TXN цепочка опционов Texas Instruments Incorporated
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 ±7.1% (230.95–266.00) · ATM IV 35.6% · P/C открытого интереса 1.48
| 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 | |
| 87.75 | 90.90 | 93.2% | 1.00 | 0.0003 | 0.000 | 160 | 0 | 0.4800 | 1 | 4 | 84.1% | -0.00 | 0.0003 | -0.012 | ||
| 82.45 | 85.95 | 82.7% | 0.99 | 0.0004 | 0.000 | 165 | 0 | 0.4800 | 1 | 7 | 78.9% | -0.01 | 0.0004 | -0.014 | ||
| 77.70 | 81.00 | 81.9% | 0.99 | 0.0005 | 0.000 | 170 | 0 | 0.7300 | 7 | 78.7% | -0.01 | 0.0005 | -0.015 | |||
| 72.95 | 75.95 | 1 | 78.8% | 0.99 | 0.0006 | 0.000 | 175 | 0 | 0.7300 | 121 | 73.5% | -0.01 | 0.0006 | -0.018 | ||
| 67.85 | 71.10 | 74.2% | 0.99 | 0.0008 | 0.000 | 180 | 0 | 1.38 | 19 | 76.5% | -0.01 | 0.0008 | -0.020 | |||
| 63.00 | 66.05 | 1 | 69.1% | 0.99 | 0.0010 | 0.000 | 185 | 0 | 1.00 | 6 | 66.9% | -0.01 | 0.0010 | -0.023 | ||
| 58.05 | 61.05 | 64.1% | 0.98 | 0.0012 | -0.000 | 190 | 0 | 1.19 | 9 | 63.8% | -0.02 | 0.0012 | -0.027 | |||
| 52.90 | 56.10 | 57.7% | 0.98 | 0.0016 | -0.007 | 195 | 0 | 1.11 | 10 | 57.9% | -0.02 | 0.0016 | -0.032 | |||
| 47.95 | 51.20 | 53.8% | 0.97 | 0.0021 | -0.015 | 200 | 0 | 1.11 | 122 | 52.9% | -0.03 | 0.0021 | -0.037 | |||
| 43.25 | 46.30 | 51.7% | 0.97 | 0.0028 | -0.025 | 205 | 0.0500 | 0.3900 | 13 | 40.6% | -0.03 | 0.0028 | -0.045 | |||
| 38.35 | 41.50 | 48.3% | 0.95 | 0.0037 | -0.037 | 210 | 0.0200 | 0.7700 | 20 | 40.2% | -0.05 | 0.0038 | -0.055 | |||
| 33.75 | 36.65 | 1 | 45.9% | 0.94 | 0.0050 | -0.052 | 215 | 0.1200 | 1.11 | 26 | 39.1% | -0.06 | 0.0051 | -0.068 | ||
| 28.90 | 32.00 | 1 | 42.5% | 0.91 | 0.0068 | -0.072 | 220 | 0.5000 | 1.32 | 26 | 37.6% | -0.09 | 0.0069 | -0.086 | ||
| 24.45 | 27.15 | 39.5% | 0.87 | 0.0090 | -0.096 | 225 | 1.07 | 1.90 | 33 | 37.3% | -0.13 | 0.0091 | -0.108 | |||
| 20.40 | 23.25 | 39.8% | 0.82 | 0.0115 | -0.123 | 230 | 2.01 | 2.62 | 18 | 37.0% | -0.18 | 0.0116 | -0.133 | |||
| 16.90 | 19.35 | 39.9% | 0.76 | 0.0140 | -0.150 | 235 | 3.05 | 3.80 | 146 | 36.5% | -0.25 | 0.0142 | -0.157 | |||
| 13.45 | 15.75 | 39.0% | 0.68 | 0.0162 | -0.172 | 240 | 4.60 | 5.25 | 3 | 32 | 36.2% | -0.32 | 0.0164 | -0.178 | ||
| 10.45 | 11.50 | 3 | 36.1% | 0.59 | 0.0177 | -0.188 | 245 | 6.45 | 7.15 | 45 | 35.6% | -0.41 | 0.0179 | -0.192 | ||
| 7.80 | 8.80 | 4 | 35.6% | 0.50 | 0.0183 | -0.193 | 250 | 8.85 | 9.60 | 4 | 271 | 35.5% | -0.50 | 0.0186 | -0.195 | |
| 5.65 | 6.60 | 2 | 90 | 35.3% | 0.41 | 0.0180 | -0.188 | 255 | 11.70 | 12.50 | 12 | 113 | 35.3% | -0.59 | 0.0183 | -0.188 |
| 4.05 | 4.85 | 6 | 198 | 35.3% | 0.33 | 0.0167 | -0.174 | 260 | 13.55 | 15.80 | 25 | 31.8% | -0.68 | 0.0171 | -0.172 | |
| 2.82 | 3.55 | 1 | 18 | 35.5% | 0.25 | 0.0148 | -0.153 | 265 | 17.30 | 19.80 | 19 | 32.0% | -0.76 | 0.0152 | -0.150 | |
| 1.82 | 2.52 | 1 | 70 | 35.3% | 0.19 | 0.0125 | -0.131 | 270 | 21.10 | 24.15 | 15 | 31.3% | -0.82 | 0.0129 | -0.126 | |
| 0.7200 | 1.93 | 13 | 34.3% | 0.14 | 0.0102 | -0.108 | 275 | 25.45 | 28.55 | 23 | 30.1% | -0.87 | 0.0106 | -0.101 | ||
| 0.4000 | 1.78 | 30 | 36.5% | 0.10 | 0.0081 | -0.088 | 280 | 30.05 | 33.10 | 4 | -0.91 | 0.0084 | -0.078 | |||
| 0.3000 | 1.38 | 17 | 38.0% | 0.08 | 0.0064 | -0.072 | 285 | 34.80 | 38.00 | 1 | -0.94 | 0.0070 | -0.057 | |||
| 0.0100 | 1.10 | 144 | 38.0% | 0.06 | 0.0050 | -0.059 | 290 | 39.60 | 42.75 | 1 | -0.96 | 0.0061 | -0.046 | |||
| 0.0500 | 2.38 | 15 | 49.1% | 0.04 | 0.0039 | -0.049 | 295 | 44.60 | 47.80 | 1 | -0.98 | 0.0049 | -0.046 | |||
| 0 | 1.55 | 24 | 47.6% | 0.04 | 0.0031 | -0.041 | 300 | 49.60 | 52.75 | 1 | -0.99 | 0.0036 | -0.053 | |||
| 0 | 0.9500 | 30 | 46.2% | 0.03 | 0.0025 | -0.035 | 305 | 54.60 | 57.65 | -0.99 | 0.0023 | -0.066 | ||||
| 0 | 1.73 | 7 | 55.2% | 0.02 | 0.0021 | -0.030 | 310 | 59.60 | 62.70 | -1.00 | 0.0013 | -0.078 | ||||
| 0 | 1.59 | 22 | 57.3% | 0.02 | 0.0017 | -0.027 | 315 | 64.60 | 67.85 | -1.00 | 0.0007 | -0.086 | ||||
| 0 | 0.9600 | 10 | 54.9% | 0.02 | 0.0014 | -0.024 | 320 | 69.60 | 72.65 | -1.00 | 0.0004 | -0.095 | ||||
| 0 | 0.9500 | 14 | 57.6% | 0.01 | 0.0012 | -0.021 | 325 | 74.50 | 77.95 | -1.00 | 0.0001 | -0.101 | ||||
| 0 | 1.00 | 16 | 60.8% | 0.01 | 0.0010 | -0.019 | 330 | 79.50 | 83.40 | -1.00 | 0.0000 | -0.104 | ||||
| 0 | 1.40 | 10 | 67.2% | 0.01 | 0.0009 | -0.017 | 335 | 84.50 | 88.50 | -1.00 | 0.0000 | -0.107 | ||||
| 0 | 1.00 | 2 | 65.9% | 0.01 | 0.0008 | -0.015 | 340 | 89.50 | 93.40 | -1.00 | 0.0000 | -0.109 | ||||
| 0 | 1.40 | 2 | 72.5% | 0.01 | 0.0006 | -0.014 | 345 | 94.50 | 98.50 | -1.00 | 0.0000 | -0.111 | ||||
| 0 | 0.9500 | 2 | 70.3% | 0.01 | 0.0006 | -0.013 | 350 | 99.50 | 103.30 | -1.00 | 0.0000 | -0.112 | ||||
| 0 | 1.94 | 2 | 82.2% | 0.01 | 0.0005 | -0.012 | 355 | 104.50 | 108.50 | -1.00 | 0.0000 | -0.113 | ||||
| 0 | 1.00 | 1 | 75.6% | 0.01 | 0.0004 | -0.011 | 360 | 109.50 | 113.50 | -1.00 | 0.0000 | -0.114 | ||||
| 0 | 1.80 | 1 | 86.0% | 0.00 | 0.0004 | -0.010 | 365 | 114.50 | 118.45 | -1.00 | 0.0000 | -0.114 | ||||
| 0 | 0.9500 | 79.5% | 0.00 | 0.0004 | -0.009 | 370 | 119.50 | 123.40 | -1.00 | 0.0000 | -0.115 | |||||
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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