SQQQ цепочка опционов ProShares - UltraPro Short QQQ
Cboe delayed options data · по состоянию на 06:38 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 ±3.1% (38.46–40.90) · ATM IV 50.9% · P/C открытого интереса 0.29
| 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 | |
| 18.05 | 21.50 | 1 | 384.7% | 1.00 | 0.0005 | -0.002 | 20 | 0 | 0.0400 | 382.2% | -0.00 | 0.0005 | -0.004 | |||
| 18.05 | 19.50 | 359.3% | 1.00 | 0.0006 | -0.002 | 21 | 0 | 0.0500 | 367.0% | -0.00 | 0.0006 | -0.004 | ||||
| 17.05 | 18.70 | 1 | 334.9% | 1.00 | 0.0007 | -0.003 | 22 | 0 | 0.0200 | 17 | 307.9% | -0.00 | 0.0007 | -0.004 | ||
| 16.05 | 17.65 | 1 | 311.6% | 1.00 | 0.0009 | -0.003 | 23 | 0 | 0.0200 | 286.4% | -0.00 | 0.0008 | -0.005 | |||
| 15.15 | 16.25 | 3 | 1.00 | 0.0010 | -0.004 | 24 | 0 | 0.0200 | 3 | 1 | 265.9% | -0.00 | 0.0010 | -0.005 | ||
| 14.05 | 15.05 | 60 | 200 | 1.00 | 0.0013 | -0.004 | 25 | 0 | 0.0200 | 246.1% | -0.00 | 0.0012 | -0.006 | |||
| 13.35 | 14.25 | 9 | 2 | 275.9% | 1.00 | 0.0016 | -0.005 | 26 | 0 | 0.0200 | 7 | 227.0% | -0.00 | 0.0015 | -0.006 | |
| 12.65 | 12.85 | 3 | 5 | 1.00 | 0.0019 | -0.005 | 27 | 0 | 0.0300 | 12 | 218.7% | -0.00 | 0.0018 | -0.006 | ||
| 11.55 | 12.35 | 3 | 7 | 304.1% | 1.00 | 0.0023 | -0.006 | 28 | 0 | 0.0200 | 2 | 2 | 190.7% | -0.00 | 0.0023 | -0.007 |
| 10.65 | 11.05 | 2 | 241.0% | 1.00 | 0.0029 | -0.006 | 29 | 0 | 0.0200 | 3 | 173.3% | -0.00 | 0.0028 | -0.007 | ||
| 9.35 | 10.45 | 3 | 83 | 238.3% | 0.99 | 0.0036 | -0.007 | 30 | 0 | 0.0200 | 69 | 156.5% | -0.01 | 0.0036 | -0.008 | |
| 8.30 | 9.05 | 4 | 1 | 0.99 | 0.0046 | -0.007 | 31 | 0 | 0.0200 | 1 | 33 | 140.0% | -0.01 | 0.0045 | -0.008 | |
| 7.45 | 8.45 | 3 | 6 | 206.5% | 0.99 | 0.0059 | -0.008 | 32 | 0 | 0.0200 | 10 | 124.0% | -0.01 | 0.0058 | -0.009 | |
| 6.90 | 7.95 | 2 | 6 | 188.5% | 0.99 | 0.0067 | -0.008 | 32.5 | 0 | 0.0200 | 23 | 116.1% | -0.01 | 0.0067 | -0.009 | |
| 6.50 | 7.45 | 27 | 57 | 189.0% | 0.99 | 0.0077 | -0.009 | 33 | 0 | 0.0300 | 3 | 174 | 114.2% | -0.01 | 0.0077 | -0.009 |
| 6.15 | 6.55 | 1 | 2 | 145.1% | 0.99 | 0.0090 | -0.009 | 33.5 | 0 | 0.0300 | 22 | 106.1% | -0.01 | 0.0089 | -0.009 | |
| 5.65 | 6.05 | 146 | 134.8% | 0.99 | 0.0105 | -0.009 | 34 | 0 | 0.0100 | 11 | 73 | 85.2% | -0.01 | 0.0104 | -0.010 | |
| 4.55 | 5.95 | 2 | 360 | 0.99 | 0.0124 | -0.009 | 34.5 | 0 | 0.0400 | 616 | 94.0% | -0.01 | 0.0123 | -0.010 | ||
| 4.05 | 4.85 | 25 | 114 | 0.99 | 0.0148 | -0.010 | 35 | 0 | 0.0500 | 14 | 564 | 88.9% | -0.01 | 0.0148 | -0.010 | |
| 4.15 | 4.55 | 37 | 104.2% | 0.98 | 0.0180 | -0.010 | 35.5 | 0 | 0.0700 | 645 | 85.3% | -0.02 | 0.0180 | -0.011 | ||
| 2.81 | 4.70 | 54 | 164 | 0.98 | 0.0226 | -0.011 | 36 | 0 | 0.0500 | 67 | 611 | 72.0% | -0.02 | 0.0226 | -0.011 | |
| 2.67 | 3.95 | 3 | 907 | 73.5% | 0.98 | 0.0298 | -0.012 | 36.5 | 0.0100 | 0.0300 | 15 | 323 | 61.2% | -0.02 | 0.0298 | -0.012 |
| 2.69 | 3.05 | 53 | 1,515 | 77.5% | 0.97 | 0.0431 | -0.015 | 37 | 0.0100 | 0.0200 | 312 | 7,135 | 50.4% | -0.03 | 0.0431 | -0.015 |
| 1.40 | 2.75 | 17 | 1,435 | 0.95 | 0.0708 | -0.024 | 37.5 | 0.0300 | 0.0500 | 258 | 562 | 51.3% | -0.05 | 0.0708 | -0.025 | |
| 1.75 | 1.89 | 75 | 4,237 | 46.8% | 0.90 | 0.1216 | -0.049 | 38 | 0.0500 | 0.0800 | 658 | 1,511 | 47.5% | -0.10 | 0.1217 | -0.049 |
| 1.35 | 1.52 | 100 | 2,503 | 52.5% | 0.82 | 0.1841 | -0.092 | 38.5 | 0.1200 | 0.1500 | 394 | 919 | 47.4% | -0.18 | 0.1842 | -0.092 |
| 1.00 | 1.06 | 926 | 3,444 | 49.0% | 0.70 | 0.2338 | -0.139 | 39 | 0.2600 | 0.2800 | 851 | 981 | 48.9% | -0.30 | 0.2340 | -0.139 |
| 0.7000 | 0.7700 | 538 | 2,312 | 50.7% | 0.57 | 0.2567 | -0.171 | 39.5 | 0.4700 | 0.5000 | 828 | 417 | 51.1% | -0.42 | 0.2571 | -0.171 |
| 0.4800 | 0.5200 | 4,932 | 6,495 | 51.8% | 0.45 | 0.2508 | -0.178 | 40 | 0.7200 | 0.7900 | 629 | 425 | 52.6% | -0.55 | 0.2513 | -0.179 |
| 0.3200 | 0.3600 | 6,635 | 1,757 | 54.0% | 0.33 | 0.2233 | -0.164 | 40.5 | 0.9800 | 1.13 | 327 | 105 | 51.2% | -0.67 | 0.2239 | -0.164 |
| 0.2100 | 0.2600 | 1,459 | 2,202 | 57.0% | 0.24 | 0.1849 | -0.136 | 41 | 1.29 | 1.69 | 701 | 564 | 58.6% | -0.76 | 0.1855 | -0.136 |
| 0.1400 | 0.1600 | 443 | 1,066 | 58.3% | 0.17 | 0.1452 | -0.105 | 41.5 | 1.68 | 2.01 | 23 | 24 | 51.7% | -0.83 | 0.1456 | -0.106 |
| 0.0900 | 0.1100 | 1,272 | 9,576 | 60.6% | 0.12 | 0.1099 | -0.078 | 42 | 2.20 | 2.48 | 2 | 67 | 60.5% | -0.88 | 0.1102 | -0.078 |
| 0.0500 | 0.0800 | 126 | 1,145 | 62.5% | 0.08 | 0.0815 | -0.057 | 42.5 | 2.57 | 2.92 | 24 | 33.9% | -0.92 | 0.0816 | -0.057 | |
| 0.0300 | 0.0600 | 465 | 5,946 | 65.3% | 0.06 | 0.0600 | -0.042 | 43 | 3.05 | 3.45 | 1 | 25 | 48.1% | -0.94 | 0.0601 | -0.041 |
| 0.0100 | 0.0500 | 4 | 344 | 67.4% | 0.04 | 0.0443 | -0.031 | 43.5 | 3.55 | 3.90 | 131 | -0.96 | 0.0444 | -0.030 | ||
| 0.0200 | 0.0400 | 50 | 3,514 | 74.3% | 0.03 | 0.0330 | -0.023 | 44 | 4.00 | 4.40 | 1 | 162 | -0.97 | 0.0331 | -0.022 | |
| 0 | 0.0600 | 6 | 485 | 81.0% | 0.02 | 0.0249 | -0.017 | 44.5 | 4.20 | 4.90 | 10 | -0.98 | 0.0250 | -0.016 | ||
| 0 | 0.0200 | 161 | 2,396 | 74.3% | 0.02 | 0.0190 | -0.013 | 45 | 4.55 | 6.70 | 17 | 72 | 159.7% | -0.98 | 0.0191 | -0.013 |
| 0 | 0.0300 | 73 | 84.5% | 0.01 | 0.0147 | -0.011 | 45.5 | 5.20 | 5.95 | 2 | -0.99 | 0.0148 | -0.010 | |||
| 0 | 0.0300 | 24 | 147 | 90.3% | 0.01 | 0.0116 | -0.009 | 46 | 5.15 | 6.65 | 5 | -0.99 | 0.0116 | -0.008 | ||
| 0 | 0.0300 | 4 | 19 | 96.0% | 0.01 | 0.0092 | -0.007 | 46.5 | 6.45 | 7.00 | 1 | -0.99 | 0.0092 | -0.006 | ||
| 0 | 0.0500 | 10 | 266 | 109.2% | 0.01 | 0.0074 | -0.006 | 47 | 6.20 | 7.60 | 8 | -0.99 | 0.0074 | -0.005 | ||
| 0 | 0.0500 | 7 | 115.0% | 0.01 | 0.0060 | -0.005 | 47.5 | 7.50 | 7.85 | 3 | -0.99 | 0.0059 | -0.004 | |||
| 0 | 0.0200 | 11 | 153 | 106.7% | 0.00 | 0.0049 | -0.004 | 48 | 8.05 | 8.35 | 26 | -1.00 | 0.0048 | -0.003 | ||
| 0 | 0.1900 | 14 | 157.8% | 0.00 | 0.0041 | -0.003 | 48.5 | 8.55 | 9.00 | 1 | 132.0% | -1.00 | 0.0040 | -0.003 | ||
| 0 | 0.1900 | 110 | 164.1% | 0.00 | 0.0034 | -0.003 | 49 | 8.30 | 9.65 | 8 | -1.00 | 0.0033 | -0.003 | |||
| 0 | 0.1800 | 3 | 168.7% | 0.00 | 0.0029 | -0.003 | 49.5 | 9.05 | 9.95 | -1.00 | 0.0028 | -0.002 | ||||
| 0 | 0.0300 | 106 | 210 | 133.0% | 0.00 | 0.0025 | -0.002 | 50 | 9.95 | 10.40 | 1 | 6 | -1.00 | 0.0023 | -0.002 | |
| 0 | 0.1800 | 1 | 21 | 186.7% | 0.00 | 0.0019 | -0.002 | 51 | 10.75 | 11.55 | 2 | -1.00 | 0.0017 | -0.002 | ||
| 0 | 0.1800 | 16 | 192.5% | 0.00 | 0.0017 | -0.002 | 51.5 | 11.50 | 11.95 | 2 | 1 | -1.00 | 0.0015 | -0.002 | ||
| 0 | 0.1800 | 18 | 198.3% | 0.00 | 0.0015 | -0.002 | 52 | 11.95 | 12.65 | 2 | 185.0% | -1.00 | 0.0013 | -0.002 | ||
| 0 | 0.1800 | 22 | 203.9% | 0.00 | 0.0014 | -0.001 | 52.5 | 12.45 | 12.95 | 2 | -1.00 | 0.0012 | -0.001 | |||
| 0 | 0.1100 | 19 | 193.1% | 0.00 | 0.0012 | -0.001 | 53 | 12.25 | 14.25 | 3 | 1 | 149.9% | -1.00 | 0.0010 | -0.001 | |
| 0 | 0.0500 | 93 | 191.1% | 0.00 | 0.0009 | -0.001 | 55 | 14.40 | 15.80 | 10 | -1.00 | 0.0007 | -0.001 | |||
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 04, 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