TLT цепочка опционов iShares 20+ Year Treasury Bond ETF
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 ±5.0% (75.52–83.52) · ATM IV 13.7% · P/C открытого интереса 0.33
| 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 | |
| 32.10 | 37.05 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0100 | 7 | 43.0% | -0.00 | 0.0002 | -0.000 | ||||
| 27.10 | 32.05 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0100 | 36 | 35.5% | -0.00 | 0.0004 | -0.000 | ||||
| 22.10 | 27.05 | 50 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0200 | 153 | 28.6% | -0.00 | 0.0008 | -0.001 | |||
| 17.30 | 21.65 | 40 | 1.00 | 0.0001 | 0.000 | 60 | 0.0100 | 0.0300 | 1,609 | 25.8% | -0.01 | 0.0018 | -0.001 | |||
| 12.50 | 16.65 | 9 | 1.00 | 0.0010 | 0.000 | 65 | 0.0300 | 0.0400 | 1,939 | 20.5% | -0.01 | 0.0050 | -0.002 | |||
| 11.50 | 15.65 | 1.00 | 0.0018 | 0.000 | 66 | 0.0300 | 0.0500 | 499 | 19.8% | -0.02 | 0.0062 | -0.002 | ||||
| 10.40 | 14.65 | 1.00 | 0.0028 | 0.000 | 67 | 0.0400 | 0.0600 | 2,202 | 18.7% | -0.02 | 0.0078 | -0.002 | ||||
| 9.15 | 13.65 | 0.99 | 0.0045 | 0.000 | 68 | 0.0600 | 0.0800 | 66 | 950 | 18.2% | -0.03 | 0.0100 | -0.003 | |||
| 8.50 | 12.60 | 0.99 | 0.0072 | -0.001 | 69 | 0.0800 | 0.0900 | 4 | 546 | 17.4% | -0.04 | 0.0128 | -0.003 | |||
| 7.40 | 11.65 | 494 | 0.98 | 0.0112 | -0.002 | 70 | 0.1000 | 0.1200 | 20 | 3,821 | 16.7% | -0.05 | 0.0166 | -0.004 | ||
| 8.10 | 10.00 | 2 | 24.5% | 0.97 | 0.0169 | -0.003 | 71 | 0.1400 | 0.1600 | 2,505 | 16.1% | -0.06 | 0.0215 | -0.005 | ||
| 7.10 | 8.85 | 31 | 21.2% | 0.95 | 0.0244 | -0.004 | 72 | 0.2000 | 0.2200 | 1 | 8,681 | 15.7% | -0.08 | 0.0277 | -0.006 | |
| 5.95 | 7.95 | 18 | 18.8% | 0.93 | 0.0336 | -0.006 | 73 | 0.2700 | 0.3000 | 179 | 9,969 | 15.1% | -0.11 | 0.0355 | -0.007 | |
| 5.00 | 7.00 | 30 | 17.3% | 0.89 | 0.0438 | -0.007 | 74 | 0.3800 | 0.4100 | 224 | 3,014 | 14.7% | -0.15 | 0.0445 | -0.008 | |
| 4.85 | 5.00 | 51 | 1,074 | 14.2% | 0.85 | 0.0545 | -0.009 | 75 | 0.5400 | 0.5700 | 160 | 2,332 | 14.5% | -0.20 | 0.0543 | -0.010 |
| 4.05 | 4.20 | 1,230 | 14.2% | 0.79 | 0.0650 | -0.011 | 76 | 0.7500 | 0.7800 | 33 | 2,915 | 14.2% | -0.25 | 0.0642 | -0.011 | |
| 3.30 | 3.40 | 1,044 | 13.8% | 0.72 | 0.0746 | -0.012 | 77 | 1.02 | 1.06 | 73 | 2,355 | 14.0% | -0.32 | 0.0731 | -0.012 | |
| 2.66 | 2.72 | 876 | 4,423 | 13.8% | 0.64 | 0.0823 | -0.013 | 78 | 1.37 | 1.42 | 19 | 3,642 | 13.8% | -0.40 | 0.0798 | -0.013 |
| 2.08 | 2.13 | 24 | 3,679 | 13.7% | 0.56 | 0.0864 | -0.014 | 79 | 1.81 | 1.86 | 11 | 1,664 | 13.7% | -0.48 | 0.0832 | -0.013 |
| 1.60 | 1.65 | 533 | 6,469 | 13.7% | 0.47 | 0.0862 | -0.014 | 80 | 2.35 | 2.40 | 205 | 3,668 | 13.7% | -0.56 | 0.0827 | -0.013 |
| 1.21 | 1.26 | 250 | 8,976 | 13.8% | 0.39 | 0.0819 | -0.013 | 81 | 2.97 | 3.05 | 1,151 | 13.8% | -0.64 | 0.0784 | -0.012 | |
| 0.9100 | 0.9500 | 188 | 4,013 | 13.9% | 0.31 | 0.0744 | -0.012 | 82 | 3.65 | 3.75 | 12 | 2,776 | 13.8% | -0.71 | 0.0712 | -0.011 |
| 0.6800 | 0.7200 | 820 | 3,679 | 14.1% | 0.25 | 0.0653 | -0.011 | 83 | 4.40 | 4.55 | 2,294 | 14.0% | -0.77 | 0.0623 | -0.010 | |
| 0.5100 | 0.5400 | 17 | 2,935 | 14.4% | 0.20 | 0.0556 | -0.010 | 84 | 4.95 | 5.55 | 2 | 2,957 | 13.6% | -0.82 | 0.0531 | -0.009 |
| 0.3900 | 0.4100 | 227 | 16.1K | 14.8% | 0.16 | 0.0466 | -0.009 | 85 | 5.75 | 6.60 | 2,877 | 14.4% | -0.86 | 0.0444 | -0.007 | |
| 0.2900 | 0.3200 | 140 | 4,738 | 15.1% | 0.12 | 0.0385 | -0.007 | 86 | 6.75 | 7.45 | 41 | 1,831 | 15.0% | -0.89 | 0.0366 | -0.006 |
| 0.2300 | 0.2500 | 5 | 3,878 | 15.6% | 0.10 | 0.0317 | -0.006 | 87 | 6.95 | 9.20 | 3,236 | 16.2% | -0.91 | 0.0301 | -0.005 | |
| 0.1800 | 0.2000 | 52 | 3,098 | 16.0% | 0.08 | 0.0262 | -0.006 | 88 | 8.05 | 9.60 | 263 | 10.2% | -0.93 | 0.0247 | -0.004 | |
| 0.1400 | 0.1600 | 2 | 7,092 | 16.4% | 0.06 | 0.0216 | -0.005 | 89 | 8.85 | 11.05 | 199 | 16.7% | -0.94 | 0.0203 | -0.004 | |
| 0.1200 | 0.1400 | 4 | 33.9K | 17.2% | 0.05 | 0.0178 | -0.004 | 90 | 10.45 | 11.35 | 9 | 815 | 16.8% | -0.95 | 0.0167 | -0.003 |
| 0.1000 | 0.1200 | 3,779 | 17.8% | 0.04 | 0.0149 | -0.004 | 91 | 10.60 | 13.30 | 80 | 19.5% | -0.96 | 0.0139 | -0.002 | ||
| 0.0800 | 0.1000 | 15.4K | 18.2% | 0.04 | 0.0126 | -0.003 | 92 | 11.15 | 13.85 | 75 | -0.97 | 0.0116 | -0.002 | |||
| 0.0700 | 0.0900 | 1 | 3,178 | 18.9% | 0.03 | 0.0106 | -0.003 | 93 | 12.30 | 14.65 | 176 | -0.97 | 0.0099 | -0.001 | ||
| 0.0500 | 0.0700 | 988 | 19.0% | 0.03 | 0.0091 | -0.003 | 94 | 13.25 | 15.90 | 57 | -0.98 | 0.0084 | -0.001 | |||
| 0.0500 | 0.0600 | 100 | 2,271 | 19.7% | 0.02 | 0.0078 | -0.003 | 95 | 14.20 | 16.60 | 124 | -0.98 | 0.0072 | -0.001 | ||
| 0.0400 | 0.0600 | 625 | 20.4% | 0.02 | 0.0068 | -0.002 | 96 | 14.40 | 19.25 | 101 | 22.1% | -0.98 | 0.0063 | -0.000 | ||
| 0.0300 | 0.0500 | 898 | 20.7% | 0.02 | 0.0060 | -0.002 | 97 | 15.40 | 20.00 | 249 | -0.98 | 0.0055 | -0.000 | |||
| 0.0300 | 0.0500 | 10 | 2,660 | 21.5% | 0.02 | 0.0053 | -0.002 | 98 | 16.35 | 21.00 | 540 | -0.99 | 0.0049 | 0.000 | ||
| 0.0300 | 0.0400 | 1 | 1,279 | 22.0% | 0.01 | 0.0048 | -0.002 | 99 | 17.55 | 22.00 | 304 | 23.4% | -0.99 | 0.0044 | 0.000 | |
| 0.0200 | 0.0400 | 4,651 | 22.4% | 0.01 | 0.0043 | -0.002 | 100 | 18.50 | 23.00 | 916 | 22.9% | -0.99 | 0.0039 | 0.000 | ||
| 0.0200 | 0.0400 | 567 | 23.2% | 0.01 | 0.0039 | -0.002 | 101 | 19.30 | 23.85 | 213 | -0.99 | 0.0036 | 0.000 | |||
| 0.0200 | 0.0400 | 787 | 24.5% | 0.01 | 0.0036 | -0.002 | 102 | 20.30 | 24.85 | 18 | -0.99 | 0.0032 | 0.000 | |||
| 0.0200 | 0.0400 | 228 | 24.9% | 0.01 | 0.0033 | -0.002 | 103 | 21.30 | 25.85 | 1 | -0.99 | 0.0030 | 0.000 | |||
| 0.0200 | 0.0400 | 5,043 | 25.7% | 0.01 | 0.0030 | -0.002 | 104 | 22.30 | 26.85 | -0.99 | 0.0028 | 0.000 | ||||
| 0.0100 | 0.0300 | 1,466 | 25.2% | 0.01 | 0.0028 | -0.002 | 105 | 23.30 | 27.80 | -0.99 | 0.0026 | 0.000 | ||||
| 0.0200 | 0.0300 | 1,918 | 29.5% | 0.01 | 0.0020 | -0.001 | 110 | 28.25 | 32.70 | -0.99 | 0.0018 | 0.000 | ||||
| 0.0200 | 0.0300 | 156 | 73.1K | 33.0% | 0.01 | 0.0016 | -0.001 | 115 | 33.20 | 37.70 | -0.99 | 0.0015 | 0.000 | |||
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 — Dec 31, 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.