TMUS цепочка опционов T-Mobile US, Inc.
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 ±7.3% (147.03–170.23) · ATM IV 46.3% · P/C открытого интереса 0.53
| 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 | |
| 77.20 | 80.80 | 1.00 | 0.0000 | -0.000 | 80 | 0 | 2.15 | 218.7% | 0.00 | 0.0000 | -0.000 | |||||
| 72.10 | 75.80 | 1.00 | 0.0000 | -0.000 | 85 | 0 | 2.15 | 202.0% | -0.00 | 0.0000 | -0.000 | |||||
| 67.10 | 70.90 | 1.00 | 0.0000 | -0.000 | 90 | 0 | 2.15 | 186.1% | -0.00 | 0.0000 | -0.000 | |||||
| 62.20 | 65.80 | 1.00 | 0.0000 | -0.001 | 95 | 0 | 2.15 | 171.1% | -0.00 | 0.0000 | -0.001 | |||||
| 57.20 | 60.80 | 1 | 1.00 | 0.0001 | -0.001 | 100 | 0 | 2.15 | 156.8% | -0.00 | 0.0001 | -0.001 | ||||
| 52.20 | 56.00 | 1.00 | 0.0001 | -0.002 | 105 | 0 | 2.15 | 143.1% | -0.00 | 0.0001 | -0.002 | |||||
| 47.20 | 50.90 | 1.00 | 0.0003 | -0.004 | 110 | 0 | 2.15 | 10 | 129.9% | -0.00 | 0.0003 | -0.004 | ||||
| 42.20 | 45.90 | 1.00 | 0.0006 | -0.007 | 115 | 0 | 1.15 | 2 | 102.1% | -0.00 | 0.0006 | -0.007 | ||||
| 37.20 | 40.90 | 1 | 0.99 | 0.0011 | -0.012 | 120 | 0 | 0.0500 | 19 | 56.8% | -0.01 | 0.0011 | -0.012 | |||
| 32.30 | 36.10 | 2 | 0.99 | 0.0020 | -0.021 | 125 | 0 | 0.6500 | 30 | 71.4% | -0.01 | 0.0020 | -0.021 | |||
| 27.40 | 31.00 | 18 | 0.97 | 0.0035 | -0.035 | 130 | 0 | 0.2500 | 1 | 40 | 52.2% | -0.03 | 0.0035 | -0.035 | ||
| 22.50 | 26.10 | 24 | 0.95 | 0.0061 | -0.056 | 135 | 0 | 0.4000 | 2 | 73 | 47.5% | -0.05 | 0.0061 | -0.056 | ||
| 21.50 | 25.20 | 2 | 0.95 | 0.0067 | -0.061 | 136 | 0 | 2.35 | 2 | 11 | 69.1% | -0.05 | 0.0068 | -0.061 | ||
| 20.80 | 24.30 | 1 | 40.9% | 0.94 | 0.0074 | -0.066 | 137 | 0 | 2.25 | 65.9% | -0.06 | 0.0075 | -0.067 | |||
| 19.60 | 23.50 | 39.2% | 0.93 | 0.0082 | -0.072 | 138 | 0 | 1.65 | 58.2% | -0.07 | 0.0083 | -0.072 | ||||
| 18.60 | 22.50 | 37.4% | 0.92 | 0.0091 | -0.078 | 139 | 0 | 1.50 | 54.6% | -0.08 | 0.0091 | -0.079 | ||||
| 17.70 | 20.30 | 53 | 0.92 | 0.0100 | -0.085 | 140 | 0.2500 | 0.9500 | 15 | 819 | 49.4% | -0.09 | 0.0100 | -0.085 | ||
| 16.80 | 20.60 | 39.5% | 0.91 | 0.0109 | -0.091 | 141 | 0.2500 | 1.55 | 3 | 2 | 53.0% | -0.10 | 0.0110 | -0.092 | ||
| 15.90 | 19.30 | 34.3% | 0.89 | 0.0119 | -0.099 | 142 | 0.3500 | 1.70 | 3 | 3 | 52.8% | -0.11 | 0.0120 | -0.099 | ||
| 15.00 | 18.80 | 40.6% | 0.88 | 0.0130 | -0.106 | 143 | 0.4000 | 2.85 | 1 | 59.0% | -0.12 | 0.0131 | -0.106 | |||
| 14.10 | 17.80 | 39.6% | 0.87 | 0.0141 | -0.113 | 144 | 0.4000 | 2.95 | 7 | 57.1% | -0.13 | 0.0142 | -0.114 | |||
| 13.20 | 16.70 | 19 | 37.6% | 0.85 | 0.0153 | -0.121 | 145 | 0.5500 | 1.45 | 14 | 238 | 45.5% | -0.15 | 0.0154 | -0.122 | |
| 12.40 | 15.90 | 39.0% | 0.84 | 0.0164 | -0.129 | 146 | 0.5000 | 2.95 | 10 | 52.7% | -0.16 | 0.0166 | -0.130 | |||
| 11.60 | 15.00 | 39.1% | 0.82 | 0.0177 | -0.136 | 147 | 0.3000 | 2.50 | 10 | 11 | 46.2% | -0.18 | 0.0178 | -0.137 | ||
| 10.80 | 14.20 | 39.5% | 0.80 | 0.0189 | -0.144 | 148 | 0.2000 | 2.75 | 2 | 44.6% | -0.20 | 0.0190 | -0.145 | |||
| 10.00 | 13.50 | 40.2% | 0.78 | 0.0201 | -0.151 | 149 | 0.4500 | 2.10 | 1 | 1 | 39.7% | -0.22 | 0.0203 | -0.153 | ||
| 10.40 | 12.00 | 14 | 203 | 42.8% | 0.76 | 0.0214 | -0.159 | 150 | 1.80 | 2.95 | 8 | 597 | 49.1% | -0.24 | 0.0215 | -0.160 |
| 8.20 | 11.00 | 5 | 44.7% | 0.71 | 0.0242 | -0.175 | 152.5 | 1.50 | 4.20 | 3 | 32 | 46.3% | -0.30 | 0.0244 | -0.177 | |
| 6.50 | 8.20 | 48 | 433 | 39.1% | 0.64 | 0.0267 | -0.188 | 155 | 2.45 | 4.20 | 4 | 174 | 42.6% | -0.36 | 0.0269 | -0.189 |
| 5.10 | 8.00 | 44 | 44.6% | 0.57 | 0.0284 | -0.195 | 157.5 | 3.30 | 6.80 | 1 | 12 | 48.0% | -0.43 | 0.0286 | -0.197 | |
| 3.80 | 5.40 | 214 | 437 | 39.0% | 0.50 | 0.0291 | -0.197 | 160 | 4.60 | 7.30 | 1 | 120 | 45.2% | -0.50 | 0.0294 | -0.199 |
| 3.60 | 4.90 | 1 | 269 | 44.9% | 0.43 | 0.0289 | -0.192 | 162.5 | 5.90 | 8.70 | 1 | 60 | 44.5% | -0.58 | 0.0292 | -0.194 |
| 1.75 | 3.60 | 15 | 394 | 39.2% | 0.36 | 0.0276 | -0.182 | 165 | 7.50 | 10.90 | 1 | 35 | 47.1% | -0.65 | 0.0280 | -0.184 |
| 1.10 | 3.50 | 3 | 56 | 42.2% | 0.30 | 0.0256 | -0.168 | 167.5 | 9.30 | 12.00 | 5 | 44.5% | -0.71 | 0.0259 | -0.170 | |
| 1.00 | 1.95 | 38 | 449 | 38.9% | 0.24 | 0.0229 | -0.150 | 170 | 11.70 | 13.90 | 20 | 58 | 47.0% | -0.77 | 0.0233 | -0.152 |
| 0.5000 | 2.00 | 1 | 30 | 42.2% | 0.19 | 0.0200 | -0.131 | 172.5 | 13.20 | 16.60 | 1 | 48.2% | -0.82 | 0.0204 | -0.134 | |
| 0.8000 | 1.00 | 5 | 249 | 42.2% | 0.15 | 0.0170 | -0.112 | 175 | 15.40 | 18.70 | 35 | 48.9% | -0.86 | 0.0175 | -0.115 | |
| 0.2000 | 1.45 | 4 | 45.4% | 0.12 | 0.0142 | -0.094 | 177.5 | 17.30 | 20.90 | 47.1% | -0.89 | 0.0146 | -0.097 | |||
| 0.1500 | 0.8500 | 3 | 1,113 | 43.5% | 0.09 | 0.0116 | -0.078 | 180 | 19.60 | 23.30 | 52 | 48.6% | -0.92 | 0.0120 | -0.081 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 1.45 | 757 | 55.8% | 0.05 | 0.0075 | -0.051 | 185 | 24.30 | 28.10 | 5 | 50.6% | -0.96 | 0.0076 | -0.052 | ||
| 0 | 0.5500 | 39 | 51.8% | 0.03 | 0.0047 | -0.033 | 190 | 29.40 | 33.00 | 57.3% | -0.98 | 0.0044 | -0.030 | |||
| 0 | 0.6500 | 34 | 58.7% | 0.02 | 0.0029 | -0.021 | 195 | 34.40 | 38.00 | 63.7% | -0.99 | 0.0023 | -0.015 | |||
| 0 | 0.5500 | 31 | 62.6% | 0.01 | 0.0018 | -0.013 | 200 | 39.40 | 43.00 | 1 | 69.8% | -1.00 | 0.0011 | -0.007 | ||
| 0 | 1.60 | 1 | 83.7% | 0.01 | 0.0011 | -0.009 | 205 | 44.40 | 48.00 | 75.7% | -1.00 | 0.0005 | -0.003 | |||
| 0 | 2.20 | 11 | 96.3% | 0.00 | 0.0007 | -0.005 | 210 | 49.40 | 53.00 | 81.3% | -1.00 | 0.0002 | -0.001 | |||
| 0 | 2.15 | 101.8% | 0.00 | 0.0004 | -0.004 | 215 | 54.40 | 58.00 | 86.8% | -1.00 | 0.0001 | -0.000 | ||||
| 0 | 0.1000 | 66.2% | 0.00 | 0.0003 | -0.002 | 220 | 59.40 | 63.00 | 92.0% | -1.00 | 0.0000 | -0.000 | ||||
| 0 | 2.15 | 113.1% | 0.00 | 0.0002 | -0.002 | 225 | 64.40 | 68.00 | 97.1% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 118.5% | 0.00 | 0.0001 | -0.001 | 230 | 69.40 | 73.00 | 102.0% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.05 | 122.4% | 0.00 | 0.0001 | -0.001 | 235 | 74.40 | 78.00 | 106.8% | -1.00 | 0.0000 | 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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