SPX цепочка опционов S&P 500 Index
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 ±1.9% (7,516.64–7,802.24) · ATM IV 14.2% · P/C открытого интереса 1.22
| 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 | |
| 3,695 | 3,703 | 134.2% | 1.00 | 0.0000 | 0.000 | 4,000 | 0 | 0.1500 | 22 | 24 | 119.9% | -0.00 | 0.0000 | -0.070 | ||
| 3,495 | 3,503 | 124.2% | 1.00 | 0.0000 | 0.000 | 4,200 | 0 | 0.1500 | 76 | 128 | 111.4% | -0.00 | 0.0000 | -0.075 | ||
| 3,295 | 3,303 | 117.3% | 1.00 | 0.0000 | 0.000 | 4,400 | 0 | 0.2000 | 4 | 11 | 105.3% | -0.00 | 0.0000 | -0.082 | ||
| 3,095 | 3,103 | 108.0% | 1.00 | 0.0000 | 0.000 | 4,600 | 0.0500 | 0.2500 | 2 | 11 | 100.3% | -0.00 | 0.0000 | -0.091 | ||
| 2,896 | 2,904 | 101.3% | 1.00 | 0.0000 | 0.000 | 4,800 | 0.1000 | 0.3000 | 251 | 278 | 94.5% | -0.00 | 0.0000 | -0.105 | ||
| 2,696 | 2,704 | 92.8% | 1.00 | 0.0000 | 0.000 | 5,000 | 0.1500 | 0.3500 | 86 | 245 | 88.4% | -0.00 | 0.0000 | -0.127 | ||
| 2,496 | 2,504 | 86.2% | 1.00 | 0.0000 | 0.000 | 5,200 | 0.2500 | 0.4500 | 3 | 501 | 83.2% | -0.00 | 0.0000 | -0.158 | ||
| 2,297 | 2,305 | 80.8% | 1.00 | 0.0000 | 0.000 | 5,400 | 0.3500 | 0.5500 | 192 | 459 | 77.5% | -0.00 | 0.0000 | -0.203 | ||
| 2,097 | 2,105 | 73.9% | 1.00 | 0.0000 | -0.015 | 5,600 | 0.5000 | 0.7000 | 80 | 283 | 72.0% | -0.00 | 0.0000 | -0.263 | ||
| 1,897 | 1,905 | 67.9% | 1.00 | 0.0000 | -0.115 | 5,800 | 0.7000 | 0.9000 | 50 | 257 | 66.6% | -0.00 | 0.0000 | -0.339 | ||
| 1,698 | 1,706 | 62.2% | 1.00 | 0.0000 | -0.233 | 6,000 | 0.9500 | 1.15 | 281 | 1,021 | 61.1% | -0.00 | 0.0000 | -0.433 | ||
| 1,498 | 1,506 | 56.1% | 0.99 | 0.0000 | -0.368 | 6,200 | 1.30 | 1.45 | 204 | 782 | 55.4% | -0.01 | 0.0000 | -0.544 | ||
| 1,399 | 1,407 | 1 | 53.1% | 0.99 | 0.0000 | -0.441 | 6,300 | 1.45 | 1.65 | 172 | 138 | 52.5% | -0.01 | 0.0000 | -0.606 | |
| 1,299 | 1,307 | 1 | 50.1% | 0.99 | 0.0000 | -0.519 | 6,400 | 1.65 | 1.85 | 220 | 704 | 49.6% | -0.01 | 0.0000 | -0.672 | |
| 1,199 | 1,207 | 47.2% | 0.99 | 0.0000 | -0.600 | 6,500 | 1.90 | 2.10 | 73 | 1,001 | 46.7% | -0.01 | 0.0000 | -0.742 | ||
| 1,100 | 1,108 | 43.7% | 0.99 | 0.0001 | -0.686 | 6,600 | 2.15 | 2.35 | 1 | 245 | 43.6% | -0.01 | 0.0001 | -0.815 | ||
| 1,075 | 1,083 | 43.2% | 0.99 | 0.0001 | -0.708 | 6,625 | 2.20 | 2.40 | 189 | 42.8% | -0.01 | 0.0001 | -0.835 | |||
| 1,050 | 1,058 | 42.4% | 0.99 | 0.0001 | -0.730 | 6,650 | 2.30 | 2.50 | 33 | 48 | 42.1% | -0.01 | 0.0001 | -0.854 | ||
| 1,025 | 1,033 | 41.4% | 0.99 | 0.0001 | -0.753 | 6,675 | 2.35 | 2.55 | 41.3% | -0.01 | 0.0001 | -0.874 | ||||
| 999.90 | 1,008 | 40.6% | 0.98 | 0.0001 | -0.776 | 6,700 | 2.45 | 2.65 | 72 | 125 | 40.6% | -0.01 | 0.0001 | -0.893 | ||
| 975.10 | 983.10 | 40.1% | 0.98 | 0.0001 | -0.799 | 6,725 | 2.55 | 2.75 | 10 | 39.9% | -0.02 | 0.0001 | -0.914 | |||
| 950.20 | 958.20 | 39.2% | 0.98 | 0.0001 | -0.823 | 6,750 | 2.60 | 2.80 | 2 | 50 | 39.0% | -0.02 | 0.0001 | -0.934 | ||
| 925.20 | 933.20 | 38.2% | 0.98 | 0.0001 | -0.847 | 6,775 | 2.70 | 2.90 | 1 | 38.3% | -0.02 | 0.0001 | -0.956 | |||
| 900.30 | 908.30 | 37.4% | 0.98 | 0.0001 | -0.871 | 6,800 | 2.80 | 3.00 | 100 | 139 | 37.5% | -0.02 | 0.0001 | -0.977 | ||
| 875.50 | 883.50 | 36.8% | 0.98 | 0.0001 | -0.896 | 6,825 | 2.90 | 3.10 | 174 | 36.8% | -0.02 | 0.0001 | -0.999 | |||
| 850.70 | 858.70 | 36.1% | 0.98 | 0.0001 | -0.922 | 6,850 | 3.00 | 3.30 | 92 | 114 | 36.0% | -0.02 | 0.0001 | -1.022 | ||
| 825.70 | 833.70 | 35.1% | 0.98 | 0.0001 | -0.948 | 6,875 | 3.10 | 3.40 | 233 | 35.3% | -0.02 | 0.0001 | -1.046 | |||
| 801.00 | 809.00 | 34.6% | 0.98 | 0.0001 | -0.975 | 6,900 | 3.20 | 3.50 | 104 | 347 | 34.5% | -0.02 | 0.0001 | -1.070 | ||
| 776.20 | 784.20 | 33.9% | 0.98 | 0.0001 | -1.004 | 6,925 | 3.30 | 3.60 | 97 | 183 | 33.7% | -0.02 | 0.0001 | -1.095 | ||
| 751.30 | 759.30 | 33.0% | 0.98 | 0.0001 | -1.033 | 6,950 | 3.50 | 3.80 | 269 | 241 | 33.0% | -0.02 | 0.0001 | -1.121 | ||
| 726.50 | 734.50 | 32.3% | 0.97 | 0.0001 | -1.064 | 6,975 | 3.60 | 3.90 | 25 | 32.1% | -0.03 | 0.0001 | -1.149 | |||
| 701.70 | 709.70 | 31.5% | 0.97 | 0.0002 | -1.096 | 7,000 | 3.80 | 4.10 | 2 | 724 | 31.4% | -0.03 | 0.0002 | -1.179 | ||
| 676.90 | 684.90 | 30.8% | 0.97 | 0.0002 | -1.130 | 7,025 | 3.90 | 4.20 | 1 | 97 | 30.6% | -0.03 | 0.0002 | -1.210 | ||
| 652.10 | 660.10 | 30.0% | 0.97 | 0.0002 | -1.167 | 7,050 | 4.10 | 4.40 | 69 | 117 | 29.8% | -0.03 | 0.0002 | -1.244 | ||
| 627.30 | 635.30 | 29.2% | 0.97 | 0.0002 | -1.206 | 7,075 | 4.30 | 4.60 | 32 | 498 | 29.0% | -0.03 | 0.0002 | -1.280 | ||
| 602.60 | 610.60 | 28.5% | 0.97 | 0.0002 | -1.249 | 7,100 | 4.50 | 4.90 | 31 | 134 | 28.3% | -0.03 | 0.0002 | -1.320 | ||
| 577.90 | 585.90 | 27.7% | 0.96 | 0.0002 | -1.296 | 7,125 | 4.80 | 5.10 | 14 | 445 | 27.6% | -0.04 | 0.0002 | -1.363 | ||
| 553.20 | 561.20 | 27.0% | 0.96 | 0.0003 | -1.347 | 7,150 | 5.10 | 5.40 | 4 | 210 | 26.8% | -0.04 | 0.0003 | -1.412 | ||
| 528.60 | 536.60 | 26.2% | 0.96 | 0.0003 | -1.403 | 7,175 | 5.40 | 5.80 | 132 | 26.1% | -0.04 | 0.0003 | -1.466 | |||
| 503.90 | 511.90 | 10 | 25.4% | 0.95 | 0.0003 | -1.466 | 7,200 | 5.80 | 6.10 | 12 | 420 | 25.4% | -0.05 | 0.0003 | -1.525 | |
| 494.10 | 502.10 | 25.2% | 0.95 | 0.0003 | -1.493 | 7,210 | 5.90 | 6.30 | 25.1% | -0.05 | 0.0003 | -1.551 | ||||
| 484.30 | 492.30 | 24.9% | 0.95 | 0.0003 | -1.521 | 7,220 | 6.10 | 6.50 | 24.8% | -0.05 | 0.0003 | -1.578 | ||||
| 479.40 | 487.40 | 24.8% | 0.95 | 0.0003 | -1.535 | 7,225 | 6.20 | 6.60 | 9 | 88 | 24.7% | -0.05 | 0.0003 | -1.591 | ||
| 474.50 | 482.50 | 24.6% | 0.95 | 0.0004 | -1.550 | 7,230 | 6.30 | 6.70 | 24.5% | -0.05 | 0.0004 | -1.606 | ||||
| 464.70 | 472.70 | 24.3% | 0.95 | 0.0004 | -1.581 | 7,240 | 6.50 | 6.90 | 24.3% | -0.05 | 0.0004 | -1.635 | ||||
| 454.90 | 462.90 | 10 | 24.0% | 0.94 | 0.0004 | -1.612 | 7,250 | 6.70 | 7.00 | 10 | 141 | 23.9% | -0.06 | 0.0004 | -1.666 | |
| 445.10 | 453.10 | 23.7% | 0.94 | 0.0004 | -1.646 | 7,260 | 6.90 | 7.30 | 6 | 5 | 23.7% | -0.06 | 0.0004 | -1.698 | ||
| 435.40 | 443.40 | 23.5% | 0.94 | 0.0004 | -1.680 | 7,270 | 7.10 | 7.50 | 23.4% | -0.06 | 0.0004 | -1.731 | ||||
| 430.50 | 438.50 | 23.3% | 0.94 | 0.0004 | -1.698 | 7,275 | 7.20 | 7.60 | 8 | 65 | 23.2% | -0.06 | 0.0004 | -1.748 | ||
| 425.60 | 433.60 | 23.2% | 0.94 | 0.0004 | -1.716 | 7,280 | 7.30 | 7.80 | 4 | 4 | 23.1% | -0.06 | 0.0004 | -1.766 | ||
| 415.90 | 423.90 | 22.9% | 0.94 | 0.0004 | -1.754 | 7,290 | 7.60 | 8.00 | 3 | 2 | 22.9% | -0.06 | 0.0004 | -1.803 | ||
| 406.20 | 414.20 | 22.7% | 0.93 | 0.0005 | -1.794 | 7,300 | 7.90 | 8.20 | 152 | 221 | 22.6% | -0.07 | 0.0005 | -1.841 | ||
| 396.50 | 404.50 | 22.4% | 0.93 | 0.0005 | -1.834 | 7,310 | 8.20 | 8.60 | 22.3% | -0.07 | 0.0005 | -1.881 | ||||
| 386.70 | 394.70 | 22.1% | 0.93 | 0.0005 | -1.877 | 7,320 | 8.50 | 8.90 | 1 | 1 | 22.1% | -0.07 | 0.0005 | -1.922 | ||
| 382.00 | 390.00 | 22.0% | 0.93 | 0.0005 | -1.899 | 7,325 | 8.60 | 9.10 | 13 | 103 | 21.9% | -0.07 | 0.0005 | -1.943 | ||
| 377.10 | 385.10 | 21.8% | 0.92 | 0.0005 | -1.921 | 7,330 | 8.80 | 9.20 | 26 | 26 | 21.8% | -0.08 | 0.0005 | -1.965 | ||
| 367.50 | 375.50 | 21.6% | 0.92 | 0.0006 | -1.967 | 7,340 | 9.10 | 9.60 | 2 | 14 | 21.5% | -0.08 | 0.0006 | -2.010 | ||
| 357.90 | 365.90 | 21.3% | 0.92 | 0.0006 | -2.015 | 7,350 | 9.50 | 9.90 | 97 | 342 | 21.3% | -0.08 | 0.0006 | -2.056 | ||
| 353.10 | 361.10 | 21.2% | 0.92 | 0.0006 | -2.039 | 7,355 | 9.70 | 10.20 | 21.1% | -0.08 | 0.0006 | -2.080 | ||||
| 348.30 | 356.30 | 21.1% | 0.91 | 0.0006 | -2.064 | 7,360 | 9.90 | 10.40 | 1 | 55 | 21.0% | -0.09 | 0.0006 | -2.104 | ||
| 343.50 | 351.50 | 20.9% | 0.91 | 0.0006 | -2.090 | 7,365 | 10.10 | 10.60 | 20.9% | -0.09 | 0.0006 | -2.129 | ||||
| 338.70 | 346.70 | 20.8% | 0.91 | 0.0006 | -2.115 | 7,370 | 10.40 | 10.80 | 11 | 18 | 20.8% | -0.09 | 0.0006 | -2.154 | ||
| 334.00 | 342.00 | 20.7% | 0.91 | 0.0006 | -2.142 | 7,375 | 10.60 | 11.00 | 81 | 398 | 20.6% | -0.09 | 0.0006 | -2.180 | ||
| 329.10 | 337.10 | 20.5% | 0.91 | 0.0007 | -2.168 | 7,380 | 10.80 | 11.20 | 52 | 95 | 20.5% | -0.09 | 0.0007 | -2.206 | ||
| 324.40 | 332.40 | 20.4% | 0.90 | 0.0007 | -2.195 | 7,385 | 11.00 | 11.50 | 20.4% | -0.10 | 0.0007 | -2.232 | ||||
| 319.70 | 327.70 | 20.3% | 0.90 | 0.0007 | -2.223 | 7,390 | 11.30 | 11.70 | 34 | 128 | 20.2% | -0.10 | 0.0007 | -2.259 | ||
| 315.00 | 323.00 | 20.2% | 0.90 | 0.0007 | -2.251 | 7,395 | 11.50 | 12.00 | 20.1% | -0.10 | 0.0007 | -2.287 | ||||
| 310.20 | 318.20 | 20.0% | 0.90 | 0.0007 | -2.279 | 7,400 | 11.80 | 12.20 | 104 | 352 | 20.0% | -0.10 | 0.0007 | -2.314 | ||
| 305.50 | 313.50 | 19.9% | 0.89 | 0.0007 | -2.308 | 7,405 | 12.10 | 12.50 | 19.9% | -0.11 | 0.0007 | -2.343 | ||||
| 300.70 | 308.70 | 19.8% | 0.89 | 0.0008 | -2.337 | 7,410 | 12.40 | 12.80 | 15 | 23 | 19.8% | -0.11 | 0.0008 | -2.371 | ||
| 296.00 | 304.00 | 19.6% | 0.89 | 0.0008 | -2.366 | 7,415 | 12.60 | 13.10 | 16 | 9 | 19.6% | -0.11 | 0.0008 | -2.400 | ||
| 291.30 | 299.30 | 19.5% | 0.89 | 0.0008 | -2.396 | 7,420 | 13.00 | 13.40 | 5 | 47 | 19.5% | -0.11 | 0.0008 | -2.429 | ||
| 286.70 | 294.70 | 19.4% | 0.88 | 0.0008 | -2.427 | 7,425 | 13.30 | 13.70 | 10 | 276 | 19.4% | -0.12 | 0.0008 | -2.459 | ||
| 282.00 | 290.00 | 19.3% | 0.88 | 0.0008 | -2.457 | 7,430 | 13.60 | 14.00 | 14 | 64 | 19.3% | -0.12 | 0.0008 | -2.489 | ||
| 277.30 | 285.30 | 19.1% | 0.88 | 0.0009 | -2.489 | 7,435 | 13.90 | 14.40 | 7 | 15 | 19.1% | -0.12 | 0.0009 | -2.520 | ||
| 272.70 | 280.70 | 19.1% | 0.87 | 0.0009 | -2.520 | 7,440 | 14.30 | 14.70 | 58 | 85 | 19.0% | -0.13 | 0.0009 | -2.551 | ||
| 268.00 | 276.00 | 18.9% | 0.87 | 0.0009 | -2.552 | 7,445 | 14.60 | 15.10 | 4 | 3 | 18.9% | -0.13 | 0.0009 | -2.582 | ||
| 263.40 | 271.40 | 2 | 18.8% | 0.87 | 0.0009 | -2.584 | 7,450 | 15.10 | 15.40 | 69 | 791 | 18.8% | -0.13 | 0.0009 | -2.613 | |
| 258.90 | 266.90 | 18.7% | 0.86 | 0.0009 | -2.616 | 7,455 | 15.30 | 15.80 | 10 | 5 | 18.7% | -0.14 | 0.0009 | -2.645 | ||
| 254.30 | 262.30 | 18.6% | 0.86 | 0.0010 | -2.649 | 7,460 | 15.70 | 16.20 | 22 | 102 | 18.5% | -0.14 | 0.0010 | -2.677 | ||
| 249.70 | 257.70 | 18.5% | 0.86 | 0.0010 | -2.682 | 7,465 | 16.10 | 16.60 | 22 | 22 | 18.4% | -0.14 | 0.0010 | -2.710 | ||
| 245.10 | 253.10 | 18.4% | 0.85 | 0.0010 | -2.715 | 7,470 | 16.60 | 17.00 | 3 | 116 | 18.3% | -0.15 | 0.0010 | -2.742 | ||
| 240.60 | 248.60 | 2 | 18.3% | 0.85 | 0.0010 | -2.748 | 7,475 | 17.00 | 17.50 | 60 | 207 | 18.2% | -0.15 | 0.0010 | -2.775 | |
| 236.00 | 244.00 | 18.1% | 0.85 | 0.0011 | -2.782 | 7,480 | 17.40 | 17.90 | 30 | 132 | 18.1% | -0.15 | 0.0011 | -2.808 | ||
| 231.50 | 239.40 | 18.0% | 0.84 | 0.0011 | -2.816 | 7,485 | 17.90 | 18.40 | 3 | 2 | 18.0% | -0.16 | 0.0011 | -2.841 | ||
| 227.00 | 234.80 | 17.9% | 0.84 | 0.0011 | -2.850 | 7,490 | 18.40 | 18.90 | 34 | 237 | 17.9% | -0.16 | 0.0011 | -2.875 | ||
| 222.50 | 230.20 | 17.7% | 0.83 | 0.0011 | -2.884 | 7,495 | 18.90 | 19.40 | 7 | 4 | 17.7% | -0.17 | 0.0011 | -2.908 | ||
| 218.00 | 225.70 | 3 | 17.6% | 0.83 | 0.0012 | -2.918 | 7,500 | 19.50 | 19.90 | 77 | 727 | 17.6% | -0.17 | 0.0012 | -2.942 | |
| 213.60 | 221.10 | 17.5% | 0.83 | 0.0012 | -2.952 | 7,505 | 19.90 | 20.50 | 3 | 3 | 17.5% | -0.17 | 0.0012 | -2.975 | ||
| 209.20 | 216.60 | 17.4% | 0.82 | 0.0012 | -2.986 | 7,510 | 20.50 | 21.00 | 18 | 265 | 17.4% | -0.18 | 0.0012 | -3.009 | ||
| 204.90 | 212.10 | 17.3% | 0.82 | 0.0012 | -3.021 | 7,515 | 21.10 | 21.60 | 12 | 13 | 17.3% | -0.18 | 0.0012 | -3.043 | ||
| 200.60 | 207.60 | 17.2% | 0.81 | 0.0013 | -3.055 | 7,520 | 21.80 | 22.20 | 20 | 331 | 17.2% | -0.19 | 0.0013 | -3.076 | ||
| 197.30 | 202.30 | 31 | 17.1% | 0.81 | 0.0013 | -3.089 | 7,525 | 22.30 | 22.80 | 99 | 124 | 17.1% | -0.19 | 0.0013 | -3.110 | |
| 193.00 | 198.00 | 2 | 17.0% | 0.80 | 0.0013 | -3.123 | 7,530 | 22.90 | 23.50 | 29 | 386 | 17.0% | -0.20 | 0.0013 | -3.143 | |
| 188.60 | 193.60 | 16.9% | 0.80 | 0.0014 | -3.156 | 7,535 | 23.60 | 24.10 | 47 | 52 | 16.9% | -0.20 | 0.0014 | -3.176 | ||
| 184.30 | 189.30 | 1 | 16.8% | 0.79 | 0.0014 | -3.190 | 7,540 | 24.30 | 24.80 | 119 | 169 | 16.7% | -0.21 | 0.0014 | -3.209 | |
| 180.10 | 185.10 | 16.7% | 0.78 | 0.0014 | -3.223 | 7,545 | 25.00 | 25.50 | 34 | 35 | 16.6% | -0.22 | 0.0014 | -3.241 | ||
| 175.80 | 180.80 | 4 | 8 | 16.6% | 0.78 | 0.0015 | -3.256 | 7,550 | 25.80 | 26.30 | 89 | 353 | 16.5% | -0.22 | 0.0015 | -3.273 |
| 171.60 | 176.60 | 16.4% | 0.77 | 0.0015 | -3.288 | 7,555 | 26.50 | 27.00 | 21 | 21 | 16.4% | -0.23 | 0.0015 | -3.305 | ||
| 167.30 | 172.30 | 1 | 8 | 16.3% | 0.77 | 0.0015 | -3.320 | 7,560 | 27.30 | 27.80 | 115 | 120 | 16.3% | -0.23 | 0.0015 | -3.336 |
| 163.20 | 168.20 | 2 | 2 | 16.2% | 0.76 | 0.0016 | -3.351 | 7,565 | 28.10 | 28.60 | 14 | 23 | 16.2% | -0.24 | 0.0016 | -3.367 |
| 159.00 | 164.00 | 40 | 16.1% | 0.75 | 0.0016 | -3.381 | 7,570 | 28.90 | 29.50 | 31 | 265 | 16.1% | -0.25 | 0.0016 | -3.397 | |
| 154.90 | 159.90 | 1 | 20 | 16.0% | 0.75 | 0.0016 | -3.411 | 7,575 | 29.80 | 30.30 | 38 | 99 | 16.0% | -0.25 | 0.0016 | -3.426 |
| 150.90 | 154.90 | 29 | 15.8% | 0.74 | 0.0017 | -3.440 | 7,580 | 30.70 | 31.20 | 33 | 99 | 15.9% | -0.26 | 0.0017 | -3.454 | |
| 146.90 | 150.90 | 15.7% | 0.73 | 0.0017 | -3.468 | 7,585 | 31.60 | 32.20 | 39 | 108 | 15.8% | -0.27 | 0.0017 | -3.482 | ||
| 142.80 | 146.80 | 29 | 15.6% | 0.72 | 0.0017 | -3.495 | 7,590 | 32.50 | 33.10 | 292 | 383 | 15.7% | -0.28 | 0.0017 | -3.508 | |
| 138.80 | 142.80 | 15.5% | 0.72 | 0.0018 | -3.521 | 7,595 | 33.50 | 34.10 | 106 | 153 | 15.6% | -0.28 | 0.0018 | -3.533 | ||
| 134.90 | 138.90 | 27 | 15.4% | 0.71 | 0.0018 | -3.545 | 7,600 | 34.60 | 35.10 | 205 | 1,012 | 15.4% | -0.29 | 0.0018 | -3.557 | |
| 131.10 | 134.90 | 15.3% | 0.70 | 0.0018 | -3.569 | 7,605 | 35.60 | 36.20 | 12 | 12 | 15.3% | -0.30 | 0.0018 | -3.580 | ||
| 129.10 | 129.80 | 45 | 15.2% | 0.69 | 0.0019 | -3.591 | 7,610 | 36.70 | 37.30 | 14 | 456 | 15.2% | -0.31 | 0.0019 | -3.602 | |
| 125.30 | 125.90 | 1 | 15.2% | 0.68 | 0.0019 | -3.611 | 7,615 | 37.80 | 38.40 | 16 | 41 | 15.1% | -0.32 | 0.0019 | -3.622 | |
| 121.40 | 122.10 | 22 | 15.0% | 0.68 | 0.0019 | -3.630 | 7,620 | 39.00 | 39.50 | 26 | 347 | 15.0% | -0.32 | 0.0019 | -3.640 | |
| 117.60 | 118.30 | 7 | 31 | 14.9% | 0.67 | 0.0020 | -3.647 | 7,625 | 40.20 | 40.80 | 56 | 246 | 14.9% | -0.33 | 0.0020 | -3.656 |
| 113.90 | 114.50 | 3 | 89 | 14.8% | 0.66 | 0.0020 | -3.663 | 7,630 | 41.40 | 42.00 | 90 | 104 | 14.8% | -0.34 | 0.0020 | -3.671 |
| 110.20 | 110.80 | 1 | 14.7% | 0.65 | 0.0020 | -3.676 | 7,635 | 42.70 | 43.20 | 21 | 127 | 14.7% | -0.35 | 0.0020 | -3.684 | |
| 106.50 | 107.20 | 1 | 39 | 14.6% | 0.64 | 0.0021 | -3.688 | 7,640 | 44.10 | 44.70 | 30 | 250 | 14.6% | -0.36 | 0.0021 | -3.695 |
| 102.90 | 103.50 | 14.5% | 0.63 | 0.0021 | -3.697 | 7,645 | 45.40 | 46.00 | 21 | 41 | 14.5% | -0.37 | 0.0021 | -3.704 | ||
| 99.30 | 100.00 | 30 | 59 | 14.4% | 0.62 | 0.0021 | -3.704 | 7,650 | 46.90 | 47.40 | 92 | 800 | 14.4% | -0.38 | 0.0021 | -3.710 |
| 95.70 | 96.50 | 5 | 4 | 14.3% | 0.61 | 0.0022 | -3.708 | 7,655 | 48.30 | 48.90 | 39 | 100 | 14.3% | -0.39 | 0.0022 | -3.714 |
| 92.30 | 93.00 | 15 | 50 | 14.2% | 0.60 | 0.0022 | -3.710 | 7,660 | 49.80 | 50.50 | 36 | 151 | 14.2% | -0.40 | 0.0022 | -3.715 |
| 88.80 | 89.60 | 10 | 28 | 14.1% | 0.59 | 0.0022 | -3.710 | 7,665 | 51.40 | 52.10 | 50 | 63 | 14.1% | -0.41 | 0.0022 | -3.714 |
| 85.50 | 86.20 | 8 | 41 | 14.0% | 0.58 | 0.0023 | -3.706 | 7,670 | 53.00 | 53.70 | 97 | 178 | 14.0% | -0.42 | 0.0023 | -3.710 |
| 82.20 | 83.00 | 7 | 49 | 13.9% | 0.57 | 0.0023 | -3.700 | 7,675 | 54.70 | 55.40 | 60 | 219 | 13.9% | -0.43 | 0.0023 | -3.703 |
| 79.00 | 79.60 | 80 | 13.8% | 0.56 | 0.0023 | -3.691 | 7,680 | 56.50 | 57.10 | 61 | 153 | 13.8% | -0.44 | 0.0023 | -3.694 | |
| 75.80 | 76.40 | 10 | 11 | 13.7% | 0.55 | 0.0024 | -3.679 | 7,685 | 58.30 | 58.90 | 171 | 159 | 13.7% | -0.45 | 0.0024 | -3.681 |
| 72.60 | 73.40 | 28 | 83 | 13.6% | 0.53 | 0.0024 | -3.664 | 7,690 | 60.10 | 60.80 | 98 | 265 | 13.6% | -0.47 | 0.0024 | -3.665 |
| 69.60 | 70.20 | 20 | 20 | 13.5% | 0.52 | 0.0024 | -3.645 | 7,695 | 62.00 | 62.70 | 19 | 38 | 13.5% | -0.48 | 0.0024 | -3.646 |
| 66.50 | 67.20 | 82 | 127 | 13.4% | 0.51 | 0.0024 | -3.624 | 7,700 | 64.00 | 64.60 | 104 | 455 | 13.4% | -0.49 | 0.0024 | -3.624 |
| 63.60 | 64.30 | 22 | 28 | 13.3% | 0.50 | 0.0024 | -3.599 | 7,705 | 66.10 | 66.70 | 50 | 122 | 13.3% | -0.50 | 0.0024 | -3.598 |
| 60.70 | 61.40 | 17 | 32 | 13.2% | 0.49 | 0.0024 | -3.570 | 7,710 | 68.20 | 68.90 | 26 | 216 | 13.2% | -0.51 | 0.0024 | -3.570 |
| 57.90 | 58.60 | 8 | 69 | 13.1% | 0.47 | 0.0025 | -3.539 | 7,715 | 70.30 | 71.00 | 90 | 98 | 13.1% | -0.53 | 0.0025 | -3.537 |
| 55.20 | 55.80 | 6 | 155 | 13.0% | 0.46 | 0.0025 | -3.503 | 7,720 | 72.60 | 73.30 | 33 | 410 | 13.0% | -0.54 | 0.0025 | -3.501 |
| 52.50 | 53.10 | 57 | 112 | 12.9% | 0.45 | 0.0025 | -3.465 | 7,725 | 74.90 | 75.60 | 667 | 1,215 | 12.9% | -0.55 | 0.0025 | -3.462 |
| 49.90 | 50.50 | 38 | 71 | 12.8% | 0.44 | 0.0025 | -3.423 | 7,730 | 77.30 | 78.00 | 119 | 265 | 12.8% | -0.56 | 0.0025 | -3.420 |
| 47.30 | 48.00 | 22 | 41 | 12.7% | 0.42 | 0.0025 | -3.378 | 7,735 | 79.80 | 80.40 | 28 | 234 | 12.7% | -0.58 | 0.0025 | -3.374 |
| 44.90 | 45.50 | 53 | 156 | 12.7% | 0.41 | 0.0025 | -3.329 | 7,740 | 82.30 | 83.00 | 11 | 44 | 12.7% | -0.59 | 0.0025 | -3.324 |
| 42.50 | 43.20 | 15 | 116 | 12.6% | 0.40 | 0.0025 | -3.277 | 7,745 | 84.90 | 85.60 | 33 | 90 | 12.6% | -0.60 | 0.0025 | -3.272 |
| 40.20 | 40.80 | 94 | 201 | 12.5% | 0.38 | 0.0025 | -3.222 | 7,750 | 87.60 | 88.30 | 372 | 474 | 12.5% | -0.62 | 0.0025 | -3.216 |
| 38.00 | 38.60 | 50 | 82 | 12.4% | 0.37 | 0.0025 | -3.163 | 7,755 | 90.40 | 91.00 | 14 | 93 | 12.4% | -0.63 | 0.0025 | -3.157 |
| 35.80 | 36.40 | 83 | 157 | 12.3% | 0.36 | 0.0025 | -3.102 | 7,760 | 93.20 | 93.90 | 18 | 94 | 12.3% | -0.64 | 0.0025 | -3.095 |
| 33.70 | 34.40 | 25 | 169 | 12.2% | 0.34 | 0.0024 | -3.038 | 7,765 | 96.10 | 96.80 | 11 | 60 | 12.2% | -0.66 | 0.0024 | -3.030 |
| 31.70 | 32.40 | 61 | 99 | 12.2% | 0.33 | 0.0024 | -2.971 | 7,770 | 99.10 | 99.80 | 27 | 102 | 12.2% | -0.67 | 0.0024 | -2.963 |
| 29.80 | 30.40 | 562 | 558 | 12.1% | 0.32 | 0.0024 | -2.901 | 7,775 | 102.20 | 102.80 | 124 | 641 | 12.1% | -0.68 | 0.0024 | -2.893 |
| 28.00 | 28.60 | 108 | 284 | 12.0% | 0.31 | 0.0024 | -2.829 | 7,780 | 103.60 | 108.40 | 3 | 30 | 12.1% | -0.69 | 0.0024 | -2.820 |
| 26.20 | 26.80 | 67 | 60 | 11.9% | 0.29 | 0.0023 | -2.755 | 7,785 | 106.90 | 111.60 | 6 | 30 | 12.0% | -0.71 | 0.0023 | -2.745 |
| 24.50 | 25.10 | 67 | 70 | 11.8% | 0.28 | 0.0023 | -2.678 | 7,790 | 109.80 | 114.80 | 2 | 45 | 11.9% | -0.72 | 0.0023 | -2.668 |
| 22.90 | 23.50 | 163 | 51 | 11.8% | 0.27 | 0.0023 | -2.600 | 7,795 | 113.20 | 118.20 | 3 | 13 | 11.8% | -0.73 | 0.0023 | -2.589 |
| 21.40 | 21.90 | 327 | 433 | 11.7% | 0.26 | 0.0022 | -2.520 | 7,800 | 116.80 | 121.60 | 12 | 149 | 11.7% | -0.74 | 0.0022 | -2.508 |
| 19.90 | 20.50 | 20 | 95 | 11.7% | 0.24 | 0.0022 | -2.438 | 7,805 | 120.30 | 125.20 | 1 | 22 | 11.7% | -0.76 | 0.0022 | -2.426 |
| 18.50 | 19.10 | 213 | 221 | 11.6% | 0.23 | 0.0021 | -2.355 | 7,810 | 123.80 | 128.80 | 4 | 44 | 11.6% | -0.77 | 0.0021 | -2.342 |
| 17.20 | 17.70 | 63 | 89 | 11.5% | 0.22 | 0.0021 | -2.271 | 7,815 | 127.50 | 132.50 | 1 | 4 | 11.6% | -0.78 | 0.0021 | -2.258 |
| 16.00 | 16.50 | 97 | 609 | 11.5% | 0.21 | 0.0020 | -2.187 | 7,820 | 131.20 | 136.20 | 2 | 28 | 11.5% | -0.79 | 0.0020 | -2.173 |
| 14.80 | 15.30 | 281 | 276 | 11.4% | 0.20 | 0.0020 | -2.101 | 7,825 | 135.00 | 140.00 | 82 | 122 | 11.4% | -0.80 | 0.0020 | -2.087 |
| 13.70 | 14.20 | 2 | 55 | 11.4% | 0.19 | 0.0019 | -2.016 | 7,830 | 138.90 | 143.90 | 37 | 11.4% | -0.81 | 0.0019 | -2.001 | |
| 12.70 | 13.20 | 2 | 101 | 11.3% | 0.18 | 0.0018 | -1.931 | 7,835 | 142.90 | 147.90 | 1 | 9 | 11.3% | -0.82 | 0.0018 | -1.915 |
| 11.70 | 12.20 | 124 | 84 | 11.3% | 0.17 | 0.0018 | -1.846 | 7,840 | 146.90 | 151.90 | 9 | 11.3% | -0.83 | 0.0018 | -1.829 | |
| 10.80 | 11.30 | 72 | 70 | 11.2% | 0.16 | 0.0017 | -1.761 | 7,845 | 151.00 | 156.00 | 1 | 11.2% | -0.84 | 0.0017 | -1.744 | |
| 9.90 | 10.40 | 1,895 | 1,709 | 11.2% | 0.15 | 0.0017 | -1.678 | 7,850 | 155.10 | 160.10 | 106 | 109 | 11.2% | -0.85 | 0.0017 | -1.661 |
| 9.10 | 9.60 | 60 | 88 | 11.1% | 0.14 | 0.0016 | -1.596 | 7,855 | 159.30 | 164.30 | 13 | 11.1% | -0.86 | 0.0016 | -1.578 | |
| 8.40 | 8.80 | 323 | 246 | 11.1% | 0.13 | 0.0015 | -1.515 | 7,860 | 163.50 | 168.50 | 1 | 14 | 11.1% | -0.87 | 0.0015 | -1.497 |
| 7.70 | 8.10 | 61 | 78 | 11.0% | 0.12 | 0.0015 | -1.437 | 7,865 | 167.80 | 172.80 | 15 | 11.1% | -0.88 | 0.0015 | -1.417 | |
| 7.00 | 7.50 | 280 | 326 | 11.0% | 0.11 | 0.0014 | -1.360 | 7,870 | 172.20 | 177.20 | 3 | 11.0% | -0.89 | 0.0014 | -1.340 | |
| 6.40 | 6.90 | 167 | 258 | 11.0% | 0.11 | 0.0014 | -1.286 | 7,875 | 176.60 | 181.60 | 11.0% | -0.89 | 0.0014 | -1.265 | ||
| 5.80 | 6.30 | 143 | 105 | 10.9% | 0.10 | 0.0013 | -1.214 | 7,880 | 181.00 | 186.00 | 12 | 11.0% | -0.90 | 0.0013 | -1.193 | |
| 5.40 | 5.80 | 108 | 85 | 10.9% | 0.09 | 0.0012 | -1.144 | 7,885 | 185.50 | 190.50 | 10.9% | -0.91 | 0.0012 | -1.123 | ||
| 4.90 | 5.30 | 52 | 223 | 10.9% | 0.09 | 0.0012 | -1.078 | 7,890 | 190.10 | 195.10 | 6 | 11.0% | -0.91 | 0.0012 | -1.056 | |
| 4.50 | 4.90 | 14 | 13 | 10.9% | 0.08 | 0.0011 | -1.014 | 7,895 | 194.60 | 199.60 | 10.9% | -0.92 | 0.0011 | -0.992 | ||
| 4.10 | 4.50 | 435 | 2,148 | 10.9% | 0.07 | 0.0010 | -0.954 | 7,900 | 199.20 | 204.20 | 3 | 10.9% | -0.93 | 0.0010 | -0.930 | |
| 3.40 | 3.70 | 87 | 136 | 10.8% | 0.06 | 0.0009 | -0.841 | 7,910 | 206.90 | 214.90 | 2 | 10.8% | -0.94 | 0.0009 | -0.817 | |
| 2.80 | 3.20 | 108 | 138 | 10.8% | 0.05 | 0.0008 | -0.741 | 7,920 | 216.30 | 224.30 | 1 | 10.8% | -0.95 | 0.0008 | -0.715 | |
| 2.65 | 2.85 | 365 | 926 | 10.8% | 0.05 | 0.0008 | -0.695 | 7,925 | 221.00 | 229.00 | 2 | 10.8% | -0.95 | 0.0008 | -0.668 | |
| 2.30 | 2.60 | 38 | 53 | 10.8% | 0.05 | 0.0007 | -0.651 | 7,930 | 225.80 | 233.80 | 10.8% | -0.95 | 0.0007 | -0.625 | ||
| 1.90 | 2.20 | 177 | 278 | 10.8% | 0.04 | 0.0006 | -0.572 | 7,940 | 235.30 | 243.30 | 1 | 10.7% | -0.96 | 0.0006 | -0.544 | |
| 1.65 | 1.85 | 106 | 1,641 | 10.8% | 0.03 | 0.0006 | -0.503 | 7,950 | 245.00 | 253.00 | 10.8% | -0.97 | 0.0006 | -0.474 | ||
| 1.35 | 1.60 | 13 | 62 | 10.8% | 0.03 | 0.0005 | -0.443 | 7,960 | 254.70 | 262.70 | 10.8% | -0.97 | 0.0005 | -0.413 | ||
| 1.10 | 1.35 | 103 | 169 | 10.8% | 0.03 | 0.0004 | -0.390 | 7,970 | 264.50 | 272.50 | 1 | 10.9% | -0.97 | 0.0004 | -0.359 | |
| 1.10 | 1.25 | 311 | 842 | 10.9% | 0.02 | 0.0004 | -0.367 | 7,975 | 269.40 | 277.40 | 2 | 1 | 10.9% | -0.98 | 0.0004 | -0.335 |
| 0.9500 | 1.15 | 13 | 822 | 10.9% | 0.02 | 0.0004 | -0.345 | 7,980 | 274.30 | 282.30 | 10.9% | -0.98 | 0.0004 | -0.312 | ||
| 0.8000 | 1.00 | 2 | 39 | 11.0% | 0.02 | 0.0004 | -0.305 | 7,990 | 284.10 | 292.10 | 1 | 10.9% | -0.98 | 0.0004 | -0.272 | |
| 0.7000 | 0.9000 | 152 | 1,170 | 11.1% | 0.02 | 0.0003 | -0.271 | 8,000 | 294.00 | 302.00 | 11.1% | -0.98 | 0.0003 | -0.236 | ||
| 0.4500 | 0.6500 | 79 | 417 | 11.3% | 0.01 | 0.0002 | -0.205 | 8,025 | 318.70 | 326.70 | 11.2% | -0.99 | 0.0002 | -0.167 | ||
| 0.3000 | 0.5000 | 66 | 135 | 11.6% | 0.01 | 0.0002 | -0.159 | 8,050 | 343.50 | 351.50 | 11.3% | -0.99 | 0.0002 | -0.119 | ||
| 0.2000 | 0.4000 | 10 | 182 | 11.9% | 0.01 | 0.0001 | -0.128 | 8,075 | 368.40 | 376.40 | 11.7% | -0.99 | 0.0001 | -0.085 | ||
| 0.1500 | 0.3500 | 14 | 724 | 12.3% | 0.01 | 0.0001 | -0.107 | 8,100 | 393.40 | 401.40 | 1 | 12.5% | -0.99 | 0.0001 | -0.060 | |
| 0.1000 | 0.3000 | 2 | 104 | 12.7% | 0.00 | 0.0001 | -0.092 | 8,125 | 418.40 | 426.40 | 11.9% | -1.00 | 0.0001 | -0.042 | ||
| 0.1000 | 0.2500 | 4 | 51 | 13.2% | 0.00 | 0.0001 | -0.081 | 8,150 | 443.30 | 451.30 | 13.6% | -1.00 | 0.0001 | -0.028 | ||
| 0.0500 | 0.2500 | 1 | 841 | 13.6% | 0.00 | 0.0001 | -0.072 | 8,175 | 468.20 | 476.20 | 13.7% | -1.00 | 0.0001 | -0.017 | ||
| 0.0500 | 0.2500 | 1 | 54 | 14.2% | 0.00 | 0.0000 | -0.066 | 8,200 | 493.20 | 501.20 | 1 | 13.6% | -1.00 | 0.0000 | -0.008 | |
| 0.0500 | 0.2000 | 5 | 14.6% | 0.00 | 0.0000 | -0.061 | 8,225 | 518.20 | 526.20 | 14.5% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.2000 | 2 | 14.9% | 0.00 | 0.0000 | -0.056 | 8,250 | 543.10 | 551.10 | 1 | 15.4% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.2000 | 1 | 15.5% | 0.00 | 0.0000 | -0.052 | 8,275 | 568.10 | 576.10 | 1 | 15.0% | -1.00 | 0.0000 | 0.000 | ||
| 0.0500 | 0.2000 | 2,004 | 16.4% | 0.00 | 0.0000 | -0.049 | 8,300 | 593.10 | 601.10 | 1 | 16.1% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.2000 | 16.7% | 0.00 | 0.0000 | -0.046 | 8,325 | 618.10 | 626.10 | 15.0% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.2000 | 10 | 11 | 17.3% | 0.00 | 0.0000 | -0.043 | 8,350 | 643.00 | 651.00 | 16.4% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.2000 | 2,002 | 18.4% | 0.00 | 0.0000 | -0.038 | 8,400 | 693.00 | 701.00 | 15.5% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.1500 | 2 | 20.2% | 0.00 | 0.0000 | -0.031 | 8,500 | 792.90 | 800.90 | 18.3% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.1500 | 229 | 22.4% | 0.00 | 0.0000 | -0.025 | 8,600 | 892.70 | 900.70 | 20.9% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.1500 | 2 | 26.6% | 0.00 | 0.0000 | -0.017 | 8,800 | 1,092 | 1,100 | 25.8% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.1500 | 5 | 30.7% | 0.00 | 0.0000 | -0.011 | 9,000 | 1,292 | 1,300 | 30.6% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.1000 | 33.6% | 0.00 | 0.0000 | -0.007 | 9,200 | 1,492 | 1,500 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.1000 | 37.4% | 0.00 | 0.0000 | -0.005 | 9,400 | 1,692 | 1,700 | 34.2% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.1000 | 41.0% | 0.00 | 0.0000 | -0.003 | 9,600 | 1,892 | 1,900 | 44.1% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.1000 | 44.5% | 0.00 | 0.0000 | -0.002 | 9,800 | 2,091 | 2,099 | 44.8% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.1000 | 1 | 48.0% | 0.00 | 0.0000 | -0.001 | 10,000 | 2,291 | 2,299 | 1 | 49.3% | -1.00 | 0.0000 | 0.000 | ||
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 28, 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.