SQQQ цепочка опционов ProShares - UltraPro Short QQQ
Cboe delayed options data · по состоянию на 06:43 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 ±32.2% (25.37–49.47) · ATM IV 64.1% · P/C открытого интереса 0.71
| 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 | |
| 16.45 | 20.00 | 1 | 0.99 | 0.0035 | -0.000 | 19 | 0.0500 | 0.8000 | 20 | 74.0% | -0.05 | 0.0059 | -0.005 | |||
| 15.45 | 19.25 | 3 | 0.99 | 0.0043 | -0.001 | 20 | 0 | 1.70 | 1,199 | 84.2% | -0.05 | 0.0067 | -0.005 | |||
| 14.50 | 17.55 | 0.98 | 0.0052 | -0.001 | 21 | 0 | 2.36 | 1 | 501 | 86.9% | -0.06 | 0.0078 | -0.006 | |||
| 13.50 | 16.60 | 1 | 0.98 | 0.0063 | -0.002 | 22 | 0.0100 | 1.15 | 12 | 65.4% | -0.07 | 0.0090 | -0.006 | |||
| 12.65 | 15.90 | 4 | 0.97 | 0.0077 | -0.003 | 23 | 0.0100 | 1.24 | 6 | 62.3% | -0.08 | 0.0103 | -0.006 | |||
| 11.95 | 15.00 | 5 | 0.96 | 0.0096 | -0.004 | 24 | 0.0100 | 1.20 | 9 | 57.4% | -0.09 | 0.0120 | -0.007 | |||
| 11.15 | 14.00 | 172 | 0.94 | 0.0120 | -0.005 | 25 | 0.4900 | 1.39 | 1 | 160 | 61.3% | -0.11 | 0.0138 | -0.008 | ||
| 10.95 | 14.00 | 1 | 56.8% | 0.92 | 0.0145 | -0.007 | 26 | 0.7600 | 1.16 | 1 | 1,016 | 57.2% | -0.13 | 0.0157 | -0.009 | |
| 10.20 | 12.25 | 9 | 43.7% | 0.89 | 0.0169 | -0.009 | 27 | 0.8700 | 1.74 | 4 | 59.4% | -0.15 | 0.0175 | -0.011 | ||
| 9.65 | 11.15 | 1 | 32 | 45.6% | 0.87 | 0.0190 | -0.010 | 28 | 1.20 | 2.07 | 23 | 60.4% | -0.18 | 0.0192 | -0.012 | |
| 8.85 | 10.95 | 14 | 44.1% | 0.84 | 0.0208 | -0.012 | 29 | 1.39 | 2.43 | 34 | 60.0% | -0.20 | 0.0208 | -0.013 | ||
| 8.90 | 9.95 | 4 | 624 | 57.0% | 0.81 | 0.0223 | -0.013 | 30 | 2.09 | 2.45 | 5 | 701 | 60.3% | -0.23 | 0.0221 | -0.014 |
| 7.85 | 10.35 | 5 | 61.9% | 0.78 | 0.0235 | -0.015 | 31 | 2.22 | 3.30 | 546 | 61.9% | -0.26 | 0.0233 | -0.015 | ||
| 7.70 | 8.80 | 2 | 212 | 58.6% | 0.75 | 0.0243 | -0.016 | 32 | 3.20 | 3.65 | 400 | 65.1% | -0.29 | 0.0243 | -0.016 | |
| 6.60 | 9.20 | 3 | 617 | 61.5% | 0.72 | 0.0249 | -0.017 | 33 | 3.45 | 4.30 | 3 | 318 | 65.1% | -0.32 | 0.0251 | -0.017 |
| 6.20 | 8.25 | 8 | 671 | 59.8% | 0.69 | 0.0253 | -0.017 | 34 | 3.95 | 4.80 | 3 | 73 | 65.3% | -0.34 | 0.0256 | -0.018 |
| 7.00 | 7.45 | 25 | 819 | 65.7% | 0.66 | 0.0256 | -0.018 | 35 | 3.85 | 5.45 | 758 | 62.7% | -0.37 | 0.0260 | -0.019 | |
| 6.00 | 6.95 | 5 | 434 | 62.4% | 0.63 | 0.0257 | -0.019 | 36 | 4.85 | 6.30 | 3 | 156 | 67.1% | -0.40 | 0.0263 | -0.019 |
| 5.25 | 7.05 | 40 | 97 | 63.7% | 0.61 | 0.0257 | -0.019 | 37 | 5.00 | 6.80 | 140 | 64.5% | -0.42 | 0.0264 | -0.020 | |
| 5.20 | 6.70 | 5 | 619 | 66.0% | 0.58 | 0.0256 | -0.020 | 38 | 5.65 | 7.45 | 2 | 361 | 65.1% | -0.45 | 0.0265 | -0.021 |
| 5.10 | 6.20 | 2 | 74 | 66.9% | 0.56 | 0.0255 | -0.020 | 39 | 7.15 | 8.00 | 6 | 65 | 69.6% | -0.47 | 0.0264 | -0.021 |
| 5.10 | 5.60 | 61 | 690 | 67.6% | 0.54 | 0.0253 | -0.021 | 40 | 6.95 | 9.35 | 128 | 68.9% | -0.49 | 0.0262 | -0.021 | |
| 5.00 | 5.35 | 88 | 275 | 69.3% | 0.52 | 0.0250 | -0.021 | 41 | 7.50 | 10.35 | 57 | 70.4% | -0.51 | 0.0260 | -0.021 | |
| 4.60 | 5.35 | 2 | 62 | 70.6% | 0.50 | 0.0247 | -0.021 | 42 | 8.35 | 11.30 | 14 | 72.6% | -0.53 | 0.0257 | -0.021 | |
| 4.00 | 5.10 | 52 | 141 | 69.2% | 0.48 | 0.0244 | -0.021 | 43 | 9.10 | 11.85 | 15 | 72.9% | -0.55 | 0.0254 | -0.021 | |
| 3.20 | 5.00 | 43 | 66.6% | 0.46 | 0.0241 | -0.022 | 44 | 9.30 | 13.25 | 13 | 73.0% | -0.57 | 0.0250 | -0.021 | ||
| 4.00 | 4.50 | 10 | 796 | 71.9% | 0.45 | 0.0237 | -0.022 | 45 | 10.50 | 13.35 | 71 | 74.1% | -0.59 | 0.0246 | -0.021 | |
| 3.60 | 4.40 | 1 | 47 | 71.9% | 0.43 | 0.0233 | -0.022 | 46 | 11.60 | 14.15 | 11 | 77.1% | -0.60 | 0.0242 | -0.021 | |
| 2.76 | 4.65 | 52 | 71.3% | 0.41 | 0.0229 | -0.022 | 47 | 12.60 | 15.65 | 5 | 79.9% | -0.62 | 0.0238 | -0.021 | ||
| 2.65 | 4.30 | 288 | 71.2% | 0.40 | 0.0225 | -0.022 | 48 | 12.55 | 16.50 | 5 | 75.7% | -0.63 | 0.0233 | -0.021 | ||
| 2.52 | 4.30 | 20 | 72.9% | 0.39 | 0.0220 | -0.022 | 49 | 14.30 | 16.00 | 10 | 1 | 73.9% | -0.65 | 0.0229 | -0.021 | |
| 3.35 | 4.20 | 25 | 1,134 | 78.9% | 0.37 | 0.0216 | -0.022 | 50 | 14.95 | 17.60 | 21 | 915 | 77.7% | -0.66 | 0.0224 | -0.021 |
| 2.41 | 3.45 | 3 | 737 | 79.7% | 0.32 | 0.0194 | -0.021 | 55 | 18.60 | 22.50 | 4 | 79.6% | -0.72 | 0.0200 | -0.019 | |
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 — Mar 19, 2027
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