TWLO цепочка опционов Twilio 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 ±8.3% (208.28–246.08) · ATM IV 49.3% · P/C открытого интереса 0.63
| 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 | |
| 111.50 | 115.00 | 69 | 175.0% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.4000 | 71 | 143.8% | -0.00 | 0.0001 | -0.006 | ||
| 106.40 | 110.00 | 81 | 162.8% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.4000 | 595 | 135.6% | -0.00 | 0.0001 | -0.007 | ||
| 101.20 | 105.00 | 77 | 148.9% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 0.2000 | 49 | 117.0% | -0.00 | 0.0001 | -0.008 | ||
| 96.40 | 100.00 | 82 | 143.9% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 0.2000 | 45 | 110.0% | -0.00 | 0.0001 | -0.009 | ||
| 91.50 | 94.30 | 112 | 121.6% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 0.2000 | 29 | 103.2% | -0.00 | 0.0002 | -0.011 | ||
| 86.30 | 90.00 | 188 | 124.5% | 1.00 | 0.0002 | -0.002 | 140 | 0 | 0.2000 | 43 | 96.6% | -0.00 | 0.0002 | -0.013 | ||
| 81.50 | 85.00 | 59 | 119.7% | 1.00 | 0.0003 | -0.005 | 145 | 0 | 0.2000 | 83 | 90.3% | -0.00 | 0.0003 | -0.015 | ||
| 76.50 | 80.00 | 152 | 111.6% | 0.99 | 0.0004 | -0.009 | 150 | 0 | 0.2500 | 114 | 86.5% | -0.01 | 0.0004 | -0.018 | ||
| 71.60 | 75.00 | 54 | 105.2% | 0.99 | 0.0005 | -0.012 | 155 | 0 | 0.2000 | 214 | 78.2% | -0.01 | 0.0005 | -0.021 | ||
| 66.30 | 70.00 | 106 | 93.2% | 0.99 | 0.0007 | -0.017 | 160 | 0 | 0.2500 | 281 | 74.5% | -0.01 | 0.0007 | -0.024 | ||
| 61.50 | 65.00 | 42 | 88.8% | 0.99 | 0.0009 | -0.021 | 165 | 0 | 0.3000 | 50 | 70.4% | -0.01 | 0.0009 | -0.029 | ||
| 56.60 | 59.50 | 65 | 75.8% | 0.98 | 0.0012 | -0.028 | 170 | 0 | 0.3500 | 248 | 66.0% | -0.02 | 0.0012 | -0.034 | ||
| 51.50 | 55.00 | 34 | 74.5% | 0.98 | 0.0016 | -0.035 | 175 | 0 | 0.3000 | 52 | 59.0% | -0.02 | 0.0016 | -0.041 | ||
| 46.60 | 50.30 | 106 | 71.8% | 0.97 | 0.0022 | -0.046 | 180 | 0 | 0.6000 | 139 | 59.6% | -0.03 | 0.0022 | -0.051 | ||
| 41.70 | 44.40 | 448 | 67.4% | 0.96 | 0.0030 | -0.061 | 185 | 0.0500 | 0.5000 | 144 | 52.9% | -0.04 | 0.0030 | -0.066 | ||
| 37.10 | 40.50 | 113 | 63.3% | 0.95 | 0.0041 | -0.081 | 190 | 0.1500 | 1.05 | 56 | 54.8% | -0.05 | 0.0041 | -0.086 | ||
| 32.30 | 36.00 | 675 | 60.5% | 0.92 | 0.0056 | -0.108 | 195 | 0.4000 | 1.20 | 515 | 51.7% | -0.08 | 0.0056 | -0.113 | ||
| 30.00 | 33.50 | 100 | 57.9% | 0.91 | 0.0065 | -0.124 | 197.5 | 0.5000 | 1.75 | 3 | 52.8% | -0.09 | 0.0065 | -0.128 | ||
| 28.20 | 31.50 | 258 | 60.1% | 0.89 | 0.0075 | -0.141 | 200 | 0.8000 | 1.95 | 814 | 52.2% | -0.11 | 0.0075 | -0.145 | ||
| 25.70 | 29.00 | 56.1% | 0.87 | 0.0085 | -0.160 | 202.5 | 1.05 | 2.45 | 52.4% | -0.13 | 0.0085 | -0.163 | ||||
| 24.00 | 27.00 | 2 | 57.5% | 0.84 | 0.0096 | -0.178 | 205 | 1.40 | 2.55 | 5 | 50.6% | -0.16 | 0.0096 | -0.182 | ||
| 22.00 | 25.00 | 57.0% | 0.82 | 0.0107 | -0.197 | 207.5 | 1.75 | 2.90 | 49.6% | -0.18 | 0.0107 | -0.201 | ||||
| 19.70 | 23.00 | 525 | 55.0% | 0.79 | 0.0118 | -0.216 | 210 | 2.10 | 3.60 | 332 | 49.4% | -0.21 | 0.0118 | -0.219 | ||
| 18.00 | 21.00 | 2 | 54.7% | 0.76 | 0.0128 | -0.233 | 212.5 | 2.75 | 4.40 | 50.0% | -0.24 | 0.0129 | -0.236 | |||
| 16.30 | 19.10 | 2 | 54.2% | 0.72 | 0.0138 | -0.249 | 215 | 3.50 | 5.50 | 65 | 51.2% | -0.28 | 0.0138 | -0.252 | ||
| 14.70 | 16.90 | 52.6% | 0.69 | 0.0147 | -0.264 | 217.5 | 4.20 | 6.50 | 3 | 51.3% | -0.31 | 0.0148 | -0.266 | |||
| 13.00 | 15.70 | 481 | 53.2% | 0.65 | 0.0154 | -0.276 | 220 | 5.00 | 6.30 | 562 | 47.7% | -0.35 | 0.0155 | -0.278 | ||
| 11.60 | 14.20 | 1 | 3 | 53.2% | 0.61 | 0.0160 | -0.284 | 222.5 | 5.50 | 7.50 | 1 | 46.8% | -0.39 | 0.0161 | -0.287 | |
| 10.20 | 12.20 | 4 | 51.3% | 0.57 | 0.0165 | -0.290 | 225 | 6.70 | 8.60 | 4 | 46.9% | -0.44 | 0.0166 | -0.293 | ||
| 9.00 | 10.80 | 3 | 51.1% | 0.53 | 0.0168 | -0.293 | 227.5 | 7.60 | 10.40 | 150 | 47.5% | -0.48 | 0.0169 | -0.295 | ||
| 7.70 | 10.10 | 2 | 867 | 51.9% | 0.48 | 0.0168 | -0.292 | 230 | 8.90 | 11.40 | 7 | 142 | 46.5% | -0.52 | 0.0170 | -0.294 |
| 6.40 | 9.50 | 1 | 12 | 52.4% | 0.44 | 0.0167 | -0.288 | 232.5 | 10.10 | 13.20 | 1 | 46.7% | -0.56 | 0.0169 | -0.290 | |
| 5.90 | 7.20 | 4 | 50.1% | 0.40 | 0.0164 | -0.281 | 235 | 11.50 | 14.70 | 16 | 46.1% | -0.60 | 0.0166 | -0.283 | ||
| 5.00 | 6.20 | 2 | 49.6% | 0.36 | 0.0160 | -0.271 | 237.5 | 13.00 | 16.10 | 29 | 44.9% | -0.64 | 0.0162 | -0.273 | ||
| 4.30 | 4.80 | 2 | 368 | 48.0% | 0.32 | 0.0154 | -0.259 | 240 | 14.90 | 17.50 | 133 | 44.1% | -0.68 | 0.0156 | -0.260 | |
| 2.80 | 5.50 | 37 | 49.6% | 0.29 | 0.0147 | -0.244 | 242.5 | 16.80 | 19.50 | 3 | 44.6% | -0.72 | 0.0148 | -0.245 | ||
| 2.40 | 4.70 | 5 | 106 | 49.6% | 0.25 | 0.0138 | -0.228 | 245 | 18.00 | 21.50 | 31 | 42.1% | -0.75 | 0.0140 | -0.229 | |
| 2.00 | 4.10 | 17 | 49.9% | 0.22 | 0.0129 | -0.211 | 247.5 | 20.00 | 23.40 | 41.1% | -0.78 | 0.0130 | -0.212 | |||
| 2.00 | 2.60 | 1,546 | 47.7% | 0.19 | 0.0119 | -0.194 | 250 | 23.10 | 25.60 | 82 | 45.5% | -0.81 | 0.0120 | -0.194 | ||
| 1.30 | 2.30 | 32 | 49.6% | 0.15 | 0.0099 | -0.161 | 255 | 26.50 | 29.90 | 39.4% | -0.86 | 0.0100 | -0.161 | |||
| 0.5500 | 1.95 | 1,328 | 49.7% | 0.11 | 0.0080 | -0.133 | 260 | 31.00 | 34.40 | 17 | -0.90 | 0.0082 | -0.132 | |||
| 0.2000 | 1.50 | 21 | 49.7% | 0.08 | 0.0064 | -0.110 | 265 | 36.70 | 39.50 | 47.2% | -0.92 | 0.0067 | -0.110 | |||
| 0.0500 | 1.15 | 182 | 50.2% | 0.07 | 0.0051 | -0.092 | 270 | 40.80 | 44.40 | 20 | -0.94 | 0.0055 | -0.095 | |||
| 0.1000 | 0.7500 | 334 | 54.8% | 0.04 | 0.0034 | -0.067 | 280 | 50.50 | 53.90 | 7 | -0.97 | 0.0038 | -0.071 | |||
| 0.1000 | 0.5000 | 270 | 58.6% | 0.03 | 0.0023 | -0.051 | 290 | 60.20 | 64.00 | -0.98 | 0.0026 | -0.053 | ||||
| 0 | 0.4000 | 582 | 61.4% | 0.02 | 0.0016 | -0.040 | 300 | 70.20 | 73.80 | -0.99 | 0.0016 | -0.041 | ||||
| 0 | 0.3000 | 255 | 64.9% | 0.01 | 0.0012 | -0.032 | 310 | 80.20 | 83.80 | -1.00 | 0.0009 | -0.032 | ||||
| 0 | 0.2500 | 57 | 68.9% | 0.01 | 0.0009 | -0.027 | 320 | 90.20 | 93.80 | -1.00 | 0.0005 | -0.028 | ||||
| 0 | 0.2500 | 28 | 74.2% | 0.01 | 0.0007 | -0.022 | 330 | 100.20 | 103.80 | -1.00 | 0.0002 | -0.026 | ||||
| 0 | 0.2000 | 64 | 77.2% | 0.01 | 0.0005 | -0.019 | 340 | 110.20 | 113.80 | -1.00 | 0.0001 | -0.026 | ||||
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.