T цепочка опционов AT&T 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 ±6.9% (21.89–25.11) · ATM IV 29.4% · P/C открытого интереса 0.56
| 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 | |
| 10.70 | 12.55 | 141.3% | 1.00 | 0.0018 | 0.000 | 12 | 0 | 0.7000 | 40 | 173.2% | -0.00 | 0.0018 | -0.001 | |||
| 9.70 | 11.45 | 115.5% | 0.99 | 0.0024 | 0.000 | 13 | 0 | 0.1000 | 3 | 104.2% | -0.00 | 0.0024 | -0.001 | |||
| 8.70 | 10.55 | 2 | 111.6% | 0.99 | 0.0032 | 0.000 | 14 | 0 | 0.3300 | 116.3% | -0.01 | 0.0032 | -0.001 | |||
| 7.70 | 9.55 | 2 | 98.3% | 0.99 | 0.0045 | -0.000 | 15 | 0 | 0.5300 | 1 | 115.8% | -0.01 | 0.0045 | -0.001 | ||
| 6.70 | 8.35 | 4 | 65.0% | 0.99 | 0.0065 | -0.001 | 16 | 0 | 0.1500 | 1 | 73 | 59.5% | -0.01 | 0.0066 | -0.002 | |
| 5.55 | 7.50 | 54.6% | 0.99 | 0.0099 | -0.001 | 17 | 0 | 0.0800 | 6 | 59.4% | -0.01 | 0.0099 | -0.002 | |||
| 4.60 | 6.50 | 51.3% | 0.98 | 0.0157 | -0.002 | 18 | 0 | 0.0800 | 93 | 50.3% | -0.02 | 0.0158 | -0.003 | |||
| 3.15 | 5.90 | 53 | 35.5% | 0.97 | 0.0264 | -0.003 | 19 | 0 | 0.0500 | 278 | 38.3% | -0.03 | 0.0266 | -0.003 | ||
| 2.75 | 4.90 | 48 | 57.0% | 0.94 | 0.0463 | -0.004 | 20 | 0.0300 | 0.1000 | 92 | 4,645 | 36.7% | -0.06 | 0.0466 | -0.005 | |
| 1.86 | 4.35 | 34.8% | 0.92 | 0.0620 | -0.005 | 20.5 | 0.0300 | 0.1000 | 5 | 6 | 32.2% | -0.08 | 0.0624 | -0.005 | ||
| 2.28 | 3.00 | 1 | 52 | 32.8% | 0.89 | 0.0830 | -0.006 | 21 | 0.1100 | 0.2200 | 22 | 2,826 | 32.6% | -0.11 | 0.0836 | -0.007 |
| 1.18 | 3.25 | 32.6% | 0.85 | 0.1093 | -0.008 | 21.5 | 0 | 0.2800 | 5 | 1 | 29.0% | -0.15 | 0.1103 | -0.008 | ||
| 1.52 | 1.99 | 108 | 1,657 | 29.0% | 0.79 | 0.1386 | -0.010 | 22 | 0.2600 | 0.3000 | 1,901 | 10.0K | 31.3% | -0.22 | 0.1400 | -0.010 |
| 1.12 | 2.00 | 2 | 1 | 36.1% | 0.71 | 0.1658 | -0.011 | 22.5 | 0.3600 | 0.5100 | 14 | 27 | 31.8% | -0.29 | 0.1677 | -0.011 |
| 1.00 | 1.11 | 24 | 4,548 | 28.3% | 0.62 | 0.1867 | -0.012 | 23 | 0.5300 | 0.6100 | 167 | 3,256 | 29.7% | -0.38 | 0.1892 | -0.013 |
| 0.7500 | 0.9000 | 461 | 1,688 | 29.7% | 0.52 | 0.1988 | -0.013 | 23.5 | 0.7200 | 0.8500 | 2,176 | 8 | 29.1% | -0.48 | 0.2022 | -0.013 |
| 0.5300 | 0.6000 | 261 | 9,339 | 28.2% | 0.42 | 0.1995 | -0.012 | 24 | 0.6000 | 1.56 | 34 | 3,530 | 29.5% | -0.58 | 0.2040 | -0.013 |
| 0.2500 | 0.4000 | 140 | 163 | 25.4% | 0.33 | 0.1875 | -0.011 | 24.5 | 1.03 | 1.78 | 29.4% | -0.68 | 0.1935 | -0.011 | ||
| 0.2500 | 0.2700 | 686 | 8,402 | 27.9% | 0.24 | 0.1641 | -0.009 | 25 | 1.53 | 2.02 | 5 | 5,753 | 29.3% | -0.78 | 0.1717 | -0.010 |
| 0.1000 | 0.1800 | 1,474 | 110 | 26.2% | 0.16 | 0.1335 | -0.007 | 25.5 | 1.05 | 3.40 | 31.6% | -0.85 | 0.1423 | -0.007 | ||
| 0.0700 | 0.1400 | 485 | 7,676 | 27.8% | 0.11 | 0.1015 | -0.005 | 26 | 2.36 | 3.00 | 5 | 2,128 | 33.4% | -0.91 | 0.1127 | -0.006 |
| 0 | 0.1000 | 17 | 8 | 26.4% | 0.07 | 0.0734 | -0.004 | 26.5 | 2.57 | 4.10 | 5 | 46.5% | -0.96 | 0.0883 | -0.004 | |
| 0.0300 | 0.0400 | 57 | 5,517 | 27.5% | 0.05 | 0.0516 | -0.003 | 27 | 2.71 | 4.40 | 87 | -0.99 | 0.0550 | -0.003 | ||
| 0 | 0.0900 | 31.9% | 0.03 | 0.0362 | -0.002 | 27.5 | 2.78 | 4.90 | -1.00 | 0.0147 | -0.003 | |||||
| 0.0100 | 0.0300 | 26 | 7,904 | 30.2% | 0.02 | 0.0256 | -0.002 | 28 | 3.60 | 5.30 | 2 | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.3500 | 1 | 50.7% | 0.01 | 0.0185 | -0.001 | 28.5 | 4.15 | 5.90 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0200 | 1 | 7,991 | 29.2% | 0.01 | 0.0136 | -0.001 | 29 | 4.60 | 5.80 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.3400 | 56.7% | 0.01 | 0.0102 | -0.001 | 29.5 | 5.05 | 6.85 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.1000 | 2,357 | 41.2% | 0.01 | 0.0078 | -0.001 | 30 | 5.55 | 7.50 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0700 | 284 | 48.2% | 0.00 | 0.0048 | -0.000 | 31 | 6.55 | 8.55 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0200 | 243 | 44.4% | 0.00 | 0.0032 | -0.000 | 32 | 7.55 | 9.40 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.5300 | 84.6% | 0.00 | 0.0022 | -0.000 | 33 | 8.55 | 10.50 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.3300 | 80.6% | 0.00 | 0.0016 | -0.000 | 34 | 9.55 | 11.40 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0100 | 13 | 51.3% | 0.00 | 0.0012 | -0.000 | 35 | 10.65 | 12.40 | -1.00 | 0.0000 | -0.003 | ||||
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