| 0.5000 | 0.8500 | 15.0% | 0.02 | 0.0006 | -0.148 | 3,150 | 180.60 | 182.70 | 17.3% | -0.98 | 0.0006 | -0.051 | ||||
| 0.4500 | 0.7500 | 15.0% | 0.02 | 0.0005 | -0.136 | 3,155 | 185.50 | 187.60 | 17.4% | -0.98 | 0.0005 | -0.036 | ||||
| 0.4000 | 0.7000 | 15.2% | 0.02 | 0.0005 | -0.125 | 3,160 | 190.40 | 192.60 | 17.5% | -0.98 | 0.0005 | -0.022 | ||||
| 0.3500 | 0.6500 | 15.3% | 0.02 | 0.0004 | -0.115 | 3,165 | 195.40 | 197.50 | -0.98 | 0.0004 | -0.010 | |||||
| 0.3000 | 0.6000 | 15.4% | 0.01 | 0.0004 | -0.106 | 3,170 | 200.30 | 202.50 | -0.99 | 0.0004 | 0.000 | |||||
| 0.2500 | 0.5500 | 15.4% | 0.01 | 0.0004 | -0.098 | 3,175 | 205.30 | 207.40 | -0.99 | 0.0004 | 0.000 | |||||
| 0.2000 | 0.5000 | 15.5% | 0.01 | 0.0003 | -0.091 | 3,180 | 210.20 | 212.40 | 13.4% | -0.99 | 0.0003 | 0.000 | ||||
| 0.2000 | 0.4500 | 15.8% | 0.01 | 0.0003 | -0.084 | 3,185 | 215.20 | 217.30 | -0.99 | 0.0003 | 0.000 | |||||
| 0.1500 | 0.4500 | 15.8% | 0.01 | 0.0003 | -0.078 | 3,190 | 220.20 | 222.30 | -0.99 | 0.0003 | 0.000 | |||||
| 0.1500 | 0.4000 | 15.9% | 0.01 | 0.0003 | -0.073 | 3,195 | 225.10 | 227.20 | -0.99 | 0.0003 | 0.000 | |||||
| 0.1000 | 0.4000 | 16.0% | 0.01 | 0.0002 | -0.068 | 3,200 | 230.10 | 232.20 | -0.99 | 0.0002 | 0.000 | |||||
| 0.1000 | 0.3500 | 16.1% | 0.01 | 0.0002 | -0.064 | 3,205 | 235.10 | 237.20 | -0.99 | 0.0002 | 0.000 | |||||
| 0.0500 | 0.3500 | 16.2% | 0.01 | 0.0002 | -0.059 | 3,210 | 240.10 | 242.20 | -0.99 | 0.0002 | 0.000 | |||||
| 0.0500 | 0.3500 | 16.5% | 0.01 | 0.0002 | -0.056 | 3,215 | 245.00 | 247.10 | -0.99 | 0.0002 | 0.000 | |||||
| 0.0500 | 0.3000 | 16.5% | 0.01 | 0.0002 | -0.052 | 3,220 | 250.00 | 252.10 | -0.99 | 0.0002 | 0.000 | |||||
| 0.0500 | 0.3000 | 16.8% | 0.01 | 0.0002 | -0.049 | 3,225 | 255.00 | 257.00 | -0.99 | 0.0002 | 0.000 | |||||
| 0 | 0.3000 | 16.8% | 0.01 | 0.0001 | -0.046 | 3,230 | 260.00 | 262.10 | -0.99 | 0.0001 | 0.000 | |||||
| 0 | 0.3000 | 17.0% | 0.00 | 0.0001 | -0.044 | 3,235 | 264.90 | 267.00 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.3000 | 17.3% | 0.00 | 0.0001 | -0.042 | 3,240 | 269.90 | 272.00 | 17.3% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.2500 | 17.2% | 0.00 | 0.0001 | -0.039 | 3,245 | 274.90 | 277.00 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2500 | 17.5% | 0.00 | 0.0001 | -0.037 | 3,250 | 279.90 | 281.90 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2500 | 17.8% | 0.00 | 0.0001 | -0.035 | 3,255 | 284.90 | 287.00 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2500 | 18.0% | 0.00 | 0.0001 | -0.034 | 3,260 | 289.90 | 292.00 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2500 | 18.3% | 0.00 | 0.0001 | -0.032 | 3,265 | 294.90 | 297.00 | 24.2% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.2500 | 18.6% | 0.00 | 0.0001 | -0.030 | 3,270 | 299.90 | 301.90 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2500 | 18.8% | 0.00 | 0.0001 | -0.029 | 3,275 | 304.90 | 306.90 | 14.8% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.2500 | 19.1% | 0.00 | 0.0001 | -0.028 | 3,280 | 309.80 | 311.90 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2500 | 19.3% | 0.00 | 0.0001 | -0.026 | 3,285 | 314.80 | 316.90 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2500 | 19.6% | 0.00 | 0.0001 | -0.025 | 3,290 | 319.80 | 321.90 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2500 | 19.9% | 0.00 | 0.0001 | -0.024 | 3,295 | 324.80 | 326.90 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2000 | 20.1% | 0.00 | 0.0001 | -0.023 | 3,300 | 329.80 | 331.80 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2000 | 19.9% | 0.00 | 0.0001 | -0.022 | 3,305 | 334.80 | 336.90 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2000 | 20.2% | 0.00 | 0.0001 | -0.021 | 3,310 | 339.80 | 341.90 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.2000 | 20.4% | 0.00 | 0.0000 | -0.020 | 3,315 | 344.80 | 346.80 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 20.7% | 0.00 | 0.0000 | -0.019 | 3,320 | 349.70 | 351.80 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 20.9% | 0.00 | 0.0000 | -0.019 | 3,325 | 354.80 | 356.80 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 21.2% | 0.00 | 0.0000 | -0.018 | 3,330 | 359.70 | 361.80 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 21.4% | 0.00 | 0.0000 | -0.017 | 3,335 | 364.70 | 366.80 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 21.7% | 0.00 | 0.0000 | -0.017 | 3,340 | 369.70 | 371.80 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 21.9% | 0.00 | 0.0000 | -0.016 | 3,345 | 374.70 | 376.80 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 22.2% | 0.00 | 0.0000 | -0.015 | 3,350 | 379.70 | 381.70 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 22.4% | 0.00 | 0.0000 | -0.015 | 3,355 | 384.70 | 386.80 | -1.00 | 0.0000 | 0.000 | |||||
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 — Sep 17, 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.