SOXS цепочка опционов Direxion Daily Semiconductor Bear 3X ETF
Cboe delayed options data · по состоянию на 12:41 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 ±32.9% (29.69–58.79) · ATM IV 122.5% · P/C открытого интереса 0.32
| 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 | |
| 24.05 | 28.15 | 4 | 0.99 | 0.0025 | -0.014 | 23 | 0.0400 | 0.7700 | 1 | 364 | 159.2% | -0.02 | 0.0023 | -0.012 | ||
| 23.20 | 27.00 | 2 | 0.98 | 0.0031 | -0.017 | 24 | 0.1100 | 0.4000 | 1 | 211 | 135.5% | -0.02 | 0.0028 | -0.015 | ||
| 24.05 | 24.95 | 32 | 510 | 141.3% | 0.98 | 0.0038 | -0.020 | 25 | 0.2000 | 0.4800 | 108 | 779 | 136.4% | -0.03 | 0.0034 | -0.018 |
| 21.35 | 25.00 | 8 | 0.97 | 0.0044 | -0.024 | 26 | 0.2000 | 2.39 | 1 | 171 | 182.9% | -0.04 | 0.0040 | -0.021 | ||
| 21.75 | 23.25 | 20 | 24 | 127.4% | 0.96 | 0.0052 | -0.027 | 27 | 0.1500 | 0.5500 | 5 | 288 | 123.7% | -0.04 | 0.0047 | -0.025 |
| 19.65 | 22.15 | 150 | 0.95 | 0.0059 | -0.031 | 28 | 0.3800 | 0.7700 | 199 | 131.7% | -0.05 | 0.0055 | -0.028 | |||
| 20.15 | 21.20 | 11 | 484 | 125.7% | 0.94 | 0.0067 | -0.035 | 29 | 0.3500 | 0.6600 | 10 | 171 | 120.9% | -0.06 | 0.0063 | -0.033 |
| 19.30 | 20.30 | 66 | 897 | 125.6% | 0.93 | 0.0076 | -0.039 | 30 | 0.6300 | 0.7100 | 620 | 1,866 | 123.1% | -0.07 | 0.0072 | -0.037 |
| 17.00 | 19.55 | 13 | 182 | 79.1% | 0.92 | 0.0084 | -0.043 | 31 | 0.7200 | 1.27 | 64 | 130.6% | -0.08 | 0.0080 | -0.042 | |
| 17.55 | 18.65 | 35 | 241 | 125.1% | 0.90 | 0.0093 | -0.048 | 32 | 0.8800 | 1.07 | 14 | 252 | 123.0% | -0.10 | 0.0090 | -0.046 |
| 15.30 | 17.80 | 16 | 278 | 93.5% | 0.89 | 0.0103 | -0.053 | 33 | 1.05 | 1.54 | 6 | 80 | 127.5% | -0.11 | 0.0099 | -0.051 |
| 15.70 | 17.15 | 5 | 1,303 | 122.7% | 0.87 | 0.0112 | -0.058 | 34 | 1.26 | 1.75 | 152 | 330 | 127.2% | -0.13 | 0.0108 | -0.056 |
| 15.40 | 16.20 | 162 | 1,093 | 124.1% | 0.86 | 0.0121 | -0.063 | 35 | 1.48 | 1.75 | 51 | 474 | 123.3% | -0.14 | 0.0118 | -0.061 |
| 14.20 | 15.85 | 6 | 243 | 126.0% | 0.84 | 0.0130 | -0.067 | 36 | 1.58 | 2.12 | 218 | 219 | 122.7% | -0.16 | 0.0127 | -0.066 |
| 13.75 | 14.90 | 5 | 429 | 126.4% | 0.82 | 0.0138 | -0.072 | 37 | 1.96 | 2.73 | 28 | 55 | 128.2% | -0.18 | 0.0136 | -0.070 |
| 11.75 | 14.25 | 1 | 222 | 110.8% | 0.80 | 0.0147 | -0.077 | 38 | 2.26 | 2.67 | 4 | 106 | 123.6% | -0.20 | 0.0144 | -0.075 |
| 12.00 | 13.40 | 14 | 229 | 120.2% | 0.78 | 0.0154 | -0.081 | 39 | 2.67 | 3.80 | 114 | 133.4% | -0.21 | 0.0152 | -0.080 | |
| 11.95 | 12.85 | 111 | 2,088 | 127.9% | 0.76 | 0.0162 | -0.085 | 40 | 3.00 | 3.45 | 35 | 530 | 125.2% | -0.23 | 0.0159 | -0.084 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 40.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.30 | 13.10 | 19 | 687 | 126.1% | 0.74 | 0.0168 | -0.089 | 41 | 3.40 | 4.25 | 7 | 129.7% | -0.25 | 0.0166 | -0.088 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.10 | 11.60 | 25 | 513 | 121.0% | 0.72 | 0.0174 | -0.093 | 42 | 3.25 | 4.70 | 23 | 62 | 124.5% | -0.27 | 0.0172 | -0.091 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 42.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.15 | 11.20 | 2 | 469 | 128.7% | 0.70 | 0.0180 | -0.096 | 43 | 4.10 | 4.95 | 12 | 107 | 126.8% | -0.29 | 0.0178 | -0.095 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.00 | 10.25 | 6 | 801 | 119.3% | 0.68 | 0.0184 | -0.099 | 44 | 4.75 | 5.10 | 16 | 94 | 125.8% | -0.32 | 0.0182 | -0.098 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.05 | 9.95 | 344 | 1,435 | 126.6% | 0.66 | 0.0188 | -0.102 | 45 | 5.25 | 5.75 | 100 | 215 | 127.6% | -0.34 | 0.0187 | -0.101 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 45.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.75 | 9.70 | 28 | 146 | 121.7% | 0.64 | 0.0192 | -0.104 | 46 | 5.05 | 6.25 | 351 | 418 | 121.4% | -0.36 | 0.0190 | -0.103 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.30 | 9.25 | 36 | 195 | 130.9% | 0.62 | 0.0195 | -0.106 | 47 | 6.20 | 6.70 | 53 | 46 | 126.3% | -0.38 | 0.0193 | -0.106 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.95 | 8.45 | 281 | 385 | 128.8% | 0.60 | 0.0197 | -0.108 | 48 | 6.70 | 7.40 | 36 | 84 | 127.3% | -0.40 | 0.0195 | -0.107 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.55 | 8.05 | 69 | 292 | 129.3% | 0.58 | 0.0198 | -0.110 | 49 | 6.75 | 8.05 | 4 | 75 | 123.6% | -0.42 | 0.0197 | -0.109 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 49.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.20 | 7.65 | 510 | 10.0K | 130.0% | 0.56 | 0.0199 | -0.111 | 50 | 8.15 | 8.65 | 5 | 1,187 | 130.6% | -0.43 | 0.0198 | -0.111 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 50.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.10 | 7.30 | 104 | 870 | 124.4% | 0.54 | 0.0200 | -0.112 | 51 | 7.85 | 11.00 | 100 | 137.6% | -0.45 | 0.0198 | -0.112 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 51.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.85 | 6.95 | 488 | 704 | 125.6% | 0.52 | 0.0200 | -0.113 | 52 | 8.10 | 10.90 | 10 | 128.5% | -0.47 | 0.0199 | -0.112 | |
| 6.25 | 6.65 | 21 | 101 | 132.4% | 0.50 | 0.0199 | -0.114 | 53 | 9.20 | 11.55 | 4 | 132.3% | -0.49 | 0.0198 | -0.113 | |
| 5.20 | 6.40 | 8 | 51 | 127.2% | 0.49 | 0.0199 | -0.114 | 54 | 9.80 | 12.95 | 19 | 138.0% | -0.51 | 0.0198 | -0.113 | |
| 5.40 | 6.25 | 53 | 714 | 132.9% | 0.47 | 0.0197 | -0.114 | 55 | 11.15 | 13.65 | 99 | 143.8% | -0.53 | 0.0196 | -0.113 | |
| 4.55 | 5.75 | 40 | 126.8% | 0.45 | 0.0196 | -0.114 | 56 | 11.85 | 13.60 | 3 | 137.8% | -0.54 | 0.0195 | -0.113 | ||
| 4.85 | 6.05 | 11 | 145 | 136.7% | 0.44 | 0.0194 | -0.113 | 57 | 12.55 | 14.35 | 6 | 138.1% | -0.56 | 0.0193 | -0.113 | |
| 4.55 | 5.20 | 15 | 173 | 131.7% | 0.42 | 0.0192 | -0.113 | 58 | 12.70 | 15.05 | 77 | 133.2% | -0.57 | 0.0191 | -0.113 | |
| 4.05 | 4.95 | 36 | 68 | 129.7% | 0.40 | 0.0190 | -0.112 | 59 | 14.00 | 15.80 | 10 | 138.5% | -0.59 | 0.0189 | -0.112 | |
| 4.15 | 4.75 | 323 | 3,220 | 133.1% | 0.39 | 0.0187 | -0.112 | 60 | 14.80 | 17.30 | 1 | 97 | 145.0% | -0.60 | 0.0186 | -0.111 |
| 3.55 | 4.60 | 19 | 767 | 130.7% | 0.38 | 0.0184 | -0.111 | 61 | 15.55 | 17.55 | 2 | 140.7% | -0.62 | 0.0184 | -0.110 | |
| 3.55 | 4.25 | 95 | 168 | 131.6% | 0.36 | 0.0181 | -0.110 | 62 | 16.35 | 18.90 | 6 | 146.0% | -0.63 | 0.0181 | -0.109 | |
| 3.20 | 4.05 | 23 | 98 | 130.5% | 0.35 | 0.0178 | -0.108 | 63 | 17.15 | 19.75 | 146.9% | -0.64 | 0.0178 | -0.108 | ||
| 2.30 | 4.05 | 4 | 43 | 125.8% | 0.34 | 0.0175 | -0.107 | 64 | 17.00 | 20.55 | 2 | 138.8% | -0.66 | 0.0175 | -0.107 | |
| 3.30 | 3.85 | 40 | 607 | 136.7% | 0.32 | 0.0172 | -0.106 | 65 | 18.80 | 21.45 | 3 | 148.7% | -0.67 | 0.0172 | -0.106 | |
| 3.20 | 3.85 | 55 | 178 | 137.4% | 0.31 | 0.0169 | -0.105 | 66 | 19.30 | 22.20 | 145.5% | -0.68 | 0.0169 | -0.105 | ||
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