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 ±23.6% (54.13–87.58) · ATM IV 60.8% · P/C открытого интереса 0.56
| 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 | |
| 35.20 | 38.10 | 102 | 1,244 | 116.0% | 0.95 | 0.0029 | -0.013 | 35.5 | 0.4700 | 1.12 | 13 | 159 | 98.4% | -0.05 | 0.0029 | -0.019 |
| 34.00 | 37.70 | 2 | 1,215 | 103.8% | 0.95 | 0.0030 | -0.013 | 36 | 0.5000 | 1.13 | 21 | 278 | 97.2% | -0.05 | 0.0030 | -0.019 |
| 33.25 | 37.50 | 665 | 101.3% | 0.95 | 0.0032 | -0.014 | 36.5 | 0.8000 | 1.08 | 43 | 84 | 99.0% | -0.05 | 0.0031 | -0.020 | |
| 32.75 | 36.90 | 820 | 100.7% | 0.94 | 0.0033 | -0.015 | 37 | 0.8600 | 1.16 | 14 | 1,104 | 99.1% | -0.05 | 0.0033 | -0.020 | |
| 32.30 | 36.30 | 3,752 | 99.5% | 0.94 | 0.0034 | -0.015 | 37.5 | 0.4700 | 1.23 | 1 | 1,552 | 93.2% | -0.06 | 0.0034 | -0.021 | |
| 33.20 | 35.00 | 1 | 513 | 107.2% | 0.94 | 0.0035 | -0.016 | 38 | 0.8800 | 1.23 | 9 | 695 | 96.8% | -0.06 | 0.0035 | -0.021 |
| 31.40 | 35.30 | 751 | 97.7% | 0.94 | 0.0037 | -0.016 | 38.5 | 0.5200 | 1.46 | 6 | 587 | 93.5% | -0.06 | 0.0037 | -0.022 | |
| 32.05 | 34.85 | 939 | 108.3% | 0.94 | 0.0038 | -0.017 | 39 | 0.9000 | 1.12 | 3 | 346 | 92.4% | -0.06 | 0.0038 | -0.022 | |
| 30.60 | 34.40 | 1 | 710 | 97.4% | 0.93 | 0.0040 | -0.017 | 39.5 | 0.6600 | 1.23 | 8 | 208 | 89.2% | -0.07 | 0.0040 | -0.023 |
| 31.00 | 33.30 | 9,267 | 98.7% | 0.93 | 0.0041 | -0.018 | 40 | 1.09 | 1.16 | 83 | 5,630 | 91.8% | -0.07 | 0.0041 | -0.023 | |
| 29.65 | 33.50 | 3,371 | 95.4% | 0.93 | 0.0043 | -0.019 | 40.5 | 1.04 | 1.47 | 4 | 428 | 93.0% | -0.07 | 0.0042 | -0.024 | |
| 29.10 | 33.00 | 985 | 93.1% | 0.92 | 0.0044 | -0.019 | 41 | 0.9200 | 1.29 | 9 | 434 | 88.1% | -0.07 | 0.0044 | -0.024 | |
| 30.00 | 31.15 | 6 | 608 | 91.9% | 0.92 | 0.0046 | -0.020 | 41.5 | 0.9000 | 1.39 | 1 | 300 | 87.4% | -0.08 | 0.0046 | -0.025 |
| 28.20 | 32.10 | 1,156 | 91.6% | 0.92 | 0.0047 | -0.020 | 42 | 1.05 | 1.68 | 1 | 424 | 90.3% | -0.08 | 0.0047 | -0.025 | |
| 27.80 | 31.65 | 2 | 2,463 | 91.3% | 0.92 | 0.0049 | -0.021 | 42.5 | 0.9200 | 1.72 | 2,031 | 87.8% | -0.08 | 0.0049 | -0.026 | |
| 27.65 | 31.20 | 1 | 806 | 93.2% | 0.91 | 0.0051 | -0.021 | 43 | 1.16 | 1.66 | 17 | 306 | 87.9% | -0.08 | 0.0051 | -0.026 |
| 27.05 | 30.75 | 616 | 91.0% | 0.91 | 0.0053 | -0.022 | 43.5 | 1.27 | 1.64 | 4 | 384 | 87.2% | -0.09 | 0.0053 | -0.027 | |
| 26.40 | 29.90 | 406 | 84.9% | 0.91 | 0.0054 | -0.023 | 44 | 1.22 | 1.71 | 3 | 254 | 85.8% | -0.09 | 0.0054 | -0.027 | |
| 26.00 | 29.85 | 506 | 88.0% | 0.90 | 0.0056 | -0.023 | 44.5 | 1.44 | 1.84 | 3 | 197 | 87.2% | -0.09 | 0.0056 | -0.028 | |
| 25.90 | 28.95 | 48 | 5,851 | 86.4% | 0.90 | 0.0058 | -0.024 | 45 | 1.45 | 1.96 | 45 | 3,455 | 86.7% | -0.10 | 0.0058 | -0.028 |
| 25.20 | 29.00 | 1 | 969 | 87.5% | 0.90 | 0.0060 | -0.025 | 45.5 | 1.49 | 1.80 | 7 | 260 | 84.1% | -0.10 | 0.0060 | -0.029 |
| 24.95 | 28.35 | 1,691 | 86.6% | 0.89 | 0.0062 | -0.025 | 46 | 1.60 | 1.87 | 22 | 408 | 84.0% | -0.10 | 0.0062 | -0.029 | |
| 24.50 | 28.15 | 522 | 87.6% | 0.89 | 0.0064 | -0.026 | 46.5 | 1.70 | 2.05 | 25 | 284 | 83.0% | -0.11 | 0.0064 | -0.030 | |
| 24.00 | 27.20 | 1 | 1,142 | 82.5% | 0.89 | 0.0066 | -0.026 | 47 | 1.74 | 2.11 | 14 | 646 | 83.8% | -0.11 | 0.0066 | -0.030 |
| 23.60 | 27.25 | 11 | 1,638 | 85.7% | 0.88 | 0.0068 | -0.027 | 47.5 | 1.76 | 2.18 | 7 | 639 | 82.9% | -0.12 | 0.0068 | -0.031 |
| 23.30 | 26.80 | 1,303 | 85.7% | 0.88 | 0.0071 | -0.028 | 48 | 1.67 | 2.09 | 5 | 1,093 | 80.0% | -0.12 | 0.0071 | -0.032 | |
| 22.70 | 26.20 | 1 | 376 | 82.7% | 0.87 | 0.0073 | -0.028 | 48.5 | 1.77 | 2.15 | 2 | 405 | 79.6% | -0.12 | 0.0073 | -0.032 |
| 23.70 | 24.85 | 2 | 307 | 85.4% | 0.87 | 0.0075 | -0.029 | 49 | 1.98 | 2.37 | 7 | 690 | 81.0% | -0.13 | 0.0075 | -0.033 |
| 21.80 | 25.55 | 2 | 1,570 | 82.4% | 0.87 | 0.0077 | -0.029 | 49.5 | 2.01 | 2.59 | 14 | 276 | 81.1% | -0.13 | 0.0077 | -0.033 |
| 22.90 | 24.10 | 14 | 14.3K | 85.2% | 0.86 | 0.0080 | -0.030 | 50 | 2.07 | 2.48 | 118 | 6,032 | 79.2% | -0.14 | 0.0080 | -0.034 |
| 20.90 | 23.90 | 389 | 75.5% | 0.86 | 0.0082 | -0.030 | 50.5 | 2.21 | 2.58 | 14 | 708 | 79.2% | -0.14 | 0.0082 | -0.034 | |
| 20.50 | 24.30 | 1,828 | 80.3% | 0.85 | 0.0085 | -0.031 | 51 | 2.26 | 2.64 | 26 | 792 | 78.3% | -0.15 | 0.0085 | -0.035 | |
| 20.10 | 23.90 | 348 | 79.8% | 0.85 | 0.0087 | -0.032 | 51.5 | 2.01 | 2.92 | 1,111 | 76.9% | -0.15 | 0.0087 | -0.035 | ||
| 20.35 | 22.55 | 2 | 2,774 | 77.6% | 0.84 | 0.0090 | -0.032 | 52 | 2.43 | 2.70 | 38 | 793 | 76.6% | -0.16 | 0.0090 | -0.036 |
| 19.70 | 22.85 | 3 | 1,429 | 79.8% | 0.84 | 0.0092 | -0.033 | 52.5 | 2.43 | 2.97 | 7 | 1,373 | 76.6% | -0.16 | 0.0092 | -0.036 |
| 18.80 | 22.65 | 4 | 508 | 77.5% | 0.83 | 0.0095 | -0.033 | 53 | 2.36 | 2.89 | 4 | 385 | 74.2% | -0.17 | 0.0095 | -0.037 |
| 19.70 | 22.05 | 1 | 755 | 83.1% | 0.83 | 0.0097 | -0.034 | 53.5 | 2.47 | 3.35 | 294 | 75.9% | -0.17 | 0.0097 | -0.037 | |
| 18.20 | 21.85 | 399 | 77.6% | 0.82 | 0.0100 | -0.035 | 54 | 2.78 | 3.05 | 5 | 386 | 74.4% | -0.18 | 0.0100 | -0.037 | |
| 17.60 | 21.45 | 840 | 75.9% | 0.82 | 0.0103 | -0.035 | 54.5 | 2.93 | 3.15 | 7 | 154 | 74.2% | -0.18 | 0.0103 | -0.038 | |
| 18.80 | 19.75 | 8 | 5,542 | 77.1% | 0.81 | 0.0105 | -0.036 | 55 | 3.05 | 3.30 | 96 | 2,431 | 74.0% | -0.19 | 0.0106 | -0.038 |
| 17.40 | 20.65 | 2,132 | 77.8% | 0.80 | 0.0108 | -0.036 | 55.5 | 3.05 | 3.35 | 4 | 332 | 72.7% | -0.19 | 0.0108 | -0.039 | |
| 17.85 | 20.25 | 785 | 81.4% | 0.80 | 0.0111 | -0.037 | 56 | 2.95 | 3.65 | 12 | 298 | 72.1% | -0.20 | 0.0111 | -0.039 | |
| 17.25 | 18.90 | 147 | 74.9% | 0.79 | 0.0114 | -0.037 | 56.5 | 3.25 | 3.55 | 17 | 348 | 71.5% | -0.21 | 0.0114 | -0.040 | |
| 17.10 | 18.60 | 3,608 | 75.9% | 0.79 | 0.0116 | -0.038 | 57 | 3.35 | 3.70 | 1 | 501 | 70.9% | -0.21 | 0.0117 | -0.040 | |
| 16.85 | 18.10 | 1,064 | 75.4% | 0.78 | 0.0119 | -0.038 | 57.5 | 3.40 | 3.80 | 5 | 487 | 70.3% | -0.22 | 0.0120 | -0.041 | |
| 16.25 | 18.75 | 577 | 78.7% | 0.77 | 0.0122 | -0.039 | 58 | 3.70 | 4.05 | 3 | 401 | 71.4% | -0.22 | 0.0122 | -0.041 | |
| 16.00 | 17.05 | 2 | 174 | 72.5% | 0.77 | 0.0125 | -0.039 | 58.5 | 3.70 | 4.05 | 2 | 197 | 69.7% | -0.23 | 0.0125 | -0.041 |
| 14.30 | 16.90 | 4 | 971 | 66.8% | 0.76 | 0.0128 | -0.040 | 59 | 3.85 | 4.10 | 2 | 637 | 69.0% | -0.24 | 0.0128 | -0.042 |
| 14.25 | 17.65 | 2 | 1,747 | 72.9% | 0.75 | 0.0130 | -0.040 | 59.5 | 3.95 | 4.40 | 1 | 268 | 69.2% | -0.25 | 0.0131 | -0.042 |
| 15.00 | 15.95 | 160 | 6,389 | 71.4% | 0.75 | 0.0133 | -0.041 | 60 | 3.95 | 4.45 | 167 | 5,762 | 67.8% | -0.25 | 0.0134 | -0.043 |
| 13.10 | 14.20 | 12 | 4,057 | 68.5% | 0.71 | 0.0148 | -0.042 | 62.5 | 4.70 | 5.35 | 243 | 762 | 66.6% | -0.29 | 0.0148 | -0.044 |
| 11.45 | 12.55 | 64 | 12.1K | 66.4% | 0.67 | 0.0161 | -0.044 | 65 | 5.65 | 6.00 | 299 | 1,971 | 64.1% | -0.33 | 0.0162 | -0.045 |
| 9.45 | 10.90 | 44 | 5,890 | 62.3% | 0.62 | 0.0173 | -0.045 | 67.5 | 6.40 | 7.30 | 112 | 1,970 | 63.2% | -0.38 | 0.0174 | -0.046 |
| 8.55 | 9.00 | 601 | 3,960 | 61.4% | 0.58 | 0.0184 | -0.045 | 70 | 7.75 | 8.00 | 152 | 2,569 | 61.2% | -0.42 | 0.0185 | -0.046 |
| 8.10 | 8.80 | 166 | 143 | 61.6% | 0.56 | 0.0187 | -0.045 | 71 | 7.55 | 9.00 | 30 | 157 | 60.1% | -0.44 | 0.0189 | -0.046 |
| 7.30 | 8.35 | 15 | 62 | 60.1% | 0.54 | 0.0190 | -0.045 | 72 | 7.00 | 10.30 | 14 | 331 | 58.7% | -0.46 | 0.0192 | -0.045 |
| 7.40 | 7.90 | 610 | 3,200 | 60.4% | 0.53 | 0.0192 | -0.045 | 72.5 | 8.35 | 10.05 | 92 | 2,760 | 60.6% | -0.47 | 0.0194 | -0.045 |
| 6.95 | 7.60 | 12 | 142 | 59.1% | 0.52 | 0.0193 | -0.045 | 73 | 7.70 | 10.60 | 31 | 58.1% | -0.48 | 0.0195 | -0.045 | |
| 6.45 | 7.90 | 6 | 28 | 61.2% | 0.50 | 0.0195 | -0.045 | 74 | 8.80 | 10.60 | 50 | 57 | 57.7% | -0.50 | 0.0197 | -0.045 |
| 6.10 | 6.80 | 398 | 6,317 | 58.7% | 0.48 | 0.0197 | -0.044 | 75 | 9.15 | 10.70 | 33 | 2,331 | 54.9% | -0.52 | 0.0199 | -0.044 |
| 5.75 | 6.35 | 1 | 32 | 58.4% | 0.46 | 0.0198 | -0.044 | 76 | 9.95 | 11.60 | 51 | 11 | 56.4% | -0.54 | 0.0200 | -0.043 |
| 4.85 | 7.05 | 20 | 204 | 60.1% | 0.44 | 0.0198 | -0.043 | 77 | 9.60 | 13.00 | 6 | 55.5% | -0.56 | 0.0201 | -0.043 | |
| 5.20 | 5.70 | 45 | 2,078 | 57.6% | 0.43 | 0.0198 | -0.043 | 77.5 | 9.90 | 13.50 | 9 | 692 | 56.0% | -0.57 | 0.0201 | -0.042 |
| 3.65 | 6.00 | 45 | 73 | 54.2% | 0.42 | 0.0198 | -0.043 | 78 | 10.20 | 13.90 | 59 | 56.0% | -0.58 | 0.0201 | -0.042 | |
| 4.40 | 5.35 | 57 | 123 | 56.8% | 0.40 | 0.0197 | -0.042 | 79 | 10.85 | 14.35 | 20 | 26 | 55.0% | -0.60 | 0.0200 | -0.041 |
| 4.35 | 4.60 | 2,863 | 7,939 | 56.0% | 0.38 | 0.0196 | -0.041 | 80 | 13.00 | 14.40 | 20 | 1,941 | 58.0% | -0.62 | 0.0200 | -0.040 |
| 3.20 | 4.80 | 11 | 71 | 54.4% | 0.36 | 0.0194 | -0.040 | 81 | 12.20 | 15.25 | 8 | 20 | 52.6% | -0.64 | 0.0198 | -0.039 |
| 2.89 | 5.30 | 18 | 56 | 57.2% | 0.35 | 0.0192 | -0.039 | 82 | 12.75 | 16.65 | 1 | 25 | 54.4% | -0.66 | 0.0196 | -0.038 |
| 3.50 | 3.95 | 27 | 1,819 | 55.3% | 0.34 | 0.0191 | -0.039 | 82.5 | 14.35 | 15.35 | 332 | 52.4% | -0.66 | 0.0195 | -0.037 | |
| 2.96 | 4.35 | 4 | 5,642 | 55.7% | 0.33 | 0.0189 | -0.038 | 83 | 13.45 | 17.40 | 36 | 54.2% | -0.67 | 0.0194 | -0.037 | |
| 2.94 | 3.55 | 28 | 71 | 54.2% | 0.31 | 0.0186 | -0.037 | 84 | 14.20 | 17.70 | 1 | 52.2% | -0.69 | 0.0191 | -0.036 | |
| 2.90 | 3.20 | 211 | 5,563 | 54.4% | 0.29 | 0.0182 | -0.036 | 85 | 15.15 | 18.90 | 120 | 884 | 54.6% | -0.71 | 0.0187 | -0.035 |
| 2.41 | 3.70 | 2 | 45 | 56.1% | 0.28 | 0.0178 | -0.035 | 86 | 16.20 | 18.35 | 6 | 49.8% | -0.73 | 0.0184 | -0.033 | |
| 2.38 | 2.75 | 415 | 10.0K | 53.5% | 0.26 | 0.0174 | -0.034 | 87 | 16.50 | 20.35 | 1 | 52.8% | -0.74 | 0.0180 | -0.032 | |
| 2.38 | 2.73 | 163 | 3,506 | 54.4% | 0.26 | 0.0172 | -0.033 | 87.5 | 17.75 | 20.30 | 1 | 111 | 54.5% | -0.75 | 0.0178 | -0.032 |
| 1.43 | 3.40 | 10 | 53.8% | 0.25 | 0.0169 | -0.033 | 88 | 17.30 | 21.35 | 2 | 53.5% | -0.76 | 0.0176 | -0.031 | ||
| 1.55 | 2.70 | 5 | 52.6% | 0.23 | 0.0165 | -0.032 | 89 | 18.50 | 21.65 | 52.7% | -0.77 | 0.0171 | -0.030 | |||
| 2.00 | 2.15 | 795 | 30.3K | 53.6% | 0.22 | 0.0160 | -0.030 | 90 | 19.85 | 22.45 | 1 | 639 | 55.0% | -0.79 | 0.0167 | -0.029 |
| 1.47 | 2.39 | 31 | 53.6% | 0.21 | 0.0154 | -0.029 | 91 | 19.80 | 23.65 | 2 | 52.1% | -0.80 | 0.0162 | -0.027 | ||
| 1.40 | 1.87 | 72 | 78 | 51.9% | 0.19 | 0.0149 | -0.028 | 92 | 20.60 | 24.15 | 1 | 49.6% | -0.81 | 0.0157 | -0.026 | |
| 1.44 | 1.81 | 1 | 2 | 53.1% | 0.18 | 0.0144 | -0.027 | 93 | 21.50 | 25.20 | 50.6% | -0.82 | 0.0153 | -0.025 | ||
| 1.12 | 1.88 | 5 | 53.0% | 0.17 | 0.0138 | -0.026 | 94 | 22.40 | 25.05 | 43.0% | -0.84 | 0.0148 | -0.024 | |||
| 1.09 | 1.47 | 50 | 2,685 | 51.7% | 0.16 | 0.0133 | -0.025 | 95 | 23.25 | 26.00 | 34 | 42.2% | -0.85 | 0.0143 | -0.023 | |
| 0.8600 | 1.65 | 4 | 52.6% | 0.15 | 0.0128 | -0.024 | 96 | 24.20 | 26.85 | 41.0% | -0.86 | 0.0138 | -0.021 | |||
| 0.8900 | 1.48 | 1 | 1 | 52.9% | 0.14 | 0.0122 | -0.023 | 97 | 25.30 | 27.75 | 42.1% | -0.87 | 0.0134 | -0.020 | ||
| 0.9500 | 1.25 | 52.9% | 0.13 | 0.0117 | -0.022 | 98 | 26.70 | 29.55 | 54.1% | -0.88 | 0.0129 | -0.019 | ||||
| 0.8600 | 1.08 | 13 | 1 | 52.2% | 0.13 | 0.0112 | -0.021 | 99 | 26.85 | 30.35 | 46.1% | -0.89 | 0.0124 | -0.018 | ||
| 0.7900 | 0.9800 | 247 | 8,042 | 52.5% | 0.12 | 0.0107 | -0.020 | 100 | 27.70 | 31.75 | 153 | 50.8% | -0.90 | 0.0120 | -0.017 | |
| 0.5000 | 0.6800 | 115 | 1,726 | 52.0% | 0.09 | 0.0084 | -0.016 | 105 | 32.30 | 36.60 | 156 | 51.0% | -0.93 | 0.0100 | -0.013 | |
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 — Jan 15, 2027
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