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 ±7.7% (89.87–104.91) · ATM IV 40.1% · P/C открытого интереса 0.54
| 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 | |
| 40.55 | 44.70 | 1.00 | 0.0003 | -0.003 | 55 | 0 | 2.13 | 170.4% | -0.00 | 0.0003 | -0.003 | |||||
| 35.55 | 39.75 | 1.00 | 0.0006 | -0.004 | 60 | 0 | 2.13 | 148.8% | -0.00 | 0.0006 | -0.004 | |||||
| 30.60 | 34.75 | 0.99 | 0.0009 | -0.005 | 65 | 0 | 2.13 | 128.9% | -0.01 | 0.0009 | -0.005 | |||||
| 25.60 | 29.75 | 0.99 | 0.0017 | -0.007 | 70 | 0 | 2.13 | 160 | 110.1% | -0.01 | 0.0017 | -0.007 | ||||
| 21.40 | 24.40 | 62.4% | 0.98 | 0.0033 | -0.011 | 75 | 0 | 0.2200 | 4 | 56.5% | -0.02 | 0.0033 | -0.011 | |||
| 16.55 | 19.15 | 5 | 46.0% | 0.97 | 0.0068 | -0.019 | 80 | 0 | 0.3800 | 61 | 49.1% | -0.03 | 0.0068 | -0.019 | ||
| 15.60 | 17.50 | 0.96 | 0.0079 | -0.021 | 81 | 0.0300 | 0.1900 | 2 | 2 | 42.2% | -0.04 | 0.0080 | -0.021 | |||
| 13.80 | 16.65 | 1 | 0.95 | 0.0093 | -0.024 | 82 | 0.0100 | 0.2800 | 3 | 12 | 41.9% | -0.05 | 0.0093 | -0.024 | ||
| 13.65 | 16.15 | 2 | 40.9% | 0.94 | 0.0108 | -0.027 | 83 | 0.1500 | 0.3200 | 4 | 49 | 43.5% | -0.06 | 0.0109 | -0.027 | |
| 11.95 | 15.10 | 2 | 0.93 | 0.0127 | -0.030 | 84 | 0.1500 | 0.6000 | 1 | 26 | 45.6% | -0.07 | 0.0127 | -0.031 | ||
| 11.80 | 14.05 | 1 | 3 | 36.8% | 0.92 | 0.0148 | -0.035 | 85 | 0.3200 | 0.4300 | 8 | 206 | 42.9% | -0.08 | 0.0148 | -0.035 |
| 10.90 | 13.25 | 1 | 39.2% | 0.90 | 0.0171 | -0.040 | 86 | 0.2600 | 0.7900 | 52 | 44.0% | -0.10 | 0.0172 | -0.040 | ||
| 9.20 | 12.55 | 4 | 29.7% | 0.88 | 0.0196 | -0.045 | 87 | 0.1000 | 0.7400 | 1 | 8 | 38.5% | -0.12 | 0.0197 | -0.045 | |
| 8.35 | 11.70 | 25 | 32.2% | 0.86 | 0.0223 | -0.051 | 88 | 0.6400 | 0.8400 | 4 | 98 | 42.5% | -0.14 | 0.0224 | -0.051 | |
| 7.60 | 10.05 | 21 | 22.5% | 0.84 | 0.0251 | -0.057 | 89 | 0.7800 | 1.00 | 7 | 15 | 42.0% | -0.16 | 0.0252 | -0.057 | |
| 7.85 | 10.60 | 1 | 116 | 47.8% | 0.81 | 0.0278 | -0.063 | 90 | 1.00 | 1.19 | 5 | 77 | 42.0% | -0.19 | 0.0280 | -0.063 |
| 7.00 | 9.25 | 3 | 100 | 42.7% | 0.78 | 0.0305 | -0.069 | 91 | 1.17 | 1.46 | 24 | 49 | 41.7% | -0.22 | 0.0307 | -0.069 |
| 6.55 | 9.05 | 11 | 66 | 47.8% | 0.74 | 0.0330 | -0.074 | 92 | 1.00 | 1.75 | 4 | 38 | 38.8% | -0.26 | 0.0333 | -0.075 |
| 4.50 | 8.40 | 43 | 39.3% | 0.71 | 0.0353 | -0.079 | 93 | 1.07 | 2.97 | 22 | 105 | 43.2% | -0.29 | 0.0356 | -0.080 | |
| 3.80 | 7.20 | 2 | 229 | 35.9% | 0.67 | 0.0373 | -0.084 | 94 | 0.9000 | 2.48 | 1 | 33 | 35.1% | -0.33 | 0.0377 | -0.084 |
| 4.50 | 7.10 | 29 | 72 | 46.5% | 0.63 | 0.0390 | -0.087 | 95 | 2.26 | 2.95 | 17 | 113 | 41.4% | -0.37 | 0.0394 | -0.088 |
| 3.50 | 6.40 | 33 | 142 | 43.3% | 0.59 | 0.0403 | -0.089 | 96 | 1.49 | 3.85 | 2 | 45 | 37.4% | -0.41 | 0.0408 | -0.090 |
| 3.95 | 4.25 | 1 | 85 | 39.8% | 0.55 | 0.0413 | -0.091 | 97 | 2.09 | 4.75 | 10 | 28 | 40.5% | -0.45 | 0.0418 | -0.092 |
| 3.25 | 3.80 | 5 | 91 | 38.9% | 0.51 | 0.0418 | -0.091 | 98 | 2.50 | 5.20 | 23 | 67 | 39.6% | -0.49 | 0.0423 | -0.092 |
| 2.65 | 4.35 | 16 | 247 | 43.5% | 0.47 | 0.0419 | -0.090 | 99 | 3.10 | 6.55 | 31 | 44.1% | -0.54 | 0.0425 | -0.091 | |
| 2.43 | 3.20 | 27 | 206 | 40.5% | 0.43 | 0.0416 | -0.088 | 100 | 3.65 | 7.10 | 9 | 6 | 43.7% | -0.58 | 0.0422 | -0.089 |
| 2.07 | 3.00 | 13 | 68 | 41.5% | 0.39 | 0.0409 | -0.085 | 101 | 4.30 | 6.95 | 3 | 39.5% | -0.62 | 0.0416 | -0.087 | |
| 1.55 | 2.93 | 3 | 102 | 41.9% | 0.35 | 0.0398 | -0.081 | 102 | 5.05 | 7.60 | 39.8% | -0.66 | 0.0405 | -0.083 | ||
| 1.35 | 1.93 | 1 | 88 | 38.3% | 0.31 | 0.0382 | -0.077 | 103 | 5.80 | 8.30 | 2 | 40.0% | -0.70 | 0.0390 | -0.078 | |
| 0.4600 | 1.51 | 278 | 32.9% | 0.27 | 0.0363 | -0.071 | 104 | 6.40 | 9.00 | 16 | 38.7% | -0.74 | 0.0372 | -0.073 | ||
| 0.8400 | 1.17 | 2 | 163 | 36.0% | 0.23 | 0.0340 | -0.066 | 105 | 7.15 | 10.55 | 16 | 43.7% | -0.77 | 0.0350 | -0.067 | |
| 0.8700 | 1.98 | 30 | 96 | 44.8% | 0.20 | 0.0315 | -0.059 | 106 | 7.95 | 11.35 | 43.9% | -0.81 | 0.0325 | -0.061 | ||
| 0.6700 | 0.8400 | 13 | 98 | 37.3% | 0.17 | 0.0288 | -0.053 | 107 | 9.05 | 12.15 | 46.0% | -0.84 | 0.0299 | -0.055 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 108 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 109 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1800 | 0.9700 | 1 | 50 | 41.0% | 0.10 | 0.0204 | -0.036 | 110 | 11.45 | 14.80 | 45.7% | -0.91 | 0.0216 | -0.039 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 111 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.2500 | 1 | 15 | 37.3% | 0.04 | 0.0103 | -0.019 | 115 | 16.25 | 19.60 | 4 | 4 | 52.1% | -0.97 | 0.0101 | -0.019 |
| 0 | 1.55 | 18 | 65.7% | 0.02 | 0.0056 | -0.012 | 120 | 21.25 | 24.60 | 61.6% | -0.99 | 0.0042 | -0.008 | |||
| 0 | 2.16 | 81.6% | 0.01 | 0.0032 | -0.008 | 125 | 26.20 | 29.60 | 69.7% | -1.00 | 0.0017 | -0.003 | ||||
| 0 | 2.14 | 90.2% | 0.01 | 0.0020 | -0.006 | 130 | 31.20 | 34.60 | 77.8% | -1.00 | 0.0007 | -0.001 | ||||
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 06, 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.