TSM цепочка опционов Taiwan Semiconductor Manufacturing Company Limited
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 ±3.1% (407.69–433.44) · ATM IV 36.1% · P/C открытого интереса 0.78
| 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 | |
| 194.90 | 197.75 | 4 | 277.8% | 1.00 | 0.0000 | 0.000 | 225 | 0 | 0.0100 | 9 | 385 | 175.7% | -0.00 | 0.0000 | -0.001 | |
| 189.90 | 192.85 | 10 | 272.3% | 1.00 | 0.0000 | 0.000 | 230 | 0 | 0.0100 | 18 | 56 | 169.8% | -0.00 | 0.0000 | -0.001 | |
| 184.90 | 187.85 | 27 | 263.3% | 1.00 | 0.0000 | 0.000 | 235 | 0 | 0.1300 | 15 | 159 | 203.1% | -0.00 | 0.0000 | -0.001 | |
| 179.90 | 182.85 | 7 | 46 | 254.5% | 1.00 | 0.0000 | 0.000 | 240 | 0 | 0.0100 | 64 | 88 | 158.5% | -0.00 | 0.0000 | -0.001 |
| 174.90 | 177.80 | 22 | 244.2% | 1.00 | 0.0000 | 0.000 | 245 | 0 | 0.0800 | 65 | 385 | 180.9% | -0.00 | 0.0000 | -0.002 | |
| 169.90 | 172.85 | 25 | 237.4% | 1.00 | 0.0000 | 0.000 | 250 | 0 | 0.0200 | 17 | 57 | 155.2% | -0.00 | 0.0000 | -0.002 | |
| 164.95 | 167.85 | 34 | 230.7% | 1.00 | 0.0000 | 0.000 | 255 | 0 | 0.1400 | 50 | 78 | 177.8% | -0.00 | 0.0000 | -0.002 | |
| 159.90 | 162.80 | 11 | 219.5% | 1.00 | 0.0000 | 0.000 | 260 | 0 | 0.0200 | 3 | 88 | 144.2% | -0.00 | 0.0000 | -0.003 | |
| 154.90 | 157.90 | 36 | 214.5% | 1.00 | 0.0000 | 0.000 | 265 | 0 | 0.1400 | 80 | 176 | 165.2% | -0.00 | 0.0000 | -0.003 | |
| 149.95 | 152.90 | 72 | 208.0% | 1.00 | 0.0000 | 0.000 | 270 | 0 | 0.0200 | 1 | 137 | 133.5% | -0.00 | 0.0000 | -0.004 | |
| 144.95 | 147.80 | 46 | 197.5% | 1.00 | 0.0000 | 0.000 | 275 | 0 | 0.5400 | 1 | 49 | 179.3% | -0.00 | 0.0000 | -0.005 | |
| 139.95 | 142.80 | 14 | 189.9% | 1.00 | 0.0000 | 0.000 | 280 | 0 | 0.0300 | 280 | 127.4% | -0.00 | 0.0000 | -0.006 | ||
| 135.00 | 137.90 | 6 | 186.3% | 1.00 | 0.0000 | 0.000 | 285 | 0 | 0.5500 | 34 | 166.2% | -0.00 | 0.0000 | -0.007 | ||
| 129.95 | 132.50 | 7 | 166.5% | 1.00 | 0.0000 | 0.000 | 290 | 0 | 0.0300 | 238 | 117.1% | -0.00 | 0.0000 | -0.008 | ||
| 124.95 | 127.50 | 4 | 159.5% | 1.00 | 0.0001 | 0.000 | 295 | 0 | 0.5400 | 2 | 37 | 152.7% | -0.00 | 0.0001 | -0.009 | |
| 119.95 | 122.50 | 16 | 152.6% | 1.00 | 0.0001 | 0.000 | 300 | 0 | 0.0100 | 12 | 77 | 98.3% | -0.00 | 0.0001 | -0.010 | |
| 114.95 | 117.50 | 3 | 145.8% | 1.00 | 0.0001 | 0.000 | 305 | 0 | 0.2500 | 3 | 28 | 126.7% | -0.00 | 0.0001 | -0.012 | |
| 109.95 | 112.50 | 1 | 139.2% | 1.00 | 0.0001 | 0.000 | 310 | 0.0100 | 0.0800 | 39 | 100 | 108.0% | -0.00 | 0.0001 | -0.014 | |
| 104.95 | 107.50 | 132.6% | 1.00 | 0.0001 | -0.002 | 315 | 0 | 0.0500 | 189 | 97.1% | -0.00 | 0.0001 | -0.016 | |||
| 100.00 | 102.50 | 2 | 127.4% | 1.00 | 0.0001 | -0.005 | 320 | 0 | 0.0500 | 21 | 66 | 92.2% | -0.00 | 0.0001 | -0.018 | |
| 95.05 | 97.50 | 2 | 122.2% | 1.00 | 0.0002 | -0.008 | 325 | 0 | 0.0700 | 4 | 54 | 90.4% | -0.00 | 0.0002 | -0.020 | |
| 90.00 | 92.85 | 122.0% | 1.00 | 0.0002 | -0.012 | 330 | 0.0100 | 0.0400 | 2 | 134 | 82.7% | -0.00 | 0.0002 | -0.023 | ||
| 85.00 | 87.55 | 22 | 109.4% | 1.00 | 0.0003 | -0.016 | 335 | 0.0100 | 0.0300 | 78 | 157 | 76.4% | -0.00 | 0.0003 | -0.026 | |
| 80.05 | 82.55 | 22 | 104.2% | 1.00 | 0.0003 | -0.020 | 340 | 0.0100 | 0.0500 | 9 | 409 | 74.7% | -0.00 | 0.0003 | -0.030 | |
| 75.00 | 77.55 | 12 | 96.9% | 1.00 | 0.0004 | -0.025 | 345 | 0.0200 | 0.0800 | 11 | 311 | 73.9% | -0.00 | 0.0004 | -0.035 | |
| 70.05 | 72.55 | 6 | 17 | 91.7% | 0.99 | 0.0005 | -0.031 | 350 | 0.0400 | 0.0500 | 92 | 338 | 68.3% | -0.01 | 0.0005 | -0.040 |
| 65.05 | 67.60 | 2 | 86.5% | 0.99 | 0.0006 | -0.038 | 355 | 0.0500 | 0.0700 | 29 | 235 | 65.6% | -0.01 | 0.0006 | -0.046 | |
| 60.05 | 62.60 | 17 | 80.3% | 0.99 | 0.0008 | -0.047 | 360 | 0.0500 | 0.1000 | 9 | 614 | 62.5% | -0.01 | 0.0008 | -0.054 | |
| 55.10 | 57.60 | 9 | 75.0% | 0.99 | 0.0010 | -0.058 | 365 | 0.0800 | 0.1000 | 171 | 565 | 58.9% | -0.01 | 0.0010 | -0.065 | |
| 50.10 | 52.65 | 11 | 69.6% | 0.99 | 0.0014 | -0.072 | 370 | 0.1100 | 0.1300 | 170 | 480 | 56.0% | -0.01 | 0.0014 | -0.078 | |
| 45.25 | 47.70 | 15 | 66.0% | 0.98 | 0.0019 | -0.091 | 375 | 0.1200 | 0.1700 | 111 | 3,787 | 52.4% | -0.02 | 0.0019 | -0.097 | |
| 40.20 | 42.75 | 1 | 18 | 59.7% | 0.98 | 0.0026 | -0.118 | 380 | 0.1700 | 0.2500 | 505 | 757 | 50.0% | -0.02 | 0.0026 | -0.124 |
| 35.30 | 37.80 | 18 | 54.9% | 0.97 | 0.0036 | -0.157 | 385 | 0.2600 | 0.2900 | 239 | 721 | 46.7% | -0.03 | 0.0036 | -0.162 | |
| 30.35 | 32.95 | 33 | 50.2% | 0.95 | 0.0052 | -0.213 | 390 | 0.3800 | 0.4200 | 267 | 987 | 44.1% | -0.05 | 0.0052 | -0.218 | |
| 28.10 | 30.55 | 1 | 49.6% | 0.94 | 0.0062 | -0.250 | 392.5 | 0.4800 | 0.5200 | 199 | 242 | 43.1% | -0.06 | 0.0063 | -0.254 | |
| 25.60 | 28.20 | 2 | 28 | 47.1% | 0.93 | 0.0075 | -0.293 | 395 | 0.5800 | 0.6500 | 391 | 1,486 | 42.0% | -0.07 | 0.0075 | -0.298 |
| 23.70 | 24.80 | 7 | 25 | 41.7% | 0.91 | 0.0090 | -0.344 | 397.5 | 0.7500 | 0.8100 | 298 | 222 | 41.1% | -0.09 | 0.0090 | -0.349 |
| 21.55 | 22.50 | 43 | 190 | 41.5% | 0.89 | 0.0106 | -0.402 | 400 | 0.9800 | 1.04 | 434 | 1,655 | 40.6% | -0.11 | 0.0107 | -0.407 |
| 18.85 | 20.35 | 2 | 131 | 38.7% | 0.86 | 0.0125 | -0.467 | 402.5 | 1.23 | 1.32 | 313 | 314 | 39.8% | -0.14 | 0.0126 | -0.472 |
| 17.35 | 17.70 | 24 | 176 | 38.9% | 0.83 | 0.0146 | -0.536 | 405 | 1.57 | 1.65 | 519 | 620 | 39.1% | -0.17 | 0.0147 | -0.541 |
| 15.20 | 15.55 | 18 | 218 | 37.7% | 0.79 | 0.0167 | -0.607 | 407.5 | 1.99 | 2.09 | 557 | 400 | 38.5% | -0.21 | 0.0168 | -0.613 |
| 13.30 | 13.60 | 102 | 511 | 37.6% | 0.75 | 0.0188 | -0.675 | 410 | 2.49 | 2.66 | 791 | 851 | 38.0% | -0.25 | 0.0190 | -0.681 |
| 11.45 | 11.75 | 57 | 149 | 37.1% | 0.70 | 0.0208 | -0.736 | 412.5 | 3.15 | 3.35 | 533 | 548 | 37.6% | -0.30 | 0.0210 | -0.744 |
| 9.75 | 10.05 | 193 | 637 | 36.9% | 0.65 | 0.0225 | -0.786 | 415 | 3.85 | 4.05 | 710 | 2,360 | 36.7% | -0.35 | 0.0227 | -0.794 |
| 8.15 | 8.45 | 479 | 425 | 36.4% | 0.59 | 0.0238 | -0.819 | 417.5 | 4.80 | 5.05 | 1,138 | 769 | 36.6% | -0.41 | 0.0241 | -0.828 |
| 6.75 | 7.00 | 1,316 | 3,209 | 36.0% | 0.53 | 0.0247 | -0.833 | 420 | 5.85 | 6.15 | 1,093 | 1,237 | 36.2% | -0.47 | 0.0249 | -0.842 |
| 5.45 | 5.70 | 1,127 | 748 | 35.5% | 0.47 | 0.0249 | -0.825 | 422.5 | 7.10 | 7.35 | 286 | 638 | 35.8% | -0.54 | 0.0252 | -0.834 |
| 4.40 | 4.65 | 3,897 | 1,572 | 35.6% | 0.41 | 0.0245 | -0.795 | 425 | 8.45 | 8.75 | 800 | 728 | 35.4% | -0.60 | 0.0248 | -0.803 |
| 3.45 | 3.65 | 479 | 1,735 | 35.0% | 0.35 | 0.0235 | -0.745 | 427.5 | 10.05 | 10.35 | 111 | 411 | 35.3% | -0.66 | 0.0237 | -0.753 |
| 2.71 | 2.79 | 3,096 | 2,422 | 34.9% | 0.29 | 0.0219 | -0.679 | 430 | 11.80 | 12.05 | 218 | 1,764 | 35.2% | -0.72 | 0.0221 | -0.685 |
| 2.06 | 2.13 | 848 | 731 | 34.7% | 0.24 | 0.0199 | -0.602 | 432.5 | 13.60 | 14.05 | 36 | 154 | 35.3% | -0.77 | 0.0201 | -0.607 |
| 1.55 | 1.61 | 2,142 | 1,963 | 34.6% | 0.19 | 0.0176 | -0.519 | 435 | 15.55 | 15.90 | 27 | 733 | 34.4% | -0.82 | 0.0178 | -0.523 |
| 1.15 | 1.21 | 1,145 | 726 | 34.6% | 0.15 | 0.0152 | -0.437 | 437.5 | 17.30 | 18.30 | 4 | 280 | 34.0% | -0.86 | 0.0154 | -0.440 |
| 0.8400 | 0.9000 | 3,344 | 1,234 | 34.7% | 0.12 | 0.0128 | -0.359 | 440 | 19.20 | 20.35 | 87 | 993 | 30.7% | -0.89 | 0.0130 | -0.360 |
| 0.6100 | 0.6700 | 2,432 | 1,938 | 34.8% | 0.09 | 0.0106 | -0.289 | 442.5 | 21.70 | 23.35 | 8 | 610 | 37.2% | -0.92 | 0.0108 | -0.289 |
| 0.4400 | 0.5000 | 3,221 | 524 | 35.1% | 0.07 | 0.0086 | -0.229 | 445 | 23.35 | 25.05 | 65 | 486 | -0.94 | 0.0088 | -0.228 | |
| 0.3100 | 0.3800 | 334 | 279 | 35.4% | 0.05 | 0.0068 | -0.179 | 447.5 | 25.60 | 28.15 | 15 | 261 | -0.96 | 0.0071 | -0.177 | |
| 0.2300 | 0.2700 | 1,365 | 2,276 | 35.6% | 0.04 | 0.0054 | -0.139 | 450 | 28.55 | 30.40 | 37 | 1,309 | 33.6% | -0.97 | 0.0056 | -0.138 |
| 0.1800 | 0.2100 | 267 | 249 | 36.4% | 0.03 | 0.0042 | -0.108 | 452.5 | 29.90 | 32.85 | 14 | 95 | -0.98 | 0.0042 | -0.110 | |
| 0.1300 | 0.1400 | 253 | 664 | 36.5% | 0.02 | 0.0033 | -0.084 | 455 | 32.95 | 35.10 | 25 | 218 | -0.99 | 0.0031 | -0.090 | |
| 0.0700 | 0.1400 | 74 | 309 | 37.2% | 0.02 | 0.0026 | -0.065 | 457.5 | 35.40 | 37.80 | 1 | 125 | -0.99 | 0.0022 | -0.078 | |
| 0.0600 | 0.0800 | 773 | 1,604 | 37.1% | 0.01 | 0.0020 | -0.051 | 460 | 37.95 | 40.30 | 3 | -0.99 | 0.0015 | -0.071 | ||
| 0.0400 | 0.0600 | 61 | 301 | 37.5% | 0.01 | 0.0016 | -0.041 | 462.5 | 40.40 | 42.80 | -1.00 | 0.0010 | -0.066 | |||
| 0.0300 | 0.0400 | 141 | 454 | 37.8% | 0.01 | 0.0013 | -0.033 | 465 | 42.30 | 45.30 | -1.00 | 0.0007 | -0.064 | |||
| 0.0300 | 0.0500 | 20 | 605 | 40.1% | 0.01 | 0.0010 | -0.027 | 467.5 | 45.40 | 47.75 | 6 | -1.00 | 0.0004 | -0.063 | ||
| 0.0200 | 0.0400 | 365 | 1,674 | 40.6% | 0.01 | 0.0008 | -0.022 | 470 | 47.95 | 50.05 | 7 | -1.00 | 0.0003 | -0.062 | ||
| 0.0100 | 0.0400 | 868 | 389 | 41.5% | 0.00 | 0.0007 | -0.019 | 472.5 | 50.40 | 52.80 | 6 | -1.00 | 0.0002 | -0.061 | ||
| 0.0100 | 0.0300 | 140 | 708 | 42.2% | 0.00 | 0.0006 | -0.016 | 475 | 52.90 | 55.05 | -1.00 | 0.0001 | -0.061 | |||
| 0 | 0.0500 | 7 | 399 | 44.9% | 0.00 | 0.0005 | -0.014 | 477.5 | 55.40 | 57.80 | -1.00 | 0.0001 | -0.061 | |||
| 0.0100 | 0.0200 | 93 | 2,376 | 44.3% | 0.00 | 0.0004 | -0.012 | 480 | 57.65 | 60.30 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.0200 | 11 | 300 | 44.2% | 0.00 | 0.0004 | -0.010 | 482.5 | 60.40 | 62.80 | -1.00 | 0.0000 | -0.061 | |||
| 0.0100 | 0.0200 | 24 | 601 | 47.4% | 0.00 | 0.0003 | -0.009 | 485 | 62.90 | 65.25 | 1 | -1.00 | 0.0000 | -0.061 | ||
| 0 | 0.0300 | 5 | 388 | 48.9% | 0.00 | 0.0003 | -0.008 | 487.5 | 65.40 | 67.70 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.0300 | 4 | 408 | 50.5% | 0.00 | 0.0002 | -0.007 | 490 | 67.85 | 70.20 | 1 | -1.00 | 0.0000 | -0.061 | ||
| 0 | 1.39 | 121 | 85.8% | 0.00 | 0.0002 | -0.007 | 492.5 | 70.35 | 72.75 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.0500 | 17 | 690 | 56.2% | 0.00 | 0.0002 | -0.006 | 495 | 72.90 | 75.30 | 1 | -1.00 | 0.0000 | -0.061 | ||
| 0 | 2.12 | 21 | 97.9% | 0.00 | 0.0002 | -0.005 | 497.5 | 75.40 | 77.75 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.0200 | 233 | 2,532 | 54.5% | 0.00 | 0.0001 | -0.005 | 500 | 77.65 | 80.40 | 5 | -1.00 | 0.0000 | -0.061 | ||
| 0 | 2.13 | 1 | 102.6% | 0.00 | 0.0001 | -0.004 | 502.5 | 80.05 | 82.55 | 5 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 2.13 | 265 | 104.8% | 0.00 | 0.0001 | -0.004 | 505 | 82.50 | 85.10 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.2600 | 13 | 1,117 | 78.3% | 0.00 | 0.0001 | -0.003 | 510 | 87.90 | 90.30 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 1.96 | 10 | 171 | 111.7% | 0.00 | 0.0001 | -0.003 | 515 | 92.90 | 95.30 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.0200 | 60 | 584 | 65.7% | 0.00 | 0.0001 | -0.002 | 520 | 97.90 | 100.15 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.2000 | 4 | 215 | 85.7% | 0.00 | 0.0000 | -0.002 | 525 | 102.90 | 105.30 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.1500 | 3 | 284 | 86.0% | 0.00 | 0.0000 | -0.002 | 530 | 107.90 | 110.30 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.1000 | 12 | 85.3% | 0.00 | 0.0000 | -0.001 | 535 | 112.90 | 115.30 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.7900 | 22 | 177 | 113.7% | 0.00 | 0.0000 | -0.001 | 540 | 117.90 | 120.30 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.2500 | 12 | 100.7% | 0.00 | 0.0000 | -0.001 | 545 | 122.90 | 125.30 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.1600 | 264 | 98.7% | 0.00 | 0.0000 | -0.001 | 550 | 127.90 | 130.30 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.2800 | 331 | 111.3% | 0.00 | 0.0000 | -0.001 | 560 | 137.85 | 140.30 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.2500 | 80 | 115.7% | 0.00 | 0.0000 | -0.001 | 570 | 147.90 | 150.25 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 1.35 | 52 | 39 | 152.0% | 0.00 | 0.0000 | -0.000 | 580 | 157.90 | 160.10 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 1.44 | 42 | 9 | 160.2% | 0.00 | 0.0000 | -0.000 | 590 | 167.90 | 170.15 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.1000 | 3 | 50 | 120.6% | 0.00 | 0.0000 | -0.000 | 600 | 177.90 | 180.20 | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.0800 | 110 | 38 | 123.0% | 0.00 | 0.0000 | -0.000 | 610 | 187.90 | 190.30 | 3 | -1.00 | 0.0000 | -0.061 | ||
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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