STZ цепочка опционов Constellation Brands, Inc.
Cboe delayed options data · по состоянию на Oct 19, 22:03 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 ±6.3% (122.92–139.32) · ATM IV 26.4% · P/C открытого интереса 0.96
| 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 | |
| 59.30 | 62.80 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.15 | 40 | 138.5% | -0.00 | 0.0000 | -0.000 | ||||
| 54.30 | 57.60 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 125.4% | -0.00 | 0.0000 | -0.000 | |||||
| 49.50 | 52.10 | 1 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.7000 | 90.2% | -0.00 | 0.0001 | -0.000 | ||||
| 44.40 | 47.00 | 1 | 2 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.1500 | 2 | 3 | 63.6% | -0.00 | 0.0001 | -0.001 | |
| 39.30 | 42.80 | 7 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.7500 | 50 | 49.1% | -0.00 | 0.0003 | -0.001 | |||
| 34.90 | 37.40 | 11 | 1.00 | 0.0001 | 0.000 | 95 | 0 | 0.1000 | 47 | 46.2% | -0.00 | 0.0007 | -0.002 | |||
| 29.30 | 33.00 | 1 | 16 | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.2000 | 478 | 43.5% | -0.01 | 0.0015 | -0.005 | ||
| 24.30 | 27.40 | 1.00 | 0.0011 | 0.000 | 105 | 0.0500 | 0.2000 | 4 | 752 | 37.8% | -0.02 | 0.0031 | -0.009 | |||
| 19.40 | 22.90 | 23 | 0.99 | 0.0038 | -0.006 | 110 | 0.0500 | 0.4000 | 5 | 234 | 34.3% | -0.04 | 0.0064 | -0.016 | ||
| 15.30 | 17.00 | 3 | 121 | 0.96 | 0.0106 | -0.021 | 115 | 0.3500 | 0.4500 | 42 | 612 | 30.6% | -0.08 | 0.0122 | -0.027 | |
| 12.40 | 14.10 | 0.92 | 0.0172 | -0.034 | 118 | 0.1000 | 0.9000 | 2 | 27.3% | -0.12 | 0.0172 | -0.036 | ||||
| 11.50 | 13.20 | 22.9% | 0.90 | 0.0198 | -0.039 | 119 | 0.5500 | 1.50 | 32.1% | -0.14 | 0.0192 | -0.039 | ||||
| 11.20 | 12.40 | 41 | 232 | 29.8% | 0.88 | 0.0224 | -0.044 | 120 | 0.7500 | 1.10 | 47 | 508 | 29.9% | -0.16 | 0.0212 | -0.042 |
| 9.70 | 11.60 | 25.9% | 0.86 | 0.0251 | -0.048 | 121 | 0.9500 | 1.20 | 28.7% | -0.18 | 0.0233 | -0.046 | ||||
| 8.90 | 10.70 | 25.9% | 0.83 | 0.0276 | -0.052 | 122 | 1.10 | 1.75 | 4 | 30.0% | -0.20 | 0.0254 | -0.049 | |||
| 8.10 | 9.70 | 25.2% | 0.80 | 0.0302 | -0.056 | 123 | 1.25 | 1.90 | 8 | 29.1% | -0.23 | 0.0276 | -0.052 | |||
| 7.30 | 8.80 | 24.6% | 0.77 | 0.0325 | -0.060 | 124 | 0.5000 | 2.15 | 24.8% | -0.26 | 0.0297 | -0.055 | ||||
| 7.30 | 7.90 | 11 | 603 | 27.3% | 0.74 | 0.0346 | -0.062 | 125 | 1.80 | 2.10 | 21 | 199 | 27.6% | -0.29 | 0.0318 | -0.058 |
| 6.70 | 7.40 | 28.4% | 0.70 | 0.0364 | -0.065 | 126 | 2.05 | 2.35 | 27.0% | -0.32 | 0.0336 | -0.060 | ||||
| 5.70 | 6.80 | 27.3% | 0.66 | 0.0378 | -0.066 | 127 | 2.05 | 2.70 | 25.7% | -0.35 | 0.0354 | -0.062 | ||||
| 5.40 | 6.00 | 27.8% | 0.63 | 0.0389 | -0.067 | 128 | 1.55 | 3.10 | 22.6% | -0.39 | 0.0368 | -0.064 | ||||
| 4.70 | 5.50 | 27.6% | 0.59 | 0.0396 | -0.068 | 129 | 3.10 | 3.50 | 19 | 26.3% | -0.43 | 0.0380 | -0.065 | |||
| 4.20 | 4.70 | 13 | 1,450 | 26.8% | 0.55 | 0.0400 | -0.068 | 130 | 3.70 | 4.00 | 22 | 420 | 26.8% | -0.47 | 0.0388 | -0.066 |
| 3.80 | 4.10 | 19 | 26.7% | 0.51 | 0.0400 | -0.067 | 131 | 4.00 | 4.50 | 26.1% | -0.51 | 0.0392 | -0.066 | |||
| 2.15 | 4.70 | 22.7% | 0.47 | 0.0396 | -0.066 | 132 | 3.10 | 5.00 | 10 | 21.1% | -0.54 | 0.0392 | -0.065 | |||
| 2.90 | 3.20 | 26.5% | 0.43 | 0.0389 | -0.064 | 133 | 5.10 | 6.30 | 28.1% | -0.58 | 0.0389 | -0.064 | ||||
| 2.60 | 2.80 | 1 | 26.7% | 0.39 | 0.0379 | -0.062 | 134 | 5.60 | 7.30 | 28.9% | -0.62 | 0.0382 | -0.062 | |||
| 2.20 | 2.45 | 13 | 629 | 26.5% | 0.35 | 0.0366 | -0.060 | 135 | 5.80 | 7.90 | 285 | 27.1% | -0.66 | 0.0371 | -0.060 | |
| 1.95 | 2.15 | 27 | 26.7% | 0.32 | 0.0351 | -0.057 | 136 | 6.90 | 8.60 | 28.6% | -0.69 | 0.0357 | -0.058 | |||
| 1.20 | 2.00 | 1 | 25.4% | 0.29 | 0.0334 | -0.054 | 137 | 7.40 | 9.30 | 27.7% | -0.73 | 0.0340 | -0.055 | |||
| 1.40 | 1.75 | 27.0% | 0.26 | 0.0315 | -0.051 | 138 | 8.60 | 10.10 | 29.6% | -0.76 | 0.0321 | -0.052 | ||||
| 1.15 | 1.40 | 54 | 26.4% | 0.23 | 0.0295 | -0.048 | 139 | 9.30 | 11.70 | 32.7% | -0.79 | 0.0300 | -0.048 | |||
| 1.00 | 1.45 | 38 | 301 | 27.6% | 0.20 | 0.0274 | -0.045 | 140 | 9.70 | 11.70 | 25 | 27.7% | -0.81 | 0.0279 | -0.045 | |
| 0.7500 | 2.40 | 3 | 32.4% | 0.18 | 0.0253 | -0.042 | 141 | 10.80 | 12.30 | 27.9% | -0.84 | 0.0257 | -0.041 | |||
| 0.7000 | 1.00 | 1 | 27.2% | 0.16 | 0.0232 | -0.039 | 142 | 11.40 | 13.50 | 28.3% | -0.86 | 0.0235 | -0.038 | |||
| 0.3000 | 1.40 | 28.6% | 0.14 | 0.0212 | -0.035 | 143 | 12.60 | 14.40 | 30.4% | -0.88 | 0.0213 | -0.034 | ||||
| 0.3500 | 1.50 | 30.9% | 0.12 | 0.0193 | -0.032 | 144 | 13.50 | 15.30 | 30.7% | -0.89 | 0.0192 | -0.031 | ||||
| 0.3500 | 0.7000 | 10 | 82 | 27.4% | 0.11 | 0.0174 | -0.029 | 145 | 14.30 | 16.30 | 33 | 30.9% | -0.91 | 0.0172 | -0.027 | |
| 0.1000 | 0.3500 | 6 | 100 | 27.9% | 0.05 | 0.0100 | -0.018 | 150 | 18.80 | 20.90 | 22 | 29.5% | -0.96 | 0.0092 | -0.014 | |
| 0 | 0.3500 | 42 | 31.6% | 0.03 | 0.0054 | -0.010 | 155 | 23.40 | 25.90 | 1 | 21.3% | -0.98 | 0.0045 | -0.005 | ||
| 0 | 0.9000 | 93 | 43.4% | 0.01 | 0.0029 | -0.006 | 160 | 27.70 | 31.60 | 43 | 28.3% | -0.99 | 0.0021 | -0.001 | ||
| 0 | 1.65 | 162 | 55.3% | 0.01 | 0.0016 | -0.003 | 165 | 32.60 | 36.60 | 10 | -1.00 | 0.0010 | 0.000 | |||
| 0 | 2.00 | 30 | 54.2% | 0.00 | 0.0009 | -0.002 | 170 | 37.60 | 41.60 | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 2.15 | 69.4% | 0.00 | 0.0005 | -0.001 | 175 | 42.80 | 46.60 | 47.6% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.5000 | 3 | 55.8% | 0.00 | 0.0003 | -0.001 | 180 | 48.00 | 50.80 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.9500 | 66.6% | 0.00 | 0.0002 | -0.000 | 185 | 52.50 | 56.50 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.1500 | 53.6% | 0.00 | 0.0001 | -0.000 | 190 | 57.60 | 61.50 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.1000 | 3 | 54.1% | 0.00 | 0.0001 | -0.000 | 195 | 62.60 | 66.50 | -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