SLV цепочка опционов iShares Silver Trust
Cboe delayed options data · по состоянию на 19:03 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 ±6.8% (56.31–64.58) · ATM IV 42.1% · P/C открытого интереса 0.45
| 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 | |
| 29.90 | 30.10 | 7 | 127.4% | 1.00 | 0.0003 | 0.000 | 30.5 | 0 | 0.0300 | 684 | 129.1% | -0.00 | 0.0003 | -0.002 | ||
| 29.45 | 29.60 | 32 | 140.1% | 1.00 | 0.0003 | 0.000 | 31 | 0 | 0.0300 | 125 | 126.2% | -0.00 | 0.0003 | -0.002 | ||
| 28.95 | 29.10 | 2 | 136.5% | 1.00 | 0.0004 | 0.000 | 31.5 | 0 | 0.0300 | 212 | 123.4% | -0.00 | 0.0004 | -0.002 | ||
| 28.45 | 28.60 | 1,093 | 133.0% | 1.00 | 0.0004 | 0.000 | 32 | 0 | 0.0300 | 2,474 | 120.6% | -0.00 | 0.0004 | -0.002 | ||
| 27.95 | 28.10 | 101 | 129.6% | 1.00 | 0.0004 | 0.000 | 32.5 | 0 | 0.0200 | 277 | 113.1% | -0.00 | 0.0004 | -0.002 | ||
| 27.45 | 27.60 | 306 | 126.2% | 1.00 | 0.0004 | 0.000 | 33 | 0 | 0.0300 | 82 | 115.2% | -0.00 | 0.0004 | -0.002 | ||
| 26.95 | 27.10 | 10 | 29 | 122.8% | 1.00 | 0.0005 | 0.000 | 33.5 | 0 | 0.0300 | 233 | 112.6% | -0.00 | 0.0005 | -0.002 | |
| 26.45 | 26.60 | 481 | 119.6% | 1.00 | 0.0005 | 0.000 | 34 | 0 | 0.0300 | 2,182 | 110.0% | -0.00 | 0.0005 | -0.003 | ||
| 25.95 | 26.10 | 100 | 116.3% | 1.00 | 0.0006 | 0.000 | 34.5 | 0 | 0.0200 | 101 | 103.0% | -0.00 | 0.0006 | -0.003 | ||
| 25.45 | 25.60 | 2 | 583 | 113.1% | 1.00 | 0.0006 | 0.000 | 35 | 0 | 0.0200 | 12.5K | 100.5% | -0.00 | 0.0006 | -0.003 | |
| 24.95 | 25.10 | 62 | 110.0% | 1.00 | 0.0007 | 0.000 | 35.5 | 0 | 0.0200 | 276 | 98.1% | -0.00 | 0.0007 | -0.003 | ||
| 24.45 | 24.60 | 485 | 106.9% | 1.00 | 0.0007 | 0.000 | 36 | 0 | 0.0400 | 890 | 103.1% | -0.00 | 0.0007 | -0.003 | ||
| 23.95 | 24.10 | 27 | 103.8% | 1.00 | 0.0008 | 0.000 | 36.5 | 0 | 0.0400 | 134 | 100.6% | -0.00 | 0.0008 | -0.003 | ||
| 23.45 | 23.65 | 556 | 110.1% | 1.00 | 0.0009 | 0.000 | 37 | 0.0100 | 0.0300 | 1,028 | 98.1% | -0.00 | 0.0009 | -0.003 | ||
| 22.95 | 23.15 | 1,108 | 107.1% | 1.00 | 0.0010 | 0.000 | 37.5 | 0 | 0.0400 | 3,313 | 95.7% | -0.00 | 0.0010 | -0.004 | ||
| 22.45 | 22.65 | 330 | 104.1% | 1.00 | 0.0010 | 0.000 | 38 | 0 | 0.0300 | 7,262 | 90.3% | -0.00 | 0.0010 | -0.004 | ||
| 21.95 | 22.15 | 1 | 89 | 101.2% | 1.00 | 0.0011 | 0.000 | 38.5 | 0 | 0.0300 | 1,261 | 88.0% | -0.00 | 0.0011 | -0.004 | |
| 21.45 | 21.65 | 923 | 98.3% | 1.00 | 0.0012 | 0.000 | 39 | 0 | 0.0200 | 3 | 903 | 82.0% | -0.00 | 0.0012 | -0.004 | |
| 20.95 | 21.15 | 209 | 95.5% | 0.99 | 0.0013 | 0.000 | 39.5 | 0 | 0.0400 | 420 | 86.2% | -0.00 | 0.0014 | -0.004 | ||
| 20.45 | 20.65 | 8 | 8,645 | 92.7% | 0.99 | 0.0015 | 0.000 | 40 | 0.0100 | 0.0200 | 2 | 19.3K | 81.2% | -0.01 | 0.0015 | -0.004 |
| 19.95 | 20.15 | 20 | 178 | 89.9% | 0.99 | 0.0016 | 0.000 | 40.5 | 0.0100 | 0.0400 | 3,644 | 83.8% | -0.01 | 0.0016 | -0.005 | |
| 19.45 | 19.65 | 4,671 | 87.2% | 0.99 | 0.0018 | 0.000 | 41 | 0.0100 | 0.0300 | 3,013 | 79.3% | -0.01 | 0.0018 | -0.005 | ||
| 18.95 | 19.15 | 6,228 | 84.5% | 0.99 | 0.0019 | 0.000 | 41.5 | 0.0100 | 0.0300 | 10.2K | 77.1% | -0.01 | 0.0019 | -0.005 | ||
| 18.45 | 18.65 | 2,770 | 81.8% | 0.99 | 0.0021 | 0.000 | 42 | 0.0100 | 0.0300 | 800 | 74.9% | -0.01 | 0.0021 | -0.005 | ||
| 17.95 | 18.15 | 1 | 603 | 79.1% | 0.99 | 0.0023 | 0.000 | 42.5 | 0.0100 | 0.0300 | 1 | 3,895 | 72.7% | -0.01 | 0.0023 | -0.006 |
| 17.45 | 17.65 | 2 | 3,272 | 76.5% | 0.99 | 0.0025 | 0.000 | 43 | 0.0100 | 0.0400 | 1,948 | 72.5% | -0.01 | 0.0025 | -0.006 | |
| 16.95 | 17.15 | 177 | 74.0% | 0.99 | 0.0028 | 0.000 | 43.5 | 0.0100 | 0.0400 | 4 | 1,908 | 70.3% | -0.01 | 0.0028 | -0.006 | |
| 16.50 | 16.65 | 1 | 979 | 77.1% | 0.99 | 0.0031 | 0.000 | 44 | 0.0100 | 0.0300 | 1 | 3,402 | 66.3% | -0.01 | 0.0031 | -0.007 |
| 16.00 | 16.15 | 354 | 74.5% | 0.99 | 0.0034 | 0.000 | 44.5 | 0.0100 | 0.0400 | 2 | 1,389 | 66.0% | -0.01 | 0.0034 | -0.007 | |
| 15.50 | 15.65 | 1 | 1,993 | 72.0% | 0.99 | 0.0037 | 0.000 | 45 | 0.0300 | 0.0400 | 5 | 11.5K | 66.8% | -0.01 | 0.0037 | -0.008 |
| 15.00 | 15.15 | 3,527 | 69.4% | 0.99 | 0.0041 | -0.001 | 45.5 | 0.0200 | 0.0500 | 916 | 64.6% | -0.01 | 0.0041 | -0.008 | ||
| 14.50 | 14.65 | 100 | 2,127 | 66.9% | 0.99 | 0.0046 | -0.001 | 46 | 0.0300 | 0.0500 | 3 | 2,169 | 63.6% | -0.01 | 0.0046 | -0.009 |
| 14.00 | 14.15 | 2,017 | 64.5% | 0.98 | 0.0051 | -0.002 | 46.5 | 0.0100 | 0.0500 | 551 | 58.9% | -0.02 | 0.0051 | -0.009 | ||
| 13.50 | 13.65 | 2,860 | 62.0% | 0.98 | 0.0056 | -0.003 | 47 | 0.0300 | 0.0500 | 4,502 | 59.2% | -0.02 | 0.0056 | -0.010 | ||
| 13.00 | 13.20 | 1,555 | 63.4% | 0.98 | 0.0063 | -0.004 | 47.5 | 0.0300 | 0.0500 | 1 | 6,628 | 57.0% | -0.02 | 0.0063 | -0.010 | |
| 12.50 | 12.70 | 11.2K | 61.0% | 0.98 | 0.0070 | -0.005 | 48 | 0.0500 | 0.0700 | 30 | 26.2K | 58.4% | -0.02 | 0.0070 | -0.011 | |
| 12.00 | 12.20 | 32 | 306 | 58.5% | 0.98 | 0.0078 | -0.006 | 48.5 | 0.0500 | 0.0700 | 1 | 916 | 56.2% | -0.02 | 0.0079 | -0.012 |
| 11.50 | 11.70 | 8,484 | 56.1% | 0.97 | 0.0088 | -0.007 | 49 | 0.0500 | 0.0800 | 9 | 4,324 | 54.6% | -0.03 | 0.0088 | -0.013 | |
| 11.05 | 11.20 | 2 | 399 | 56.5% | 0.97 | 0.0099 | -0.008 | 49.5 | 0.0600 | 0.0800 | 721 | 53.1% | -0.03 | 0.0099 | -0.013 | |
| 10.55 | 10.70 | 210 | 16.5K | 54.1% | 0.97 | 0.0111 | -0.009 | 50 | 0.0800 | 0.0900 | 249 | 48.0K | 52.6% | -0.03 | 0.0112 | -0.014 |
| 10.05 | 10.20 | 544 | 51.6% | 0.96 | 0.0126 | -0.011 | 50.5 | 0.0800 | 0.1000 | 15 | 1,533 | 50.8% | -0.04 | 0.0126 | -0.016 | |
| 9.55 | 9.75 | 16 | 1,969 | 51.5% | 0.96 | 0.0143 | -0.012 | 51 | 0.0900 | 0.1100 | 21 | 1,853 | 49.5% | -0.04 | 0.0143 | -0.017 |
| 9.10 | 9.25 | 283 | 51.0% | 0.95 | 0.0162 | -0.014 | 51.5 | 0.1000 | 0.1300 | 11 | 1,592 | 48.5% | -0.05 | 0.0163 | -0.018 | |
| 8.60 | 8.75 | 7 | 5,053 | 48.4% | 0.95 | 0.0184 | -0.016 | 52 | 0.1200 | 0.1400 | 60 | 9,236 | 47.3% | -0.05 | 0.0185 | -0.020 |
| 8.10 | 8.30 | 10 | 1,898 | 47.6% | 0.94 | 0.0210 | -0.018 | 52.5 | 0.1400 | 0.1700 | 12 | 2,202 | 46.7% | -0.06 | 0.0211 | -0.022 |
| 7.65 | 7.80 | 16 | 1,258 | 46.6% | 0.93 | 0.0239 | -0.021 | 53 | 0.1700 | 0.1900 | 36 | 1,581 | 45.8% | -0.07 | 0.0240 | -0.025 |
| 7.15 | 7.35 | 20 | 720 | 45.3% | 0.92 | 0.0272 | -0.023 | 53.5 | 0.2000 | 0.2200 | 262 | 5,789 | 45.0% | -0.08 | 0.0273 | -0.027 |
| 6.70 | 6.90 | 29 | 3,602 | 45.1% | 0.91 | 0.0309 | -0.026 | 54 | 0.2400 | 0.2500 | 141 | 2,083 | 44.1% | -0.09 | 0.0310 | -0.030 |
| 6.25 | 6.45 | 1,202 | 44.6% | 0.89 | 0.0350 | -0.030 | 54.5 | 0.2700 | 0.3000 | 18 | 7,850 | 43.3% | -0.11 | 0.0351 | -0.033 | |
| 5.80 | 6.00 | 70 | 15.2K | 43.7% | 0.87 | 0.0394 | -0.033 | 55 | 0.3400 | 0.3500 | 591 | 21.2K | 43.0% | -0.13 | 0.0395 | -0.036 |
| 5.40 | 5.55 | 1,057 | 43.5% | 0.85 | 0.0440 | -0.037 | 55.5 | 0.3900 | 0.4300 | 2 | 2,768 | 42.5% | -0.15 | 0.0442 | -0.040 | |
| 4.95 | 5.10 | 58 | 8,974 | 42.1% | 0.83 | 0.0489 | -0.041 | 56 | 0.4700 | 0.5000 | 88 | 7,578 | 42.0% | -0.17 | 0.0491 | -0.043 |
| 4.55 | 4.70 | 45 | 723 | 41.9% | 0.80 | 0.0538 | -0.045 | 56.5 | 0.5600 | 0.6000 | 130 | 1,918 | 41.7% | -0.20 | 0.0540 | -0.047 |
| 4.20 | 4.35 | 254 | 2,515 | 42.8% | 0.77 | 0.0586 | -0.049 | 57 | 0.6700 | 0.7100 | 67 | 2,815 | 41.5% | -0.23 | 0.0589 | -0.051 |
| 3.80 | 3.95 | 228 | 1,308 | 41.8% | 0.74 | 0.0630 | -0.053 | 57.5 | 0.8100 | 0.8400 | 39 | 1,310 | 41.5% | -0.26 | 0.0634 | -0.055 |
| 3.45 | 3.55 | 479 | 3,468 | 41.2% | 0.71 | 0.0671 | -0.057 | 58 | 0.9700 | 0.9900 | 390 | 11.5K | 41.6% | -0.29 | 0.0675 | -0.058 |
| 3.15 | 3.25 | 259 | 3,431 | 41.9% | 0.67 | 0.0705 | -0.060 | 58.5 | 1.12 | 1.16 | 4,432 | 5,195 | 41.4% | -0.33 | 0.0710 | -0.061 |
| 2.85 | 2.93 | 339 | 1,940 | 41.9% | 0.64 | 0.0732 | -0.063 | 59 | 1.30 | 1.35 | 2,368 | 4,184 | 41.3% | -0.37 | 0.0737 | -0.064 |
| 2.57 | 2.64 | 83 | 2,497 | 42.0% | 0.60 | 0.0752 | -0.066 | 59.5 | 1.51 | 1.57 | 34 | 2,229 | 41.4% | -0.40 | 0.0756 | -0.066 |
| 2.31 | 2.37 | 4,683 | 36.2K | 42.1% | 0.56 | 0.0762 | -0.067 | 60 | 1.77 | 1.81 | 437 | 17.2K | 41.9% | -0.44 | 0.0767 | -0.068 |
| 2.06 | 2.13 | 102 | 1,647 | 42.3% | 0.52 | 0.0765 | -0.069 | 60.5 | 2.01 | 2.07 | 83 | 5,680 | 41.9% | -0.48 | 0.0770 | -0.069 |
| 1.86 | 1.91 | 3,010 | 3,364 | 42.7% | 0.48 | 0.0759 | -0.069 | 61 | 2.28 | 2.35 | 210 | 2,026 | 42.1% | -0.52 | 0.0765 | -0.070 |
| 1.65 | 1.71 | 749 | 1,878 | 43.0% | 0.45 | 0.0747 | -0.069 | 61.5 | 2.58 | 2.66 | 61 | 1,386 | 42.5% | -0.56 | 0.0753 | -0.069 |
| 1.48 | 1.53 | 1,690 | 15.1K | 43.4% | 0.41 | 0.0729 | -0.069 | 62 | 2.90 | 2.99 | 149 | 10.1K | 42.9% | -0.59 | 0.0735 | -0.069 |
| 1.31 | 1.37 | 296 | 3,432 | 43.7% | 0.38 | 0.0705 | -0.068 | 62.5 | 3.25 | 3.35 | 11 | 1,977 | 43.7% | -0.62 | 0.0711 | -0.068 |
| 1.18 | 1.22 | 812 | 65.6K | 44.3% | 0.35 | 0.0677 | -0.067 | 63 | 3.50 | 3.70 | 95 | 4,520 | 42.8% | -0.66 | 0.0684 | -0.066 |
| 1.05 | 1.10 | 1,618 | 1,889 | 44.8% | 0.32 | 0.0647 | -0.065 | 63.5 | 3.85 | 4.10 | 2 | 392 | 43.3% | -0.69 | 0.0653 | -0.064 |
| 0.9400 | 0.9800 | 909 | 8,235 | 45.3% | 0.29 | 0.0614 | -0.063 | 64 | 4.30 | 4.50 | 55 | 1,021 | 44.7% | -0.71 | 0.0620 | -0.062 |
| 0.8400 | 0.8700 | 93 | 1,481 | 45.7% | 0.26 | 0.0580 | -0.061 | 64.5 | 4.70 | 4.90 | 279 | 45.2% | -0.74 | 0.0587 | -0.060 | |
| 0.7600 | 0.7900 | 10.2K | 50.3K | 46.5% | 0.24 | 0.0546 | -0.059 | 65 | 5.15 | 5.30 | 94 | 18.8K | 46.0% | -0.76 | 0.0552 | -0.057 |
| 0.6600 | 0.7200 | 13 | 1,167 | 46.9% | 0.22 | 0.0512 | -0.056 | 65.5 | 5.50 | 5.70 | 841 | 45.3% | -0.78 | 0.0518 | -0.055 | |
| 0.6100 | 0.6400 | 210 | 5,389 | 47.7% | 0.20 | 0.0478 | -0.054 | 66 | 5.95 | 6.15 | 49 | 1,159 | 46.3% | -0.80 | 0.0485 | -0.052 |
| 0.5400 | 0.5900 | 21 | 564 | 48.4% | 0.18 | 0.0446 | -0.052 | 66.5 | 6.40 | 6.60 | 863 | 47.2% | -0.82 | 0.0452 | -0.049 | |
| 0.5000 | 0.5100 | 498 | 11.6K | 48.9% | 0.17 | 0.0416 | -0.049 | 67 | 6.85 | 7.05 | 15 | 1,192 | 47.9% | -0.84 | 0.0422 | -0.047 |
| 0.4500 | 0.4700 | 4,308 | 2,666 | 49.6% | 0.15 | 0.0387 | -0.047 | 67.5 | 7.35 | 7.50 | 2 | 1,073 | 49.3% | -0.85 | 0.0392 | -0.044 |
| 0.4100 | 0.4300 | 5,404 | 3,472 | 50.4% | 0.14 | 0.0360 | -0.045 | 68 | 7.75 | 7.95 | 5 | 506 | 48.6% | -0.86 | 0.0365 | -0.042 |
| 0.3700 | 0.4100 | 7 | 1,242 | 51.4% | 0.13 | 0.0334 | -0.043 | 68.5 | 8.20 | 8.40 | 288 | 48.6% | -0.88 | 0.0339 | -0.040 | |
| 0.3500 | 0.3700 | 4,209 | 18.5K | 52.2% | 0.12 | 0.0311 | -0.041 | 69 | 8.70 | 8.90 | 1 | 2,625 | 50.7% | -0.89 | 0.0315 | -0.038 |
| 0.3100 | 0.3400 | 3 | 597 | 52.8% | 0.11 | 0.0289 | -0.039 | 69.5 | 9.15 | 9.35 | 2,849 | 50.3% | -0.90 | 0.0293 | -0.035 | |
| 0.2900 | 0.3000 | 4,376 | 56.2K | 53.3% | 0.10 | 0.0269 | -0.038 | 70 | 9.60 | 9.80 | 4 | 28.4K | 49.4% | -0.90 | 0.0272 | -0.034 |
| 0.2600 | 0.2900 | 4 | 4,722 | 54.3% | 0.09 | 0.0250 | -0.036 | 70.5 | 10.10 | 10.30 | 1,554 | 51.2% | -0.91 | 0.0253 | -0.032 | |
| 0.2400 | 0.2700 | 16 | 4,535 | 55.1% | 0.09 | 0.0233 | -0.034 | 71 | 10.60 | 10.80 | 22 | 3,418 | 53.0% | -0.92 | 0.0236 | -0.030 |
| 0.2200 | 0.2500 | 2 | 736 | 55.8% | 0.08 | 0.0217 | -0.033 | 71.5 | 11.05 | 11.25 | 1,564 | 51.5% | -0.92 | 0.0220 | -0.028 | |
| 0.2100 | 0.2300 | 46 | 7,896 | 56.7% | 0.08 | 0.0203 | -0.032 | 72 | 11.55 | 11.80 | 5 | 1,040 | 54.9% | -0.93 | 0.0205 | -0.026 |
| 0.1900 | 0.2200 | 14 | 15.4K | 57.5% | 0.07 | 0.0189 | -0.030 | 72.5 | 11.60 | 13.00 | 538 | 63.9% | -0.94 | 0.0191 | -0.025 | |
| 0.1700 | 0.2100 | 5 | 13.0K | 58.2% | 0.07 | 0.0177 | -0.029 | 73 | 12.05 | 12.90 | 2 | 822 | -0.94 | 0.0178 | -0.023 | |
| 0.1500 | 0.1900 | 51 | 769 | 58.5% | 0.06 | 0.0165 | -0.028 | 73.5 | 12.50 | 13.95 | 650 | 63.2% | -0.94 | 0.0167 | -0.022 | |
| 0.1500 | 0.1800 | 3 | 12.0K | 59.7% | 0.06 | 0.0155 | -0.027 | 74 | 13.10 | 13.85 | 10 | 279 | -0.95 | 0.0159 | -0.020 | |
| 0.1400 | 0.1700 | 6 | 1,032 | 60.5% | 0.05 | 0.0145 | -0.025 | 74.5 | 13.50 | 14.95 | 1,489 | 66.5% | -0.95 | 0.0151 | -0.019 | |
| 0.1400 | 0.1500 | 952 | 28.3K | 61.3% | 0.05 | 0.0136 | -0.025 | 75 | 14.05 | 15.05 | 1 | 5,924 | -0.96 | 0.0143 | -0.017 | |
| 0.1100 | 0.1400 | 19 | 11.3K | 62.5% | 0.04 | 0.0120 | -0.022 | 76 | 15.05 | 16.40 | 2,998 | 71.4% | -0.96 | 0.0129 | -0.015 | |
| 0.1100 | 0.1200 | 262 | 3,615 | 64.5% | 0.04 | 0.0106 | -0.021 | 77 | 15.95 | 17.45 | 430 | 72.8% | -0.97 | 0.0118 | -0.013 | |
| 0.0900 | 0.1100 | 2 | 11.1K | 65.6% | 0.03 | 0.0094 | -0.019 | 78 | 16.95 | 18.35 | 23 | 561 | 71.7% | -0.97 | 0.0110 | -0.011 |
| 0.0900 | 0.1000 | 10 | 4,302 | 67.7% | 0.03 | 0.0083 | -0.018 | 79 | 17.95 | 19.45 | 107 | 78.8% | -0.98 | 0.0103 | -0.010 | |
| 0.0700 | 0.0900 | 191 | 60.5K | 68.5% | 0.03 | 0.0074 | -0.016 | 80 | 18.95 | 20.05 | 26.5K | -0.98 | 0.0096 | -0.008 | ||
| 0.0600 | 0.0800 | 7 | 1,116 | 69.5% | 0.02 | 0.0066 | -0.015 | 81 | 20.00 | 21.40 | 488 | 84.6% | -0.98 | 0.0084 | -0.009 | |
| 0.0400 | 0.0700 | 1 | 1,251 | 69.5% | 0.02 | 0.0059 | -0.014 | 82 | 21.00 | 22.35 | 513 | 85.3% | -0.99 | 0.0073 | -0.009 | |
| 0.0500 | 0.0700 | 40 | 1,118 | 72.7% | 0.02 | 0.0052 | -0.013 | 83 | 22.15 | 23.30 | 88 | 92.2% | -0.99 | 0.0064 | -0.009 | |
| 0.0400 | 0.0500 | 2,693 | 72.1% | 0.02 | 0.0047 | -0.012 | 84 | 22.70 | 24.40 | 3 | -0.99 | 0.0056 | -0.009 | |||
| 0.0400 | 0.0500 | 708 | 31.6K | 74.3% | 0.02 | 0.0042 | -0.011 | 85 | 23.70 | 25.40 | 133 | -0.99 | 0.0046 | -0.011 | ||
| 0.0300 | 0.0600 | 3 | 4,948 | 76.4% | 0.01 | 0.0038 | -0.010 | 86 | 24.80 | 26.40 | 22 | 87.1% | -1.00 | 0.0036 | -0.012 | |
| 0.0200 | 0.0400 | 53 | 2,667 | 74.7% | 0.01 | 0.0034 | -0.009 | 87 | 25.70 | 27.40 | 11 | -1.00 | 0.0028 | -0.014 | ||
| 0.0200 | 0.0600 | 1,140 | 79.5% | 0.01 | 0.0031 | -0.009 | 88 | 26.70 | 28.40 | -1.00 | 0.0021 | -0.015 | ||||
| 0.0200 | 0.0500 | 5 | 4,650 | 80.2% | 0.01 | 0.0028 | -0.008 | 89 | 27.70 | 29.40 | 1 | -1.00 | 0.0015 | -0.016 | ||
| 0.0200 | 0.0300 | 105 | 27.7K | 78.9% | 0.01 | 0.0025 | -0.007 | 90 | 28.80 | 30.40 | 200 | 96.5% | -1.00 | 0.0011 | -0.017 | |
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 18, 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.
call-опционыput-опционы