SOXL цепочка опционов Direxion Daily Semiconductor Bull 3X ETF
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 ±17.0% (88.22–124.47) · ATM IV 102.5% · P/C открытого интереса 1.96
| 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 | |
| 50.20 | 55.00 | 12 | 172.3% | 0.99 | 0.0011 | -0.033 | 54 | 0.0900 | 0.2400 | 28 | 114 | 155.8% | -0.01 | 0.0010 | -0.036 | |
| 49.15 | 54.00 | 26 | 168.1% | 0.99 | 0.0012 | -0.035 | 55 | 0.1500 | 0.2200 | 131 | 3,545 | 154.7% | -0.01 | 0.0011 | -0.038 | |
| 48.20 | 53.00 | 136 | 156.1% | 0.98 | 0.0012 | -0.037 | 56 | 0.1100 | 0.2700 | 446 | 151.5% | -0.02 | 0.0012 | -0.040 | ||
| 47.25 | 51.85 | 4 | 36 | 0.98 | 0.0013 | -0.039 | 57 | 0.1800 | 0.2800 | 3 | 103 | 152.2% | -0.02 | 0.0013 | -0.043 | |
| 46.60 | 50.65 | 66 | 151.0% | 0.98 | 0.0014 | -0.041 | 58 | 0.1500 | 0.2900 | 10 | 566 | 147.4% | -0.02 | 0.0014 | -0.045 | |
| 45.60 | 49.65 | 4 | 147.1% | 0.98 | 0.0016 | -0.044 | 59 | 0.1400 | 0.3000 | 4 | 593 | 143.7% | -0.02 | 0.0015 | -0.048 | |
| 44.10 | 49.00 | 371 | 134.8% | 0.98 | 0.0017 | -0.047 | 60 | 0.2200 | 0.3000 | 124 | 11.6K | 143.9% | -0.02 | 0.0016 | -0.051 | |
| 43.60 | 48.60 | 92 | 155.4% | 0.98 | 0.0018 | -0.050 | 61 | 0.2100 | 0.3400 | 4 | 2,463 | 141.6% | -0.02 | 0.0017 | -0.054 | |
| 42.70 | 47.00 | 1 | 162 | 153.1% | 0.97 | 0.0019 | -0.053 | 62 | 0.1800 | 0.7500 | 1,298 | 151.8% | -0.03 | 0.0019 | -0.057 | |
| 41.70 | 46.00 | 11 | 149.1% | 0.97 | 0.0021 | -0.056 | 63 | 0.2600 | 5.00 | 9 | 763 | 227.8% | -0.03 | 0.0020 | -0.060 | |
| 40.60 | 45.50 | 55 | 156.2% | 0.97 | 0.0022 | -0.060 | 64 | 0 | 5.00 | 12 | 1,139 | 218.9% | -0.03 | 0.0022 | -0.064 | |
| 39.65 | 44.50 | 72 | 153.4% | 0.97 | 0.0024 | -0.064 | 65 | 0.4300 | 0.4700 | 59 | 3,486 | 139.5% | -0.03 | 0.0024 | -0.068 | |
| 38.60 | 43.50 | 29 | 148.1% | 0.96 | 0.0026 | -0.068 | 66 | 0.3900 | 5.00 | 40 | 468 | 213.7% | -0.04 | 0.0026 | -0.072 | |
| 37.55 | 42.50 | 26 | 143.0% | 0.96 | 0.0028 | -0.073 | 67 | 0.4200 | 5.00 | 26 | 370 | 135.2% | -0.04 | 0.0028 | -0.076 | |
| 36.50 | 40.70 | 93 | 101.5% | 0.96 | 0.0030 | -0.077 | 68 | 0.4700 | 0.8000 | 32 | 3,081 | 138.0% | -0.04 | 0.0030 | -0.081 | |
| 35.60 | 39.60 | 10 | 122.2% | 0.95 | 0.0033 | -0.082 | 69 | 0.5000 | 0.7000 | 34 | 435 | 132.6% | -0.05 | 0.0032 | -0.085 | |
| 35.00 | 38.65 | 453 | 121.6% | 0.95 | 0.0035 | -0.087 | 70 | 0.5700 | 0.7000 | 1,727 | 4,938 | 130.1% | -0.05 | 0.0035 | -0.090 | |
| 33.85 | 38.15 | 75 | 126.7% | 0.95 | 0.0038 | -0.092 | 71 | 0.6200 | 0.8000 | 12 | 411 | 130.1% | -0.05 | 0.0037 | -0.095 | |
| 32.90 | 37.85 | 40 | 115.9% | 0.94 | 0.0040 | -0.098 | 72 | 0.4900 | 0.8400 | 74 | 317 | 124.6% | -0.06 | 0.0040 | -0.101 | |
| 32.20 | 35.65 | 4 | 57 | 116.0% | 0.94 | 0.0043 | -0.104 | 73 | 0.7300 | 1.00 | 14 | 277 | 128.7% | -0.06 | 0.0043 | -0.106 |
| 31.70 | 34.20 | 135 | 115.8% | 0.93 | 0.0046 | -0.109 | 74 | 0.8300 | 1.00 | 18 | 383 | 126.7% | -0.07 | 0.0046 | -0.112 | |
| 30.35 | 34.85 | 1 | 226 | 122.6% | 0.93 | 0.0050 | -0.116 | 75 | 0.7700 | 1.06 | 284 | 4,843 | 123.0% | -0.07 | 0.0049 | -0.118 |
| 29.40 | 34.00 | 228 | 121.4% | 0.92 | 0.0053 | -0.122 | 76 | 0.9500 | 1.14 | 66 | 421 | 123.5% | -0.08 | 0.0052 | -0.124 | |
| 28.50 | 32.55 | 1 | 93 | 123.0% | 0.92 | 0.0056 | -0.128 | 77 | 0.9100 | 1.59 | 208 | 389 | 125.8% | -0.08 | 0.0056 | -0.131 |
| 27.60 | 31.50 | 51 | 119.9% | 0.91 | 0.0060 | -0.135 | 78 | 1.07 | 1.69 | 94 | 685 | 125.4% | -0.09 | 0.0060 | -0.137 | |
| 26.85 | 30.25 | 35 | 116.1% | 0.90 | 0.0064 | -0.142 | 79 | 1.25 | 1.57 | 140 | 516 | 122.3% | -0.10 | 0.0064 | -0.144 | |
| 27.50 | 28.15 | 57 | 604 | 119.5% | 0.89 | 0.0068 | -0.148 | 80 | 1.44 | 1.57 | 973 | 9,316 | 120.9% | -0.10 | 0.0068 | -0.150 |
| 25.15 | 28.15 | 14 | 111.2% | 0.89 | 0.0072 | -0.155 | 81 | 1.21 | 1.75 | 76 | 317 | 116.3% | -0.11 | 0.0072 | -0.157 | |
| 24.45 | 27.25 | 203 | 112.4% | 0.88 | 0.0076 | -0.163 | 82 | 1.38 | 2.24 | 158 | 263 | 120.0% | -0.12 | 0.0076 | -0.164 | |
| 23.80 | 26.05 | 50 | 341 | 110.2% | 0.87 | 0.0081 | -0.170 | 83 | 1.74 | 2.11 | 503 | 485 | 118.5% | -0.13 | 0.0080 | -0.172 |
| 22.60 | 25.75 | 44 | 109.7% | 0.86 | 0.0085 | -0.177 | 84 | 1.81 | 2.25 | 61 | 242 | 116.6% | -0.14 | 0.0085 | -0.179 | |
| 21.95 | 24.50 | 6 | 239 | 108.9% | 0.85 | 0.0090 | -0.184 | 85 | 2.02 | 2.41 | 815 | 4,076 | 116.2% | -0.15 | 0.0089 | -0.186 |
| 18.75 | 20.45 | 22 | 370 | 112.5% | 0.80 | 0.0113 | -0.220 | 90 | 3.00 | 3.30 | 476 | 5,752 | 111.4% | -0.20 | 0.0113 | -0.221 |
| 14.80 | 16.60 | 5 | 456 | 105.9% | 0.73 | 0.0136 | -0.252 | 95 | 4.25 | 4.70 | 209 | 4,607 | 108.1% | -0.27 | 0.0136 | -0.252 |
| 11.75 | 13.25 | 41 | 987 | 104.1% | 0.65 | 0.0156 | -0.276 | 100 | 6.25 | 6.55 | 521 | 7,541 | 107.6% | -0.35 | 0.0155 | -0.276 |
| 8.85 | 10.40 | 400 | 1,297 | 101.2% | 0.57 | 0.0169 | -0.288 | 105 | 8.20 | 8.60 | 264 | 4,103 | 103.2% | -0.43 | 0.0168 | -0.288 |
| 7.95 | 10.30 | 14 | 12 | 100.9% | 0.55 | 0.0170 | -0.289 | 106 | 8.70 | 9.30 | 11 | 67 | 104.0% | -0.45 | 0.0170 | -0.289 |
| 8.55 | 9.40 | 19 | 19 | 104.4% | 0.53 | 0.0172 | -0.290 | 107 | 8.30 | 11.25 | 1 | 95 | 106.6% | -0.47 | 0.0171 | -0.289 |
| 8.15 | 9.00 | 60 | 1,029 | 104.8% | 0.52 | 0.0172 | -0.289 | 108 | 8.40 | 11.75 | 1 | 96 | 103.7% | -0.48 | 0.0172 | -0.289 |
| 6.65 | 8.50 | 21 | 16 | 98.2% | 0.50 | 0.0173 | -0.289 | 109 | 9.70 | 11.40 | 1 | 29 | 102.5% | -0.50 | 0.0173 | -0.288 |
| 7.30 | 7.90 | 1,892 | 8,751 | 103.1% | 0.48 | 0.0173 | -0.288 | 110 | 10.70 | 11.70 | 169 | 3,933 | 103.1% | -0.52 | 0.0173 | -0.287 |
| 6.80 | 7.90 | 40 | 19 | 104.6% | 0.46 | 0.0173 | -0.286 | 111 | 10.70 | 12.60 | 2 | 68 | 101.3% | -0.53 | 0.0173 | -0.286 |
| 6.50 | 7.20 | 76 | 114 | 103.2% | 0.45 | 0.0173 | -0.284 | 112 | 11.70 | 13.80 | 5 | 66 | 106.7% | -0.55 | 0.0173 | -0.283 |
| 5.60 | 7.70 | 83 | 93 | 105.0% | 0.43 | 0.0172 | -0.282 | 113 | 12.05 | 13.80 | 2 | 27 | 101.4% | -0.57 | 0.0172 | -0.281 |
| 5.10 | 7.35 | 45 | 50 | 104.0% | 0.41 | 0.0171 | -0.279 | 114 | 12.70 | 14.35 | 1 | 22 | 100.7% | -0.58 | 0.0171 | -0.278 |
| 5.20 | 5.90 | 273 | 840 | 100.0% | 0.40 | 0.0170 | -0.276 | 115 | 13.80 | 14.90 | 203 | 1,792 | 102.5% | -0.60 | 0.0170 | -0.275 |
| 4.85 | 5.65 | 33 | 61 | 99.8% | 0.38 | 0.0168 | -0.272 | 116 | 14.05 | 16.80 | 12 | 93 | 107.0% | -0.62 | 0.0168 | -0.271 |
| 4.00 | 5.90 | 24 | 19 | 100.1% | 0.37 | 0.0166 | -0.268 | 117 | 14.75 | 16.55 | 5 | 276 | 101.4% | -0.63 | 0.0166 | -0.266 |
| 4.50 | 5.05 | 110 | 248 | 101.4% | 0.35 | 0.0164 | -0.263 | 118 | 15.70 | 17.20 | 5 | 79 | 102.5% | -0.65 | 0.0164 | -0.262 |
| 4.25 | 4.75 | 149 | 26 | 101.3% | 0.34 | 0.0161 | -0.258 | 119 | 15.95 | 18.30 | 57 | 101.8% | -0.66 | 0.0161 | -0.257 | |
| 4.05 | 4.30 | 537 | 1,716 | 100.4% | 0.32 | 0.0159 | -0.253 | 120 | 17.00 | 18.25 | 213 | 2,726 | 98.8% | -0.68 | 0.0159 | -0.252 |
| 2.91 | 4.25 | 94 | 32 | 95.9% | 0.31 | 0.0156 | -0.248 | 121 | 17.80 | 19.75 | 116 | 103.8% | -0.69 | 0.0156 | -0.246 | |
| 2.88 | 4.00 | 131 | 40 | 97.0% | 0.29 | 0.0153 | -0.242 | 122 | 18.35 | 20.30 | 52 | 36 | 101.0% | -0.70 | 0.0153 | -0.241 |
| 3.30 | 3.75 | 72 | 26 | 101.0% | 0.28 | 0.0150 | -0.236 | 123 | 18.80 | 21.35 | 39 | 100.7% | -0.72 | 0.0150 | -0.235 | |
| 3.10 | 3.70 | 15 | 33 | 102.1% | 0.27 | 0.0146 | -0.231 | 124 | 19.90 | 21.90 | 26 | 50 | 101.1% | -0.73 | 0.0147 | -0.229 |
| 2.93 | 3.15 | 254 | 1,496 | 99.9% | 0.26 | 0.0143 | -0.224 | 125 | 20.65 | 22.70 | 33 | 1,262 | 101.1% | -0.74 | 0.0143 | -0.222 |
| 2.62 | 3.35 | 13 | 62 | 101.8% | 0.24 | 0.0139 | -0.218 | 126 | 21.50 | 23.60 | 6 | 35 | 101.7% | -0.76 | 0.0140 | -0.216 |
| 2.01 | 3.15 | 5 | 70 | 98.4% | 0.23 | 0.0136 | -0.212 | 127 | 22.50 | 24.35 | 5 | 20 | 102.5% | -0.77 | 0.0136 | -0.210 |
| 2.30 | 2.75 | 50 | 34 | 100.1% | 0.22 | 0.0132 | -0.205 | 128 | 22.85 | 25.45 | 2 | 102.5% | -0.78 | 0.0132 | -0.203 | |
| 1.70 | 2.81 | 8 | 38 | 98.3% | 0.21 | 0.0128 | -0.199 | 129 | 23.75 | 26.30 | 4 | 5 | 101.5% | -0.79 | 0.0128 | -0.197 |
| 2.15 | 2.40 | 181 | 4,178 | 101.0% | 0.20 | 0.0124 | -0.192 | 130 | 24.80 | 26.80 | 22 | 1,834 | 100.4% | -0.80 | 0.0125 | -0.190 |
| 1.54 | 2.43 | 120 | 96 | 98.5% | 0.19 | 0.0120 | -0.186 | 131 | 25.20 | 28.30 | 2 | 12 | 101.9% | -0.81 | 0.0121 | -0.183 |
| 1.28 | 1.70 | 207 | 856 | 98.1% | 0.15 | 0.0105 | -0.161 | 135 | 29.30 | 31.55 | 15 | 1,097 | 105.2% | -0.85 | 0.0105 | -0.158 |
| 1.00 | 1.31 | 501 | 1,452 | 100.6% | 0.12 | 0.0087 | -0.132 | 140 | 33.60 | 36.55 | 16 | 1,240 | 108.6% | -0.88 | 0.0087 | -0.129 |
| 0.6300 | 1.26 | 3 | 310 | 97.3% | 0.11 | 0.0083 | -0.127 | 141 | 33.40 | 37.95 | 4 | 103.5% | -0.89 | 0.0084 | -0.123 | |
| 0.7800 | 1.20 | 3 | 308 | 100.2% | 0.10 | 0.0080 | -0.121 | 142 | 35.70 | 38.55 | 1 | 1 | 113.5% | -0.90 | 0.0080 | -0.118 |
| 0.4000 | 1.50 | 1 | 7 | 101.0% | 0.10 | 0.0076 | -0.117 | 143 | 34.90 | 39.50 | 106.6% | -0.90 | 0.0077 | -0.113 | ||
| 0.6500 | 1.24 | 8 | 9 | 102.5% | 0.09 | 0.0073 | -0.112 | 144 | 36.70 | 40.45 | 2 | 104.7% | -0.91 | 0.0074 | -0.108 | |
| 0.6500 | 0.9800 | 36 | 1,156 | 100.6% | 0.09 | 0.0070 | -0.107 | 145 | 38.50 | 40.75 | 35 | 632 | 107.7% | -0.91 | 0.0071 | -0.104 |
| 0.1900 | 1.42 | 2 | 102.0% | 0.08 | 0.0067 | -0.103 | 146 | 38.30 | 42.35 | 101.3% | -0.92 | 0.0068 | -0.099 | |||
| 0.1800 | 0.9400 | 5 | 7 | 95.8% | 0.08 | 0.0064 | -0.099 | 147 | 39.25 | 43.30 | 101.4% | -0.92 | 0.0065 | -0.095 | ||
| 0.4200 | 0.7800 | 9 | 98.7% | 0.07 | 0.0062 | -0.095 | 148 | 40.35 | 44.25 | 103.8% | -0.92 | 0.0062 | -0.091 | |||
| 0.1000 | 1.25 | 403 | 102.7% | 0.07 | 0.0059 | -0.091 | 149 | 41.00 | 45.20 | 98.8% | -0.93 | 0.0060 | -0.087 | |||
| 0.5200 | 0.6900 | 227 | 4,488 | 101.9% | 0.07 | 0.0057 | -0.087 | 150 | 42.60 | 46.35 | 95 | 1,733 | 109.3% | -0.93 | 0.0057 | -0.083 |
| 0.0800 | 1.05 | 5 | 4 | 102.0% | 0.06 | 0.0054 | -0.084 | 151 | 42.85 | 47.35 | 97.9% | -0.94 | 0.0055 | -0.080 | ||
| 0 | 0.9700 | 7 | 130 | 100.4% | 0.06 | 0.0052 | -0.080 | 152 | 43.90 | 48.30 | 1 | 116 | 100.4% | -0.94 | 0.0052 | -0.076 |
| 0.0300 | 1.05 | 90 | 103.9% | 0.06 | 0.0050 | -0.077 | 153 | 44.95 | 49.15 | 24 | 100.8% | -0.94 | 0.0050 | -0.073 | ||
| 0.1900 | 0.5000 | 12 | 93 | 96.9% | 0.05 | 0.0048 | -0.074 | 154 | 45.95 | 50.25 | 85 | 102.3% | -0.95 | 0.0048 | -0.070 | |
| 0.3600 | 0.5200 | 44 | 695 | 102.7% | 0.05 | 0.0046 | -0.071 | 155 | 46.80 | 51.15 | 22 | 205 | 99.2% | -0.95 | 0.0046 | -0.067 |
| 0 | 0.9400 | 2 | 177 | 105.3% | 0.05 | 0.0044 | -0.069 | 156 | 47.70 | 52.20 | 1 | 28 | 98.0% | -0.95 | 0.0044 | -0.064 |
| 0 | 0.9000 | 1 | 56 | 105.8% | 0.05 | 0.0042 | -0.066 | 157 | 48.50 | 53.15 | 1 | 76 | 103.2% | -0.95 | 0.0042 | -0.061 |
| 0 | 0.8700 | 42 | 106.5% | 0.04 | 0.0040 | -0.064 | 158 | 49.45 | 54.15 | 1 | 62 | 100.7% | -0.95 | 0.0041 | -0.059 | |
| 0.2200 | 0.4900 | 6 | 43 | 104.0% | 0.04 | 0.0038 | -0.061 | 159 | 50.25 | 55.10 | 46 | 99.1% | -0.96 | 0.0039 | -0.056 | |
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 — Sep 18, 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.