STLD цепочка опционов Steel Dynamics, Inc.
Cboe delayed options data · по состоянию на 00:44 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 ±14.5% (199.75–267.75) · ATM IV 40.8% · P/C открытого интереса 0.70
| 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 | |
| 123.70 | 127.60 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.15 | 1 | 100.9% | -0.00 | 0.0001 | -0.002 | ||||
| 118.90 | 122.70 | 68.4% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.15 | 25 | 95.8% | -0.00 | 0.0001 | -0.003 | |||
| 113.80 | 117.70 | 1 | 54.4% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.15 | 91 | 90.9% | -0.00 | 0.0001 | -0.004 | ||
| 108.90 | 112.80 | 6 | 59.1% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 2.15 | 1 | 86.2% | -0.00 | 0.0002 | -0.005 | ||
| 103.90 | 107.80 | 52.0% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 2.15 | 21 | 81.7% | -0.00 | 0.0002 | -0.006 | |||
| 99.00 | 102.90 | 54.1% | 0.99 | 0.0003 | 0.000 | 145 | 0 | 2.20 | 77.7% | -0.01 | 0.0003 | -0.008 | ||||
| 94.10 | 97.90 | 51.6% | 0.99 | 0.0004 | 0.000 | 150 | 0 | 2.20 | 6 | 73.4% | -0.01 | 0.0004 | -0.010 | |||
| 89.40 | 93.00 | 54.6% | 0.99 | 0.0006 | -0.001 | 155 | 0 | 2.25 | 11 | 69.6% | -0.01 | 0.0006 | -0.012 | |||
| 84.20 | 88.10 | 5 | 48.5% | 0.99 | 0.0007 | -0.004 | 160 | 0 | 2.30 | 153 | 65.8% | -0.01 | 0.0007 | -0.015 | ||
| 79.30 | 83.20 | 2 | 47.3% | 0.98 | 0.0009 | -0.009 | 165 | 0 | 2.40 | 2 | 62.4% | -0.02 | 0.0010 | -0.019 | ||
| 74.70 | 78.40 | 7 | 49.6% | 0.97 | 0.0012 | -0.014 | 170 | 0 | 2.50 | 2 | 59.1% | -0.03 | 0.0012 | -0.024 | ||
| 69.90 | 73.50 | 3 | 47.9% | 0.97 | 0.0015 | -0.019 | 175 | 0 | 2.65 | 2 | 56.0% | -0.03 | 0.0015 | -0.029 | ||
| 64.90 | 68.70 | 15 | 45.4% | 0.96 | 0.0019 | -0.026 | 180 | 0 | 2.80 | 124 | 52.8% | -0.04 | 0.0019 | -0.035 | ||
| 61.00 | 64.00 | 1 | 48.6% | 0.95 | 0.0024 | -0.033 | 185 | 0 | 3.00 | 4 | 49.9% | -0.05 | 0.0024 | -0.041 | ||
| 56.30 | 59.40 | 73 | 47.4% | 0.93 | 0.0029 | -0.041 | 190 | 0.2000 | 3.30 | 1 | 6 | 48.1% | -0.07 | 0.0029 | -0.049 | |
| 51.80 | 54.80 | 7 | 46.4% | 0.92 | 0.0035 | -0.050 | 195 | 0.3000 | 3.70 | 6 | 45.9% | -0.09 | 0.0035 | -0.057 | ||
| 47.20 | 50.30 | 25 | 44.9% | 0.89 | 0.0041 | -0.060 | 200 | 0.7000 | 4.20 | 14 | 15 | 44.7% | -0.11 | 0.0042 | -0.066 | |
| 38.60 | 41.80 | 7 | 43.3% | 0.84 | 0.0056 | -0.080 | 210 | 1.45 | 5.10 | 26 | 66 | 40.7% | -0.16 | 0.0057 | -0.086 | |
| 30.70 | 33.90 | 1 | 16 | 41.9% | 0.77 | 0.0072 | -0.100 | 220 | 3.90 | 7.30 | 4 | 130 | 40.8% | -0.23 | 0.0073 | -0.105 |
| 23.60 | 27.20 | 50 | 41.3% | 0.69 | 0.0086 | -0.117 | 230 | 6.70 | 10.50 | 5 | 658 | 40.3% | -0.31 | 0.0087 | -0.121 | |
| 17.60 | 21.20 | 1 | 91 | 40.7% | 0.60 | 0.0095 | -0.128 | 240 | 10.40 | 14.30 | 1 | 60 | 39.2% | -0.41 | 0.0097 | -0.131 |
| 13.70 | 15.00 | 2 | 36 | 40.1% | 0.50 | 0.0099 | -0.131 | 250 | 16.20 | 19.40 | 1 | 176 | 39.9% | -0.51 | 0.0102 | -0.134 |
| 9.20 | 11.60 | 1 | 86 | 39.8% | 0.41 | 0.0097 | -0.128 | 260 | 21.90 | 25.50 | 1 | 52 | 39.2% | -0.60 | 0.0100 | -0.130 |
| 6.60 | 9.00 | 3 | 139 | 40.9% | 0.32 | 0.0089 | -0.118 | 270 | 28.80 | 32.40 | 7 | 38.6% | -0.69 | 0.0093 | -0.120 | |
| 4.00 | 6.30 | 16 | 332 | 39.7% | 0.25 | 0.0078 | -0.104 | 280 | 36.90 | 40.10 | 12 | 38.6% | -0.77 | 0.0083 | -0.106 | |
| 1.65 | 4.60 | 12 | 1,115 | 38.1% | 0.19 | 0.0066 | -0.089 | 290 | 45.40 | 48.60 | 3 | 38.5% | -0.84 | 0.0071 | -0.090 | |
| 1.50 | 3.90 | 26 | 193 | 41.3% | 0.14 | 0.0054 | -0.073 | 300 | 54.50 | 57.60 | 7 | 38.4% | -0.89 | 0.0060 | -0.075 | |
| 0.3000 | 3.40 | 11 | 110 | 41.5% | 0.10 | 0.0043 | -0.060 | 310 | 63.90 | 66.90 | 36.9% | -0.93 | 0.0050 | -0.061 | ||
| 0.7500 | 1.75 | 1 | 121 | 41.6% | 0.07 | 0.0034 | -0.048 | 320 | 73.60 | 76.60 | -0.96 | 0.0040 | -0.047 | |||
| 0 | 2.95 | 86 | 47.0% | 0.05 | 0.0026 | -0.038 | 330 | 83.40 | 87.00 | -0.98 | 0.0034 | -0.037 | ||||
| 0 | 2.70 | 2 | 49.6% | 0.04 | 0.0020 | -0.030 | 340 | 93.30 | 97.20 | -1.00 | 0.0010 | -0.032 | ||||
| 0 | 2.50 | 3 | 52.2% | 0.03 | 0.0015 | -0.023 | 350 | 103.30 | 107.50 | 51.3% | -1.00 | 0.0000 | -0.032 | |||
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 — Dec 18, 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