SO цепочка опционов The Southern Company
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 ±5.3% (82.72–91.97) · ATM IV 20.3% · P/C открытого интереса 1.71
| 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 | |
| 35.80 | 39.70 | 1.00 | 0.0009 | -0.001 | 50 | 0 | 2.15 | 129.9% | -0.01 | 0.0009 | -0.005 | |||||
| 30.60 | 34.60 | 0.99 | 0.0014 | -0.003 | 55 | 0 | 2.15 | 111.8% | -0.01 | 0.0014 | -0.006 | |||||
| 25.80 | 29.70 | 0.99 | 0.0023 | -0.005 | 60 | 0 | 2.15 | 95.0% | -0.01 | 0.0024 | -0.008 | |||||
| 21.10 | 24.70 | 27.2% | 0.98 | 0.0040 | -0.007 | 65 | 0 | 2.20 | 79.8% | -0.02 | 0.0040 | -0.010 | ||||
| 15.90 | 19.80 | 0.97 | 0.0070 | -0.011 | 70 | 0 | 2.25 | 65.3% | -0.04 | 0.0071 | -0.013 | |||||
| 11.20 | 14.80 | 24.9% | 0.94 | 0.0133 | -0.015 | 75 | 0 | 2.25 | 50.7% | -0.07 | 0.0135 | -0.016 | ||||
| 8.30 | 11.90 | 23.4% | 0.91 | 0.0203 | -0.018 | 78 | 0 | 2.30 | 42.4% | -0.10 | 0.0207 | -0.019 | ||||
| 8.00 | 10.90 | 29.4% | 0.89 | 0.0236 | -0.019 | 79 | 0 | 2.35 | 39.8% | -0.11 | 0.0241 | -0.020 | ||||
| 6.60 | 9.70 | 20.6% | 0.88 | 0.0275 | -0.020 | 80 | 0 | 2.40 | 37.2% | -0.13 | 0.0281 | -0.021 | ||||
| 5.40 | 9.10 | 20.6% | 0.86 | 0.0321 | -0.021 | 81 | 0 | 2.45 | 34.5% | -0.15 | 0.0329 | -0.022 | ||||
| 4.80 | 8.20 | 22.5% | 0.83 | 0.0376 | -0.022 | 82 | 0 | 2.05 | 29.1% | -0.18 | 0.0386 | -0.024 | ||||
| 3.60 | 7.30 | 19.1% | 0.80 | 0.0441 | -0.024 | 83 | 0 | 2.65 | 29.5% | -0.21 | 0.0454 | -0.025 | ||||
| 3.70 | 6.00 | 1 | 21.4% | 0.76 | 0.0515 | -0.025 | 84 | 0 | 2.80 | 27.0% | -0.25 | 0.0534 | -0.026 | |||
| 2.90 | 5.00 | 19.4% | 0.72 | 0.0597 | -0.026 | 85 | 0.8500 | 1.15 | 4 | 19.6% | -0.30 | 0.0623 | -0.027 | |||
| 2.20 | 4.30 | 19.0% | 0.66 | 0.0681 | -0.026 | 86 | 0.7500 | 3.10 | 25.1% | -0.36 | 0.0717 | -0.028 | ||||
| 2.10 | 3.40 | 19.9% | 0.59 | 0.0755 | -0.027 | 87 | 0.4500 | 3.30 | 8 | 20.6% | -0.43 | 0.0804 | -0.029 | |||
| 0.9000 | 3.60 | 20.1% | 0.51 | 0.0801 | -0.027 | 88 | 0.7500 | 3.50 | 1 | 18.4% | -0.51 | 0.0865 | -0.029 | |||
| 0.4000 | 3.40 | 21.0% | 0.43 | 0.0802 | -0.026 | 89 | 1.30 | 3.80 | 5 | 17.0% | -0.60 | 0.0883 | -0.028 | |||
| 0 | 3.10 | 21.4% | 0.36 | 0.0758 | -0.025 | 90 | 1.95 | 4.10 | 14.9% | -0.68 | 0.0848 | -0.027 | ||||
| 0 | 2.80 | 1 | 23.1% | 0.29 | 0.0683 | -0.023 | 91 | 2.65 | 4.80 | 13.4% | -0.76 | 0.0781 | -0.026 | |||
| 0 | 2.60 | 25.0% | 0.24 | 0.0596 | -0.021 | 92 | 3.40 | 5.60 | -0.82 | 0.0706 | -0.024 | |||||
| 0 | 1.90 | 12 | 23.9% | 0.20 | 0.0512 | -0.020 | 93 | 4.20 | 6.50 | 6 | -0.87 | 0.0647 | -0.023 | |||
| 0 | 2.35 | 29.0% | 0.16 | 0.0436 | -0.018 | 94 | 4.70 | 7.40 | -0.91 | 0.0581 | -0.024 | |||||
| 0 | 1.95 | 29.1% | 0.14 | 0.0371 | -0.017 | 95 | 5.70 | 9.70 | 21.2% | -0.94 | 0.0497 | -0.025 | ||||
| 0 | 2.25 | 33.2% | 0.12 | 0.0317 | -0.016 | 96 | 6.60 | 10.50 | -0.96 | 0.0394 | -0.022 | |||||
| 0 | 1.75 | 32.2% | 0.10 | 0.0272 | -0.015 | 97 | 7.70 | 11.60 | 22.0% | -0.97 | 0.0296 | -0.021 | ||||
| 0 | 2.20 | 37.3% | 0.09 | 0.0234 | -0.014 | 98 | 8.70 | 12.60 | 23.6% | -0.98 | 0.0199 | -0.019 | ||||
| 0 | 2.20 | 39.4% | 0.07 | 0.0203 | -0.013 | 99 | 9.70 | 13.60 | 25.2% | -0.99 | 0.0130 | -0.016 | ||||
| 0 | 2.20 | 41.5% | 0.07 | 0.0177 | -0.012 | 100 | 10.70 | 14.70 | 30.1% | -0.99 | 0.0081 | -0.014 | ||||
| 0 | 1.75 | 40.2% | 0.06 | 0.0155 | -0.011 | 101 | 11.70 | 15.70 | 31.8% | -1.00 | 0.0048 | -0.014 | ||||
| 0 | 2.15 | 45.1% | 0.05 | 0.0137 | -0.010 | 102 | 12.70 | 16.20 | -1.00 | 0.0028 | -0.014 | |||||
| 0 | 2.15 | 50.6% | 0.04 | 0.0096 | -0.009 | 105 | 15.70 | 19.60 | 34.1% | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 59.1% | 0.02 | 0.0058 | -0.007 | 110 | 20.70 | 24.60 | 40.7% | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 66.9% | 0.02 | 0.0038 | -0.005 | 115 | 25.70 | 29.60 | 46.9% | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 74.2% | 0.01 | 0.0026 | -0.004 | 120 | 30.70 | 34.60 | 52.8% | -1.00 | 0.0000 | -0.014 | ||||
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 — Oct 09, 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.