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 ±6.2% (85.50–96.75) · ATM IV 22.3% · P/C открытого интереса 0.01
| 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 | |
| 39.20 | 43.00 | 50 | 1.00 | 0.0005 | -0.003 | 50 | 0 | 2.15 | 126.8% | -0.01 | 0.0007 | -0.004 | ||||
| 34.10 | 38.00 | 0.99 | 0.0008 | -0.004 | 55 | 0 | 2.15 | 109.8% | -0.01 | 0.0012 | -0.005 | |||||
| 29.20 | 33.20 | 57.5% | 0.99 | 0.0014 | -0.005 | 60 | 0 | 2.15 | 94.1% | -0.01 | 0.0020 | -0.007 | ||||
| 24.30 | 28.20 | 51.3% | 0.99 | 0.0024 | -0.006 | 65 | 0 | 2.15 | 79.5% | -0.02 | 0.0033 | -0.009 | ||||
| 19.30 | 23.00 | 4 | 1 | 0.98 | 0.0044 | -0.009 | 70 | 0 | 1.15 | 55.4% | -0.03 | 0.0057 | -0.012 | |||
| 16.40 | 20.10 | 33.6% | 0.97 | 0.0064 | -0.011 | 73 | 0 | 2.20 | 58.1% | -0.05 | 0.0081 | -0.014 | ||||
| 15.30 | 19.40 | 37.8% | 0.96 | 0.0073 | -0.011 | 74 | 0 | 2.20 | 55.5% | -0.05 | 0.0091 | -0.015 | ||||
| 14.30 | 18.20 | 29.5% | 0.96 | 0.0083 | -0.012 | 75 | 0 | 2.20 | 52.8% | -0.06 | 0.0103 | -0.015 | ||||
| 13.40 | 17.30 | 33.5% | 0.95 | 0.0096 | -0.013 | 76 | 0 | 2.25 | 50.6% | -0.06 | 0.0116 | -0.016 | ||||
| 12.40 | 15.20 | 0.95 | 0.0110 | -0.014 | 77 | 0 | 2.25 | 47.9% | -0.07 | 0.0132 | -0.017 | |||||
| 11.40 | 14.60 | 0.94 | 0.0127 | -0.015 | 78 | 0 | 2.25 | 45.3% | -0.08 | 0.0150 | -0.018 | |||||
| 10.50 | 13.70 | 0.93 | 0.0147 | -0.016 | 79 | 0 | 2.30 | 43.0% | -0.09 | 0.0171 | -0.019 | |||||
| 9.50 | 12.10 | 0.92 | 0.0170 | -0.017 | 80 | 0 | 2.35 | 40.7% | -0.11 | 0.0195 | -0.020 | |||||
| 9.20 | 11.20 | 0.91 | 0.0198 | -0.019 | 81 | 0 | 2.40 | 38.3% | -0.12 | 0.0224 | -0.021 | |||||
| 7.60 | 11.10 | 21.1% | 0.89 | 0.0230 | -0.020 | 82 | 0 | 2.45 | 36.0% | -0.14 | 0.0256 | -0.022 | ||||
| 6.60 | 9.40 | 0.88 | 0.0268 | -0.021 | 83 | 0 | 2.50 | 33.5% | -0.16 | 0.0294 | -0.023 | |||||
| 6.40 | 8.40 | 18.6% | 0.86 | 0.0314 | -0.023 | 84 | 0 | 2.60 | 31.3% | -0.18 | 0.0338 | -0.025 | ||||
| 4.80 | 7.50 | 3 | 0.83 | 0.0366 | -0.024 | 85 | 0 | 2.75 | 1 | 29.3% | -0.21 | 0.0387 | -0.026 | |||
| 4.60 | 6.50 | 17.2% | 0.80 | 0.0427 | -0.026 | 86 | 0 | 2.90 | 27.1% | -0.24 | 0.0441 | -0.027 | ||||
| 3.00 | 6.70 | 18.9% | 0.76 | 0.0493 | -0.027 | 87 | 0 | 3.20 | 25.5% | -0.29 | 0.0500 | -0.028 | ||||
| 3.00 | 4.70 | 1 | 16.2% | 0.71 | 0.0564 | -0.029 | 88 | 0.3000 | 3.30 | 24.1% | -0.33 | 0.0560 | -0.028 | |||
| 2.30 | 4.80 | 1 | 20.1% | 0.66 | 0.0633 | -0.030 | 89 | 0.6500 | 3.30 | 22.1% | -0.39 | 0.0614 | -0.029 | |||
| 2.35 | 3.40 | 30 | 19.4% | 0.60 | 0.0690 | -0.030 | 90 | 1.90 | 2.55 | 20.5% | -0.45 | 0.0657 | -0.029 | |||
| 2.00 | 3.40 | 1 | 11 | 22.5% | 0.53 | 0.0724 | -0.030 | 91 | 1.95 | 3.90 | 22.0% | -0.52 | 0.0678 | -0.028 | ||
| 1.40 | 2.25 | 2 | 19.0% | 0.45 | 0.0726 | -0.029 | 92 | 2.35 | 4.40 | 21.0% | -0.59 | 0.0672 | -0.027 | |||
| 1.20 | 1.85 | 3 | 5 | 19.8% | 0.38 | 0.0696 | -0.028 | 93 | 3.30 | 5.00 | 22.3% | -0.65 | 0.0640 | -0.026 | ||
| 0.7500 | 1.30 | 35 | 18.2% | 0.32 | 0.0641 | -0.026 | 94 | 3.10 | 5.70 | 18.3% | -0.71 | 0.0587 | -0.024 | |||
| 0 | 2.70 | 24.0% | 0.27 | 0.0573 | -0.025 | 95 | 3.70 | 7.20 | 21.3% | -0.76 | 0.0526 | -0.022 | ||||
| 0 | 2.35 | 24.8% | 0.22 | 0.0502 | -0.023 | 96 | 4.50 | 8.00 | 21.5% | -0.80 | 0.0462 | -0.021 | ||||
| 0 | 2.45 | 27.7% | 0.18 | 0.0434 | -0.021 | 97 | 5.30 | 8.80 | 21.3% | -0.83 | 0.0403 | -0.019 | ||||
| 0 | 2.35 | 29.4% | 0.16 | 0.0375 | -0.019 | 98 | 6.20 | 9.70 | 21.9% | -0.85 | 0.0349 | -0.018 | ||||
| 0 | 2.30 | 31.4% | 0.13 | 0.0323 | -0.018 | 99 | 7.10 | 10.60 | 22.3% | -0.88 | 0.0302 | -0.016 | ||||
| 0 | 2.25 | 33.1% | 0.11 | 0.0279 | -0.016 | 100 | 8.00 | 11.60 | 23.2% | -0.89 | 0.0262 | -0.015 | ||||
| 0 | 2.20 | 34.9% | 0.10 | 0.0242 | -0.015 | 101 | 9.00 | 12.50 | 24.0% | -0.91 | 0.0228 | -0.014 | ||||
| 0 | 2.15 | 42.0% | 0.06 | 0.0142 | -0.011 | 105 | 12.40 | 16.40 | -0.94 | 0.0136 | -0.011 | |||||
| 0 | 2.15 | 50.3% | 0.03 | 0.0081 | -0.008 | 110 | 17.30 | 21.40 | -0.97 | 0.0078 | -0.008 | |||||
| 0 | 2.15 | 57.8% | 0.02 | 0.0050 | -0.006 | 115 | 22.30 | 26.40 | -0.98 | 0.0048 | -0.006 | |||||
| 0 | 2.15 | 64.8% | 0.02 | 0.0033 | -0.005 | 120 | 27.30 | 31.40 | -0.98 | 0.0032 | -0.005 | |||||
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 27, 2026
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