SBUX цепочка опционов Starbucks 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 ±6.7% (99.61–113.92) · ATM IV 26.2% · P/C открытого интереса 0.81
| 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 | |
| 50.25 | 54.00 | 96.5% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 2.15 | 142.9% | -0.00 | 0.0003 | -0.003 | ||||
| 44.90 | 49.05 | 1.00 | 0.0004 | 0.000 | 60 | 0 | 1.95 | 124.1% | -0.00 | 0.0004 | -0.003 | |||||
| 40.40 | 44.05 | 78.6% | 1.00 | 0.0006 | 0.000 | 65 | 0 | 2.15 | 112.3% | -0.00 | 0.0006 | -0.004 | ||||
| 35.80 | 39.10 | 78.2% | 0.99 | 0.0010 | -0.001 | 70 | 0 | 1.95 | 96.2% | -0.01 | 0.0010 | -0.004 | ||||
| 30.45 | 34.15 | 60.0% | 0.99 | 0.0015 | -0.002 | 75 | 0 | 2.24 | 86.6% | -0.01 | 0.0015 | -0.005 | ||||
| 25.50 | 29.20 | 51.8% | 0.99 | 0.0024 | -0.004 | 80 | 0 | 1.39 | 65.5% | -0.01 | 0.0024 | -0.007 | ||||
| 20.50 | 24.30 | 43.6% | 0.98 | 0.0042 | -0.007 | 85 | 0 | 1.55 | 56.2% | -0.02 | 0.0043 | -0.009 | ||||
| 15.30 | 19.40 | 32.3% | 0.96 | 0.0080 | -0.011 | 90 | 0 | 2.00 | 1 | 49.0% | -0.04 | 0.0081 | -0.013 | |||
| 12.20 | 14.85 | 29.4% | 0.93 | 0.0140 | -0.018 | 94 | 0 | 1.88 | 1 | 39.2% | -0.08 | 0.0142 | -0.019 | |||
| 11.15 | 14.60 | 33.5% | 0.91 | 0.0161 | -0.020 | 95 | 0 | 1.70 | 35.8% | -0.09 | 0.0163 | -0.021 | ||||
| 10.35 | 13.10 | 29.1% | 0.90 | 0.0186 | -0.022 | 96 | 0 | 1.46 | 32.0% | -0.11 | 0.0188 | -0.024 | ||||
| 9.00 | 12.75 | 29.2% | 0.88 | 0.0212 | -0.025 | 97 | 0 | 1.50 | 16 | 30.2% | -0.12 | 0.0215 | -0.026 | |||
| 8.00 | 11.85 | 27.7% | 0.85 | 0.0240 | -0.028 | 98 | 0 | 1.30 | 1 | 2 | 26.7% | -0.15 | 0.0244 | -0.029 | ||
| 7.15 | 11.00 | 27.3% | 0.83 | 0.0270 | -0.031 | 99 | 0 | 1.67 | 1 | 26.9% | -0.17 | 0.0274 | -0.032 | |||
| 6.75 | 9.50 | 25.6% | 0.80 | 0.0300 | -0.034 | 100 | 0.8500 | 1.25 | 21 | 3 | 27.0% | -0.20 | 0.0304 | -0.035 | ||
| 6.00 | 8.70 | 25.6% | 0.77 | 0.0329 | -0.037 | 101 | 0.6700 | 1.50 | 2 | 25.0% | -0.23 | 0.0334 | -0.038 | |||
| 5.40 | 8.00 | 6 | 26.3% | 0.73 | 0.0357 | -0.040 | 102 | 1.00 | 2.46 | 1 | 28.4% | -0.27 | 0.0363 | -0.041 | ||
| 4.70 | 7.30 | 1 | 26.2% | 0.70 | 0.0383 | -0.042 | 103 | 1.23 | 2.88 | 4 | 3 | 28.4% | -0.31 | 0.0390 | -0.044 | |
| 3.95 | 6.65 | 25.8% | 0.66 | 0.0406 | -0.044 | 104 | 0.9200 | 2.52 | 8 | 22.8% | -0.35 | 0.0414 | -0.046 | |||
| 3.60 | 6.00 | 26.6% | 0.62 | 0.0424 | -0.046 | 105 | 2.33 | 2.71 | 16 | 26.0% | -0.39 | 0.0434 | -0.047 | |||
| 2.85 | 5.50 | 26.1% | 0.57 | 0.0438 | -0.047 | 106 | 2.25 | 4.35 | 5 | 3 | 28.6% | -0.43 | 0.0449 | -0.048 | ||
| 2.24 | 5.00 | 2 | 25.8% | 0.53 | 0.0447 | -0.048 | 107 | 2.17 | 4.90 | 1 | 26.7% | -0.48 | 0.0459 | -0.049 | ||
| 1.76 | 4.55 | 25.8% | 0.48 | 0.0449 | -0.048 | 108 | 1.96 | 5.35 | 2 | 23.6% | -0.53 | 0.0463 | -0.049 | |||
| 1.33 | 4.80 | 1 | 3 | 28.3% | 0.44 | 0.0446 | -0.047 | 109 | 3.25 | 6.05 | 26.7% | -0.57 | 0.0461 | -0.048 | ||
| 0.9800 | 4.00 | 2 | 6 | 26.9% | 0.40 | 0.0437 | -0.046 | 110 | 3.90 | 6.60 | 26.5% | -0.62 | 0.0453 | -0.047 | ||
| 0.6000 | 2.50 | 3 | 22.2% | 0.35 | 0.0422 | -0.044 | 111 | 4.55 | 7.25 | 26.4% | -0.66 | 0.0440 | -0.046 | |||
| 1.49 | 1.93 | 6 | 21 | 25.9% | 0.31 | 0.0403 | -0.042 | 112 | 5.40 | 7.95 | 27.0% | -0.70 | 0.0423 | -0.043 | ||
| 1.26 | 1.81 | 1 | 26.7% | 0.28 | 0.0381 | -0.040 | 113 | 5.95 | 8.70 | 26.2% | -0.74 | 0.0402 | -0.041 | |||
| 0.6500 | 1.70 | 3 | 25.6% | 0.24 | 0.0355 | -0.037 | 114 | 6.00 | 9.85 | 24.4% | -0.78 | 0.0377 | -0.039 | |||
| 0.6700 | 1.26 | 7 | 8 | 25.4% | 0.21 | 0.0328 | -0.034 | 115 | 6.85 | 10.70 | 24.6% | -0.81 | 0.0351 | -0.036 | ||
| 0 | 1.87 | 22 | 1 | 27.0% | 0.18 | 0.0300 | -0.031 | 116 | 7.70 | 11.60 | 24.9% | -0.84 | 0.0322 | -0.033 | ||
| 0.0500 | 0.9700 | 1 | 23.6% | 0.16 | 0.0272 | -0.028 | 117 | 8.60 | 12.45 | 24.7% | -0.87 | 0.0296 | -0.030 | |||
| 0 | 1.86 | 30.5% | 0.14 | 0.0244 | -0.026 | 118 | 9.50 | 12.95 | -0.89 | 0.0270 | -0.027 | |||||
| 0 | 1.10 | 18 | 27.3% | 0.12 | 0.0218 | -0.023 | 119 | 10.40 | 13.85 | -0.92 | 0.0250 | -0.024 | ||||
| 0 | 1.25 | 1 | 29.9% | 0.10 | 0.0193 | -0.021 | 120 | 11.40 | 14.70 | -0.93 | 0.0233 | -0.022 | ||||
| 0 | 2.02 | 36.4% | 0.08 | 0.0171 | -0.018 | 121 | 12.35 | 16.10 | -0.95 | 0.0223 | -0.023 | |||||
| 0 | 2.16 | 38.8% | 0.07 | 0.0150 | -0.017 | 122 | 13.35 | 16.80 | -0.97 | 0.0203 | -0.024 | |||||
| 0 | 2.24 | 44.0% | 0.05 | 0.0104 | -0.012 | 125 | 16.30 | 19.80 | -0.99 | 0.0082 | -0.011 | |||||
| 0 | 2.17 | 50.8% | 0.03 | 0.0062 | -0.009 | 130 | 21.30 | 24.80 | -1.00 | 0.0000 | -0.011 | |||||
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 — Oct 09, 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.