STZ цепочка опционов Constellation Brands, Inc.
Cboe delayed options data · по состоянию на 21:43 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 ±6.4% (124.24–141.24) · ATM IV 27.4% · P/C открытого интереса 0.94
| 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 | |
| 60.80 | 64.40 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.15 | 40 | 142.7% | -0.00 | 0.0000 | -0.000 | ||||
| 55.60 | 59.50 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 129.5% | -0.00 | 0.0000 | -0.000 | |||||
| 50.70 | 54.50 | 1 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.2500 | 79.6% | -0.00 | 0.0001 | -0.000 | ||||
| 45.90 | 49.50 | 1 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.15 | 2 | 105.2% | -0.00 | 0.0001 | -0.001 | |||
| 40.90 | 44.50 | 7 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.0500 | 50 | 51.3% | -0.00 | 0.0003 | -0.001 | |||
| 35.70 | 39.70 | 11 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.4500 | 47 | 60.3% | -0.00 | 0.0006 | -0.002 | |||
| 31.20 | 34.60 | 15 | 54.5% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 0.2000 | 1 | 478 | 45.8% | -0.01 | 0.0012 | -0.004 | |
| 25.90 | 29.50 | 1.00 | 0.0007 | 0.000 | 105 | 0 | 0.2000 | 1 | 750 | 40.2% | -0.01 | 0.0025 | -0.008 | |||
| 20.70 | 24.60 | 23 | 0.99 | 0.0027 | -0.004 | 110 | 0 | 2.25 | 231 | 53.9% | -0.03 | 0.0052 | -0.014 | |||
| 16.90 | 18.50 | 1 | 118 | 0.97 | 0.0081 | -0.017 | 115 | 0.2000 | 0.4500 | 104 | 595 | 31.7% | -0.06 | 0.0100 | -0.024 | |
| 13.90 | 16.20 | 30.7% | 0.94 | 0.0138 | -0.029 | 118 | 0.2500 | 1.30 | 2 | 34.1% | -0.10 | 0.0144 | -0.032 | |||
| 13.00 | 15.20 | 30.1% | 0.93 | 0.0161 | -0.034 | 119 | 0.3500 | 1.20 | 32.3% | -0.11 | 0.0161 | -0.035 | ||||
| 12.30 | 13.70 | 3 | 198 | 26.1% | 0.91 | 0.0186 | -0.038 | 120 | 0.6500 | 0.7500 | 14 | 478 | 29.5% | -0.13 | 0.0180 | -0.038 |
| 11.10 | 13.30 | 28.3% | 0.89 | 0.0212 | -0.043 | 121 | 0.4000 | 1.05 | 28.0% | -0.14 | 0.0200 | -0.042 | ||||
| 9.90 | 12.90 | 29.4% | 0.87 | 0.0238 | -0.048 | 122 | 0.7000 | 1.30 | 4 | 29.2% | -0.17 | 0.0220 | -0.045 | |||
| 9.20 | 11.60 | 27.4% | 0.84 | 0.0264 | -0.052 | 123 | 1.00 | 1.30 | 8 | 28.7% | -0.19 | 0.0242 | -0.048 | |||
| 8.50 | 10.80 | 28.2% | 0.82 | 0.0290 | -0.056 | 124 | 1.30 | 1.50 | 29.0% | -0.21 | 0.0264 | -0.052 | ||||
| 8.30 | 9.30 | 14 | 600 | 27.6% | 0.79 | 0.0314 | -0.060 | 125 | 1.45 | 1.70 | 100 | 213 | 28.3% | -0.24 | 0.0285 | -0.055 |
| 7.30 | 8.40 | 25.9% | 0.76 | 0.0336 | -0.063 | 126 | 1.65 | 3.70 | 34.6% | -0.27 | 0.0307 | -0.058 | ||||
| 6.80 | 7.80 | 27.3% | 0.72 | 0.0355 | -0.065 | 127 | 1.85 | 4.10 | 34.2% | -0.30 | 0.0327 | -0.060 | ||||
| 5.90 | 7.70 | 28.7% | 0.69 | 0.0371 | -0.067 | 128 | 2.25 | 4.60 | 34.8% | -0.33 | 0.0345 | -0.063 | ||||
| 5.70 | 6.50 | 28.2% | 0.65 | 0.0384 | -0.068 | 129 | 2.70 | 3.20 | 1 | 19 | 28.7% | -0.37 | 0.0362 | -0.065 | ||
| 4.70 | 5.70 | 62 | 1,452 | 26.1% | 0.61 | 0.0393 | -0.069 | 130 | 2.80 | 3.70 | 5 | 429 | 27.9% | -0.41 | 0.0375 | -0.066 |
| 4.40 | 5.20 | 94 | 17 | 27.1% | 0.57 | 0.0398 | -0.069 | 131 | 3.10 | 5.80 | 8 | 32.8% | -0.44 | 0.0386 | -0.067 | |
| 4.00 | 4.60 | 3 | 27.2% | 0.53 | 0.0401 | -0.069 | 132 | 3.90 | 4.70 | 4 | 10 | 28.5% | -0.48 | 0.0393 | -0.067 | |
| 3.50 | 4.10 | 13 | 27.1% | 0.49 | 0.0399 | -0.068 | 133 | 4.50 | 4.90 | 27.7% | -0.52 | 0.0396 | -0.067 | |||
| 3.10 | 3.50 | 9 | 1 | 26.7% | 0.45 | 0.0394 | -0.066 | 134 | 5.00 | 5.80 | 28.5% | -0.56 | 0.0395 | -0.066 | ||
| 2.65 | 3.10 | 6 | 632 | 26.5% | 0.41 | 0.0386 | -0.065 | 135 | 5.60 | 6.40 | 1 | 285 | 28.5% | -0.60 | 0.0390 | -0.065 |
| 1.35 | 2.65 | 27 | 22.9% | 0.37 | 0.0375 | -0.063 | 136 | 6.20 | 7.00 | 28.3% | -0.64 | 0.0381 | -0.063 | |||
| 1.95 | 2.25 | 1 | 25.9% | 0.34 | 0.0362 | -0.060 | 137 | 6.70 | 7.80 | 28.1% | -0.67 | 0.0368 | -0.061 | |||
| 1.65 | 2.00 | 1 | 26.0% | 0.30 | 0.0345 | -0.057 | 138 | 7.60 | 8.20 | 27.7% | -0.71 | 0.0353 | -0.058 | |||
| 1.30 | 1.70 | 54 | 25.4% | 0.27 | 0.0327 | -0.054 | 139 | 7.90 | 9.30 | 27.4% | -0.74 | 0.0335 | -0.055 | |||
| 1.20 | 1.40 | 7 | 324 | 25.6% | 0.24 | 0.0308 | -0.051 | 140 | 8.40 | 10.40 | 25 | 27.6% | -0.77 | 0.0315 | -0.051 | |
| 1.00 | 1.45 | 1 | 3 | 26.7% | 0.22 | 0.0287 | -0.048 | 141 | 9.50 | 11.10 | 28.6% | -0.80 | 0.0293 | -0.048 | ||
| 0.7500 | 2.10 | 10 | 1 | 30.2% | 0.19 | 0.0266 | -0.044 | 142 | 10.00 | 12.10 | 28.0% | -0.82 | 0.0271 | -0.044 | ||
| 0.7000 | 0.9500 | 26.1% | 0.17 | 0.0244 | -0.041 | 143 | 10.80 | 13.00 | 28.0% | -0.85 | 0.0248 | -0.040 | ||||
| 0.0500 | 1.80 | 28.7% | 0.15 | 0.0223 | -0.038 | 144 | 11.70 | 13.80 | 27.9% | -0.87 | 0.0226 | -0.037 | ||||
| 0.2000 | 0.6500 | 5 | 90 | 24.0% | 0.13 | 0.0204 | -0.035 | 145 | 12.60 | 14.70 | 33 | 28.1% | -0.89 | 0.0204 | -0.033 | |
| 0.1500 | 0.2500 | 11 | 105 | 25.7% | 0.07 | 0.0119 | -0.021 | 150 | 17.00 | 19.60 | 22 | 28.8% | -0.95 | 0.0111 | -0.018 | |
| 0 | 0.5500 | 42 | 32.8% | 0.03 | 0.0065 | -0.012 | 155 | 21.50 | 24.50 | 1 | -0.98 | 0.0054 | -0.007 | |||
| 0 | 1.15 | 93 | 30.6% | 0.02 | 0.0035 | -0.007 | 160 | 26.40 | 29.70 | 43 | -0.99 | 0.0025 | -0.001 | |||
| 0 | 2.15 | 162 | 57.5% | 0.01 | 0.0019 | -0.004 | 165 | 31.30 | 35.20 | 10 | 43.4% | -1.00 | 0.0011 | 0.000 | ||
| 0 | 0.7500 | 30 | 44.7% | 0.00 | 0.0010 | -0.002 | 170 | 36.20 | 40.20 | 46.4% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.6500 | 53.1% | 0.00 | 0.0006 | -0.001 | 175 | 41.30 | 45.10 | 51.0% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.5000 | 3 | 54.8% | 0.00 | 0.0003 | -0.001 | 180 | 46.30 | 50.10 | 55.4% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 1.00 | 66.3% | 0.00 | 0.0002 | -0.001 | 185 | 51.30 | 55.10 | 59.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.1500 | 52.9% | 0.00 | 0.0001 | -0.000 | 190 | 56.30 | 60.20 | 65.9% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.1000 | 3 | 53.5% | 0.00 | 0.0001 | -0.000 | 195 | 61.30 | 65.00 | 65.4% | -1.00 | 0.0000 | 0.000 | |||
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 — Nov 20, 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