SE цепочка опционов Sea Limited
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 ±15.1% (80.17–108.62) · ATM IV 60.9% · P/C открытого интереса 0.52
| 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 | |
| 44.95 | 48.30 | 70 | 94.3% | 1.00 | 0.0003 | -0.002 | 47.5 | 0 | 0.4600 | 70 | 114.1% | -0.00 | 0.0003 | -0.002 | ||
| 42.35 | 45.95 | 23 | 90.1% | 1.00 | 0.0004 | -0.003 | 50 | 0 | 0.0600 | 1 | 45 | 80.8% | -0.00 | 0.0004 | -0.003 | |
| 37.30 | 41.00 | 2 | 74.3% | 0.99 | 0.0010 | -0.006 | 55 | 0 | 0.4900 | 12 | 93.1% | -0.01 | 0.0010 | -0.006 | ||
| 32.15 | 36.10 | 49.1% | 0.98 | 0.0020 | -0.012 | 60 | 0 | 0.7300 | 62 | 86.0% | -0.02 | 0.0020 | -0.012 | |||
| 28.60 | 30.90 | 2 | 81.5% | 0.97 | 0.0037 | -0.021 | 65 | 0 | 0.6400 | 44 | 71.0% | -0.03 | 0.0038 | -0.021 | ||
| 23.95 | 26.15 | 8 | 75.0% | 0.94 | 0.0064 | -0.035 | 70 | 0.2500 | 0.7500 | 21 | 277 | 65.0% | -0.06 | 0.0064 | -0.035 | |
| 21.75 | 23.85 | 73.0% | 0.92 | 0.0080 | -0.043 | 72.5 | 0.0100 | 1.06 | 43 | 59.7% | -0.09 | 0.0081 | -0.043 | |||
| 19.50 | 21.65 | 8 | 70.5% | 0.89 | 0.0099 | -0.051 | 75 | 0.9000 | 1.20 | 2 | 87 | 64.5% | -0.11 | 0.0100 | -0.051 | |
| 17.40 | 19.50 | 1 | 8 | 68.8% | 0.86 | 0.0119 | -0.060 | 77.5 | 0.4500 | 1.73 | 2 | 413 | 58.3% | -0.14 | 0.0120 | -0.061 |
| 15.45 | 17.45 | 17 | 67.7% | 0.82 | 0.0140 | -0.069 | 80 | 1.78 | 2.10 | 17 | 200 | 63.7% | -0.18 | 0.0140 | -0.070 | |
| 13.70 | 15.60 | 4 | 67.8% | 0.78 | 0.0160 | -0.078 | 82.5 | 2.44 | 2.70 | 89 | 136 | 63.5% | -0.22 | 0.0161 | -0.079 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.75 | 13.05 | 1 | 54 | 61.9% | 0.73 | 0.0179 | -0.086 | 85 | 3.10 | 3.65 | 34 | 651 | 63.9% | -0.27 | 0.0180 | -0.087 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.50 | 11.70 | 113 | 64.8% | 0.69 | 0.0195 | -0.093 | 87.5 | 4.05 | 4.45 | 3 | 258 | 62.6% | -0.32 | 0.0197 | -0.093 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.05 | 10.05 | 5 | 48 | 63.8% | 0.63 | 0.0208 | -0.098 | 90 | 5.05 | 5.30 | 32 | 923 | 62.4% | -0.37 | 0.0210 | -0.099 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.70 | 8.85 | 167 | 64.1% | 0.58 | 0.0217 | -0.101 | 92.5 | 6.15 | 6.45 | 562 | 669 | 61.9% | -0.43 | 0.0219 | -0.102 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 94 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.60 | 6.90 | 14 | 205 | 61.1% | 0.52 | 0.0222 | -0.102 | 95 | 7.20 | 7.75 | 55 | 452 | 60.7% | -0.48 | 0.0224 | -0.104 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 96 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.55 | 5.85 | 19 | 230 | 61.0% | 0.47 | 0.0222 | -0.102 | 97.5 | 8.85 | 9.20 | 9 | 225 | 61.5% | -0.54 | 0.0225 | -0.103 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 99 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.50 | 4.90 | 582 | 502 | 60.3% | 0.42 | 0.0218 | -0.100 | 100 | 10.40 | 11.10 | 46 | 608 | 62.7% | -0.59 | 0.0222 | -0.101 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 101 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 102 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 103 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 104 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.15 | 3.35 | 32 | 434 | 60.4% | 0.32 | 0.0200 | -0.091 | 105 | 13.40 | 14.75 | 41 | 599 | 60.9% | -0.69 | 0.0204 | -0.093 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 106 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 107 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 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 | ||||||
| 2.01 | 2.47 | 55 | 4,599 | 61.1% | 0.24 | 0.0173 | -0.079 | 110 | 16.15 | 18.75 | 2 | 374 | 54.0% | -0.77 | 0.0178 | -0.081 |
| 1.31 | 1.63 | 6 | 1,862 | 61.0% | 0.17 | 0.0143 | -0.066 | 115 | 20.95 | 22.90 | 609 | 55.2% | -0.84 | 0.0149 | -0.068 | |
| 0.8400 | 1.17 | 55 | 619 | 61.9% | 0.13 | 0.0114 | -0.053 | 120 | 24.95 | 27.35 | 268 | -0.89 | 0.0120 | -0.056 | ||
| 0.4700 | 0.8000 | 4 | 1,561 | 61.7% | 0.09 | 0.0088 | -0.041 | 125 | 29.65 | 32.15 | 150 | -0.93 | 0.0095 | -0.045 | ||
| 0.1100 | 0.7400 | 1 | 378 | 62.5% | 0.06 | 0.0067 | -0.032 | 130 | 34.45 | 36.90 | 11 | -0.96 | 0.0072 | -0.035 | ||
| 0.0900 | 0.6500 | 4 | 276 | 66.3% | 0.04 | 0.0050 | -0.024 | 135 | 39.35 | 43.15 | 59.0% | -0.97 | 0.0051 | -0.025 | ||
| 0 | 0.8800 | 1,092 | 73.8% | 0.03 | 0.0037 | -0.018 | 140 | 44.35 | 48.30 | 70.5% | -0.99 | 0.0032 | -0.015 | |||
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.
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