SYK цепочка опционов Stryker Corporation
Cboe delayed options data · по состоянию на 21:38 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 ±28.7% (226.15–408.65) · ATM IV 31.0% · P/C открытого интереса 0.70
| 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 | |
| 161.50 | 166.20 | 31.4% | 0.98 | 0.0004 | 0.000 | 160 | 0 | 3.10 | 2 | 36.1% | -0.02 | 0.0004 | -0.007 | |||
| 157.50 | 161.50 | 32.4% | 0.97 | 0.0005 | 0.000 | 165 | 0 | 3.20 | 34.9% | -0.03 | 0.0005 | -0.008 | ||||
| 153.30 | 157.00 | 32.9% | 0.97 | 0.0006 | 0.000 | 170 | 0.1500 | 3.30 | 2 | 34.1% | -0.03 | 0.0006 | -0.009 | |||
| 148.50 | 153.00 | 32.9% | 0.97 | 0.0006 | 0.000 | 175 | 0.4000 | 3.60 | 33.8% | -0.04 | 0.0006 | -0.010 | ||||
| 144.50 | 148.50 | 33.2% | 0.96 | 0.0007 | 0.000 | 180 | 0.7500 | 3.70 | 33.3% | -0.04 | 0.0007 | -0.011 | ||||
| 140.00 | 144.00 | 32.6% | 0.95 | 0.0008 | 0.000 | 185 | 0.9500 | 4.00 | 32.8% | -0.05 | 0.0008 | -0.012 | ||||
| 136.00 | 140.00 | 33.3% | 0.95 | 0.0009 | 0.000 | 190 | 1.00 | 4.40 | 32.1% | -0.06 | 0.0009 | -0.013 | ||||
| 131.50 | 135.50 | 32.5% | 0.94 | 0.0010 | 0.000 | 195 | 1.50 | 4.90 | 32.2% | -0.06 | 0.0010 | -0.015 | ||||
| 127.50 | 131.50 | 4 | 32.8% | 0.93 | 0.0011 | -0.001 | 200 | 2.00 | 5.60 | 2 | 32.2% | -0.07 | 0.0011 | -0.016 | ||
| 119.50 | 123.50 | 32.9% | 0.92 | 0.0013 | -0.004 | 210 | 3.50 | 6.80 | 32.3% | -0.09 | 0.0013 | -0.019 | ||||
| 111.50 | 115.50 | 1 | 32.6% | 0.90 | 0.0015 | -0.008 | 220 | 5.00 | 8.40 | 32.2% | -0.11 | 0.0015 | -0.021 | |||
| 104.00 | 108.00 | 1 | 32.6% | 0.88 | 0.0017 | -0.012 | 230 | 6.50 | 10.40 | 32.0% | -0.13 | 0.0018 | -0.024 | |||
| 96.50 | 100.50 | 32.2% | 0.86 | 0.0019 | -0.015 | 240 | 8.50 | 12.40 | 1 | 31.7% | -0.15 | 0.0020 | -0.027 | |||
| 89.50 | 93.50 | 2 | 32.1% | 0.83 | 0.0022 | -0.019 | 250 | 11.00 | 14.90 | 4 | 31.7% | -0.18 | 0.0023 | -0.030 | ||
| 82.50 | 87.00 | 2 | 31.9% | 0.81 | 0.0024 | -0.022 | 260 | 14.00 | 18.10 | 1 | 31.9% | -0.21 | 0.0025 | -0.032 | ||
| 76.70 | 80.50 | 4 | 32.0% | 0.78 | 0.0026 | -0.025 | 270 | 17.00 | 20.90 | 5 | 31.6% | -0.24 | 0.0028 | -0.035 | ||
| 70.00 | 74.50 | 42 | 31.6% | 0.75 | 0.0028 | -0.028 | 280 | 20.50 | 24.90 | 71 | 31.7% | -0.27 | 0.0030 | -0.037 | ||
| 64.50 | 68.50 | 5 | 31.5% | 0.72 | 0.0030 | -0.031 | 290 | 24.50 | 28.40 | 8 | 31.5% | -0.30 | 0.0032 | -0.039 | ||
| 59.00 | 63.00 | 20 | 31.3% | 0.68 | 0.0031 | -0.033 | 300 | 28.50 | 32.70 | 24 | 31.3% | -0.34 | 0.0034 | -0.040 | ||
| 53.50 | 58.00 | 14 | 31.0% | 0.65 | 0.0033 | -0.035 | 310 | 33.00 | 37.50 | 10 | 31.2% | -0.37 | 0.0036 | -0.042 | ||
| 49.00 | 53.00 | 49 | 30.9% | 0.62 | 0.0034 | -0.036 | 320 | 38.00 | 42.50 | 4 | 31.2% | -0.41 | 0.0038 | -0.043 | ||
| 44.00 | 48.50 | 20 | 30.6% | 0.59 | 0.0035 | -0.038 | 330 | 43.00 | 47.50 | 30.9% | -0.45 | 0.0040 | -0.043 | |||
| 40.00 | 44.50 | 6 | 30.6% | 0.55 | 0.0036 | -0.038 | 340 | 48.50 | 53.00 | 5 | 30.6% | -0.49 | 0.0041 | -0.044 | ||
| 36.00 | 40.50 | 11 | 30.3% | 0.52 | 0.0036 | -0.039 | 350 | 54.00 | 58.50 | 27 | 30.2% | -0.53 | 0.0042 | -0.044 | ||
| 32.00 | 36.50 | 5 | 29.9% | 0.49 | 0.0036 | -0.039 | 360 | 60.50 | 65.00 | 30.2% | -0.57 | 0.0044 | -0.044 | |||
| 28.50 | 33.00 | 4 | 29.7% | 0.45 | 0.0036 | -0.039 | 370 | 67.00 | 71.50 | 30.0% | -0.61 | 0.0045 | -0.044 | |||
| 25.80 | 30.00 | 2 | 29.7% | 0.42 | 0.0036 | -0.039 | 380 | 74.00 | 78.00 | 10 | 29.7% | -0.65 | 0.0046 | -0.044 | ||
| 22.50 | 27.00 | 1 | 29.3% | 0.39 | 0.0036 | -0.038 | 390 | 81.00 | 85.50 | 29.5% | -0.69 | 0.0046 | -0.043 | |||
| 20.00 | 24.50 | 13 | 29.2% | 0.36 | 0.0035 | -0.037 | 400 | 88.50 | 93.00 | 29.2% | -0.72 | 0.0047 | -0.043 | |||
| 18.10 | 22.00 | 29.2% | 0.34 | 0.0034 | -0.036 | 410 | 96.50 | 101.00 | 29.1% | -0.76 | 0.0047 | -0.042 | ||||
| 15.10 | 20.00 | 5 | 28.8% | 0.31 | 0.0033 | -0.035 | 420 | 105.00 | 109.00 | 28.9% | -0.80 | 0.0046 | -0.040 | |||
| 13.00 | 18.00 | 4 | 28.6% | 0.28 | 0.0032 | -0.033 | 430 | 113.50 | 117.50 | 28.6% | -0.84 | 0.0044 | -0.036 | |||
| 11.50 | 15.50 | 5 | 28.2% | 0.26 | 0.0031 | -0.032 | 440 | 122.50 | 125.30 | 27.7% | -0.87 | 0.0042 | -0.031 | |||
| 11.00 | 13.50 | 5 | 12 | 28.4% | 0.24 | 0.0029 | -0.030 | 450 | 131.50 | 135.50 | 1 | 28.3% | -0.91 | 0.0045 | -0.025 | |
| 9.50 | 13.00 | 5 | 28.7% | 0.21 | 0.0028 | -0.029 | 460 | 141.00 | 144.50 | 27.6% | -0.94 | 0.0044 | -0.023 | |||
| 8.00 | 10.90 | 1 | 28.1% | 0.20 | 0.0027 | -0.027 | 470 | 150.50 | 155.00 | 28.8% | -0.97 | 0.0034 | -0.035 | |||
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 21, 2028
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