SMH цепочка опционов VanEck Semiconductor ETF
Cboe delayed options data · по состоянию на 18:43 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 ±8.8% (500.19–596.53) · ATM IV 37.0% · P/C открытого интереса 1.44
| 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 | |
| 273.05 | 276.50 | 2 | 98.6% | 1.00 | 0.0000 | 0.000 | 275 | 0.0200 | 2.02 | 5 | 195 | 115.4% | -0.00 | 0.0001 | -0.016 | |
| 268.30 | 271.80 | 9 | 103.8% | 1.00 | 0.0001 | 0.000 | 280 | 0.0200 | 0.9200 | 27 | 100.9% | -0.00 | 0.0001 | -0.017 | ||
| 262.65 | 266.75 | 10 | 89.0% | 1.00 | 0.0001 | 0.000 | 285 | 0.0300 | 0.9400 | 16 | 98.9% | -0.00 | 0.0001 | -0.018 | ||
| 258.05 | 261.85 | 32 | 95.2% | 1.00 | 0.0001 | 0.000 | 290 | 0.0300 | 0.5800 | 12 | 91.0% | -0.00 | 0.0001 | -0.019 | ||
| 253.10 | 256.80 | 2 | 92.2% | 1.00 | 0.0001 | 0.000 | 295 | 0.0300 | 0.5200 | 18 | 87.6% | -0.00 | 0.0001 | -0.020 | ||
| 248.35 | 251.90 | 8 | 93.8% | 1.00 | 0.0001 | 0.000 | 300 | 0.0300 | 0.2800 | 3,237 | 80.0% | -0.00 | 0.0001 | -0.022 | ||
| 243.15 | 246.95 | 48 | 89.2% | 1.00 | 0.0001 | 0.000 | 305 | 0.0400 | 0.2000 | 54 | 75.9% | -0.00 | 0.0001 | -0.023 | ||
| 238.20 | 241.95 | 3 | 87.1% | 1.00 | 0.0001 | 0.000 | 310 | 0.0400 | 0.2600 | 324 | 75.8% | -0.00 | 0.0001 | -0.024 | ||
| 233.30 | 236.95 | 25 | 85.6% | 0.99 | 0.0001 | 0.000 | 315 | 0.0500 | 0.2900 | 137 | 74.8% | -0.01 | 0.0001 | -0.026 | ||
| 228.55 | 232.00 | 1 | 86.1% | 0.99 | 0.0001 | -0.000 | 320 | 0.0600 | 0.2500 | 92 | 72.2% | -0.01 | 0.0001 | -0.028 | ||
| 223.45 | 227.00 | 7 | 82.5% | 0.99 | 0.0001 | -0.003 | 325 | 0.0800 | 0.2700 | 1 | 33 | 71.2% | -0.01 | 0.0001 | -0.029 | |
| 218.65 | 222.00 | 3 | 81.8% | 0.99 | 0.0001 | -0.005 | 330 | 0.0900 | 0.2800 | 2 | 32 | 69.8% | -0.01 | 0.0001 | -0.031 | |
| 213.75 | 217.00 | 24 | 80.2% | 0.99 | 0.0002 | -0.008 | 335 | 0.0700 | 0.3200 | 2 | 193 | 68.3% | -0.01 | 0.0002 | -0.033 | |
| 208.50 | 212.00 | 67 | 75.3% | 0.99 | 0.0002 | -0.010 | 340 | 0.0800 | 0.3400 | 312 | 67.0% | -0.01 | 0.0002 | -0.035 | ||
| 203.75 | 207.25 | 24 | 77.3% | 0.99 | 0.0002 | -0.013 | 345 | 0.1100 | 0.4300 | 248 | 67.2% | -0.01 | 0.0002 | -0.038 | ||
| 198.10 | 202.30 | 86 | 69.3% | 0.99 | 0.0002 | -0.016 | 350 | 0.1000 | 0.4200 | 243 | 65.0% | -0.01 | 0.0002 | -0.040 | ||
| 194.00 | 197.40 | 52 | 75.3% | 0.99 | 0.0002 | -0.020 | 355 | 0.3200 | 0.4200 | 2 | 191 | 66.1% | -0.01 | 0.0002 | -0.043 | |
| 188.95 | 192.45 | 111 | 72.9% | 0.99 | 0.0003 | -0.023 | 360 | 0.3700 | 0.4600 | 6 | 133 | 65.2% | -0.01 | 0.0003 | -0.046 | |
| 183.90 | 187.50 | 16 | 70.6% | 0.99 | 0.0003 | -0.027 | 365 | 0.4100 | 0.5000 | 164 | 64.1% | -0.01 | 0.0003 | -0.049 | ||
| 178.75 | 182.50 | 40 | 67.2% | 0.99 | 0.0003 | -0.031 | 370 | 0.4500 | 1.00 | 120 | 66.7% | -0.01 | 0.0003 | -0.053 | ||
| 173.55 | 177.50 | 25 | 63.5% | 0.98 | 0.0004 | -0.035 | 375 | 0.5100 | 0.6000 | 429 | 62.1% | -0.01 | 0.0004 | -0.056 | ||
| 169.15 | 172.50 | 208 | 65.2% | 0.98 | 0.0004 | -0.040 | 380 | 0.5900 | 0.6400 | 52 | 430 | 61.2% | -0.02 | 0.0004 | -0.060 | |
| 163.95 | 167.50 | 113 | 61.8% | 0.98 | 0.0004 | -0.045 | 385 | 0.6100 | 0.7200 | 1 | 159 | 60.0% | -0.02 | 0.0005 | -0.065 | |
| 159.25 | 162.60 | 56 | 61.9% | 0.98 | 0.0005 | -0.050 | 390 | 0.6800 | 0.7700 | 2 | 268 | 58.9% | -0.02 | 0.0005 | -0.069 | |
| 154.05 | 157.90 | 107 | 60.2% | 0.98 | 0.0006 | -0.055 | 395 | 0.7400 | 0.8500 | 186 | 57.8% | -0.02 | 0.0006 | -0.074 | ||
| 150.00 | 153.00 | 3 | 53 | 62.7% | 0.98 | 0.0006 | -0.061 | 400 | 0.8100 | 0.9300 | 110 | 4,015 | 56.8% | -0.02 | 0.0006 | -0.079 |
| 144.70 | 148.20 | 5 | 60.1% | 0.97 | 0.0007 | -0.067 | 405 | 0.9000 | 1.02 | 3 | 1,138 | 55.8% | -0.03 | 0.0007 | -0.085 | |
| 139.80 | 143.25 | 102 | 58.5% | 0.97 | 0.0008 | -0.074 | 410 | 0.9900 | 1.13 | 3 | 341 | 54.9% | -0.03 | 0.0008 | -0.091 | |
| 135.10 | 138.40 | 51 | 58.0% | 0.97 | 0.0008 | -0.081 | 415 | 1.10 | 1.21 | 3 | 605 | 53.8% | -0.03 | 0.0008 | -0.097 | |
| 130.20 | 133.50 | 12 | 56.4% | 0.96 | 0.0009 | -0.088 | 420 | 1.22 | 1.37 | 5 | 710 | 53.0% | -0.04 | 0.0009 | -0.104 | |
| 124.60 | 128.45 | 33 | 52.1% | 0.96 | 0.0010 | -0.096 | 425 | 1.35 | 1.50 | 685 | 52.0% | -0.04 | 0.0010 | -0.112 | ||
| 120.55 | 123.65 | 27 | 53.6% | 0.95 | 0.0011 | -0.105 | 430 | 1.51 | 1.75 | 2 | 1,008 | 51.4% | -0.04 | 0.0011 | -0.120 | |
| 115.75 | 118.85 | 70 | 52.6% | 0.95 | 0.0012 | -0.114 | 435 | 1.68 | 1.84 | 8 | 214 | 50.2% | -0.05 | 0.0013 | -0.128 | |
| 110.65 | 114.05 | 4 | 111 | 50.7% | 0.94 | 0.0014 | -0.123 | 440 | 1.87 | 2.03 | 6 | 413 | 49.3% | -0.06 | 0.0014 | -0.137 |
| 105.75 | 109.50 | 479 | 49.9% | 0.94 | 0.0015 | -0.133 | 445 | 2.10 | 2.27 | 56 | 266 | 48.5% | -0.06 | 0.0015 | -0.147 | |
| 101.10 | 104.80 | 253 | 49.2% | 0.93 | 0.0017 | -0.144 | 450 | 2.35 | 2.51 | 55 | 4,959 | 47.7% | -0.07 | 0.0017 | -0.157 | |
| 96.70 | 100.10 | 46 | 48.9% | 0.92 | 0.0019 | -0.155 | 455 | 2.64 | 2.81 | 4 | 1,008 | 46.9% | -0.08 | 0.0019 | -0.168 | |
| 92.20 | 95.45 | 6 | 190 | 48.3% | 0.92 | 0.0020 | -0.168 | 460 | 2.97 | 3.15 | 12 | 580 | 46.2% | -0.09 | 0.0021 | -0.180 |
| 87.60 | 90.85 | 147 | 47.4% | 0.91 | 0.0023 | -0.180 | 465 | 3.25 | 3.55 | 21 | 1,056 | 45.4% | -0.09 | 0.0023 | -0.192 | |
| 82.30 | 86.25 | 316 | 45.3% | 0.89 | 0.0025 | -0.194 | 470 | 3.75 | 4.00 | 52 | 934 | 44.9% | -0.11 | 0.0025 | -0.205 | |
| 78.20 | 81.70 | 174 | 45.1% | 0.88 | 0.0027 | -0.208 | 475 | 4.20 | 4.45 | 23 | 1,266 | 44.1% | -0.12 | 0.0028 | -0.218 | |
| 73.70 | 77.25 | 6 | 144 | 44.3% | 0.87 | 0.0030 | -0.222 | 480 | 4.65 | 5.00 | 46 | 1,696 | 43.3% | -0.13 | 0.0030 | -0.232 |
| 69.75 | 72.90 | 45 | 44.2% | 0.85 | 0.0033 | -0.237 | 485 | 5.35 | 5.80 | 82 | 531 | 43.1% | -0.15 | 0.0033 | -0.246 | |
| 65.25 | 68.75 | 77 | 43.5% | 0.84 | 0.0036 | -0.252 | 490 | 6.05 | 6.50 | 55 | 1,637 | 42.5% | -0.16 | 0.0036 | -0.261 | |
| 60.95 | 64.50 | 2 | 159 | 42.7% | 0.82 | 0.0038 | -0.267 | 495 | 6.85 | 7.20 | 100 | 1,439 | 41.8% | -0.18 | 0.0039 | -0.275 |
| 56.85 | 59.85 | 32 | 335 | 41.5% | 0.80 | 0.0042 | -0.281 | 500 | 7.70 | 7.95 | 382 | 8,121 | 41.1% | -0.20 | 0.0042 | -0.290 |
| 53.00 | 55.90 | 112 | 41.2% | 0.78 | 0.0045 | -0.296 | 505 | 8.65 | 9.00 | 73 | 2,011 | 40.6% | -0.22 | 0.0045 | -0.304 | |
| 48.95 | 52.00 | 7 | 123 | 40.5% | 0.76 | 0.0048 | -0.309 | 510 | 9.85 | 10.10 | 99 | 3,380 | 40.2% | -0.24 | 0.0048 | -0.317 |
| 45.05 | 48.20 | 1 | 96 | 39.8% | 0.73 | 0.0051 | -0.322 | 515 | 11.00 | 11.40 | 29 | 957 | 39.8% | -0.27 | 0.0051 | -0.330 |
| 41.95 | 44.50 | 2 | 125 | 39.8% | 0.71 | 0.0054 | -0.334 | 520 | 12.30 | 12.75 | 127 | 3,208 | 39.3% | -0.29 | 0.0054 | -0.341 |
| 38.10 | 40.75 | 37 | 147 | 38.8% | 0.68 | 0.0057 | -0.344 | 525 | 13.70 | 14.15 | 105 | 2,174 | 38.7% | -0.32 | 0.0057 | -0.351 |
| 36.95 | 38.95 | 39.0% | 0.67 | 0.0058 | -0.349 | 527.5 | 14.45 | 15.05 | 122 | 38.5% | -0.34 | 0.0059 | -0.355 | |||
| 35.50 | 37.25 | 1 | 229 | 38.9% | 0.65 | 0.0059 | -0.353 | 530 | 15.10 | 15.80 | 161 | 9,202 | 38.1% | -0.35 | 0.0060 | -0.359 |
| 33.85 | 36.00 | 39.0% | 0.64 | 0.0061 | -0.357 | 532.5 | 16.15 | 16.70 | 152 | 38.0% | -0.36 | 0.0061 | -0.363 | |||
| 31.75 | 34.05 | 128 | 38.0% | 0.62 | 0.0062 | -0.360 | 535 | 17.05 | 17.60 | 531 | 2,993 | 37.8% | -0.38 | 0.0062 | -0.366 | |
| 30.75 | 32.85 | 38.6% | 0.61 | 0.0063 | -0.363 | 537.5 | 17.95 | 18.45 | 96 | 37.5% | -0.40 | 0.0064 | -0.368 | |||
| 29.15 | 31.10 | 30 | 457 | 38.1% | 0.59 | 0.0064 | -0.365 | 540 | 19.00 | 19.45 | 273 | 2,214 | 37.4% | -0.41 | 0.0065 | -0.370 |
| 27.25 | 29.55 | 37.5% | 0.58 | 0.0065 | -0.366 | 542.5 | 19.95 | 20.45 | 8 | 37.1% | -0.43 | 0.0066 | -0.372 | |||
| 26.00 | 27.60 | 7 | 191 | 37.0% | 0.56 | 0.0066 | -0.367 | 545 | 21.05 | 21.50 | 206 | 2,544 | 36.9% | -0.44 | 0.0066 | -0.373 |
| 24.70 | 26.70 | 37.3% | 0.54 | 0.0066 | -0.367 | 547.5 | 22.15 | 22.80 | 97 | 36.8% | -0.46 | 0.0067 | -0.373 | |||
| 23.55 | 24.15 | 94 | 839 | 36.2% | 0.53 | 0.0067 | -0.367 | 550 | 23.30 | 23.95 | 462 | 7,453 | 36.6% | -0.48 | 0.0068 | -0.372 |
| 21.95 | 23.70 | 45 | 36.5% | 0.51 | 0.0067 | -0.366 | 552.5 | 24.50 | 25.15 | 8 | 36.4% | -0.50 | 0.0068 | -0.371 | ||
| 21.05 | 21.55 | 135 | 563 | 35.9% | 0.49 | 0.0068 | -0.364 | 555 | 25.25 | 26.35 | 24 | 2,091 | 35.8% | -0.51 | 0.0069 | -0.370 |
| 19.95 | 20.60 | 21 | 36.1% | 0.48 | 0.0068 | -0.362 | 557.5 | 26.00 | 27.70 | 9 | 35.3% | -0.53 | 0.0069 | -0.368 | ||
| 18.75 | 19.20 | 165 | 2,692 | 35.6% | 0.46 | 0.0068 | -0.360 | 560 | 27.55 | 29.40 | 13 | 2,927 | 35.6% | -0.55 | 0.0069 | -0.365 |
| 17.60 | 18.30 | 71 | 35.7% | 0.44 | 0.0068 | -0.356 | 562.5 | 28.55 | 31.10 | 6 | 35.3% | -0.56 | 0.0069 | -0.361 | ||
| 16.60 | 17.00 | 151 | 907 | 35.4% | 0.42 | 0.0068 | -0.352 | 565 | 30.10 | 31.90 | 32 | 1,000 | 34.8% | -0.58 | 0.0069 | -0.357 |
| 15.65 | 16.20 | 61 | 35.5% | 0.41 | 0.0067 | -0.348 | 567.5 | 31.30 | 33.50 | 88 | 34.5% | -0.60 | 0.0069 | -0.353 | ||
| 14.60 | 15.20 | 153 | 1,036 | 35.3% | 0.39 | 0.0067 | -0.343 | 570 | 33.40 | 35.35 | 170 | 2,349 | 35.1% | -0.62 | 0.0068 | -0.348 |
| 13.65 | 14.25 | 51 | 35.1% | 0.37 | 0.0066 | -0.337 | 572.5 | 34.40 | 36.60 | 1 | 34.2% | -0.63 | 0.0068 | -0.342 | ||
| 12.85 | 13.35 | 498 | 1,469 | 35.1% | 0.36 | 0.0065 | -0.331 | 575 | 36.20 | 38.20 | 17 | 983 | 34.2% | -0.65 | 0.0067 | -0.336 |
| 11.15 | 11.70 | 84 | 1,263 | 34.8% | 0.33 | 0.0063 | -0.318 | 580 | 39.35 | 41.30 | 215 | 2,837 | 33.5% | -0.68 | 0.0065 | -0.323 |
| 9.65 | 10.15 | 192 | 697 | 34.5% | 0.30 | 0.0061 | -0.303 | 585 | 43.05 | 45.55 | 56 | 3,950 | 34.0% | -0.71 | 0.0063 | -0.308 |
| 8.30 | 8.85 | 259 | 1,455 | 34.4% | 0.27 | 0.0058 | -0.287 | 590 | 47.30 | 49.05 | 191 | 1,631 | 34.1% | -0.74 | 0.0060 | -0.292 |
| 7.25 | 7.50 | 120 | 656 | 34.2% | 0.24 | 0.0055 | -0.270 | 595 | 50.95 | 53.70 | 2 | 1,576 | 34.6% | -0.77 | 0.0058 | -0.275 |
| 6.25 | 6.45 | 773 | 4,971 | 34.1% | 0.21 | 0.0052 | -0.252 | 600 | 54.25 | 57.55 | 12 | 2,342 | 33.5% | -0.80 | 0.0054 | -0.257 |
| 5.30 | 5.70 | 208 | 4,764 | 34.1% | 0.19 | 0.0049 | -0.234 | 605 | 59.20 | 61.50 | 28 | 1,030 | 34.1% | -0.82 | 0.0051 | -0.239 |
| 4.50 | 4.90 | 152 | 1,236 | 34.0% | 0.17 | 0.0045 | -0.216 | 610 | 62.50 | 65.75 | 1 | 1,282 | 32.8% | -0.85 | 0.0048 | -0.221 |
| 3.85 | 4.25 | 102 | 2,002 | 34.1% | 0.15 | 0.0042 | -0.198 | 615 | 66.85 | 70.35 | 609 | 32.9% | -0.87 | 0.0045 | -0.204 | |
| 3.30 | 3.65 | 140 | 4,684 | 34.1% | 0.13 | 0.0038 | -0.181 | 620 | 71.65 | 74.65 | 4 | 1,985 | 33.0% | -0.89 | 0.0041 | -0.187 |
| 2.84 | 3.10 | 147 | 1,126 | 34.1% | 0.12 | 0.0035 | -0.165 | 625 | 75.95 | 79.50 | 4 | 197 | 32.9% | -0.90 | 0.0038 | -0.170 |
| 2.37 | 2.66 | 361 | 1,116 | 34.1% | 0.10 | 0.0032 | -0.149 | 630 | 80.60 | 84.45 | 6 | 21.8K | 33.5% | -0.92 | 0.0035 | -0.155 |
| 2.04 | 2.25 | 62 | 2,084 | 34.2% | 0.09 | 0.0029 | -0.135 | 635 | 85.30 | 89.05 | 2 | 238 | 33.2% | -0.93 | 0.0032 | -0.142 |
| 1.76 | 1.95 | 478 | 11.7K | 34.4% | 0.08 | 0.0026 | -0.121 | 640 | 90.55 | 93.60 | 2 | 422 | 33.9% | -0.95 | 0.0029 | -0.126 |
| 1.48 | 1.68 | 10 | 751 | 34.4% | 0.07 | 0.0023 | -0.109 | 645 | 94.75 | 98.25 | 59 | -0.96 | 0.0026 | -0.116 | ||
| 1.22 | 1.44 | 134 | 5,545 | 34.4% | 0.06 | 0.0021 | -0.098 | 650 | 99.70 | 103.10 | 285 | -0.97 | 0.0025 | -0.105 | ||
| 1.02 | 1.24 | 2 | 641 | 34.5% | 0.05 | 0.0018 | -0.088 | 655 | 104.55 | 108.55 | 6 | 70 | 31.6% | -0.98 | 0.0023 | -0.090 |
| 0.9100 | 1.03 | 29 | 2,168 | 34.8% | 0.04 | 0.0016 | -0.079 | 660 | 109.60 | 113.05 | 56 | -0.98 | 0.0019 | -0.080 | ||
| 0.7800 | 0.9200 | 5 | 701 | 35.1% | 0.04 | 0.0015 | -0.071 | 665 | 114.50 | 118.25 | 62 | -0.99 | 0.0015 | -0.075 | ||
| 0.6300 | 0.7900 | 22 | 1,427 | 35.0% | 0.03 | 0.0013 | -0.065 | 670 | 119.70 | 122.90 | 2 | 95 | -0.99 | 0.0011 | -0.068 | |
| 0.5800 | 0.6900 | 74 | 2,897 | 35.5% | 0.03 | 0.0012 | -0.058 | 675 | 124.50 | 128.65 | 24 | 36.9% | -1.00 | 0.0008 | -0.061 | |
| 0.5000 | 0.5900 | 171 | 3,433 | 35.7% | 0.03 | 0.0010 | -0.052 | 680 | 129.50 | 132.80 | 11 | -1.00 | 0.0004 | -0.061 | ||
| 0.4000 | 0.5300 | 3 | 200 | 35.8% | 0.02 | 0.0009 | -0.048 | 685 | 134.50 | 137.90 | 2 | -1.00 | 0.0002 | -0.061 | ||
| 0.3800 | 0.4300 | 107 | 345 | 36.1% | 0.02 | 0.0008 | -0.043 | 690 | 139.50 | 142.90 | -1.00 | 0.0000 | -0.061 | |||
| 0.3000 | 0.4200 | 2 | 392 | 36.4% | 0.02 | 0.0008 | -0.040 | 695 | 144.50 | 147.85 | 1 | -1.00 | 0.0000 | -0.061 | ||
| 0.2600 | 0.3600 | 158 | 2,649 | 36.6% | 0.02 | 0.0007 | -0.036 | 700 | 149.50 | 153.15 | 4 | -1.00 | 0.0000 | -0.061 | ||
| 0.2600 | 0.3400 | 1 | 288 | 37.4% | 0.01 | 0.0006 | -0.033 | 705 | 154.50 | 158.40 | 2 | -1.00 | 0.0000 | -0.061 | ||
| 0.2200 | 0.3000 | 2 | 320 | 37.6% | 0.01 | 0.0006 | -0.030 | 710 | 159.50 | 162.80 | 27 | -1.00 | 0.0000 | -0.061 | ||
| 0.2000 | 0.2700 | 172 | 38.0% | 0.01 | 0.0005 | -0.028 | 715 | 164.50 | 167.80 | 27 | -1.00 | 0.0000 | -0.061 | |||
| 0.1700 | 0.2600 | 1 | 816 | 38.4% | 0.01 | 0.0004 | -0.026 | 720 | 169.50 | 173.30 | 1 | -1.00 | 0.0000 | -0.061 | ||
| 0.1400 | 0.2800 | 1 | 131 | 39.1% | 0.01 | 0.0004 | -0.024 | 725 | 174.50 | 178.25 | 3 | -1.00 | 0.0000 | -0.061 | ||
| 0.1400 | 0.2000 | 6 | 187 | 39.0% | 0.01 | 0.0004 | -0.022 | 730 | 179.50 | 182.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0500 | 0.2100 | 1 | 101 | 38.6% | 0.01 | 0.0003 | -0.020 | 735 | 184.50 | 187.85 | 1 | -1.00 | 0.0000 | -0.061 | ||
| 0.0500 | 0.2000 | 2 | 276 | 39.2% | 0.01 | 0.0003 | -0.019 | 740 | 189.50 | 192.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0900 | 0.1500 | 5 | 205 | 39.8% | 0.01 | 0.0003 | -0.018 | 745 | 194.50 | 197.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0800 | 0.1800 | 3 | 488 | 40.9% | 0.01 | 0.0003 | -0.017 | 750 | 199.50 | 202.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0300 | 0.1800 | 2 | 93 | 40.8% | 0.01 | 0.0002 | -0.015 | 755 | 204.50 | 207.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0200 | 0.1900 | 2 | 130 | 41.5% | 0.01 | 0.0002 | -0.014 | 760 | 209.50 | 212.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0600 | 0.1200 | 2 | 270 | 41.6% | 0.00 | 0.0002 | -0.013 | 765 | 214.50 | 217.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0200 | 0.1600 | 183 | 42.3% | 0.00 | 0.0002 | -0.013 | 770 | 219.50 | 222.85 | -1.00 | 0.0000 | -0.061 | ||||
| 0.0200 | 0.1300 | 1 | 85 | 42.3% | 0.00 | 0.0002 | -0.012 | 775 | 224.50 | 227.90 | -1.00 | 0.0000 | -0.061 | |||
| 0.0100 | 0.1200 | 1,988 | 42.4% | 0.00 | 0.0002 | -0.011 | 780 | 229.50 | 232.90 | -1.00 | 0.0000 | -0.061 | ||||
| 0.0100 | 0.1100 | 71 | 42.7% | 0.00 | 0.0001 | -0.011 | 785 | 234.50 | 237.85 | -1.00 | 0.0000 | -0.061 | ||||
| 0.0100 | 0.1400 | 2 | 87 | 44.3% | 0.00 | 0.0001 | -0.010 | 790 | 239.50 | 242.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0100 | 0.3300 | 189 | 49.0% | 0.00 | 0.0001 | -0.009 | 795 | 244.50 | 248.00 | -1.00 | 0.0000 | -0.061 | ||||
| 0.0100 | 0.1400 | 2 | 1,252 | 45.7% | 0.00 | 0.0001 | -0.009 | 800 | 249.50 | 252.95 | -1.00 | 0.0000 | -0.061 | |||
| 0.0100 | 0.1100 | 1 | 531 | 45.4% | 0.00 | 0.0001 | -0.008 | 805 | 254.50 | 257.85 | -1.00 | 0.0000 | -0.061 | |||
| 0.0100 | 0.4100 | 115 | 52.4% | 0.00 | 0.0001 | -0.008 | 810 | 259.50 | 262.85 | -1.00 | 0.0000 | -0.061 | ||||
| 0.0100 | 0.5500 | 36 | 54.9% | 0.00 | 0.0001 | -0.008 | 815 | 264.50 | 268.00 | -1.00 | 0.0000 | -0.061 | ||||
| 0.0100 | 0.4200 | 96 | 54.0% | 0.00 | 0.0001 | -0.007 | 820 | 269.50 | 272.85 | -1.00 | 0.0000 | -0.061 | ||||
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.
call-опционыput-опционы