TLT цепочка опционов iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · по состоянию на 14:05 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 ±0.9% (79.12–80.53) · ATM IV 13.7% · P/C открытого интереса 0.47
| 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 | |
| 17.75 | 17.90 | 1.00 | 0.0000 | 0.000 | 62 | 0 | 0.0100 | 115.3% | 0.00 | 0.0000 | 0.000 | |||||
| 16.70 | 16.90 | 1.00 | 0.0000 | 0.000 | 63 | 0 | 0.0100 | 108.6% | 0.00 | 0.0000 | 0.000 | |||||
| 15.70 | 15.90 | 1.00 | 0.0000 | 0.000 | 64 | 0 | 0.0100 | 102.0% | 0.00 | 0.0000 | 0.000 | |||||
| 14.70 | 14.90 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.0100 | 95.4% | 0.00 | 0.0000 | 0.000 | |||||
| 13.70 | 13.90 | 1.00 | 0.0000 | 0.000 | 66 | 0 | 0.0100 | 88.9% | 0.00 | 0.0000 | 0.000 | |||||
| 12.75 | 12.90 | 1.00 | 0.0000 | 0.000 | 67 | 0 | 0.0100 | 82.5% | 0.00 | 0.0000 | 0.000 | |||||
| 11.70 | 11.90 | 1.00 | 0.0001 | 0.000 | 68 | 0 | 0.0100 | 76.2% | 0.00 | 0.0001 | 0.000 | |||||
| 10.75 | 10.95 | 73.8% | 1.00 | 0.0001 | 0.000 | 69 | 0 | 0.0100 | 8 | 69.9% | -0.00 | 0.0001 | 0.000 | |||
| 10.20 | 10.45 | 1.00 | 0.0001 | 0.000 | 69.5 | 0 | 0.0100 | 66.8% | -0.00 | 0.0001 | -0.000 | |||||
| 9.70 | 9.95 | 4 | 1.00 | 0.0002 | 0.000 | 70 | 0 | 0.0100 | 63.6% | -0.00 | 0.0002 | -0.000 | ||||
| 9.20 | 9.45 | 1.00 | 0.0002 | 0.000 | 70.5 | 0 | 0.0100 | 60.5% | -0.00 | 0.0002 | -0.000 | |||||
| 8.75 | 8.95 | 60.4% | 1.00 | 0.0003 | 0.000 | 71 | 0 | 0.0100 | 511 | 57.4% | -0.00 | 0.0003 | -0.000 | |||
| 8.20 | 8.45 | 1.00 | 0.0005 | 0.000 | 71.5 | 0 | 0.0100 | 1 | 54.3% | -0.00 | 0.0005 | -0.000 | ||||
| 7.75 | 7.95 | 8 | 53.7% | 1.00 | 0.0007 | 0.000 | 72 | 0 | 0.0100 | 376 | 51.2% | -0.00 | 0.0007 | -0.000 | ||
| 7.25 | 7.45 | 50.4% | 1.00 | 0.0010 | 0.000 | 72.5 | 0 | 0.0100 | 31 | 48.2% | -0.00 | 0.0010 | -0.000 | |||
| 6.75 | 6.95 | 47.1% | 1.00 | 0.0014 | 0.000 | 73 | 0 | 0.0100 | 71 | 45.1% | -0.00 | 0.0014 | -0.001 | |||
| 6.25 | 6.45 | 43.8% | 1.00 | 0.0019 | 0.000 | 73.5 | 0 | 0.0100 | 1 | 15 | 42.0% | -0.00 | 0.0019 | -0.001 | ||
| 5.75 | 5.95 | 3 | 40.6% | 1.00 | 0.0028 | -0.000 | 74 | 0 | 0.0100 | 2,077 | 38.9% | -0.00 | 0.0028 | -0.001 | ||
| 5.20 | 5.45 | 1.00 | 0.0039 | -0.001 | 74.5 | 0 | 0.0100 | 269 | 35.8% | -0.00 | 0.0039 | -0.001 | ||||
| 4.75 | 4.95 | 412 | 34.0% | 1.00 | 0.0056 | -0.001 | 75 | 0 | 0.0100 | 136 | 32.8% | -0.00 | 0.0056 | -0.002 | ||
| 4.20 | 4.45 | 1.00 | 0.0079 | -0.002 | 75.5 | 0 | 0.0100 | 104 | 29.7% | -0.00 | 0.0079 | -0.002 | ||||
| 3.75 | 3.95 | 1,164 | 27.5% | 0.99 | 0.0114 | -0.003 | 76 | 0 | 0.0100 | 1,186 | 26.6% | -0.01 | 0.0114 | -0.003 | ||
| 3.25 | 3.45 | 90 | 24.2% | 0.99 | 0.0168 | -0.004 | 76.5 | 0 | 0.0100 | 1,594 | 23.4% | -0.01 | 0.0168 | -0.004 | ||
| 2.74 | 2.91 | 708 | 0.99 | 0.0251 | -0.005 | 77 | 0 | 0.0100 | 2,629 | 20.3% | -0.01 | 0.0251 | -0.005 | |||
| 2.26 | 2.41 | 1 | 813 | 0.98 | 0.0391 | -0.006 | 77.5 | 0 | 0.0100 | 3 | 2,051 | 17.1% | -0.02 | 0.0391 | -0.007 | |
| 1.78 | 1.91 | 1,350 | 11.5% | 0.97 | 0.0677 | -0.009 | 78 | 0 | 0.0100 | 3,492 | 13.9% | -0.03 | 0.0677 | -0.010 | ||
| 1.29 | 1.41 | 3,248 | 10.8% | 0.94 | 0.1408 | -0.020 | 78.5 | 0.0200 | 0.0300 | 23 | 1,945 | 14.2% | -0.06 | 0.1410 | -0.020 | |
| 0.8600 | 0.9300 | 83 | 2,026 | 12.1% | 0.84 | 0.2839 | -0.045 | 79 | 0.0700 | 0.0800 | 1,604 | 2,723 | 13.8% | -0.16 | 0.2849 | -0.045 |
| 0.5300 | 0.5500 | 5 | 2,002 | 13.6% | 0.66 | 0.4307 | -0.076 | 79.5 | 0.1900 | 0.2000 | 576 | 1,743 | 13.5% | -0.34 | 0.4337 | -0.076 |
| 0.2700 | 0.2800 | 88 | 2,078 | 13.8% | 0.43 | 0.4530 | -0.084 | 80 | 0.4200 | 0.4400 | 587 | 4,528 | 13.7% | -0.57 | 0.4582 | -0.085 |
| 0.1200 | 0.1300 | 1,104 | 3,238 | 14.3% | 0.24 | 0.3395 | -0.065 | 80.5 | 0.7700 | 0.8100 | 332 | 14.6% | -0.77 | 0.3471 | -0.066 | |
| 0.0500 | 0.0600 | 700 | 3,667 | 15.2% | 0.12 | 0.2063 | -0.039 | 81 | 1.19 | 1.29 | 14 | 452 | 17.0% | -0.89 | 0.2136 | -0.040 |
| 0.0200 | 0.0300 | 52 | 2,566 | 16.4% | 0.06 | 0.1126 | -0.021 | 81.5 | 1.64 | 1.78 | 15 | 18.9% | -0.95 | 0.1141 | -0.023 | |
| 0.0100 | 0.0200 | 83 | 9,800 | 18.3% | 0.03 | 0.0630 | -0.012 | 82 | 2.13 | 2.27 | 35 | 21.6% | -0.98 | 0.0599 | -0.016 | |
| 0.0100 | 0.0200 | 34 | 2,715 | 21.7% | 0.02 | 0.0392 | -0.009 | 82.5 | 2.62 | 2.77 | 24.5% | -0.99 | 0.0348 | -0.014 | ||
| 0 | 0.0100 | 6,882 | 21.4% | 0.01 | 0.0265 | -0.007 | 83 | 3.10 | 3.30 | 29.1% | -0.99 | 0.0222 | -0.013 | |||
| 0 | 0.0100 | 418 | 24.2% | 0.01 | 0.0187 | -0.005 | 83.5 | 3.60 | 3.80 | 32.6% | -0.99 | 0.0148 | -0.012 | |||
| 0 | 0.0100 | 4,799 | 27.1% | 0.01 | 0.0135 | -0.004 | 84 | 4.10 | 4.30 | 36.1% | -1.00 | 0.0101 | -0.011 | |||
| 0 | 0.0100 | 184 | 29.8% | 0.01 | 0.0100 | -0.004 | 84.5 | 4.60 | 4.80 | 39.4% | -1.00 | 0.0070 | -0.011 | |||
| 0 | 0.0100 | 1,567 | 32.5% | 0.01 | 0.0074 | -0.003 | 85 | 5.10 | 5.30 | 42.8% | -1.00 | 0.0048 | -0.011 | |||
| 0 | 0.0100 | 3,336 | 37.8% | 0.00 | 0.0042 | -0.002 | 86 | 6.10 | 6.30 | 49.2% | -1.00 | 0.0023 | -0.010 | |||
| 0 | 0.0100 | 1,617 | 43.0% | 0.00 | 0.0024 | -0.001 | 87 | 7.10 | 7.30 | 1 | 55.5% | -1.00 | 0.0011 | -0.010 | ||
| 0 | 0.0100 | 1,013 | 48.0% | 0.00 | 0.0014 | -0.001 | 88 | 8.10 | 8.30 | 61.5% | -1.00 | 0.0005 | -0.010 | |||
| 0 | 0.0100 | 52.9% | 0.00 | 0.0008 | -0.000 | 89 | 9.10 | 9.30 | 67.4% | -1.00 | 0.0002 | -0.010 | ||||
| 0 | 0.0100 | 57.7% | 0.00 | 0.0005 | -0.000 | 90 | 10.10 | 10.30 | 73.2% | -1.00 | 0.0001 | -0.010 | ||||
| 0 | 0.0100 | 62.4% | 0.00 | 0.0003 | -0.000 | 91 | 11.10 | 11.30 | 78.8% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 67.1% | 0.00 | 0.0002 | -0.000 | 92 | 12.10 | 12.30 | 84.4% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 71.6% | 0.00 | 0.0001 | -0.000 | 93 | 13.10 | 13.30 | 89.8% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 76.1% | 0.00 | 0.0001 | -0.000 | 94 | 14.10 | 14.30 | 95.1% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 80.5% | 0.00 | 0.0001 | 0.000 | 95 | 15.10 | 15.30 | 100.3% | -1.00 | 0.0000 | -0.010 | ||||
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 — Oct 21, 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.
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