STZ цепочка опционов Constellation Brands, 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 ±3.2% (125.67–133.93) · ATM IV 25.0% · P/C открытого интереса 1.02
| 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 | |
| 53.80 | 56.00 | 180.6% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 234.2% | 0.00 | 0.0000 | 0.000 | ||||
| 48.80 | 51.00 | 2 | 161.1% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 210.9% | 0.00 | 0.0000 | -0.000 | |||
| 43.90 | 46.70 | 2 | 177.4% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.15 | 188.9% | -0.00 | 0.0000 | -0.000 | |||
| 39.20 | 41.10 | 142.2% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.15 | 168.0% | -0.00 | 0.0000 | -0.000 | ||||
| 34.20 | 35.90 | 118.7% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.15 | 148.0% | -0.00 | 0.0001 | -0.001 | ||||
| 29.00 | 31.00 | 99.2% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 2.15 | 128.6% | -0.00 | 0.0002 | -0.001 | ||||
| 24.10 | 26.80 | 101.2% | 1.00 | 0.0007 | 0.000 | 105 | 0 | 2.15 | 109.9% | -0.00 | 0.0007 | -0.003 | ||||
| 19.20 | 21.10 | 73.8% | 1.00 | 0.0019 | -0.004 | 110 | 0 | 2.15 | 15 | 91.5% | -0.01 | 0.0019 | -0.006 | |||
| 14.00 | 16.10 | 54.5% | 0.98 | 0.0056 | -0.013 | 115 | 0 | 2.15 | 1 | 73.2% | -0.02 | 0.0057 | -0.015 | |||
| 12.20 | 14.10 | 51.4% | 0.97 | 0.0089 | -0.020 | 117 | 0 | 0.1500 | 2 | 34.6% | -0.03 | 0.0090 | -0.022 | |||
| 11.10 | 13.20 | 1 | 48.2% | 0.97 | 0.0112 | -0.025 | 118 | 0 | 0.3500 | 5 | 37.8% | -0.03 | 0.0113 | -0.027 | ||
| 10.40 | 12.20 | 48.8% | 0.96 | 0.0141 | -0.030 | 119 | 0 | 0.1500 | 1 | 29.8% | -0.04 | 0.0142 | -0.032 | |||
| 9.10 | 11.20 | 41.7% | 0.94 | 0.0176 | -0.037 | 120 | 0.0500 | 0.1000 | 6 | 28 | 27.3% | -0.06 | 0.0179 | -0.039 | ||
| 8.10 | 10.20 | 38.4% | 0.93 | 0.0220 | -0.044 | 121 | 0 | 0.2000 | 1 | 26.3% | -0.07 | 0.0224 | -0.046 | |||
| 7.20 | 9.20 | 36.3% | 0.91 | 0.0274 | -0.053 | 122 | 0 | 0.7500 | 24 | 32.7% | -0.09 | 0.0278 | -0.055 | |||
| 6.60 | 8.40 | 38.8% | 0.88 | 0.0337 | -0.063 | 123 | 0.0500 | 0.3500 | 4 | 62 | 24.8% | -0.12 | 0.0343 | -0.065 | ||
| 5.50 | 7.40 | 7 | 27 | 34.1% | 0.85 | 0.0408 | -0.074 | 124 | 0 | 1.25 | 7 | 353 | 31.4% | -0.16 | 0.0416 | -0.076 |
| 5.10 | 5.70 | 29.5% | 0.81 | 0.0486 | -0.086 | 125 | 0 | 0.8000 | 104 | 23.5% | -0.20 | 0.0496 | -0.088 | |||
| 3.90 | 5.80 | 32.5% | 0.76 | 0.0566 | -0.097 | 126 | 0.0500 | 1.05 | 3 | 140 | 22.7% | -0.25 | 0.0577 | -0.099 | ||
| 2.75 | 4.40 | 24.2% | 0.70 | 0.0639 | -0.107 | 127 | 0 | 1.25 | 3 | 13 | 20.0% | -0.31 | 0.0652 | -0.110 | ||
| 2.45 | 3.70 | 1 | 26.3% | 0.63 | 0.0697 | -0.116 | 128 | 0.2000 | 2.45 | 5 | 118 | 18.6% | -0.38 | 0.0711 | -0.118 | |
| 2.10 | 2.85 | 24 | 65 | 26.1% | 0.56 | 0.0731 | -0.121 | 129 | 0.3500 | 2.15 | 47 | 74 | 19.0% | -0.45 | 0.0746 | -0.123 |
| 0.9000 | 2.45 | 1 | 5 | 22.4% | 0.49 | 0.0738 | -0.122 | 130 | 1.95 | 2.95 | 5 | 109 | 27.7% | -0.52 | 0.0752 | -0.125 |
| 1.20 | 1.95 | 1 | 7 | 26.5% | 0.41 | 0.0716 | -0.120 | 131 | 2.00 | 3.10 | 74 | 76 | 21.6% | -0.60 | 0.0730 | -0.122 |
| 1.00 | 1.60 | 30 | 31 | 27.7% | 0.35 | 0.0671 | -0.115 | 132 | 2.10 | 4.60 | 30 | 84 | 23.3% | -0.67 | 0.0685 | -0.117 |
| 0 | 1.30 | 36 | 85 | 22.5% | 0.29 | 0.0610 | -0.107 | 133 | 3.30 | 4.70 | 4 | 21.7% | -0.73 | 0.0628 | -0.109 | |
| 0 | 1.05 | 2 | 10 | 23.9% | 0.24 | 0.0541 | -0.098 | 134 | 4.20 | 5.40 | 1 | 21.1% | -0.78 | 0.0564 | -0.100 | |
| 0.2000 | 0.7000 | 22 | 66 | 25.7% | 0.19 | 0.0471 | -0.088 | 135 | 4.50 | 6.10 | 9 | -0.82 | 0.0500 | -0.092 | ||
| 0 | 0.7500 | 4 | 8 | 27.1% | 0.16 | 0.0404 | -0.078 | 136 | 5.50 | 7.20 | -0.86 | 0.0440 | -0.086 | |||
| 0.1000 | 0.6000 | 3 | 87 | 29.3% | 0.13 | 0.0343 | -0.069 | 137 | 6.00 | 8.40 | 2 | -0.89 | 0.0384 | -0.078 | ||
| 0.0500 | 0.5500 | 22 | 44 | 30.7% | 0.10 | 0.0289 | -0.060 | 138 | 7.20 | 9.30 | 1 | -0.92 | 0.0336 | -0.071 | ||
| 0 | 2.05 | 1 | 37 | 48.8% | 0.08 | 0.0242 | -0.053 | 139 | 8.10 | 9.90 | 14 | -0.94 | 0.0285 | -0.062 | ||
| 0 | 1.00 | 488 | 41.0% | 0.07 | 0.0203 | -0.046 | 140 | 9.10 | 10.90 | 10 | -0.96 | 0.0241 | -0.053 | |||
| 0 | 2.40 | 12 | 58.1% | 0.06 | 0.0169 | -0.040 | 141 | 9.40 | 12.50 | 3 | -0.97 | 0.0184 | -0.045 | |||
| 0 | 2.35 | 12 | 60.6% | 0.05 | 0.0142 | -0.034 | 142 | 11.00 | 13.10 | -0.98 | 0.0140 | -0.038 | ||||
| 0 | 2.30 | 59 | 63.0% | 0.04 | 0.0118 | -0.030 | 143 | 12.10 | 14.50 | -0.99 | 0.0095 | -0.035 | ||||
| 0 | 2.30 | 3 | 65.8% | 0.03 | 0.0099 | -0.026 | 144 | 13.10 | 15.10 | -0.99 | 0.0059 | -0.032 | ||||
| 0 | 2.25 | 117 | 68.1% | 0.03 | 0.0083 | -0.022 | 145 | 13.80 | 15.80 | -1.00 | 0.0037 | -0.030 | ||||
| 0 | 2.25 | 70.8% | 0.02 | 0.0070 | -0.019 | 146 | 14.40 | 17.80 | -1.00 | 0.0021 | -0.030 | |||||
| 0 | 2.25 | 73.5% | 0.02 | 0.0059 | -0.017 | 147 | 15.50 | 18.00 | -1.00 | 0.0009 | -0.029 | |||||
| 0 | 2.20 | 75.6% | 0.02 | 0.0050 | -0.015 | 148 | 16.50 | 19.20 | -1.00 | 0.0005 | -0.029 | |||||
| 0 | 2.20 | 78.1% | 0.01 | 0.0042 | -0.013 | 149 | 18.20 | 20.00 | -1.00 | 0.0002 | -0.029 | |||||
| 0 | 2.20 | 61 | 80.7% | 0.01 | 0.0036 | -0.011 | 150 | 19.20 | 21.20 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 2.20 | 86.8% | 0.01 | 0.0024 | -0.008 | 152.5 | 21.70 | 24.40 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 2 | 92.1% | 0.01 | 0.0017 | -0.006 | 155 | 23.40 | 26.20 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 2.15 | 103.3% | 0.00 | 0.0008 | -0.003 | 160 | 29.10 | 31.30 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 113.9% | 0.00 | 0.0004 | -0.002 | 165 | 33.40 | 36.20 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 123.9% | 0.00 | 0.0002 | -0.001 | 170 | 39.10 | 41.30 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 133.3% | 0.00 | 0.0001 | -0.001 | 175 | 44.20 | 46.20 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 142.4% | 0.00 | 0.0001 | -0.000 | 180 | 49.10 | 51.30 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 2.15 | 151.0% | 0.00 | 0.0000 | -0.000 | 185 | 53.40 | 56.50 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 1.10 | 91.0% | 0.00 | 0.0000 | -0.000 | 190 | 59.10 | 61.00 | -1.00 | 0.0000 | -0.029 | |||||
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 11, 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