STLD цепочка опционов Steel Dynamics, Inc.
Cboe delayed options data · по состоянию на 15:38 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 ±7.1% (230.41–265.61) · ATM IV 42.1% · P/C открытого интереса 0.53
| 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 | |
| 121.70 | 124.90 | 3 | 174.1% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 5 | 186.4% | -0.00 | 0.0000 | -0.001 | ||
| 116.50 | 120.00 | 69 | 162.9% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 44 | 176.9% | -0.00 | 0.0000 | -0.001 | ||
| 111.40 | 115.00 | 7 | 152.2% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 11 | 167.8% | -0.00 | 0.0000 | -0.001 | ||
| 106.70 | 110.00 | 1 | 149.3% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.10 | 6 | 158.4% | -0.00 | 0.0000 | -0.002 | ||
| 101.40 | 104.50 | 2 | 124.6% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 2.10 | 38 | 149.9% | -0.00 | 0.0000 | -0.002 | ||
| 96.40 | 99.90 | 18 | 125.9% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 2.15 | 43 | 142.4% | -0.00 | 0.0001 | -0.003 | ||
| 91.50 | 94.40 | 15 | 109.9% | 1.00 | 0.0001 | 0.000 | 155 | 0 | 2.15 | 34 | 134.4% | -0.00 | 0.0001 | -0.004 | ||
| 86.50 | 89.50 | 16 | 105.1% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 2.15 | 42 | 126.6% | -0.00 | 0.0001 | -0.005 | ||
| 81.50 | 84.50 | 11 | 98.2% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 2.15 | 88 | 119.1% | -0.00 | 0.0002 | -0.007 | ||
| 76.20 | 79.90 | 20 | 93.4% | 1.00 | 0.0003 | 0.000 | 170 | 0 | 2.15 | 176 | 111.7% | -0.00 | 0.0003 | -0.009 | ||
| 71.60 | 75.00 | 6 | 94.5% | 0.99 | 0.0004 | -0.003 | 175 | 0 | 2.15 | 17 | 104.6% | -0.00 | 0.0004 | -0.011 | ||
| 66.50 | 70.00 | 24 | 86.4% | 0.99 | 0.0005 | -0.007 | 180 | 0 | 2.15 | 388 | 97.5% | -0.01 | 0.0005 | -0.015 | ||
| 61.20 | 65.10 | 125 | 77.1% | 0.99 | 0.0007 | -0.013 | 185 | 0 | 2.20 | 23 | 91.1% | -0.01 | 0.0007 | -0.020 | ||
| 56.80 | 60.10 | 487 | 78.0% | 0.99 | 0.0010 | -0.019 | 190 | 0 | 2.25 | 16 | 84.7% | -0.01 | 0.0010 | -0.026 | ||
| 51.70 | 55.20 | 26 | 71.4% | 0.98 | 0.0014 | -0.028 | 195 | 0 | 1.10 | 1 | 228 | 67.1% | -0.02 | 0.0014 | -0.034 | |
| 46.70 | 50.30 | 4 | 1,195 | 66.0% | 0.97 | 0.0020 | -0.040 | 200 | 0.0500 | 1.20 | 185 | 62.8% | -0.02 | 0.0020 | -0.045 | |
| 37.30 | 40.60 | 69 | 59.6% | 0.95 | 0.0040 | -0.072 | 210 | 0.2000 | 2.15 | 2 | 261 | 59.0% | -0.05 | 0.0040 | -0.077 | |
| 27.50 | 31.20 | 15 | 200 | 50.4% | 0.90 | 0.0073 | -0.121 | 220 | 0.6000 | 2.90 | 11 | 585 | 51.8% | -0.10 | 0.0073 | -0.125 |
| 19.00 | 22.50 | 3 | 325 | 46.6% | 0.81 | 0.0122 | -0.184 | 230 | 0.8500 | 4.50 | 49 | 445 | 44.5% | -0.19 | 0.0123 | -0.187 |
| 12.20 | 15.20 | 37 | 710 | 45.7% | 0.66 | 0.0173 | -0.242 | 240 | 4.20 | 6.40 | 8 | 246 | 42.4% | -0.34 | 0.0173 | -0.243 |
| 7.40 | 9.50 | 69 | 659 | 45.8% | 0.47 | 0.0192 | -0.260 | 250 | 8.30 | 10.00 | 54 | 160 | 38.5% | -0.53 | 0.0192 | -0.261 |
| 2.80 | 5.70 | 60 | 646 | 42.8% | 0.30 | 0.0166 | -0.229 | 260 | 14.40 | 17.40 | 119 | 39.7% | -0.70 | 0.0167 | -0.229 | |
| 1.10 | 2.45 | 16 | 362 | 40.4% | 0.18 | 0.0119 | -0.173 | 270 | 22.50 | 25.30 | 79 | 39.6% | -0.83 | 0.0120 | -0.172 | |
| 0 | 3.00 | 4 | 518 | 48.6% | 0.10 | 0.0077 | -0.120 | 280 | 30.90 | 34.50 | 11 | 35.8% | -0.90 | 0.0078 | -0.118 | |
| 0 | 1.20 | 2 | 213 | 46.8% | 0.06 | 0.0048 | -0.081 | 290 | 41.10 | 44.00 | 39.8% | -0.95 | 0.0050 | -0.078 | ||
| 0 | 2.20 | 536 | 62.0% | 0.03 | 0.0029 | -0.053 | 300 | 50.40 | 53.90 | -0.97 | 0.0033 | -0.055 | ||||
| 0 | 1.90 | 34 | 67.7% | 0.02 | 0.0018 | -0.035 | 310 | 60.30 | 63.90 | -0.99 | 0.0022 | -0.036 | ||||
| 0 | 2.15 | 7 | 76.9% | 0.01 | 0.0011 | -0.024 | 320 | 70.30 | 73.90 | -1.00 | 0.0011 | -0.020 | ||||
| 0 | 0.0500 | 77 | 49.6% | 0.01 | 0.0007 | -0.016 | 330 | 80.30 | 83.90 | -1.00 | 0.0003 | -0.014 | ||||
| 0 | 2.15 | 134 | 90.5% | 0.00 | 0.0005 | -0.011 | 340 | 90.30 | 93.70 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 32 | 96.8% | 0.00 | 0.0003 | -0.008 | 350 | 100.30 | 103.90 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 31 | 102.9% | 0.00 | 0.0002 | -0.006 | 360 | 110.30 | 113.90 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 2 | 108.7% | 0.00 | 0.0001 | -0.004 | 370 | 120.30 | 123.90 | -1.00 | 0.0000 | -0.014 | ||||
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 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