TQQQ цепочка опционов ProShares UltraPro QQQ
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 ±20.1% (56.66–85.11) · ATM IV 61.3% · P/C открытого интереса 0.89
| 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 | |
| 28.90 | 30.85 | 80 | 548 | 111.7% | 0.93 | 0.0045 | -0.029 | 40 | 0.9400 | 1.02 | 809 | 6,692 | 100.3% | -0.07 | 0.0045 | -0.029 |
| 26.45 | 30.25 | 2 | 46 | 91.5% | 0.93 | 0.0049 | -0.030 | 41 | 0.8200 | 1.35 | 23 | 505 | 99.3% | -0.07 | 0.0049 | -0.030 |
| 25.55 | 28.80 | 1 | 105 | 85.6% | 0.92 | 0.0053 | -0.032 | 42 | 1.03 | 1.24 | 62 | 489 | 96.8% | -0.08 | 0.0053 | -0.032 |
| 24.60 | 28.35 | 10 | 81 | 90.0% | 0.91 | 0.0057 | -0.033 | 43 | 1.13 | 1.35 | 188 | 254 | 95.6% | -0.08 | 0.0057 | -0.033 |
| 23.75 | 27.80 | 129 | 85.7% | 0.91 | 0.0061 | -0.034 | 44 | 1.25 | 1.43 | 39 | 191 | 94.1% | -0.09 | 0.0062 | -0.034 | |
| 24.30 | 25.30 | 12 | 266 | 89.9% | 0.90 | 0.0066 | -0.036 | 45 | 1.33 | 1.51 | 1,083 | 3,748 | 92.1% | -0.10 | 0.0066 | -0.036 |
| 23.25 | 24.40 | 4 | 162 | 86.7% | 0.89 | 0.0071 | -0.037 | 46 | 1.20 | 1.70 | 25 | 974 | 89.0% | -0.11 | 0.0071 | -0.037 |
| 21.10 | 24.90 | 190 | 86.4% | 0.88 | 0.0076 | -0.038 | 47 | 1.10 | 1.85 | 7 | 361 | 85.9% | -0.11 | 0.0076 | -0.038 | |
| 20.40 | 23.90 | 77 | 85.4% | 0.88 | 0.0081 | -0.040 | 48 | 1.70 | 1.93 | 15 | 298 | 88.4% | -0.12 | 0.0081 | -0.040 | |
| 19.60 | 22.80 | 160 | 82.6% | 0.87 | 0.0087 | -0.041 | 49 | 1.58 | 2.17 | 21 | 219 | 85.8% | -0.13 | 0.0087 | -0.041 | |
| 20.35 | 20.70 | 148 | 895 | 84.6% | 0.86 | 0.0093 | -0.042 | 50 | 1.98 | 2.05 | 1,652 | 5,770 | 84.4% | -0.14 | 0.0093 | -0.043 |
| 18.70 | 20.35 | 2 | 112 | 80.4% | 0.85 | 0.0099 | -0.044 | 51 | 2.10 | 2.26 | 243 | 2,084 | 83.2% | -0.15 | 0.0099 | -0.044 |
| 17.85 | 20.10 | 739 | 83.3% | 0.84 | 0.0105 | -0.045 | 52 | 2.26 | 2.50 | 80 | 1,360 | 82.5% | -0.16 | 0.0106 | -0.045 | |
| 17.30 | 19.50 | 1 | 214 | 85.3% | 0.82 | 0.0112 | -0.046 | 53 | 2.43 | 2.57 | 435 | 888 | 80.4% | -0.17 | 0.0112 | -0.046 |
| 15.95 | 17.75 | 4 | 248 | 74.0% | 0.81 | 0.0119 | -0.048 | 54 | 2.61 | 2.91 | 49 | 328 | 80.2% | -0.19 | 0.0119 | -0.048 |
| 15.85 | 17.00 | 75 | 889 | 77.8% | 0.80 | 0.0126 | -0.049 | 55 | 2.81 | 2.95 | 1,989 | 7,202 | 77.9% | -0.20 | 0.0126 | -0.049 |
| 15.35 | 16.25 | 8 | 614 | 78.5% | 0.79 | 0.0133 | -0.050 | 56 | 2.70 | 3.20 | 1,486 | 2,023 | 75.6% | -0.21 | 0.0134 | -0.050 |
| 14.15 | 15.20 | 3 | 326 | 73.1% | 0.77 | 0.0140 | -0.051 | 57 | 3.20 | 3.45 | 156 | 740 | 75.7% | -0.23 | 0.0141 | -0.051 |
| 13.35 | 15.00 | 1 | 403 | 74.9% | 0.76 | 0.0148 | -0.052 | 58 | 3.45 | 3.55 | 945 | 2,194 | 73.8% | -0.24 | 0.0149 | -0.052 |
| 12.70 | 13.70 | 23 | 299 | 71.2% | 0.74 | 0.0156 | -0.053 | 59 | 3.55 | 4.00 | 488 | 983 | 72.9% | -0.26 | 0.0157 | -0.053 |
| 12.20 | 12.75 | 137 | 1,850 | 70.1% | 0.73 | 0.0163 | -0.053 | 60 | 3.95 | 4.05 | 3,074 | 16.1K | 71.4% | -0.27 | 0.0164 | -0.054 |
| 11.15 | 12.20 | 2 | 458 | 68.2% | 0.71 | 0.0171 | -0.054 | 61 | 3.90 | 4.60 | 932 | 3,062 | 70.0% | -0.29 | 0.0172 | -0.054 |
| 10.25 | 12.80 | 3 | 475 | 72.6% | 0.69 | 0.0179 | -0.055 | 62 | 4.55 | 4.85 | 450 | 2,991 | 70.4% | -0.31 | 0.0180 | -0.055 |
| 10.35 | 10.65 | 56 | 554 | 68.0% | 0.67 | 0.0186 | -0.055 | 63 | 4.60 | 5.20 | 366 | 1,225 | 68.2% | -0.33 | 0.0188 | -0.056 |
| 9.25 | 10.20 | 12 | 467 | 65.9% | 0.65 | 0.0194 | -0.056 | 64 | 4.65 | 5.50 | 762 | 1,750 | 65.6% | -0.35 | 0.0195 | -0.056 |
| 8.85 | 9.75 | 153 | 2,797 | 66.9% | 0.63 | 0.0201 | -0.056 | 65 | 5.35 | 5.70 | 896 | 3,688 | 65.5% | -0.37 | 0.0202 | -0.056 |
| 8.20 | 8.80 | 71 | 427 | 64.2% | 0.61 | 0.0207 | -0.056 | 66 | 5.90 | 6.10 | 426 | 885 | 65.4% | -0.39 | 0.0209 | -0.056 |
| 7.75 | 8.15 | 36 | 331 | 63.7% | 0.59 | 0.0213 | -0.056 | 67 | 6.30 | 6.50 | 120 | 671 | 64.4% | -0.41 | 0.0216 | -0.056 |
| 7.20 | 7.55 | 745 | 1,404 | 63.4% | 0.57 | 0.0219 | -0.056 | 68 | 6.55 | 7.05 | 312 | 724 | 63.3% | -0.43 | 0.0221 | -0.056 |
| 6.50 | 7.05 | 83 | 1,792 | 61.4% | 0.54 | 0.0224 | -0.055 | 69 | 6.35 | 8.15 | 65 | 550 | 62.4% | -0.46 | 0.0226 | -0.056 |
| 6.25 | 6.50 | 987 | 5,862 | 61.6% | 0.52 | 0.0228 | -0.055 | 70 | 7.35 | 7.90 | 1,064 | 4,128 | 60.7% | -0.48 | 0.0231 | -0.056 |
| 5.75 | 6.00 | 29 | 640 | 60.8% | 0.50 | 0.0231 | -0.054 | 71 | 8.00 | 8.70 | 44 | 333 | 61.9% | -0.50 | 0.0234 | -0.055 |
| 5.30 | 5.55 | 844 | 1,835 | 60.2% | 0.47 | 0.0234 | -0.053 | 72 | 8.50 | 9.45 | 107 | 760 | 62.0% | -0.53 | 0.0237 | -0.054 |
| 4.75 | 5.35 | 179 | 1,600 | 60.1% | 0.45 | 0.0235 | -0.052 | 73 | 8.90 | 10.05 | 54 | 542 | 60.8% | -0.55 | 0.0239 | -0.053 |
| 4.25 | 4.70 | 157 | 581 | 58.0% | 0.43 | 0.0236 | -0.051 | 74 | 9.65 | 10.35 | 140 | 293 | 59.7% | -0.58 | 0.0240 | -0.052 |
| 4.05 | 4.20 | 628 | 6,137 | 57.8% | 0.40 | 0.0235 | -0.050 | 75 | 10.25 | 10.70 | 1,477 | 3,383 | 57.8% | -0.60 | 0.0240 | -0.051 |
| 3.50 | 3.85 | 1,582 | 2,646 | 56.4% | 0.38 | 0.0234 | -0.049 | 76 | 10.90 | 11.50 | 35 | 746 | 58.1% | -0.62 | 0.0239 | -0.050 |
| 2.95 | 3.50 | 216 | 3,031 | 54.8% | 0.36 | 0.0232 | -0.047 | 77 | 11.50 | 12.45 | 32 | 707 | 58.7% | -0.65 | 0.0237 | -0.048 |
| 2.90 | 3.20 | 723 | 3,103 | 55.6% | 0.33 | 0.0229 | -0.045 | 78 | 12.30 | 13.00 | 7 | 828 | 58.1% | -0.67 | 0.0234 | -0.047 |
| 2.69 | 2.85 | 107 | 1,924 | 55.2% | 0.31 | 0.0224 | -0.044 | 79 | 11.85 | 14.35 | 96 | 2,194 | 55.1% | -0.69 | 0.0230 | -0.045 |
| 2.40 | 2.54 | 4,459 | 13.9K | 55.0% | 0.29 | 0.0219 | -0.042 | 80 | 13.70 | 14.25 | 86 | 3,588 | 56.1% | -0.72 | 0.0226 | -0.043 |
| 1.42 | 1.55 | 14.3K | 19.8K | 53.2% | 0.19 | 0.0184 | -0.032 | 85 | 16.80 | 19.85 | 6 | 2,039 | 59.3% | -0.82 | 0.0193 | -0.034 |
| 0.8200 | 0.8700 | 14.1K | 9,203 | 52.0% | 0.12 | 0.0140 | -0.023 | 90 | 21.80 | 23.30 | 22 | 1,427 | 57.5% | -0.89 | 0.0152 | -0.025 |
| 0.4600 | 0.4800 | 7,593 | 9,749 | 51.2% | 0.08 | 0.0100 | -0.017 | 95 | 24.90 | 28.95 | 20 | 56.9% | -0.94 | 0.0114 | -0.019 | |
| 0.2800 | 0.3100 | 1,723 | 5,969 | 52.1% | 0.05 | 0.0070 | -0.012 | 100 | 31.10 | 33.40 | 13 | 158 | 66.2% | -0.97 | 0.0077 | -0.013 |
| 0.1500 | 0.1900 | 34 | 3,341 | 52.1% | 0.03 | 0.0049 | -0.008 | 105 | 35.15 | 38.75 | 65 | 63.6% | -0.99 | 0.0040 | -0.007 | |
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 18, 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.