SLV цепочка опционов iShares Silver Trust
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 ±8.7% (47.52–56.56) · ATM IV 35.2% · P/C открытого интереса 0.25
| 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 | |
| 24.45 | 24.65 | 40 | 6 | 1.00 | 0.0007 | -0.001 | 27 | 0 | 0.0200 | 39 | 78.4% | -0.00 | 0.0007 | -0.001 | ||
| 23.45 | 23.65 | 30 | 7 | 1.00 | 0.0008 | -0.002 | 28 | 0 | 0.0300 | 19 | 77.5% | -0.00 | 0.0008 | -0.002 | ||
| 22.45 | 22.65 | 40 | 13 | 1.00 | 0.0009 | -0.002 | 29 | 0 | 0.0300 | 10 | 73.4% | -0.00 | 0.0009 | -0.002 | ||
| 21.50 | 21.65 | 30 | 45 | 67.4% | 1.00 | 0.0011 | -0.002 | 30 | 0.0100 | 0.0200 | 40 | 169 | 69.4% | -0.00 | 0.0011 | -0.002 |
| 20.50 | 20.65 | 40 | 4 | 60.5% | 0.99 | 0.0013 | -0.002 | 31 | 0.0100 | 0.0300 | 14 | 67.8% | -0.01 | 0.0014 | -0.002 | |
| 19.50 | 19.70 | 30 | 10 | 66.5% | 0.99 | 0.0016 | -0.002 | 32 | 0.0100 | 0.0300 | 43 | 63.9% | -0.01 | 0.0016 | -0.002 | |
| 18.50 | 18.70 | 42 | 13 | 61.2% | 0.99 | 0.0020 | -0.003 | 33 | 0.0100 | 0.0300 | 110 | 60.2% | -0.01 | 0.0020 | -0.003 | |
| 17.50 | 17.70 | 42 | 13 | 56.1% | 0.99 | 0.0025 | -0.003 | 34 | 0.0200 | 0.0400 | 104 | 59.5% | -0.01 | 0.0025 | -0.003 | |
| 16.50 | 16.70 | 25 | 50.9% | 0.99 | 0.0031 | -0.003 | 35 | 0.0200 | 0.0400 | 1,400 | 4,934 | 55.8% | -0.01 | 0.0031 | -0.003 | |
| 15.55 | 15.70 | 53.2% | 0.99 | 0.0038 | -0.004 | 36 | 0.0300 | 0.0500 | 5,378 | 54.2% | -0.01 | 0.0038 | -0.004 | |||
| 14.55 | 14.75 | 18 | 53.1% | 0.98 | 0.0048 | -0.005 | 37 | 0.0400 | 0.0600 | 179 | 52.3% | -0.02 | 0.0048 | -0.005 | ||
| 13.55 | 13.75 | 8 | 48.8% | 0.98 | 0.0061 | -0.005 | 38 | 0.0500 | 0.0700 | 2 | 277 | 50.0% | -0.02 | 0.0061 | -0.005 | |
| 12.60 | 12.75 | 19 | 47.7% | 0.97 | 0.0078 | -0.006 | 39 | 0.0700 | 0.0900 | 58 | 48.6% | -0.03 | 0.0078 | -0.006 | ||
| 11.60 | 11.80 | 21 | 106 | 46.0% | 0.97 | 0.0098 | -0.007 | 40 | 0.0900 | 0.1100 | 48 | 8,104 | 46.6% | -0.03 | 0.0099 | -0.008 |
| 10.65 | 10.80 | 6 | 43.9% | 0.96 | 0.0125 | -0.009 | 41 | 0.1100 | 0.1400 | 23 | 467 | 44.7% | -0.04 | 0.0126 | -0.009 | |
| 9.70 | 9.85 | 43.0% | 0.95 | 0.0159 | -0.011 | 42 | 0.1500 | 0.1700 | 200 | 710 | 43.0% | -0.05 | 0.0160 | -0.011 | ||
| 8.75 | 8.90 | 40 | 41.3% | 0.93 | 0.0200 | -0.013 | 43 | 0.2000 | 0.2300 | 27 | 1,745 | 41.8% | -0.07 | 0.0202 | -0.013 | |
| 7.80 | 8.00 | 6 | 40.2% | 0.91 | 0.0252 | -0.015 | 44 | 0.2600 | 0.3000 | 39 | 1,098 | 40.4% | -0.09 | 0.0253 | -0.015 | |
| 6.90 | 7.10 | 24 | 953 | 39.2% | 0.88 | 0.0312 | -0.017 | 45 | 0.3500 | 0.3900 | 611 | 17.1K | 39.1% | -0.12 | 0.0314 | -0.017 |
| 6.05 | 6.20 | 20 | 77 | 38.0% | 0.85 | 0.0382 | -0.020 | 46 | 0.4800 | 0.5200 | 313 | 2,074 | 38.2% | -0.15 | 0.0385 | -0.020 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.20 | 5.35 | 23 | 338 | 36.8% | 0.81 | 0.0457 | -0.023 | 47 | 0.6400 | 0.6900 | 207 | 1,767 | 37.3% | -0.19 | 0.0461 | -0.023 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.45 | 4.60 | 70 | 67 | 36.7% | 0.76 | 0.0533 | -0.026 | 48 | 0.8600 | 0.9000 | 271 | 3,973 | 36.6% | -0.24 | 0.0538 | -0.026 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.70 | 3.85 | 172 | 118 | 35.6% | 0.70 | 0.0604 | -0.028 | 49 | 1.13 | 1.18 | 179 | 3,356 | 35.9% | -0.30 | 0.0610 | -0.029 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 49.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.05 | 3.20 | 238 | 2,360 | 35.2% | 0.64 | 0.0661 | -0.030 | 50 | 1.48 | 1.52 | 1,744 | 16.6K | 35.5% | -0.37 | 0.0669 | -0.031 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 50.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.53 | 2.61 | 464 | 1,570 | 35.2% | 0.57 | 0.0697 | -0.032 | 51 | 1.91 | 1.97 | 338 | 2,767 | 35.4% | -0.44 | 0.0707 | -0.032 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 51.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.04 | 2.11 | 1,304 | 1,408 | 35.2% | 0.50 | 0.0710 | -0.032 | 52 | 2.40 | 2.49 | 610 | 4,376 | 35.3% | -0.51 | 0.0721 | -0.033 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 52.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.64 | 1.69 | 1,023 | 2,189 | 35.2% | 0.43 | 0.0696 | -0.032 | 53 | 2.98 | 3.10 | 193 | 4,779 | 35.5% | -0.58 | 0.0711 | -0.032 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 53.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.29 | 1.35 | 236 | 4,071 | 35.4% | 0.36 | 0.0663 | -0.030 | 54 | 3.60 | 3.75 | 152 | 3,397 | 35.2% | -0.64 | 0.0679 | -0.031 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 54.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.03 | 1.06 | 1,593 | 17.7K | 35.6% | 0.31 | 0.0614 | -0.029 | 55 | 4.35 | 4.50 | 438 | 13.2K | 35.9% | -0.70 | 0.0632 | -0.029 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 55.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7900 | 0.8400 | 7,526 | 9,200 | 35.9% | 0.25 | 0.0555 | -0.026 | 56 | 5.10 | 5.35 | 199 | 1,226 | 36.7% | -0.76 | 0.0574 | -0.027 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 56.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6200 | 0.6500 | 424 | 6,489 | 36.2% | 0.21 | 0.0492 | -0.024 | 57 | 5.95 | 6.15 | 118 | 1,637 | 37.1% | -0.80 | 0.0513 | -0.025 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 57.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5000 | 0.5300 | 1,048 | 3,996 | 37.1% | 0.17 | 0.0430 | -0.021 | 58 | 6.80 | 7.05 | 56 | 5,025 | 37.8% | -0.84 | 0.0452 | -0.022 |
| 0.4000 | 0.4300 | 763 | 64.8K | 37.9% | 0.14 | 0.0371 | -0.019 | 59 | 7.75 | 7.95 | 9 | 1,572 | 39.2% | -0.87 | 0.0395 | -0.020 |
| 0.3300 | 0.3500 | 3,906 | 19.5K | 38.8% | 0.12 | 0.0320 | -0.017 | 60 | 8.65 | 8.85 | 640 | 3,547 | 39.2% | -0.90 | 0.0343 | -0.018 |
| 0.2600 | 0.2900 | 1,909 | 3,149 | 39.6% | 0.10 | 0.0275 | -0.015 | 61 | 9.60 | 9.85 | 4 | 1,488 | 41.2% | -0.92 | 0.0298 | -0.017 |
| 0.2200 | 0.2400 | 69 | 4,440 | 40.6% | 0.08 | 0.0236 | -0.014 | 62 | 10.50 | 11.05 | 2 | 679 | 46.0% | -0.93 | 0.0258 | -0.015 |
| 0.1900 | 0.2000 | 1,100 | 27.8K | 41.6% | 0.07 | 0.0205 | -0.013 | 63 | 10.85 | 12.85 | 200 | 1,648 | 51.5% | -0.95 | 0.0223 | -0.014 |
| 0.1600 | 0.1900 | 46 | 7,070 | 43.1% | 0.06 | 0.0178 | -0.012 | 64 | 11.95 | 13.85 | 201 | 1,547 | 56.1% | -0.96 | 0.0193 | -0.013 |
| 0.1400 | 0.1600 | 686 | 14.5K | 44.1% | 0.05 | 0.0156 | -0.011 | 65 | 13.40 | 14.80 | 20 | 3,761 | 65.0% | -0.96 | 0.0167 | -0.012 |
| 0.1200 | 0.1500 | 15 | 10.8K | 45.5% | 0.05 | 0.0138 | -0.010 | 66 | 14.35 | 14.75 | 137 | 42.0% | -0.97 | 0.0145 | -0.011 | |
| 0.1100 | 0.1300 | 407 | 1,598 | 46.7% | 0.04 | 0.0122 | -0.009 | 67 | 13.55 | 17.30 | 1 | 220 | -0.97 | 0.0125 | -0.010 | |
| 0.1000 | 0.1200 | 11 | 5,629 | 48.0% | 0.04 | 0.0109 | -0.009 | 68 | 15.85 | 16.80 | 300 | -0.98 | 0.0108 | -0.009 | ||
| 0.0900 | 0.1100 | 3 | 1,908 | 49.3% | 0.04 | 0.0098 | -0.008 | 69 | 15.60 | 18.65 | 322 | -0.98 | 0.0094 | -0.008 | ||
| 0.0900 | 0.1000 | 372 | 96.0K | 50.8% | 0.03 | 0.0088 | -0.008 | 70 | 17.90 | 19.80 | 11 | 2,582 | 69.9% | -0.99 | 0.0082 | -0.007 |
| 0.0700 | 0.1000 | 37 | 603 | 51.8% | 0.03 | 0.0080 | -0.007 | 71 | 17.85 | 20.80 | 247 | -0.99 | 0.0071 | -0.006 | ||
| 0.0700 | 0.0900 | 4 | 3,127 | 53.1% | 0.03 | 0.0072 | -0.007 | 72 | 18.90 | 22.20 | 93 | 53.8% | -0.99 | 0.0061 | -0.006 | |
| 0.0600 | 0.0900 | 7,374 | 54.4% | 0.02 | 0.0066 | -0.007 | 73 | 19.55 | 23.55 | 5 | 55.7% | -0.99 | 0.0053 | -0.005 | ||
| 0.0600 | 0.0800 | 2 | 9,772 | 55.6% | 0.02 | 0.0060 | -0.006 | 74 | 20.55 | 24.25 | 6 | -0.99 | 0.0046 | -0.005 | ||
| 0.0600 | 0.0700 | 237 | 9,842 | 56.7% | 0.02 | 0.0055 | -0.006 | 75 | 21.55 | 25.55 | 59.3% | -0.99 | 0.0040 | -0.004 | ||
| 0.0500 | 0.0700 | 1,854 | 57.7% | 0.02 | 0.0051 | -0.006 | 76 | 22.55 | 26.55 | 61.0% | -0.99 | 0.0034 | -0.003 | |||
| 0.0400 | 0.0700 | 5,760 | 58.6% | 0.02 | 0.0047 | -0.006 | 77 | 23.05 | 27.60 | -1.00 | 0.0030 | -0.003 | ||||
| 0.0400 | 0.0600 | 2,776 | 59.5% | 0.02 | 0.0044 | -0.005 | 78 | 24.55 | 28.55 | 64.4% | -1.00 | 0.0026 | -0.003 | |||
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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