TSM цепочка опционов Taiwan Semiconductor Manufacturing Company Limited
Cboe delayed options data · по состоянию на 21:55 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 ±4.9% (396.66–437.26) · ATM IV 29.7% · P/C открытого интереса 1.77
| 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 | |
| 205.45 | 208.95 | 1 | 180 | 1.00 | 0.0000 | 0.000 | 210 | 0 | 0.0500 | 3,320 | 113.0% | -0.00 | 0.0000 | -0.004 | ||
| 195.45 | 198.15 | 164 | 1.00 | 0.0000 | 0.000 | 220 | 0 | 0.0400 | 3,833 | 103.8% | -0.00 | 0.0000 | -0.005 | |||
| 185.35 | 189.15 | 1 | 289 | 1.00 | 0.0000 | 0.000 | 230 | 0.0100 | 0.0500 | 3,755 | 100.4% | -0.00 | 0.0000 | -0.006 | ||
| 175.45 | 178.50 | 280 | 1.00 | 0.0000 | 0.000 | 240 | 0 | 0.0500 | 12.0K | 92.2% | -0.00 | 0.0000 | -0.007 | |||
| 165.45 | 168.85 | 875 | 1.00 | 0.0000 | 0.000 | 250 | 0.0100 | 0.0500 | 30 | 10.3K | 87.2% | -0.00 | 0.0000 | -0.008 | ||
| 155.50 | 158.80 | 1 | 662 | 1.00 | 0.0000 | 0.000 | 260 | 0.0100 | 0.0500 | 1 | 8,456 | 80.9% | -0.00 | 0.0001 | -0.009 | |
| 145.50 | 148.45 | 277 | 1.00 | 0.0001 | 0.000 | 270 | 0.0100 | 0.0800 | 1 | 7,280 | 77.8% | -0.00 | 0.0001 | -0.010 | ||
| 135.90 | 138.95 | 789 | 1.00 | 0.0001 | 0.000 | 280 | 0.0200 | 0.0400 | 4 | 5,461 | 69.0% | -0.00 | 0.0001 | -0.012 | ||
| 125.95 | 128.20 | 1,896 | 1.00 | 0.0001 | 0.000 | 290 | 0.0300 | 0.0600 | 3 | 5,553 | 65.9% | -0.00 | 0.0001 | -0.014 | ||
| 115.50 | 118.90 | 2,347 | 1.00 | 0.0002 | 0.000 | 300 | 0.0100 | 0.0700 | 106 | 5,854 | 59.5% | -0.00 | 0.0002 | -0.016 | ||
| 106.65 | 108.45 | 583 | 1.00 | 0.0002 | 0.000 | 310 | 0.0500 | 0.0900 | 2 | 1,804 | 57.3% | -0.00 | 0.0003 | -0.018 | ||
| 96.65 | 98.25 | 752 | 1.00 | 0.0003 | 0.000 | 320 | 0.0500 | 0.1000 | 21 | 9,499 | 52.1% | -0.01 | 0.0004 | -0.022 | ||
| 86.70 | 88.50 | 645 | 0.99 | 0.0004 | 0.000 | 330 | 0.0700 | 0.1200 | 18 | 7,156 | 48.0% | -0.01 | 0.0005 | -0.026 | ||
| 76.75 | 78.35 | 1,714 | 0.99 | 0.0006 | 0.000 | 340 | 0.0500 | 0.1700 | 21 | 7,252 | 43.2% | -0.01 | 0.0008 | -0.033 | ||
| 66.80 | 68.55 | 7 | 2,728 | 0.99 | 0.0010 | -0.002 | 350 | 0.1800 | 0.2100 | 22 | 7,379 | 40.8% | -0.02 | 0.0012 | -0.043 | |
| 56.85 | 58.80 | 1 | 2,393 | 34.8% | 0.98 | 0.0016 | -0.021 | 360 | 0.2600 | 0.3700 | 203 | 7,788 | 37.9% | -0.03 | 0.0018 | -0.058 |
| 47.10 | 48.65 | 8 | 1,130 | 30.2% | 0.96 | 0.0028 | -0.052 | 370 | 0.5000 | 0.6100 | 143 | 7,048 | 35.3% | -0.04 | 0.0031 | -0.085 |
| 42.25 | 44.00 | 20 | 31.8% | 0.95 | 0.0037 | -0.073 | 375 | 0.6200 | 0.7400 | 53 | 1,111 | 33.5% | -0.06 | 0.0040 | -0.104 | |
| 37.50 | 39.20 | 13 | 1,460 | 31.1% | 0.93 | 0.0049 | -0.099 | 380 | 0.9000 | 1.00 | 177 | 10.3K | 32.5% | -0.08 | 0.0052 | -0.128 |
| 32.85 | 34.55 | 15 | 46 | 30.7% | 0.91 | 0.0064 | -0.132 | 385 | 1.24 | 1.57 | 71 | 263 | 32.2% | -0.10 | 0.0067 | -0.157 |
| 28.35 | 30.00 | 18 | 3,250 | 30.1% | 0.87 | 0.0081 | -0.170 | 390 | 1.84 | 2.00 | 776 | 6,325 | 31.2% | -0.14 | 0.0085 | -0.192 |
| 24.15 | 25.65 | 10 | 1 | 29.8% | 0.83 | 0.0101 | -0.212 | 395 | 2.59 | 2.88 | 71 | 304 | 30.8% | -0.19 | 0.0104 | -0.229 |
| 22.15 | 23.50 | 7 | 11 | 29.6% | 0.80 | 0.0111 | -0.233 | 397.5 | 3.00 | 3.40 | 30 | 155 | 30.5% | -0.21 | 0.0113 | -0.248 |
| 20.25 | 21.45 | 159 | 7,925 | 29.4% | 0.77 | 0.0121 | -0.254 | 400 | 3.65 | 4.10 | 1,856 | 24.1K | 30.7% | -0.24 | 0.0123 | -0.266 |
| 18.40 | 19.60 | 14 | 11 | 29.5% | 0.74 | 0.0130 | -0.274 | 402.5 | 4.20 | 4.80 | 43 | 291 | 30.4% | -0.27 | 0.0131 | -0.283 |
| 16.65 | 17.70 | 27 | 138 | 29.2% | 0.71 | 0.0139 | -0.292 | 405 | 5.00 | 5.35 | 378 | 500 | 30.1% | -0.31 | 0.0139 | -0.298 |
| 15.05 | 16.00 | 71 | 67 | 29.4% | 0.67 | 0.0147 | -0.307 | 407.5 | 5.80 | 6.40 | 96 | 300 | 30.2% | -0.35 | 0.0146 | -0.311 |
| 13.75 | 14.55 | 852 | 4,435 | 30.0% | 0.63 | 0.0153 | -0.321 | 410 | 6.75 | 7.35 | 268 | 12.8K | 30.2% | -0.38 | 0.0152 | -0.322 |
| 12.20 | 12.85 | 165 | 126 | 29.5% | 0.59 | 0.0158 | -0.330 | 412.5 | 7.65 | 8.40 | 163 | 108 | 29.9% | -0.42 | 0.0156 | -0.329 |
| 10.85 | 11.50 | 373 | 774 | 29.6% | 0.55 | 0.0161 | -0.337 | 415 | 8.70 | 9.50 | 126 | 1,275 | 29.6% | -0.46 | 0.0158 | -0.333 |
| 9.55 | 10.20 | 101 | 162 | 29.5% | 0.51 | 0.0162 | -0.340 | 417.5 | 10.10 | 10.75 | 60 | 254 | 29.9% | -0.50 | 0.0159 | -0.334 |
| 8.55 | 9.00 | 392 | 8,240 | 29.8% | 0.47 | 0.0162 | -0.340 | 420 | 11.45 | 12.05 | 162 | 10.5K | 29.8% | -0.54 | 0.0159 | -0.332 |
| 7.35 | 7.95 | 126 | 198 | 29.6% | 0.43 | 0.0159 | -0.336 | 422.5 | 12.85 | 13.60 | 65 | 46 | 29.9% | -0.58 | 0.0156 | -0.326 |
| 6.40 | 6.95 | 158 | 395 | 29.6% | 0.40 | 0.0156 | -0.329 | 425 | 14.30 | 15.15 | 173 | 132 | 29.7% | -0.62 | 0.0152 | -0.318 |
| 5.55 | 6.15 | 78 | 276 | 29.8% | 0.36 | 0.0150 | -0.319 | 427.5 | 16.00 | 16.95 | 93 | 30.1% | -0.65 | 0.0147 | -0.306 | |
| 4.90 | 5.25 | 1,632 | 17.8K | 29.9% | 0.32 | 0.0144 | -0.306 | 430 | 17.70 | 18.55 | 342 | 4,173 | 29.8% | -0.69 | 0.0141 | -0.293 |
| 4.20 | 4.55 | 103 | 226 | 29.9% | 0.29 | 0.0137 | -0.292 | 432.5 | 19.55 | 20.65 | 25 | 14 | 30.4% | -0.72 | 0.0134 | -0.277 |
| 3.60 | 3.90 | 131 | 566 | 29.9% | 0.26 | 0.0129 | -0.276 | 435 | 21.45 | 22.55 | 1 | 24 | 30.5% | -0.75 | 0.0126 | -0.260 |
| 3.05 | 3.40 | 200 | 461 | 30.1% | 0.23 | 0.0120 | -0.259 | 437.5 | 23.35 | 24.55 | 2 | 30.5% | -0.78 | 0.0117 | -0.242 | |
| 2.68 | 2.93 | 742 | 7,347 | 30.4% | 0.20 | 0.0112 | -0.241 | 440 | 25.40 | 26.65 | 16 | 11.5K | 30.7% | -0.80 | 0.0109 | -0.224 |
| 2.27 | 2.51 | 177 | 292 | 30.4% | 0.18 | 0.0103 | -0.224 | 442.5 | 27.50 | 28.80 | 4 | 31.0% | -0.83 | 0.0100 | -0.205 | |
| 1.93 | 2.13 | 236 | 309 | 30.5% | 0.16 | 0.0094 | -0.206 | 445 | 29.60 | 30.95 | 4 | 31.0% | -0.85 | 0.0092 | -0.186 | |
| 1.40 | 1.55 | 605 | 7,203 | 30.9% | 0.12 | 0.0077 | -0.171 | 450 | 34.10 | 35.40 | 2 | 1,799 | 31.6% | -0.88 | 0.0075 | -0.150 |
| 0.9700 | 1.37 | 100 | 264 | 31.1% | 0.09 | 0.0062 | -0.139 | 455 | 38.40 | 40.00 | 26 | 31.0% | -0.91 | 0.0060 | -0.116 | |
| 0.6900 | 0.8100 | 273 | 2,726 | 31.5% | 0.07 | 0.0049 | -0.111 | 460 | 43.10 | 44.70 | 1 | 507 | 31.3% | -0.94 | 0.0048 | -0.086 |
| 0.3700 | 0.6000 | 47 | 506 | 31.3% | 0.05 | 0.0038 | -0.088 | 465 | 47.70 | 49.50 | 30.5% | -0.95 | 0.0037 | -0.061 | ||
| 0.3200 | 0.4300 | 130 | 5,770 | 32.2% | 0.04 | 0.0029 | -0.068 | 470 | 52.55 | 54.55 | 2 | 246 | 32.2% | -0.97 | 0.0028 | -0.039 |
| 0.1200 | 0.2700 | 235 | 7,393 | 33.2% | 0.02 | 0.0017 | -0.041 | 480 | 62.55 | 64.20 | 222 | 33.5% | -0.98 | 0.0016 | -0.007 | |
| 0.0700 | 0.1100 | 70 | 2,373 | 33.7% | 0.01 | 0.0010 | -0.025 | 490 | 72.25 | 74.10 | 54 | 27.2% | -0.99 | 0.0010 | 0.000 | |
| 0.0300 | 0.0800 | 70 | 6,265 | 35.2% | 0.01 | 0.0006 | -0.016 | 500 | 82.30 | 84.00 | 62 | 25.2% | -0.99 | 0.0006 | 0.000 | |
| 0.0200 | 0.0600 | 46 | 3,350 | 37.3% | 0.00 | 0.0004 | -0.012 | 510 | 91.60 | 95.00 | 13 | 44.3% | -1.00 | 0.0004 | 0.000 | |
| 0.0100 | 0.1200 | 2 | 855 | 42.6% | 0.00 | 0.0003 | -0.010 | 520 | 102.20 | 104.95 | 55.3% | -1.00 | 0.0003 | 0.000 | ||
| 0 | 0.1000 | 10 | 3,184 | 45.0% | 0.00 | 0.0002 | -0.009 | 530 | 111.60 | 114.95 | 51.7% | -1.00 | 0.0002 | 0.000 | ||
| 0.0100 | 0.0700 | 7 | 1,322 | 46.6% | 0.00 | 0.0002 | -0.008 | 540 | 121.75 | 124.95 | 58.2% | -1.00 | 0.0002 | 0.000 | ||
| 0 | 0.0300 | 15 | 2,607 | 46.5% | 0.00 | 0.0002 | -0.008 | 550 | 132.25 | 134.90 | 67.6% | -1.00 | 0.0002 | 0.000 | ||
| 0 | 0.0300 | 16 | 1,866 | 48.0% | 0.00 | 0.0001 | -0.007 | 560 | 141.85 | 144.90 | 66.7% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.0300 | 1 | 1,263 | 50.6% | 0.00 | 0.0001 | -0.007 | 570 | 151.65 | 154.90 | 67.3% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.0300 | 381 | 53.1% | 0.00 | 0.0001 | -0.006 | 580 | 161.45 | 165.00 | 69.1% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0400 | 1 | 332 | 57.0% | 0.00 | 0.0001 | -0.006 | 590 | 171.95 | 174.90 | 79.3% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.0100 | 1 | 995 | 53.5% | 0.00 | 0.0001 | -0.006 | 600 | 182.10 | 184.90 | 84.8% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.1200 | 564 | 68.3% | 0.00 | 0.0001 | -0.005 | 610 | 192.05 | 194.90 | 87.8% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.3600 | 826 | 72.9% | 0.00 | 0.0001 | -0.005 | 620 | 201.40 | 204.90 | 80.3% | -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.
Улыбка волатильности — Sep 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.
call-опционыput-опционы