SCCO цепочка опционов Southern Copper Corporation
Cboe delayed options data · по состоянию на 12:43 UTC
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 ±11.5% (178.53–225.03) · ATM IV 48.4% · P/C открытого интереса 0.78
| 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 | |
| 95.40 | 98.90 | 140.3% | 1.00 | 0.0000 | -0.044 | 105 | 0 | 2.25 | 13 | 130.6% | -0.00 | 0.0002 | -0.007 | |||
| 90.20 | 94.00 | 1 | 129.9% | 1.00 | 0.0000 | -0.044 | 110 | 0 | 2.25 | 27 | 122.3% | -0.00 | 0.0003 | -0.009 | ||
| 85.60 | 89.00 | 127.5% | 1.00 | 0.0000 | -0.044 | 115 | 0 | 2.30 | 4 | 115.0% | -0.01 | 0.0004 | -0.011 | |||
| 80.20 | 84.00 | 113.8% | 1.00 | 0.0000 | -0.044 | 120 | 0 | 2.30 | 126 | 107.3% | -0.01 | 0.0005 | -0.013 | |||
| 75.20 | 79.00 | 106.2% | 1.00 | 0.0000 | -0.044 | 125 | 0 | 1.05 | 107 | 85.8% | -0.01 | 0.0006 | -0.016 | |||
| 70.60 | 74.00 | 2 | 103.7% | 1.00 | 0.0000 | -0.044 | 130 | 0 | 1.15 | 765 | 80.8% | -0.01 | 0.0008 | -0.020 | ||
| 65.30 | 69.00 | 1 | 93.1% | 1.00 | 0.0000 | -0.044 | 135 | 0 | 2.45 | 66 | 87.2% | -0.02 | 0.0011 | -0.025 | ||
| 60.30 | 64.10 | 287 | 87.2% | 1.00 | 0.0000 | -0.044 | 140 | 0 | 1.25 | 88 | 69.8% | -0.02 | 0.0015 | -0.031 | ||
| 55.40 | 59.10 | 17 | 81.3% | 1.00 | 0.0001 | -0.044 | 145 | 0 | 2.60 | 144 | 75.0% | -0.03 | 0.0020 | -0.039 | ||
| 50.70 | 54.20 | 10 | 78.0% | 1.00 | 0.0013 | -0.044 | 150 | 0 | 1.00 | 7 | 105 | 55.6% | -0.04 | 0.0026 | -0.048 | |
| 46.00 | 49.20 | 16 | 73.3% | 0.99 | 0.0030 | -0.055 | 155 | 0.2500 | 1.90 | 1 | 54 | 59.3% | -0.06 | 0.0034 | -0.060 | |
| 41.00 | 44.40 | 124 | 67.7% | 0.97 | 0.0049 | -0.071 | 160 | 0.8000 | 1.60 | 11 | 143 | 54.8% | -0.08 | 0.0044 | -0.073 | |
| 36.60 | 39.20 | 3 | 63.1% | 0.94 | 0.0059 | -0.089 | 165 | 1.25 | 1.75 | 1 | 53 | 51.8% | -0.10 | 0.0056 | -0.088 | |
| 31.60 | 35.00 | 111 | 59.8% | 0.91 | 0.0077 | -0.110 | 170 | 1.85 | 2.20 | 2 | 283 | 50.1% | -0.14 | 0.0070 | -0.104 | |
| 27.20 | 30.50 | 46 | 56.9% | 0.86 | 0.0094 | -0.131 | 175 | 2.60 | 3.20 | 21 | 243 | 49.7% | -0.18 | 0.0085 | -0.121 | |
| 23.50 | 26.40 | 1,498 | 56.4% | 0.81 | 0.0112 | -0.151 | 180 | 2.75 | 5.40 | 3 | 121 | 49.5% | -0.22 | 0.0100 | -0.137 | |
| 21.10 | 24.40 | 54.2% | 0.78 | 0.0120 | -0.160 | 182.5 | 2.45 | 6.60 | 48.1% | -0.25 | 0.0108 | -0.145 | ||||
| 19.30 | 22.50 | 58 | 53.5% | 0.75 | 0.0128 | -0.168 | 185 | 4.50 | 5.90 | 170 | 47.6% | -0.28 | 0.0115 | -0.152 | ||
| 17.30 | 20.80 | 52.6% | 0.71 | 0.0135 | -0.175 | 187.5 | 4.80 | 7.70 | 1 | 48.5% | -0.31 | 0.0121 | -0.158 | |||
| 15.70 | 18.90 | 321 | 51.7% | 0.68 | 0.0141 | -0.181 | 190 | 5.70 | 7.40 | 3 | 184 | 45.4% | -0.34 | 0.0127 | -0.163 | |
| 13.90 | 17.50 | 51.3% | 0.64 | 0.0146 | -0.185 | 192.5 | 6.70 | 10.00 | 1 | 48.9% | -0.38 | 0.0132 | -0.168 | |||
| 12.70 | 15.40 | 7 | 66 | 50.2% | 0.60 | 0.0149 | -0.187 | 195 | 8.50 | 11.00 | 107 | 50.0% | -0.41 | 0.0135 | -0.171 | |
| 10.80 | 14.10 | 13 | 48.9% | 0.57 | 0.0151 | -0.188 | 197.5 | 9.20 | 12.20 | 48.9% | -0.45 | 0.0138 | -0.172 | |||
| 10.40 | 12.80 | 40 | 371 | 50.6% | 0.53 | 0.0151 | -0.188 | 200 | 9.60 | 13.40 | 9 | 641 | 46.7% | -0.48 | 0.0139 | -0.173 |
| 8.70 | 11.50 | 6 | 49.0% | 0.49 | 0.0150 | -0.186 | 202.5 | 11.50 | 14.80 | 47.8% | -0.52 | 0.0140 | -0.172 | |||
| 7.30 | 10.40 | 48.1% | 0.45 | 0.0148 | -0.182 | 205 | 13.10 | 16.00 | 47.4% | -0.55 | 0.0139 | -0.170 | ||||
| 6.50 | 9.40 | 6 | 48.4% | 0.42 | 0.0145 | -0.178 | 207.5 | 14.40 | 17.20 | 46.0% | -0.58 | 0.0136 | -0.167 | |||
| 6.10 | 8.50 | 103 | 119 | 49.4% | 0.38 | 0.0141 | -0.172 | 210 | 16.10 | 19.00 | 376 | 46.5% | -0.62 | 0.0134 | -0.162 | |
| 5.60 | 7.60 | 47 | 49.9% | 0.35 | 0.0136 | -0.166 | 212.5 | 17.80 | 20.30 | 45.4% | -0.65 | 0.0130 | -0.157 | |||
| 3.90 | 7.50 | 6 | 49.1% | 0.32 | 0.0130 | -0.159 | 215 | 19.80 | 22.30 | 46.4% | -0.68 | 0.0125 | -0.151 | |||
| 2.75 | 6.20 | 46.3% | 0.29 | 0.0124 | -0.152 | 217.5 | 21.40 | 23.90 | 45.0% | -0.70 | 0.0119 | -0.144 | ||||
| 3.70 | 5.10 | 42 | 661 | 48.9% | 0.26 | 0.0117 | -0.144 | 220 | 23.60 | 25.60 | 97 | 45.0% | -0.73 | 0.0114 | -0.137 | |
| 2.15 | 5.10 | 47.5% | 0.24 | 0.0111 | -0.136 | 222.5 | 24.90 | 28.30 | 45.0% | -0.76 | 0.0107 | -0.130 | ||||
| 1.75 | 4.60 | 47.6% | 0.21 | 0.0104 | -0.128 | 225 | 26.90 | 30.10 | 44.0% | -0.78 | 0.0101 | -0.122 | ||||
| 1.40 | 4.20 | 3 | 47.9% | 0.19 | 0.0097 | -0.120 | 227.5 | 29.10 | 32.20 | 44.2% | -0.80 | 0.0095 | -0.114 | |||
| 1.50 | 2.60 | 13 | 482 | 45.3% | 0.17 | 0.0090 | -0.112 | 230 | 31.20 | 34.20 | 1 | 3 | 43.3% | -0.82 | 0.0088 | -0.106 |
| 1.30 | 3.60 | 1 | 52.5% | 0.14 | 0.0077 | -0.097 | 235 | 35.60 | 38.80 | 43.5% | -0.85 | 0.0076 | -0.091 | |||
| 0.4000 | 2.55 | 6 | 73 | 49.0% | 0.11 | 0.0065 | -0.082 | 240 | 40.20 | 43.30 | 42.9% | -0.88 | 0.0064 | -0.076 | ||
| 0.3500 | 2.55 | 52.6% | 0.09 | 0.0054 | -0.069 | 245 | 45.50 | 47.80 | 45.4% | -0.90 | 0.0053 | -0.063 | ||||
| 0.3500 | 2.05 | 321 | 53.7% | 0.07 | 0.0045 | -0.058 | 250 | 49.70 | 52.70 | 41.8% | -0.92 | 0.0044 | -0.051 | |||
| 0 | 0.5000 | 87 | 45.1% | 0.04 | 0.0030 | -0.040 | 260 | 59.60 | 62.40 | 43.2% | -0.95 | 0.0030 | -0.032 | |||
| 0 | 0.8000 | 28 | 54.1% | 0.03 | 0.0020 | -0.027 | 270 | 69.10 | 73.00 | 51.2% | -0.96 | 0.0020 | -0.018 | |||
| 0.0500 | 0.5000 | 93 | 55.9% | 0.02 | 0.0013 | -0.018 | 280 | 79.20 | 82.50 | 50.1% | -0.97 | 0.0013 | -0.008 | |||
| 0 | 2.10 | 25 | 76.1% | 0.01 | 0.0008 | -0.012 | 290 | 89.10 | 92.70 | 1 | 58.7% | -0.98 | 0.0008 | -0.001 | ||
| 0 | 2.15 | 10 | 81.7% | 0.01 | 0.0005 | -0.008 | 300 | 99.10 | 102.40 | 1 | 57.8% | -0.98 | 0.0005 | 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 — 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.
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