SMCI цепочка опционов Super Micro Computer, Inc.
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 ±19.9% (26.45–39.55) · ATM IV 83.9% · P/C открытого интереса 0.62
| 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 | |
| 16.05 | 16.25 | 5 | 58 | 117.3% | 0.98 | 0.0038 | -0.005 | 17 | 0.0500 | 0.1200 | 160 | 117.2% | -0.02 | 0.0038 | -0.007 | |
| 15.10 | 15.30 | 58 | 116.8% | 0.98 | 0.0049 | -0.007 | 18 | 0.0700 | 0.1400 | 209 | 112.2% | -0.02 | 0.0049 | -0.009 | ||
| 14.15 | 14.30 | 41 | 110.8% | 0.97 | 0.0062 | -0.009 | 19 | 0.1000 | 0.1700 | 685 | 108.3% | -0.03 | 0.0062 | -0.010 | ||
| 13.15 | 13.35 | 12 | 212 | 104.7% | 0.96 | 0.0079 | -0.011 | 20 | 0.1200 | 0.2000 | 340 | 2,377 | 103.0% | -0.04 | 0.0080 | -0.013 |
| 12.25 | 12.40 | 90 | 103.5% | 0.95 | 0.0100 | -0.013 | 21 | 0.1700 | 0.2400 | 29 | 509 | 99.6% | -0.05 | 0.0100 | -0.015 | |
| 11.30 | 11.50 | 260 | 100.8% | 0.94 | 0.0125 | -0.016 | 22 | 0.2500 | 0.3200 | 396 | 2,128 | 98.4% | -0.06 | 0.0126 | -0.018 | |
| 10.40 | 10.55 | 1 | 365 | 97.1% | 0.92 | 0.0154 | -0.020 | 23 | 0.3400 | 0.4000 | 13 | 6,355 | 96.0% | -0.08 | 0.0155 | -0.021 |
| 9.50 | 9.70 | 609 | 95.6% | 0.90 | 0.0188 | -0.023 | 24 | 0.4500 | 0.5000 | 114 | 1,792 | 93.7% | -0.10 | 0.0188 | -0.024 | |
| 8.65 | 8.85 | 668 | 94.0% | 0.88 | 0.0224 | -0.027 | 25 | 0.5900 | 0.6300 | 46 | 5,901 | 91.8% | -0.12 | 0.0225 | -0.028 | |
| 7.80 | 8.00 | 432 | 91.1% | 0.85 | 0.0263 | -0.031 | 26 | 0.7400 | 0.8000 | 15 | 3,046 | 89.9% | -0.15 | 0.0264 | -0.032 | |
| 7.00 | 7.20 | 561 | 89.3% | 0.82 | 0.0303 | -0.035 | 27 | 0.9600 | 1.00 | 33 | 2,125 | 88.7% | -0.18 | 0.0304 | -0.036 | |
| 6.30 | 6.45 | 248 | 88.8% | 0.78 | 0.0343 | -0.039 | 28 | 1.19 | 1.27 | 129 | 2,140 | 87.5% | -0.22 | 0.0344 | -0.040 | |
| 5.55 | 5.75 | 3 | 554 | 87.0% | 0.74 | 0.0380 | -0.042 | 29 | 1.49 | 1.54 | 276 | 1,421 | 86.2% | -0.26 | 0.0382 | -0.043 |
| 4.90 | 5.10 | 105 | 1,876 | 86.2% | 0.70 | 0.0414 | -0.045 | 30 | 1.81 | 1.88 | 803 | 3,427 | 85.0% | -0.30 | 0.0416 | -0.046 |
| 4.30 | 4.50 | 6 | 978 | 85.5% | 0.65 | 0.0443 | -0.048 | 31 | 2.21 | 2.29 | 89 | 1,403 | 84.6% | -0.35 | 0.0445 | -0.048 |
| 3.75 | 3.95 | 127 | 1,245 | 84.9% | 0.60 | 0.0465 | -0.049 | 32 | 2.64 | 2.73 | 65 | 3,264 | 83.7% | -0.40 | 0.0468 | -0.050 |
| 3.50 | 3.70 | 7 | 84.7% | 0.58 | 0.0473 | -0.050 | 32.5 | 2.87 | 2.97 | 95 | 83.2% | -0.42 | 0.0476 | -0.050 | ||
| 3.30 | 3.40 | 436 | 2,096 | 84.3% | 0.56 | 0.0480 | -0.050 | 33 | 3.15 | 3.25 | 263 | 2,126 | 83.6% | -0.45 | 0.0483 | -0.051 |
| 3.05 | 3.20 | 29 | 84.2% | 0.53 | 0.0484 | -0.050 | 33.5 | 3.40 | 3.50 | 6 | 82.8% | -0.47 | 0.0488 | -0.051 | ||
| 2.84 | 2.90 | 981 | 1,970 | 83.0% | 0.51 | 0.0487 | -0.051 | 34 | 3.65 | 3.80 | 57 | 2,097 | 82.5% | -0.49 | 0.0491 | -0.051 |
| 2.64 | 2.77 | 48 | 83.9% | 0.49 | 0.0488 | -0.050 | 34.5 | 3.95 | 4.10 | 5 | 82.5% | -0.52 | 0.0492 | -0.051 | ||
| 2.47 | 2.50 | 991 | 3,123 | 82.9% | 0.46 | 0.0487 | -0.050 | 35 | 4.25 | 4.40 | 36 | 3,856 | 82.2% | -0.54 | 0.0491 | -0.050 |
| 2.27 | 2.39 | 91 | 83.6% | 0.44 | 0.0484 | -0.050 | 35.5 | 4.55 | 4.75 | 1 | 82.2% | -0.56 | 0.0489 | -0.050 | ||
| 2.11 | 2.17 | 645 | 1,836 | 82.9% | 0.42 | 0.0480 | -0.049 | 36 | 4.90 | 5.05 | 65 | 1,495 | 82.0% | -0.59 | 0.0484 | -0.049 |
| 1.95 | 2.05 | 96 | 83.4% | 0.39 | 0.0474 | -0.048 | 36.5 | 5.20 | 5.40 | 4 | 81.4% | -0.61 | 0.0479 | -0.048 | ||
| 1.78 | 1.86 | 218 | 10.5K | 82.5% | 0.37 | 0.0466 | -0.048 | 37 | 5.55 | 5.75 | 204 | 2,442 | 81.3% | -0.63 | 0.0472 | -0.048 |
| 1.66 | 1.70 | 74 | 82.4% | 0.35 | 0.0458 | -0.046 | 37.5 | 5.90 | 6.15 | 1 | 81.6% | -0.65 | 0.0463 | -0.047 | ||
| 1.52 | 1.61 | 270 | 3,772 | 82.8% | 0.33 | 0.0448 | -0.045 | 38 | 6.30 | 6.50 | 17 | 1,606 | 81.7% | -0.67 | 0.0454 | -0.045 |
| 1.41 | 1.49 | 31 | 82.9% | 0.31 | 0.0437 | -0.044 | 38.5 | 6.70 | 6.90 | 5 | 82.2% | -0.69 | 0.0443 | -0.044 | ||
| 1.30 | 1.33 | 133 | 2,527 | 82.2% | 0.30 | 0.0425 | -0.043 | 39 | 7.05 | 7.25 | 13 | 1,432 | 81.0% | -0.71 | 0.0432 | -0.043 |
| 1.11 | 1.12 | 1,647 | 14.5K | 82.2% | 0.26 | 0.0400 | -0.041 | 40 | 7.85 | 8.05 | 131 | 3,623 | 80.9% | -0.74 | 0.0407 | -0.041 |
| 0.9400 | 1.02 | 139 | 1,750 | 83.5% | 0.23 | 0.0373 | -0.038 | 41 | 8.70 | 8.90 | 2,315 | 81.5% | -0.78 | 0.0381 | -0.038 | |
| 0.8000 | 0.8400 | 250 | 3,114 | 83.1% | 0.20 | 0.0346 | -0.035 | 42 | 9.55 | 9.75 | 2 | 1,234 | 81.4% | -0.80 | 0.0354 | -0.035 |
| 0.6900 | 0.7100 | 34 | 1,559 | 83.5% | 0.18 | 0.0318 | -0.033 | 43 | 10.45 | 10.65 | 1 | 783 | 82.3% | -0.83 | 0.0326 | -0.032 |
| 0.5800 | 0.6200 | 208 | 2,951 | 83.9% | 0.16 | 0.0291 | -0.030 | 44 | 11.35 | 11.55 | 452 | 82.5% | -0.85 | 0.0300 | -0.030 | |
| 0.5000 | 0.5200 | 585 | 6,725 | 84.2% | 0.14 | 0.0265 | -0.028 | 45 | 12.25 | 12.50 | 2 | 1,418 | 83.2% | -0.87 | 0.0274 | -0.027 |
| 0.4100 | 0.4600 | 95 | 2,287 | 84.5% | 0.12 | 0.0241 | -0.025 | 46 | 13.20 | 13.40 | 445 | 83.3% | -0.89 | 0.0250 | -0.025 | |
| 0.3600 | 0.4000 | 17 | 972 | 85.4% | 0.11 | 0.0218 | -0.023 | 47 | 14.15 | 14.35 | 291 | 84.2% | -0.90 | 0.0228 | -0.023 | |
| 0.3200 | 0.3300 | 12 | 2,104 | 85.7% | 0.09 | 0.0198 | -0.021 | 48 | 15.10 | 15.30 | 106 | 84.5% | -0.92 | 0.0209 | -0.021 | |
| 0.2700 | 0.3100 | 56 | 1,042 | 86.9% | 0.08 | 0.0179 | -0.020 | 49 | 16.05 | 16.25 | 67 | 84.0% | -0.93 | 0.0190 | -0.019 | |
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.