TGT цепочка опционов Target Corporation
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 ±4.3% (157.03–170.97) · ATM IV 26.7% · P/C открытого интереса 1.42
| 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 | |
| 78.15 | 80.10 | 457 | 1.00 | 0.0000 | -0.001 | 85 | 0 | 0.1200 | 2,101 | 133.8% | -0.00 | 0.0000 | -0.001 | |||
| 73.15 | 75.10 | 17 | 1.00 | 0.0000 | -0.001 | 90 | 0 | 0.1200 | 3,019 | 123.0% | -0.00 | 0.0000 | -0.001 | |||
| 68.15 | 70.10 | 1.00 | 0.0001 | -0.002 | 95 | 0 | 0.1200 | 1,570 | 112.8% | -0.00 | 0.0001 | -0.002 | ||||
| 63.15 | 65.20 | 69 | 91.9% | 1.00 | 0.0001 | -0.002 | 100 | 0 | 0.0700 | 1,484 | 97.1% | -0.00 | 0.0001 | -0.002 | ||
| 58.15 | 60.15 | 6 | 1.00 | 0.0001 | -0.002 | 105 | 0 | 0.0800 | 1 | 2,426 | 89.5% | -0.00 | 0.0001 | -0.002 | ||
| 53.20 | 54.60 | 12 | 1.00 | 0.0002 | -0.003 | 110 | 0 | 0.0900 | 1,820 | 82.1% | -0.00 | 0.0002 | -0.003 | |||
| 48.20 | 49.75 | 10 | 1.00 | 0.0003 | -0.004 | 115 | 0 | 0.0300 | 1,170 | 65.7% | -0.00 | 0.0003 | -0.004 | |||
| 43.20 | 44.85 | 99 | 1.00 | 0.0004 | -0.005 | 120 | 0 | 0.0100 | 5,750 | 52.9% | -0.00 | 0.0004 | -0.005 | |||
| 38.20 | 39.75 | 213 | 1.00 | 0.0006 | -0.006 | 125 | 0 | 0.0600 | 838 | 55.4% | -0.00 | 0.0006 | -0.006 | |||
| 33.30 | 35.00 | 1,800 | 0.99 | 0.0010 | -0.007 | 130 | 0 | 0.0400 | 1 | 1,691 | 46.0% | -0.01 | 0.0010 | -0.007 | ||
| 28.60 | 29.90 | 1,329 | 42.7% | 0.99 | 0.0017 | -0.010 | 135 | 0.0100 | 0.0600 | 101 | 1,697 | 41.9% | -0.01 | 0.0017 | -0.010 | |
| 23.60 | 25.00 | 2,740 | 39.3% | 0.99 | 0.0029 | -0.014 | 140 | 0.0200 | 0.0700 | 4 | 4,026 | 36.1% | -0.01 | 0.0029 | -0.014 | |
| 18.70 | 19.75 | 3,012 | 17.3% | 0.97 | 0.0057 | -0.022 | 145 | 0.1000 | 0.1200 | 189 | 2,627 | 33.2% | -0.03 | 0.0057 | -0.022 | |
| 14.80 | 16.00 | 1 | 29.3% | 0.95 | 0.0105 | -0.035 | 149 | 0.1500 | 0.3000 | 42 | 31.0% | -0.05 | 0.0105 | -0.035 | ||
| 13.90 | 15.25 | 66 | 2,869 | 32.3% | 0.94 | 0.0122 | -0.040 | 150 | 0.2100 | 0.3000 | 5 | 2,007 | 30.1% | -0.06 | 0.0123 | -0.040 |
| 11.55 | 12.85 | 12 | 30.0% | 0.91 | 0.0178 | -0.055 | 152.5 | 0.3600 | 0.5400 | 2 | 109 | 29.7% | -0.10 | 0.0179 | -0.055 | |
| 9.30 | 10.30 | 3,687 | 26.5% | 0.85 | 0.0247 | -0.073 | 155 | 0.6300 | 0.8000 | 36 | 1,680 | 28.6% | -0.15 | 0.0249 | -0.074 | |
| 7.30 | 8.20 | 39 | 26.6% | 0.78 | 0.0323 | -0.093 | 157.5 | 1.05 | 1.23 | 1 | 463 | 27.9% | -0.22 | 0.0326 | -0.094 | |
| 5.50 | 6.30 | 11 | 1,818 | 26.4% | 0.69 | 0.0394 | -0.111 | 160 | 1.68 | 1.84 | 16 | 1,474 | 27.2% | -0.31 | 0.0398 | -0.112 |
| 4.25 | 4.55 | 3 | 263 | 26.9% | 0.59 | 0.0444 | -0.121 | 162.5 | 2.56 | 2.79 | 78 | 385 | 26.9% | -0.41 | 0.0449 | -0.123 |
| 2.90 | 3.30 | 173 | 2,906 | 26.6% | 0.48 | 0.0460 | -0.123 | 165 | 3.75 | 4.00 | 4 | 1,857 | 26.7% | -0.53 | 0.0467 | -0.125 |
| 2.00 | 2.20 | 12 | 2,198 | 26.7% | 0.36 | 0.0438 | -0.115 | 167.5 | 5.20 | 5.55 | 41 | 26.6% | -0.64 | 0.0446 | -0.117 | |
| 1.28 | 1.43 | 159 | 4,070 | 26.7% | 0.26 | 0.0383 | -0.098 | 170 | 6.80 | 7.55 | 259 | 26.8% | -0.75 | 0.0392 | -0.101 | |
| 0.7300 | 0.9300 | 4 | 177 | 26.6% | 0.18 | 0.0308 | -0.078 | 172.5 | 8.95 | 9.70 | 14 | 28.5% | -0.83 | 0.0317 | -0.080 | |
| 0.4000 | 0.5700 | 7 | 2,570 | 26.6% | 0.12 | 0.0230 | -0.058 | 175 | 10.70 | 11.90 | 151 | 25.7% | -0.90 | 0.0236 | -0.060 | |
| 0.1700 | 0.3400 | 32 | 2,103 | 26.2% | 0.08 | 0.0164 | -0.042 | 177.5 | 13.10 | 14.30 | 5 | 27.5% | -0.94 | 0.0164 | -0.042 | |
| 0.1300 | 0.1900 | 6 | 1,013 | 27.1% | 0.05 | 0.0114 | -0.031 | 180 | 15.70 | 16.65 | 67 | 30.4% | -0.96 | 0.0109 | -0.029 | |
| 0.0300 | 0.2100 | 4 | 101 | 28.8% | 0.03 | 0.0080 | -0.023 | 182.5 | 17.80 | 19.15 | -0.98 | 0.0071 | -0.020 | |||
| 0.0300 | 0.1100 | 6 | 681 | 29.2% | 0.02 | 0.0057 | -0.017 | 185 | 20.10 | 21.60 | -0.99 | 0.0046 | -0.014 | |||
| 0.0100 | 0.1400 | 5 | 32.3% | 0.02 | 0.0042 | -0.014 | 187.5 | 22.75 | 24.10 | -0.99 | 0.0031 | -0.009 | ||||
| 0.0200 | 0.1100 | 3 | 223 | 34.3% | 0.01 | 0.0031 | -0.011 | 190 | 25.25 | 26.60 | -0.99 | 0.0021 | -0.007 | |||
| 0 | 0.1100 | 10 | 4 | 38.6% | 0.01 | 0.0018 | -0.007 | 195 | 29.95 | 32.55 | 52.3% | -1.00 | 0.0010 | -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 — Sep 18, 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.