TLT цепочка опционов iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · по состоянию на 03:43 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 ±1.1% (78.63–80.41) · ATM IV 13.3% · P/C открытого интереса 0.27
| 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 | |
| 14.40 | 14.65 | 2 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.0100 | 1 | 220 | 70.8% | 0.00 | 0.0000 | 0.000 | ||
| 13.45 | 13.65 | 2 | 1.00 | 0.0000 | 0.000 | 66 | 0 | 0.0100 | 38 | 65.9% | 0.00 | 0.0000 | 0.000 | |||
| 12.45 | 12.65 | 4 | 1.00 | 0.0000 | 0.000 | 67 | 0 | 0.0100 | 10 | 61.1% | 0.00 | 0.0000 | 0.000 | |||
| 11.45 | 11.65 | 1.00 | 0.0000 | 0.000 | 68 | 0 | 0.0100 | 3 | 56.3% | 0.00 | 0.0000 | 0.000 | ||||
| 10.45 | 10.65 | 1.00 | 0.0001 | 0.000 | 69 | 0 | 0.0100 | 105 | 51.5% | -0.00 | 0.0001 | 0.000 | ||||
| 9.45 | 9.65 | 13 | 1.00 | 0.0002 | 0.000 | 70 | 0 | 0.0100 | 1,329 | 46.8% | -0.00 | 0.0002 | -0.000 | |||
| 8.95 | 9.15 | 1 | 1.00 | 0.0005 | 0.000 | 70.5 | 0 | 0.0100 | 13 | 44.4% | -0.00 | 0.0005 | -0.000 | |||
| 8.45 | 8.65 | 10 | 23 | 1.00 | 0.0008 | 0.000 | 71 | 0 | 0.0100 | 352 | 42.1% | -0.00 | 0.0008 | -0.000 | ||
| 7.95 | 8.15 | 4 | 1.00 | 0.0013 | 0.000 | 71.5 | 0 | 0.0100 | 145 | 39.7% | -0.00 | 0.0013 | -0.001 | |||
| 7.45 | 7.65 | 11 | 1.00 | 0.0019 | -0.000 | 72 | 0 | 0.0100 | 739 | 37.4% | -0.00 | 0.0019 | -0.001 | |||
| 6.95 | 7.15 | 2 | 1.00 | 0.0027 | -0.001 | 72.5 | 0 | 0.0100 | 20 | 35.1% | -0.00 | 0.0027 | -0.001 | |||
| 6.45 | 6.65 | 52 | 1.00 | 0.0036 | -0.001 | 73 | 0 | 0.0100 | 445 | 32.8% | -0.00 | 0.0036 | -0.002 | |||
| 5.95 | 6.15 | 15 | 1.00 | 0.0047 | -0.001 | 73.5 | 0 | 0.0100 | 981 | 30.4% | -0.00 | 0.0048 | -0.002 | |||
| 5.45 | 5.65 | 83 | 1.00 | 0.0062 | -0.002 | 74 | 0 | 0.0100 | 3,072 | 28.1% | -0.00 | 0.0062 | -0.003 | |||
| 4.95 | 5.15 | 7 | 0.99 | 0.0081 | -0.002 | 74.5 | 0 | 0.0100 | 1,652 | 25.8% | -0.01 | 0.0081 | -0.003 | |||
| 4.45 | 4.65 | 1 | 174 | 0.99 | 0.0106 | -0.003 | 75 | 0 | 0.0100 | 18 | 6,414 | 23.4% | -0.01 | 0.0107 | -0.003 | |
| 3.95 | 4.15 | 16 | 0.99 | 0.0142 | -0.003 | 75.5 | 0 | 0.0100 | 6 | 356 | 21.1% | -0.01 | 0.0143 | -0.004 | ||
| 3.45 | 3.65 | 980 | 0.99 | 0.0198 | -0.004 | 76 | 0 | 0.0100 | 164 | 1,947 | 18.7% | -0.01 | 0.0200 | -0.005 | ||
| 2.97 | 3.15 | 10 | 973 | 0.98 | 0.0291 | -0.006 | 76.5 | 0.0100 | 0.0200 | 269 | 3,172 | 19.2% | -0.02 | 0.0293 | -0.006 | |
| 2.48 | 2.64 | 33 | 3,061 | 0.97 | 0.0464 | -0.008 | 77 | 0.0100 | 0.0200 | 214 | 5,313 | 16.5% | -0.03 | 0.0468 | -0.009 | |
| 2.02 | 2.16 | 393 | 2,439 | 15.5% | 0.95 | 0.0793 | -0.013 | 77.5 | 0.0200 | 0.0300 | 3,371 | 5,457 | 15.1% | -0.05 | 0.0803 | -0.014 |
| 1.53 | 1.66 | 145 | 4,907 | 12.9% | 0.91 | 0.1378 | -0.022 | 78 | 0.0400 | 0.0500 | 839 | 12.2K | 13.8% | -0.09 | 0.1402 | -0.023 |
| 1.11 | 1.20 | 1,631 | 4,153 | 13.1% | 0.83 | 0.2242 | -0.036 | 78.5 | 0.1000 | 0.1100 | 525 | 6,513 | 13.6% | -0.17 | 0.2290 | -0.037 |
| 0.7600 | 0.7900 | 353 | 10.7K | 13.2% | 0.70 | 0.3148 | -0.051 | 79 | 0.2100 | 0.2300 | 3,222 | 2,528 | 13.3% | -0.31 | 0.3224 | -0.052 |
| 0.4600 | 0.4800 | 1,415 | 13.1K | 13.2% | 0.53 | 0.3592 | -0.059 | 79.5 | 0.4100 | 0.4300 | 1,728 | 4,114 | 13.4% | -0.48 | 0.3685 | -0.060 |
| 0.2600 | 0.2800 | 5,630 | 43.6K | 13.5% | 0.35 | 0.3290 | -0.055 | 80 | 0.7000 | 0.7300 | 7,333 | 7,224 | 13.5% | -0.66 | 0.3375 | -0.056 |
| 0.1400 | 0.1500 | 1,994 | 33.0K | 14.1% | 0.22 | 0.2503 | -0.043 | 80.5 | 1.06 | 1.14 | 1,243 | 1,599 | 14.1% | -0.80 | 0.2562 | -0.044 |
| 0.0700 | 0.0800 | 2,821 | 18.1K | 14.7% | 0.12 | 0.1675 | -0.030 | 81 | 1.50 | 1.60 | 190 | 1,713 | 15.4% | -0.89 | 0.1746 | -0.031 |
| 0.0400 | 0.0500 | 1,093 | 6,159 | 16.0% | 0.07 | 0.1058 | -0.020 | 81.5 | 1.93 | 2.09 | 1 | 26 | 15.4% | -0.95 | 0.1128 | -0.020 |
| 0.0200 | 0.0300 | 3,457 | 16.5K | 16.8% | 0.04 | 0.0667 | -0.014 | 82 | 2.43 | 2.59 | 53 | 58 | 18.3% | -0.98 | 0.0664 | -0.014 |
| 0.0100 | 0.0200 | 300 | 14.9K | 17.9% | 0.03 | 0.0427 | -0.010 | 82.5 | 2.91 | 3.10 | 2 | 20.2% | -0.99 | 0.0354 | -0.011 | |
| 0.0100 | 0.0200 | 4,400 | 31.6K | 20.4% | 0.02 | 0.0284 | -0.007 | 83 | 3.40 | 3.60 | 4 | 21.5% | -0.99 | 0.0178 | -0.010 | |
| 0 | 0.0100 | 1,943 | 7,788 | 19.6% | 0.01 | 0.0194 | -0.005 | 83.5 | 3.90 | 4.10 | 23.9% | -1.00 | 0.0085 | -0.010 | ||
| 0 | 0.0100 | 495 | 2,097 | 21.7% | 0.01 | 0.0136 | -0.004 | 84 | 4.40 | 4.60 | 26.3% | -1.00 | 0.0039 | -0.009 | ||
| 0 | 0.0100 | 122 | 955 | 23.7% | 0.01 | 0.0098 | -0.003 | 84.5 | 4.90 | 5.10 | 28.7% | -1.00 | 0.0018 | -0.009 | ||
| 0 | 0.0100 | 3 | 3,391 | 25.8% | 0.01 | 0.0072 | -0.002 | 85 | 5.40 | 5.60 | 60 | 60 | 31.0% | -1.00 | 0.0008 | -0.009 |
| 0 | 0.0100 | 6,542 | 27.8% | 0.00 | 0.0054 | -0.002 | 85.5 | 5.90 | 6.10 | 33.2% | -1.00 | 0.0003 | -0.009 | |||
| 0 | 0.0100 | 1,975 | 29.7% | 0.00 | 0.0041 | -0.002 | 86 | 6.40 | 6.60 | 35.4% | -1.00 | 0.0002 | -0.009 | |||
| 0 | 0.0100 | 1,109 | 31.7% | 0.00 | 0.0031 | -0.001 | 86.5 | 6.90 | 7.10 | 37.6% | -1.00 | 0.0001 | -0.009 | |||
| 0 | 0.0100 | 4,884 | 33.6% | 0.00 | 0.0024 | -0.001 | 87 | 7.40 | 7.60 | 2 | 39.8% | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.0100 | 1 | 3,085 | 35.5% | 0.00 | 0.0019 | -0.001 | 87.5 | 7.90 | 8.10 | 41.9% | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.0100 | 5,625 | 37.4% | 0.00 | 0.0015 | -0.001 | 88 | 8.40 | 8.60 | 44.0% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 1,009 | 39.2% | 0.00 | 0.0012 | -0.001 | 88.5 | 8.90 | 9.10 | 46.1% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 1 | 220 | 41.1% | 0.00 | 0.0010 | -0.001 | 89 | 9.40 | 9.60 | 48.2% | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.0100 | 2,978 | 44.7% | 0.00 | 0.0007 | -0.000 | 90 | 10.40 | 10.60 | 52.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 100 | 48.2% | 0.00 | 0.0005 | -0.000 | 91 | 11.40 | 11.60 | 56.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 415 | 51.7% | 0.00 | 0.0003 | -0.000 | 92 | 12.40 | 12.60 | 60.1% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 1 | 55.1% | 0.00 | 0.0002 | -0.000 | 93 | 13.40 | 13.60 | 63.9% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 58.5% | 0.00 | 0.0002 | -0.000 | 94 | 14.40 | 14.60 | 67.6% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 1,437 | 61.8% | 0.00 | 0.0001 | -0.000 | 95 | 15.40 | 15.60 | 71.3% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 1,071 | 65.0% | 0.00 | 0.0001 | -0.000 | 96 | 16.40 | 16.60 | 74.9% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 1 | 68.2% | 0.00 | 0.0001 | -0.000 | 97 | 17.40 | 17.60 | 78.5% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 71.4% | 0.00 | 0.0001 | -0.000 | 98 | 18.40 | 18.60 | 82.0% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 10 | 2,471 | 74.5% | 0.00 | 0.0000 | 0.000 | 99 | 19.40 | 19.60 | 85.5% | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.0100 | 148 | 77.6% | 0.00 | 0.0000 | 0.000 | 100 | 20.40 | 20.60 | 88.9% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 114 | 92.2% | 0.00 | 0.0000 | 0.000 | 105 | 25.40 | 25.60 | 105.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 106.0% | 0.00 | 0.0000 | 0.000 | 110 | 30.40 | 30.60 | 120.6% | -1.00 | 0.0000 | -0.009 | ||||
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 23, 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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