SOXS цепочка опционов Direxion Daily Semiconductor Bear 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 ±17.8% (36.35–52.12) · ATM IV 128.4% · P/C открытого интереса 0.40
| 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 | |
| 23.75 | 26.25 | 17 | 1.00 | 0.0002 | -0.002 | 23.5 | 0 | 2.13 | 4 | 26 | 436.2% | -0.00 | 0.0003 | -0.002 | ||
| 23.10 | 25.70 | 4 | 10 | 1.00 | 0.0003 | -0.002 | 24 | 0 | 0.1000 | 34 | 233.6% | -0.00 | 0.0003 | -0.003 | ||
| 22.70 | 25.35 | 1 | 2 | 1.00 | 0.0004 | -0.002 | 24.5 | 0 | 2.06 | 5 | 411.6% | -0.00 | 0.0004 | -0.003 | ||
| 22.25 | 24.70 | 43 | 48 | 1.00 | 0.0004 | -0.003 | 25 | 0 | 0.0400 | 47 | 296 | 197.5% | -0.00 | 0.0004 | -0.003 | |
| 21.75 | 24.25 | 7 | 1.00 | 0.0005 | -0.003 | 25.5 | 0 | 0.8600 | 8 | 313.8% | -0.00 | 0.0005 | -0.004 | |||
| 21.10 | 23.95 | 11 | 1.00 | 0.0006 | -0.004 | 26 | 0.0100 | 0.0200 | 64 | 46 | 180.9% | -0.00 | 0.0006 | -0.004 | ||
| 20.75 | 23.35 | 1.00 | 0.0007 | -0.005 | 26.5 | 0 | 0.6400 | 8 | 279.5% | -0.00 | 0.0007 | -0.005 | ||||
| 20.10 | 23.00 | 92 | 1.00 | 0.0008 | -0.005 | 27 | 0 | 0.7400 | 35 | 280.8% | -0.00 | 0.0008 | -0.006 | |||
| 19.75 | 22.25 | 2 | 1.00 | 0.0009 | -0.006 | 27.5 | 0 | 0.2600 | 2 | 60 | 223.4% | -0.00 | 0.0010 | -0.007 | ||
| 19.10 | 22.00 | 1 | 19 | 1.00 | 0.0011 | -0.007 | 28 | 0 | 0.2600 | 3 | 39 | 217.3% | -0.00 | 0.0011 | -0.008 | |
| 18.65 | 21.30 | 2 | 45 | 1.00 | 0.0013 | -0.009 | 28.5 | 0 | 0.2400 | 7 | 60 | 208.4% | -0.00 | 0.0013 | -0.009 | |
| 18.10 | 21.10 | 5 | 28 | 0.99 | 0.0015 | -0.010 | 29 | 0.0200 | 0.0900 | 8 | 1,549 | 179.4% | -0.01 | 0.0015 | -0.010 | |
| 17.60 | 20.30 | 5 | 150 | 0.99 | 0.0017 | -0.011 | 29.5 | 0.0100 | 0.0900 | 11 | 26 | 171.9% | -0.01 | 0.0018 | -0.011 | |
| 17.65 | 19.95 | 17 | 167 | 0.99 | 0.0020 | -0.013 | 30 | 0.0300 | 0.0500 | 46 | 638 | 161.7% | -0.01 | 0.0020 | -0.013 | |
| 16.65 | 19.15 | 105 | 0.99 | 0.0023 | -0.015 | 30.5 | 0 | 0.0700 | 23 | 154.1% | -0.01 | 0.0023 | -0.015 | |||
| 16.15 | 18.80 | 77 | 0.99 | 0.0027 | -0.017 | 31 | 0 | 0.2700 | 2 | 63 | 183.9% | -0.01 | 0.0027 | -0.017 | ||
| 15.65 | 18.25 | 85 | 0.99 | 0.0031 | -0.019 | 31.5 | 0 | 0.2800 | 3 | 23 | 179.5% | -0.01 | 0.0031 | -0.019 | ||
| 15.85 | 17.90 | 2 | 98 | 0.99 | 0.0035 | -0.022 | 32 | 0.0100 | 0.2700 | 25 | 66 | 174.1% | -0.01 | 0.0035 | -0.022 | |
| 15.10 | 17.25 | 18 | 157 | 0.98 | 0.0040 | -0.025 | 32.5 | 0.0400 | 0.1000 | 33 | 59 | 150.0% | -0.02 | 0.0040 | -0.025 | |
| 15.30 | 16.70 | 48 | 153 | 0.98 | 0.0046 | -0.028 | 33 | 0.0400 | 0.3000 | 60 | 115 | 169.5% | -0.02 | 0.0046 | -0.028 | |
| 14.95 | 16.30 | 22 | 195 | 0.98 | 0.0052 | -0.032 | 33.5 | 0 | 0.3300 | 11 | 23 | 163.1% | -0.02 | 0.0052 | -0.031 | |
| 14.05 | 15.80 | 8 | 1,717 | 0.98 | 0.0059 | -0.036 | 34 | 0.0800 | 0.1300 | 60 | 266 | 145.2% | -0.02 | 0.0059 | -0.035 | |
| 14.00 | 15.35 | 26 | 353 | 0.97 | 0.0067 | -0.040 | 34.5 | 0.0800 | 0.1900 | 17 | 19 | 146.8% | -0.03 | 0.0066 | -0.040 | |
| 12.70 | 15.00 | 62 | 721 | 0.97 | 0.0076 | -0.045 | 35 | 0.1000 | 0.1700 | 113 | 655 | 141.8% | -0.03 | 0.0075 | -0.044 | |
| 11.70 | 14.30 | 6 | 3 | 0.96 | 0.0085 | -0.050 | 35.5 | 0 | 0.4800 | 173 | 153.8% | -0.04 | 0.0084 | -0.050 | ||
| 11.80 | 13.80 | 88 | 587 | 0.96 | 0.0095 | -0.056 | 36 | 0 | 0.2400 | 37 | 95 | 128.9% | -0.04 | 0.0095 | -0.055 | |
| 10.95 | 13.60 | 0.95 | 0.0107 | -0.062 | 36.5 | 0.1500 | 0.2500 | 40 | 47 | 137.5% | -0.05 | 0.0106 | -0.061 | |||
| 11.65 | 12.85 | 14 | 318 | 80.3% | 0.95 | 0.0119 | -0.069 | 37 | 0.0100 | 0.2900 | 146 | 1,042 | 124.7% | -0.05 | 0.0118 | -0.068 |
| 10.60 | 13.05 | 1 | 19 | 108.2% | 0.94 | 0.0132 | -0.076 | 37.5 | 0.1600 | 0.4600 | 64 | 35 | 140.9% | -0.06 | 0.0131 | -0.075 |
| 10.55 | 12.85 | 110 | 542 | 150.9% | 0.93 | 0.0146 | -0.084 | 38 | 0.2400 | 0.3000 | 359 | 1,060 | 131.0% | -0.07 | 0.0145 | -0.083 |
| 9.10 | 11.45 | 2 | 28 | 0.92 | 0.0161 | -0.092 | 38.5 | 0.2300 | 0.4600 | 158 | 81 | 133.7% | -0.08 | 0.0160 | -0.091 | |
| 9.85 | 10.95 | 8 | 354 | 107.5% | 0.91 | 0.0176 | -0.100 | 39 | 0.3200 | 0.4300 | 149 | 113 | 131.1% | -0.09 | 0.0176 | -0.100 |
| 8.15 | 10.55 | 1 | 0.90 | 0.0193 | -0.109 | 39.5 | 0.3400 | 0.5400 | 95 | 65 | 131.4% | -0.10 | 0.0192 | -0.109 | ||
| 9.35 | 10.10 | 483 | 1,768 | 129.9% | 0.89 | 0.0210 | -0.119 | 40 | 0.4500 | 0.5800 | 1,150 | 1,291 | 131.8% | -0.11 | 0.0209 | -0.118 |
| 7.40 | 9.65 | 3 | 348 | 0.88 | 0.0227 | -0.129 | 40.5 | 0.3900 | 0.8000 | 39 | 47 | 131.9% | -0.12 | 0.0226 | -0.128 | |
| 8.40 | 9.20 | 39 | 209 | 124.0% | 0.86 | 0.0245 | -0.139 | 41 | 0.6000 | 0.7600 | 45 | 51 | 131.8% | -0.14 | 0.0244 | -0.138 |
| 7.05 | 8.95 | 7 | 47 | 94.4% | 0.85 | 0.0263 | -0.149 | 41.5 | 0.4500 | 0.8700 | 23 | 11 | 124.4% | -0.15 | 0.0262 | -0.148 |
| 7.55 | 8.50 | 624 | 917 | 126.6% | 0.83 | 0.0281 | -0.159 | 42 | 0.7700 | 0.9000 | 558 | 553 | 129.2% | -0.17 | 0.0280 | -0.159 |
| 6.95 | 8.05 | 37 | 110 | 118.9% | 0.82 | 0.0298 | -0.170 | 42.5 | 0.8200 | 1.02 | 58 | 57 | 127.7% | -0.18 | 0.0298 | -0.169 |
| 6.85 | 7.60 | 370 | 629 | 125.2% | 0.80 | 0.0316 | -0.180 | 43 | 1.01 | 1.17 | 638 | 891 | 130.3% | -0.20 | 0.0315 | -0.179 |
| 5.55 | 8.25 | 31 | 68 | 127.6% | 0.78 | 0.0332 | -0.190 | 43.5 | 0.8500 | 1.50 | 6 | 15 | 128.0% | -0.22 | 0.0332 | -0.190 |
| 6.20 | 6.85 | 711 | 513 | 126.8% | 0.76 | 0.0348 | -0.200 | 44 | 1.28 | 1.44 | 398 | 376 | 130.0% | -0.24 | 0.0348 | -0.200 |
| 4.95 | 6.50 | 5 | 43 | 105.5% | 0.74 | 0.0363 | -0.209 | 44.5 | 1.40 | 1.83 | 1 | 9 | 134.6% | -0.26 | 0.0362 | -0.209 |
| 5.60 | 6.00 | 443 | 619 | 125.1% | 0.72 | 0.0377 | -0.218 | 45 | 1.63 | 1.78 | 234 | 232 | 131.2% | -0.28 | 0.0376 | -0.218 |
| 5.40 | 5.85 | 129 | 710 | 130.5% | 0.70 | 0.0389 | -0.227 | 45.5 | 1.78 | 2.01 | 32 | 41 | 131.7% | -0.30 | 0.0389 | -0.227 |
| 5.10 | 5.50 | 635 | 670 | 131.0% | 0.68 | 0.0400 | -0.235 | 46 | 2.00 | 2.32 | 147 | 106 | 134.8% | -0.32 | 0.0400 | -0.234 |
| 4.75 | 5.25 | 392 | 235 | 131.0% | 0.66 | 0.0410 | -0.242 | 46.5 | 2.17 | 2.81 | 52 | 93 | 139.9% | -0.34 | 0.0409 | -0.241 |
| 4.60 | 5.20 | 940 | 748 | 138.3% | 0.64 | 0.0418 | -0.248 | 47 | 2.45 | 2.72 | 258 | 246 | 135.2% | -0.36 | 0.0417 | -0.248 |
| 4.15 | 4.70 | 567 | 436 | 130.6% | 0.61 | 0.0424 | -0.254 | 47.5 | 2.70 | 2.85 | 42 | 63 | 133.8% | -0.39 | 0.0424 | -0.254 |
| 4.10 | 4.60 | 818 | 1,079 | 137.8% | 0.59 | 0.0429 | -0.259 | 48 | 2.90 | 3.10 | 94 | 130 | 133.4% | -0.41 | 0.0429 | -0.259 |
| 3.65 | 4.15 | 826 | 806 | 130.4% | 0.57 | 0.0432 | -0.263 | 48.5 | 3.15 | 3.65 | 10 | 5 | 139.1% | -0.43 | 0.0432 | -0.263 |
| 3.55 | 3.90 | 361 | 271 | 132.9% | 0.55 | 0.0434 | -0.266 | 49 | 3.45 | 3.75 | 15 | 15 | 137.0% | -0.45 | 0.0434 | -0.266 |
| 3.35 | 3.70 | 36 | 25 | 134.1% | 0.53 | 0.0435 | -0.269 | 49.5 | 3.70 | 4.05 | 4 | 1 | 137.2% | -0.47 | 0.0434 | -0.268 |
| 3.15 | 3.50 | 3,263 | 1,960 | 134.8% | 0.50 | 0.0434 | -0.270 | 50 | 4.00 | 4.30 | 58 | 31 | 137.0% | -0.49 | 0.0433 | -0.270 |
| 3.00 | 3.35 | 93 | 74 | 137.0% | 0.48 | 0.0431 | -0.271 | 50.5 | 3.30 | 5.75 | 140.1% | -0.52 | 0.0431 | -0.271 | ||
| 2.83 | 3.10 | 874 | 658 | 136.7% | 0.46 | 0.0428 | -0.271 | 51 | 3.60 | 5.60 | 123 | 131.8% | -0.54 | 0.0427 | -0.271 | |
| 2.60 | 2.95 | 157 | 151 | 136.7% | 0.44 | 0.0423 | -0.271 | 51.5 | 3.95 | 5.40 | 1 | 1 | 123.1% | -0.56 | 0.0422 | -0.271 |
| 2.60 | 2.75 | 718 | 520 | 139.7% | 0.42 | 0.0417 | -0.270 | 52 | 4.95 | 6.85 | 1 | 3 | 156.8% | -0.57 | 0.0417 | -0.270 |
| 2.20 | 2.67 | 52 | 73 | 137.1% | 0.41 | 0.0411 | -0.268 | 52.5 | 5.55 | 7.20 | 2 | 2 | 162.4% | -0.59 | 0.0411 | -0.268 |
| 2.30 | 2.52 | 285 | 310 | 142.3% | 0.39 | 0.0404 | -0.266 | 53 | 5.90 | 7.10 | 5 | 34 | 154.6% | -0.61 | 0.0403 | -0.266 |
| 1.79 | 2.36 | 49 | 32 | 135.3% | 0.37 | 0.0396 | -0.263 | 53.5 | 6.25 | 8.65 | 2 | 2 | 177.7% | -0.63 | 0.0396 | -0.263 |
| 1.91 | 2.26 | 317 | 207 | 141.4% | 0.35 | 0.0387 | -0.260 | 54 | 6.60 | 9.00 | 178.0% | -0.65 | 0.0387 | -0.260 | ||
| 1.71 | 2.18 | 161 | 73 | 141.3% | 0.34 | 0.0378 | -0.256 | 54.5 | 6.00 | 8.65 | 10 | 146.0% | -0.66 | 0.0378 | -0.256 | |
| 1.74 | 1.90 | 1,471 | 1,381 | 141.6% | 0.32 | 0.0369 | -0.252 | 55 | 7.35 | 8.35 | 22 | 25 | 152.3% | -0.68 | 0.0369 | -0.252 |
| 1.48 | 1.89 | 62 | 83 | 141.1% | 0.31 | 0.0360 | -0.248 | 55.5 | 7.70 | 9.35 | 1 | 164.6% | -0.69 | 0.0360 | -0.248 | |
| 1.43 | 1.70 | 119 | 148 | 140.9% | 0.29 | 0.0350 | -0.244 | 56 | 8.10 | 10.20 | 3 | 174.8% | -0.71 | 0.0350 | -0.244 | |
| 1.11 | 1.64 | 2 | 9 | 137.3% | 0.28 | 0.0340 | -0.239 | 56.5 | 8.50 | 9.60 | 155.2% | -0.72 | 0.0340 | -0.239 | ||
| 1.25 | 1.56 | 62 | 61 | 143.2% | 0.27 | 0.0330 | -0.234 | 57 | 8.90 | 10.80 | 1 | 172.6% | -0.73 | 0.0330 | -0.234 | |
| 0.9700 | 1.50 | 12 | 14 | 139.8% | 0.25 | 0.0320 | -0.229 | 57.5 | 9.30 | 11.05 | 3 | 170.0% | -0.75 | 0.0320 | -0.229 | |
| 0.9700 | 1.37 | 39 | 40 | 141.0% | 0.24 | 0.0311 | -0.224 | 58 | 9.70 | 11.05 | 1 | 1 | 161.5% | -0.76 | 0.0311 | -0.224 |
| 1.05 | 1.29 | 64 | 65 | 149.3% | 0.22 | 0.0291 | -0.214 | 59 | 10.50 | 12.35 | 172.5% | -0.78 | 0.0291 | -0.214 | ||
| 0.9100 | 1.07 | 475 | 565 | 148.0% | 0.20 | 0.0272 | -0.204 | 60 | 11.40 | 12.50 | 15 | 11 | 158.2% | -0.80 | 0.0272 | -0.204 |
| 0.7900 | 0.9700 | 189 | 147 | 149.3% | 0.18 | 0.0254 | -0.193 | 61 | 12.20 | 14.10 | 176.0% | -0.82 | 0.0254 | -0.193 | ||
| 0.4300 | 0.9000 | 2 | 3 | 143.4% | 0.17 | 0.0236 | -0.183 | 62 | 13.10 | 15.00 | 178.6% | -0.83 | 0.0237 | -0.183 | ||
| 0.3200 | 0.8300 | 135 | 132 | 143.8% | 0.15 | 0.0220 | -0.173 | 63 | 14.00 | 15.90 | 180.7% | -0.85 | 0.0220 | -0.173 | ||
| 0.4100 | 0.7300 | 140 | 124 | 149.8% | 0.14 | 0.0204 | -0.164 | 64 | 14.90 | 16.95 | 186.3% | -0.86 | 0.0205 | -0.164 | ||
| 0.4200 | 0.6000 | 54 | 297 | 151.3% | 0.13 | 0.0190 | -0.154 | 65 | 15.80 | 18.35 | 1 | 201.3% | -0.87 | 0.0190 | -0.154 | |
| 0.1000 | 0.6700 | 9 | 146.7% | 0.12 | 0.0176 | -0.145 | 66 | 16.70 | 18.70 | 186.7% | -0.88 | 0.0177 | -0.146 | |||
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 23, 2026
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