TLT цепочка опционов iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · по состоянию на 19:05 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 ±3.2% (77.53–82.58) · ATM IV 13.4% · P/C открытого интереса 1.10
| 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 | |
| 35.00 | 35.25 | 1 | 1 | 81.2% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0100 | 27 | 66.9% | -0.00 | 0.0001 | -0.000 | |
| 30.00 | 30.25 | 9 | 59.1% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0100 | 57 | 55.4% | -0.00 | 0.0002 | -0.000 | ||
| 25.00 | 25.25 | 1 | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.0100 | 65.6K | 44.9% | -0.00 | 0.0004 | -0.001 | |||
| 20.00 | 20.25 | 7 | 1.00 | 0.0002 | 0.000 | 60 | 0 | 0.0100 | 11 | 2,795 | 35.1% | -0.00 | 0.0009 | -0.001 | ||
| 15.05 | 15.25 | 1 | 29.2% | 1.00 | 0.0009 | 0.000 | 65 | 0 | 0.0100 | 8 | 3,329 | 26.1% | -0.01 | 0.0023 | -0.002 | |
| 14.00 | 14.30 | 25.4% | 1.00 | 0.0012 | 0.000 | 66 | 0 | 0.0200 | 1,831 | 26.2% | -0.01 | 0.0029 | -0.002 | |||
| 13.05 | 13.30 | 31.1% | 1.00 | 0.0016 | 0.000 | 67 | 0.0100 | 0.0200 | 2 | 780 | 25.5% | -0.01 | 0.0036 | -0.002 | ||
| 12.00 | 12.30 | 1 | 1.00 | 0.0022 | 0.000 | 68 | 0.0100 | 0.0200 | 20 | 1,020 | 23.6% | -0.01 | 0.0045 | -0.002 | ||
| 11.05 | 11.30 | 35 | 26.3% | 1.00 | 0.0030 | 0.000 | 69 | 0.0100 | 0.0200 | 5 | 1,899 | 21.7% | -0.01 | 0.0058 | -0.003 | |
| 10.05 | 10.25 | 105 | 0.99 | 0.0042 | -0.000 | 70 | 0.0200 | 0.0300 | 626 | 11.7K | 21.2% | -0.01 | 0.0076 | -0.003 | ||
| 9.05 | 9.30 | 11 | 21.6% | 0.99 | 0.0062 | -0.001 | 71 | 0.0300 | 0.0400 | 65 | 20.3K | 20.3% | -0.02 | 0.0101 | -0.003 | |
| 8.05 | 8.30 | 80 | 19.3% | 0.99 | 0.0092 | -0.002 | 72 | 0.0400 | 0.0500 | 38 | 21.1K | 19.0% | -0.03 | 0.0137 | -0.004 | |
| 7.05 | 7.25 | 10 | 165 | 0.98 | 0.0142 | -0.003 | 73 | 0.0500 | 0.0600 | 87 | 43.4K | 17.5% | -0.04 | 0.0191 | -0.005 | |
| 6.10 | 6.25 | 213 | 14.7% | 0.97 | 0.0226 | -0.004 | 74 | 0.0800 | 0.0900 | 740 | 22.1K | 16.7% | -0.05 | 0.0273 | -0.006 | |
| 5.60 | 5.75 | 77 | 9 | 13.6% | 0.96 | 0.0286 | -0.006 | 74.5 | 0.1000 | 0.1100 | 1 | 24 | 16.2% | -0.06 | 0.0329 | -0.007 |
| 5.10 | 5.30 | 9 | 4,744 | 14.5% | 0.95 | 0.0361 | -0.007 | 75 | 0.1200 | 0.1300 | 349 | 110.0K | 15.7% | -0.08 | 0.0395 | -0.008 |
| 4.65 | 4.80 | 14.4% | 0.93 | 0.0452 | -0.009 | 75.5 | 0.1500 | 0.1600 | 4 | 119 | 15.2% | -0.09 | 0.0474 | -0.010 | ||
| 4.20 | 4.30 | 43 | 6,363 | 14.1% | 0.91 | 0.0560 | -0.010 | 76 | 0.1900 | 0.2000 | 5,508 | 50.8K | 14.8% | -0.12 | 0.0567 | -0.011 |
| 3.75 | 3.85 | 76 | 8 | 14.1% | 0.88 | 0.0680 | -0.012 | 76.5 | 0.2500 | 0.2600 | 67 | 181 | 14.7% | -0.14 | 0.0672 | -0.012 |
| 3.30 | 3.45 | 1,070 | 5,098 | 14.2% | 0.85 | 0.0809 | -0.014 | 77 | 0.3200 | 0.3300 | 966 | 97.2K | 14.4% | -0.18 | 0.0786 | -0.014 |
| 2.91 | 2.99 | 3 | 12 | 14.0% | 0.81 | 0.0940 | -0.016 | 77.5 | 0.4000 | 0.4100 | 58 | 986 | 14.1% | -0.22 | 0.0902 | -0.016 |
| 2.53 | 2.58 | 272 | 17.0K | 13.9% | 0.76 | 0.1065 | -0.018 | 78 | 0.5200 | 0.5300 | 1,570 | 26.5K | 14.0% | -0.26 | 0.1024 | -0.017 |
| 2.17 | 2.20 | 7 | 271 | 13.7% | 0.71 | 0.1172 | -0.019 | 78.5 | 0.6400 | 0.6600 | 83 | 104 | 13.6% | -0.32 | 0.1134 | -0.019 |
| 1.83 | 1.86 | 304 | 56.4K | 13.6% | 0.65 | 0.1253 | -0.020 | 79 | 0.8100 | 0.8300 | 3,973 | 47.8K | 13.5% | -0.37 | 0.1227 | -0.020 |
| 1.53 | 1.55 | 261 | 26 | 13.5% | 0.58 | 0.1302 | -0.021 | 79.5 | 1.01 | 1.03 | 31 | 273 | 13.4% | -0.44 | 0.1292 | -0.021 |
| 1.26 | 1.28 | 3,281 | 82.2K | 13.5% | 0.52 | 0.1316 | -0.021 | 80 | 1.24 | 1.27 | 1,176 | 26.7K | 13.3% | -0.50 | 0.1323 | -0.021 |
| 1.03 | 1.05 | 496 | 303 | 13.5% | 0.45 | 0.1293 | -0.020 | 80.5 | 1.51 | 1.54 | 15 | 2 | 13.3% | -0.57 | 0.1316 | -0.021 |
| 0.8300 | 0.8400 | 3,132 | 58.8K | 13.5% | 0.39 | 0.1238 | -0.020 | 81 | 1.82 | 1.85 | 48 | 23.7K | 13.3% | -0.63 | 0.1270 | -0.020 |
| 0.6700 | 0.6800 | 147 | 1,230 | 13.6% | 0.33 | 0.1157 | -0.018 | 81.5 | 2.16 | 2.20 | 4 | 5 | 13.4% | -0.69 | 0.1191 | -0.019 |
| 0.5300 | 0.5400 | 722 | 48.6K | 13.7% | 0.28 | 0.1058 | -0.017 | 82 | 2.53 | 2.57 | 173 | 48.3K | 13.4% | -0.74 | 0.1089 | -0.018 |
| 0.4200 | 0.4300 | 879 | 782 | 13.8% | 0.23 | 0.0950 | -0.016 | 82.5 | 2.91 | 2.99 | 13.6% | -0.79 | 0.0972 | -0.016 | ||
| 0.3400 | 0.3500 | 2,921 | 41.5K | 14.1% | 0.19 | 0.0841 | -0.014 | 83 | 3.35 | 3.45 | 111 | 20.5K | 14.2% | -0.83 | 0.0849 | -0.014 |
| 0.2700 | 0.2800 | 111 | 20 | 14.3% | 0.16 | 0.0732 | -0.013 | 83.5 | 3.75 | 3.90 | 14.1% | -0.86 | 0.0730 | -0.013 | ||
| 0.2100 | 0.2200 | 1,536 | 52.0K | 14.5% | 0.13 | 0.0632 | -0.012 | 84 | 4.20 | 4.35 | 13 | 6,724 | 14.2% | -0.89 | 0.0619 | -0.011 |
| 0.1700 | 0.1800 | 188 | 38 | 14.8% | 0.11 | 0.0544 | -0.010 | 84.5 | 4.70 | 4.85 | 15.4% | -0.91 | 0.0521 | -0.009 | ||
| 0.1400 | 0.1500 | 757 | 36.8K | 15.1% | 0.09 | 0.0466 | -0.009 | 85 | 5.15 | 5.30 | 9 | 23.1K | 15.1% | -0.93 | 0.0435 | -0.008 |
| 0.1200 | 0.1300 | 28 | 3 | 15.6% | 0.08 | 0.0398 | -0.008 | 85.5 | 5.65 | 5.80 | 16.1% | -0.94 | 0.0363 | -0.007 | ||
| 0.1000 | 0.1100 | 362 | 36.3K | 16.0% | 0.07 | 0.0341 | -0.007 | 86 | 6.15 | 6.30 | 226 | 13.4K | 17.2% | -0.95 | 0.0302 | -0.006 |
| 0.0700 | 0.0800 | 104 | 21.8K | 16.9% | 0.05 | 0.0250 | -0.006 | 87 | 7.10 | 7.25 | 231 | 10.9K | 16.8% | -0.97 | 0.0211 | -0.004 |
| 0.0500 | 0.0600 | 9 | 22.8K | 17.7% | 0.03 | 0.0187 | -0.005 | 88 | 8.05 | 8.25 | 12 | 23.0K | 16.5% | -0.98 | 0.0149 | -0.003 |
| 0.0300 | 0.0400 | 113 | 23.2K | 18.0% | 0.03 | 0.0142 | -0.004 | 89 | 9.05 | 9.25 | 3 | 1,046 | 18.3% | -0.98 | 0.0108 | -0.002 |
| 0.0200 | 0.0300 | 254 | 35.2K | 18.7% | 0.02 | 0.0111 | -0.004 | 90 | 10.05 | 10.25 | 1 | 2,978 | 20.1% | -0.99 | 0.0080 | -0.001 |
| 0.0200 | 0.0300 | 102 | 12.2K | 20.1% | 0.02 | 0.0088 | -0.003 | 91 | 11.00 | 11.25 | 2,233 | -0.99 | 0.0061 | -0.001 | ||
| 0.0100 | 0.0200 | 1 | 22.1K | 20.2% | 0.01 | 0.0071 | -0.003 | 92 | 12.00 | 12.25 | 84 | -0.99 | 0.0048 | -0.000 | ||
| 0.0100 | 0.0200 | 7,003 | 21.6% | 0.01 | 0.0058 | -0.002 | 93 | 13.00 | 13.25 | 3 | -0.99 | 0.0038 | 0.000 | |||
| 0.0100 | 0.0200 | 1 | 3,165 | 22.9% | 0.01 | 0.0049 | -0.002 | 94 | 14.00 | 14.25 | 1 | 17.8% | -1.00 | 0.0031 | 0.000 | |
| 0.0100 | 0.0200 | 4,467 | 24.2% | 0.01 | 0.0041 | -0.002 | 95 | 15.00 | 15.25 | 14 | 22.4% | -1.00 | 0.0025 | 0.000 | ||
| 0.0100 | 0.0200 | 46 | 1,535 | 25.5% | 0.01 | 0.0035 | -0.002 | 96 | 16.00 | 16.25 | 8 | 24.8% | -1.00 | 0.0021 | 0.000 | |
| 0.0100 | 0.0200 | 1,162 | 26.8% | 0.01 | 0.0030 | -0.002 | 97 | 17.00 | 17.25 | 26.8% | -1.00 | 0.0018 | 0.000 | |||
| 0.0100 | 0.0200 | 2,108 | 28.0% | 0.01 | 0.0026 | -0.002 | 98 | 18.00 | 18.25 | 1 | 28.7% | -1.00 | 0.0015 | 0.000 | ||
| 0.0100 | 0.0200 | 1,637 | 4,063 | 29.2% | 0.01 | 0.0023 | -0.002 | 99 | 19.00 | 19.25 | 30.6% | -1.00 | 0.0013 | 0.000 | ||
| 0 | 0.0100 | 5 | 30.8K | 27.2% | 0.00 | 0.0020 | -0.001 | 100 | 20.00 | 20.25 | 8,306 | 32.3% | -1.00 | 0.0011 | 0.000 | |
| 0 | 0.0100 | 7,989 | 28.3% | 0.00 | 0.0018 | -0.001 | 101 | 20.95 | 21.25 | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0100 | 2 | 1,423 | 32.5% | 0.00 | 0.0012 | -0.001 | 105 | 24.95 | 25.25 | 4 | -1.00 | 0.0006 | 0.000 | ||
| 0 | 0.0100 | 1,289 | 37.4% | 0.00 | 0.0007 | -0.001 | 110 | 29.95 | 30.25 | 39.3% | -1.00 | 0.0004 | 0.000 | |||
| 0 | 0.0100 | 2,373 | 42.1% | 0.00 | 0.0005 | -0.001 | 115 | 34.95 | 35.25 | 49.3% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.0100 | 2,877 | 46.5% | 0.00 | 0.0004 | -0.001 | 120 | 39.95 | 40.20 | -1.00 | 0.0001 | 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.
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