UAL цепочка опционов United Airlines Holdings, Inc.
Cboe delayed options data · по состоянию на Oct 19, 22:04 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 ±11.5% (84.65–106.55) · ATM IV 48.0% · 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 | |
| 43.85 | 47.85 | 3 | 79.1% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 1.77 | 3 | 147.7% | -0.00 | 0.0002 | -0.002 | ||
| 39.60 | 42.75 | 1 | 104.6% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0400 | 70 | 71.7% | -0.00 | 0.0004 | -0.002 | ||
| 34.95 | 37.90 | 3 | 100.6% | 1.00 | 0.0008 | 0.000 | 60 | 0 | 0.2700 | 38 | 65.3% | -0.01 | 0.0008 | -0.004 | ||
| 29.75 | 32.40 | 27 | 69.1% | 0.99 | 0.0016 | -0.003 | 65 | 0.0300 | 0.2900 | 123 | 59.0% | -0.01 | 0.0016 | -0.007 | ||
| 24.05 | 27.50 | 38 | 0.98 | 0.0033 | -0.009 | 70 | 0 | 0.5600 | 10 | 380 | 62.9% | -0.02 | 0.0033 | -0.012 | ||
| 20.05 | 22.70 | 23 | 56.4% | 0.95 | 0.0066 | -0.019 | 75 | 0.2200 | 0.5700 | 9 | 626 | 55.2% | -0.05 | 0.0067 | -0.022 | |
| 15.45 | 18.10 | 24 | 52.6% | 0.90 | 0.0121 | -0.036 | 80 | 0.3600 | 1.00 | 13 | 301 | 50.0% | -0.10 | 0.0122 | -0.038 | |
| 13.35 | 16.00 | 6 | 52.5% | 0.86 | 0.0154 | -0.046 | 82.5 | 0.6100 | 1.55 | 7 | 230 | 50.5% | -0.14 | 0.0155 | -0.048 | |
| 11.30 | 14.25 | 50 | 3 | 53.3% | 0.82 | 0.0189 | -0.057 | 85 | 1.19 | 1.65 | 55 | 696 | 48.4% | -0.19 | 0.0190 | -0.058 |
| 9.85 | 12.00 | 15 | 4 | 52.8% | 0.76 | 0.0222 | -0.066 | 87.5 | 1.58 | 2.45 | 15 | 638 | 48.0% | -0.24 | 0.0224 | -0.068 |
| 8.35 | 11.70 | 46.7% | 0.75 | 0.0228 | -0.068 | 88 | 1.28 | 2.60 | 45.6% | -0.25 | 0.0230 | -0.070 | ||||
| 9.10 | 10.05 | 49.3% | 0.72 | 0.0240 | -0.071 | 89 | 2.00 | 3.45 | 3 | 50.7% | -0.28 | 0.0242 | -0.073 | |||
| 8.05 | 10.00 | 5 | 36 | 50.4% | 0.70 | 0.0251 | -0.074 | 90 | 2.27 | 3.55 | 283 | 1,237 | 49.1% | -0.30 | 0.0254 | -0.076 |
| 7.80 | 8.75 | 49.1% | 0.67 | 0.0261 | -0.077 | 91 | 1.66 | 4.95 | 2 | 49.3% | -0.33 | 0.0264 | -0.079 | |||
| 6.25 | 9.00 | 48.6% | 0.64 | 0.0270 | -0.079 | 92 | 3.05 | 4.00 | 4 | 47.6% | -0.36 | 0.0273 | -0.081 | |||
| 6.95 | 7.75 | 31 | 48.8% | 0.63 | 0.0274 | -0.080 | 92.5 | 3.15 | 4.50 | 460 | 390 | 48.5% | -0.37 | 0.0277 | -0.082 | |
| 6.35 | 8.40 | 51.6% | 0.62 | 0.0278 | -0.081 | 93 | 3.50 | 4.75 | 49.2% | -0.39 | 0.0281 | -0.083 | ||||
| 5.50 | 6.90 | 45.8% | 0.59 | 0.0284 | -0.083 | 94 | 3.95 | 5.15 | 1 | 48.9% | -0.42 | 0.0288 | -0.084 | |||
| 4.70 | 7.30 | 1 | 35 | 48.7% | 0.56 | 0.0289 | -0.084 | 95 | 4.65 | 5.25 | 51 | 632 | 48.2% | -0.45 | 0.0293 | -0.085 |
| 5.30 | 5.60 | 1 | 47.4% | 0.53 | 0.0293 | -0.084 | 96 | 4.80 | 6.20 | 43 | 48.5% | -0.47 | 0.0296 | -0.085 | ||
| 3.75 | 6.15 | 36 | 47.7% | 0.50 | 0.0294 | -0.084 | 97 | 4.55 | 7.80 | 59 | 49.6% | -0.50 | 0.0299 | -0.085 | ||
| 3.75 | 5.45 | 80 | 183 | 46.5% | 0.49 | 0.0295 | -0.084 | 97.5 | 5.30 | 6.65 | 99 | 1,200 | 45.4% | -0.52 | 0.0299 | -0.085 |
| 3.30 | 5.85 | 10 | 48.2% | 0.47 | 0.0295 | -0.084 | 98 | 5.55 | 7.60 | 46 | 48.1% | -0.53 | 0.0299 | -0.085 | ||
| 2.95 | 5.40 | 13 | 48.2% | 0.44 | 0.0294 | -0.083 | 99 | 6.10 | 8.15 | 11 | 47.6% | -0.56 | 0.0298 | -0.084 | ||
| 3.45 | 3.85 | 68 | 970 | 46.8% | 0.41 | 0.0291 | -0.081 | 100 | 7.30 | 7.95 | 15 | 3,191 | 46.5% | -0.59 | 0.0296 | -0.082 |
| 2.30 | 3.80 | 10 | 44.4% | 0.39 | 0.0287 | -0.079 | 101 | 7.55 | 9.15 | 47.1% | -0.62 | 0.0292 | -0.080 | |||
| 1.85 | 4.10 | 9 | 46.7% | 0.36 | 0.0281 | -0.077 | 102 | 7.60 | 10.20 | 45.8% | -0.65 | 0.0288 | -0.078 | |||
| 1.85 | 4.00 | 17 | 49.0% | 0.33 | 0.0274 | -0.074 | 103 | 8.30 | 10.90 | 45.7% | -0.68 | 0.0281 | -0.075 | |||
| 1.50 | 3.40 | 33 | 47.1% | 0.31 | 0.0266 | -0.072 | 104 | 9.10 | 11.60 | 4 | 45.8% | -0.70 | 0.0273 | -0.072 | ||
| 1.93 | 2.60 | 128 | 1,510 | 47.7% | 0.28 | 0.0257 | -0.069 | 105 | 10.30 | 11.50 | 4 | 3,968 | 43.5% | -0.73 | 0.0265 | -0.069 |
| 1.66 | 2.65 | 9 | 49.0% | 0.26 | 0.0247 | -0.065 | 106 | 10.55 | 13.10 | 45.1% | -0.75 | 0.0255 | -0.066 | |||
| 0.7700 | 2.13 | 18 | 43.4% | 0.23 | 0.0236 | -0.062 | 107 | 11.90 | 13.90 | 48.2% | -0.78 | 0.0244 | -0.063 | |||
| 0.8100 | 1.99 | 5 | 44.9% | 0.21 | 0.0224 | -0.058 | 108 | 12.35 | 14.70 | 45.9% | -0.80 | 0.0233 | -0.059 | |||
| 0.6700 | 1.91 | 12 | 45.6% | 0.19 | 0.0212 | -0.054 | 109 | 12.95 | 15.55 | 2 | 44.3% | -0.82 | 0.0221 | -0.055 | ||
| 1.01 | 1.38 | 416 | 1,172 | 46.4% | 0.17 | 0.0199 | -0.051 | 110 | 14.30 | 16.45 | 50 | 1,099 | 48.1% | -0.84 | 0.0209 | -0.052 |
| 0.4000 | 1.39 | 44.0% | 0.16 | 0.0187 | -0.047 | 111 | 14.15 | 17.30 | 39.3% | -0.86 | 0.0197 | -0.048 | ||||
| 0.6500 | 1.02 | 73 | 44.8% | 0.14 | 0.0174 | -0.044 | 112 | 15.05 | 19.00 | 46.6% | -0.88 | 0.0185 | -0.045 | |||
| 0.2800 | 0.9600 | 5 | 42.8% | 0.13 | 0.0162 | -0.041 | 113 | 16.00 | 19.05 | 37.4% | -0.89 | 0.0173 | -0.041 | |||
| 0.3600 | 1.35 | 48.6% | 0.11 | 0.0149 | -0.037 | 114 | 16.90 | 20.85 | 47.4% | -0.91 | 0.0162 | -0.038 | ||||
| 0.5500 | 0.6000 | 404 | 1,753 | 45.2% | 0.10 | 0.0138 | -0.034 | 115 | 17.85 | 21.25 | 8 | 1,050 | 41.3% | -0.92 | 0.0150 | -0.035 |
| 0.2400 | 0.3600 | 198 | 7,765 | 45.7% | 0.06 | 0.0088 | -0.022 | 120 | 23.60 | 25.50 | 1 | 664 | 48.4% | -0.97 | 0.0105 | -0.023 |
| 0.0100 | 0.2200 | 142 | 6,574 | 44.2% | 0.03 | 0.0055 | -0.014 | 125 | 27.55 | 30.65 | 1 | 300 | -0.99 | 0.0048 | -0.015 | |
| 0.0500 | 0.1400 | 20 | 1,285 | 48.2% | 0.02 | 0.0035 | -0.009 | 130 | 32.45 | 36.45 | 39 | 55.9% | -1.00 | 0.0000 | -0.013 | |
| 0.0200 | 0.1200 | 90 | 762 | 51.0% | 0.01 | 0.0022 | -0.006 | 135 | 37.55 | 41.40 | 3 | 63.3% | -1.00 | 0.0000 | -0.013 | |
| 0 | 0.3100 | 31 | 1,050 | 62.1% | 0.01 | 0.0015 | -0.005 | 140 | 43.05 | 46.40 | 8 | 79.7% | -1.00 | 0.0000 | -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 — Nov 20, 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