STLD цепочка опционов Steel Dynamics, Inc.
Cboe delayed options data · по состоянию на 18:38 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 ±19.1% (200.61–295.41) · ATM IV 39.5% · P/C открытого интереса 0.61
| 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 | |
| 122.60 | 126.30 | 6 | 61.4% | 0.99 | 0.0004 | 0.000 | 125 | 0 | 2.55 | 2 | 67.2% | -0.01 | 0.0004 | -0.011 | ||
| 117.40 | 121.40 | 13 | 56.5% | 0.98 | 0.0005 | 0.000 | 130 | 0 | 2.65 | 248 | 64.4% | -0.02 | 0.0005 | -0.013 | ||
| 112.90 | 116.60 | 14 | 57.1% | 0.98 | 0.0006 | 0.000 | 135 | 0 | 2.75 | 11 | 61.6% | -0.02 | 0.0006 | -0.015 | ||
| 108.00 | 111.80 | 7 | 55.0% | 0.98 | 0.0007 | 0.000 | 140 | 0 | 2.90 | 206 | 59.1% | -0.03 | 0.0007 | -0.017 | ||
| 103.20 | 107.10 | 6 | 53.8% | 0.97 | 0.0008 | 0.000 | 145 | 0 | 3.00 | 46 | 56.5% | -0.03 | 0.0009 | -0.019 | ||
| 98.30 | 102.30 | 27 | 51.6% | 0.96 | 0.0010 | 0.000 | 150 | 0 | 3.40 | 44 | 54.9% | -0.04 | 0.0010 | -0.021 | ||
| 93.60 | 97.60 | 9 | 50.5% | 0.96 | 0.0012 | 0.000 | 155 | 0 | 3.60 | 10 | 52.6% | -0.04 | 0.0012 | -0.024 | ||
| 89.40 | 92.90 | 109 | 50.8% | 0.95 | 0.0014 | -0.002 | 160 | 0.0500 | 2.65 | 5 | 46.7% | -0.05 | 0.0014 | -0.027 | ||
| 84.70 | 88.30 | 1 | 11 | 49.5% | 0.94 | 0.0016 | -0.007 | 165 | 0.6500 | 3.10 | 6 | 47.4% | -0.06 | 0.0016 | -0.030 | |
| 80.20 | 83.70 | 1 | 49 | 48.5% | 0.93 | 0.0018 | -0.012 | 170 | 1.10 | 3.20 | 10 | 46.1% | -0.07 | 0.0019 | -0.034 | |
| 75.60 | 79.10 | 86 | 47.1% | 0.92 | 0.0021 | -0.017 | 175 | 1.40 | 3.80 | 112 | 45.5% | -0.08 | 0.0021 | -0.038 | ||
| 71.20 | 74.80 | 194 | 46.6% | 0.91 | 0.0024 | -0.022 | 180 | 2.20 | 4.50 | 7 | 45.9% | -0.09 | 0.0024 | -0.041 | ||
| 66.30 | 70.30 | 46 | 44.5% | 0.89 | 0.0027 | -0.027 | 185 | 2.15 | 5.70 | 15 | 45.1% | -0.11 | 0.0028 | -0.045 | ||
| 62.40 | 66.20 | 77 | 45.4% | 0.88 | 0.0031 | -0.033 | 190 | 2.80 | 6.50 | 10 | 44.6% | -0.12 | 0.0031 | -0.049 | ||
| 58.70 | 62.00 | 80 | 44.7% | 0.86 | 0.0034 | -0.038 | 195 | 3.10 | 6.80 | 30 | 42.5% | -0.14 | 0.0034 | -0.053 | ||
| 54.50 | 57.70 | 46 | 43.5% | 0.84 | 0.0038 | -0.043 | 200 | 4.00 | 7.00 | 36 | 41.1% | -0.16 | 0.0038 | -0.058 | ||
| 46.80 | 50.40 | 39 | 42.8% | 0.79 | 0.0045 | -0.054 | 210 | 6.20 | 10.30 | 12 | 34 | 41.7% | -0.21 | 0.0046 | -0.066 | |
| 39.70 | 43.20 | 12 | 41.8% | 0.74 | 0.0052 | -0.063 | 220 | 9.60 | 11.40 | 231 | 39.9% | -0.26 | 0.0053 | -0.073 | ||
| 33.10 | 36.30 | 5 | 40 | 40.5% | 0.68 | 0.0058 | -0.071 | 230 | 12.60 | 15.90 | 24 | 39.9% | -0.32 | 0.0060 | -0.078 | |
| 27.30 | 31.10 | 1 | 41 | 40.4% | 0.62 | 0.0063 | -0.077 | 240 | 16.70 | 19.20 | 44 | 38.7% | -0.39 | 0.0065 | -0.082 | |
| 22.30 | 25.90 | 4 | 128 | 40.0% | 0.55 | 0.0066 | -0.081 | 250 | 21.50 | 25.10 | 30 | 39.1% | -0.45 | 0.0068 | -0.083 | |
| 18.00 | 21.40 | 269 | 39.6% | 0.49 | 0.0067 | -0.082 | 260 | 27.00 | 30.80 | 23 | 38.9% | -0.52 | 0.0070 | -0.083 | ||
| 14.90 | 17.90 | 175 | 40.0% | 0.42 | 0.0066 | -0.081 | 270 | 33.50 | 36.40 | 22 | 38.3% | -0.59 | 0.0070 | -0.080 | ||
| 11.10 | 14.80 | 27 | 292 | 39.2% | 0.37 | 0.0064 | -0.078 | 280 | 40.00 | 43.30 | 6 | 37.7% | -0.65 | 0.0068 | -0.075 | |
| 8.30 | 12.40 | 33 | 39.1% | 0.31 | 0.0060 | -0.074 | 290 | 47.60 | 51.40 | 4 | 38.2% | -0.71 | 0.0065 | -0.069 | ||
| 6.20 | 10.30 | 1 | 145 | 39.0% | 0.26 | 0.0056 | -0.068 | 300 | 55.90 | 59.30 | 1 | 38.3% | -0.76 | 0.0060 | -0.061 | |
| 4.30 | 7.50 | 62 | 37.5% | 0.22 | 0.0050 | -0.063 | 310 | 64.10 | 67.70 | 1 | 38.0% | -0.81 | 0.0055 | -0.052 | ||
| 3.00 | 7.00 | 21 | 38.6% | 0.19 | 0.0045 | -0.057 | 320 | 72.90 | 76.40 | 37.8% | -0.85 | 0.0049 | -0.042 | |||
| 1.95 | 5.40 | 20 | 37.9% | 0.16 | 0.0040 | -0.051 | 330 | 82.00 | 85.10 | 36.9% | -0.88 | 0.0044 | -0.033 | |||
| 1.65 | 4.80 | 97 | 39.2% | 0.13 | 0.0035 | -0.045 | 340 | 91.30 | 94.80 | 37.3% | -0.91 | 0.0039 | -0.025 | |||
| 1.15 | 3.80 | 21 | 39.0% | 0.11 | 0.0031 | -0.040 | 350 | 101.00 | 104.50 | 38.0% | -0.93 | 0.0037 | -0.018 | |||
| 0.6500 | 3.70 | 3 | 40.1% | 0.09 | 0.0027 | -0.035 | 360 | 110.60 | 114.40 | 37.5% | -0.96 | 0.0038 | -0.011 | |||
| 0.3000 | 3.60 | 8 | 41.3% | 0.07 | 0.0023 | -0.031 | 370 | 120.40 | 124.50 | -0.98 | 0.0032 | -0.020 | ||||
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 — Jan 15, 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