UBER цепочка опционов Uber Technologies, 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 ±34.0% (45.77–92.87) · ATM IV 39.3% · P/C открытого интереса 0.86
| 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 | |
| 36.50 | 38.80 | 78 | 42.5% | 0.97 | 0.0023 | 0.000 | 35 | 0.4300 | 0.7500 | 242 | 44.9% | -0.04 | 0.0024 | -0.003 | ||
| 35.25 | 36.70 | 17 | 48.5% | 0.96 | 0.0029 | 0.000 | 37.5 | 0.6100 | 0.9800 | 79 | 44.1% | -0.05 | 0.0030 | -0.004 | ||
| 32.20 | 34.60 | 176 | 42.3% | 0.94 | 0.0036 | -0.000 | 40 | 0.6900 | 1.15 | 98 | 42.1% | -0.06 | 0.0037 | -0.004 | ||
| 30.90 | 32.40 | 1,149 | 44.8% | 0.93 | 0.0043 | -0.001 | 42.5 | 0.9800 | 1.53 | 1,571 | 42.0% | -0.08 | 0.0045 | -0.005 | ||
| 28.15 | 30.30 | 557 | 40.6% | 0.91 | 0.0052 | -0.002 | 45 | 1.32 | 1.86 | 458 | 41.4% | -0.09 | 0.0054 | -0.006 | ||
| 25.20 | 28.35 | 103 | 36.4% | 0.89 | 0.0060 | -0.003 | 47.5 | 1.77 | 2.27 | 180 | 41.0% | -0.11 | 0.0063 | -0.007 | ||
| 24.30 | 26.15 | 1 | 496 | 38.8% | 0.87 | 0.0069 | -0.004 | 50 | 2.21 | 2.75 | 1,243 | 40.3% | -0.14 | 0.0073 | -0.008 | |
| 21.65 | 22.35 | 1 | 308 | 40.0% | 0.82 | 0.0087 | -0.007 | 55 | 3.35 | 4.05 | 845 | 39.6% | -0.19 | 0.0093 | -0.009 | |
| 18.00 | 19.30 | 577 | 38.8% | 0.77 | 0.0104 | -0.009 | 60 | 4.15 | 7.40 | 2 | 4,190 | 41.1% | -0.25 | 0.0112 | -0.011 | |
| 16.20 | 18.00 | 217 | 38.2% | 0.74 | 0.0111 | -0.009 | 62.5 | 5.40 | 7.05 | 581 | 38.8% | -0.28 | 0.0122 | -0.012 | ||
| 15.60 | 17.45 | 4 | 431 | 41.1% | 0.71 | 0.0118 | -0.010 | 65 | 6.55 | 8.40 | 34 | 2,439 | 39.4% | -0.32 | 0.0130 | -0.012 |
| 14.35 | 15.20 | 366 | 39.2% | 0.67 | 0.0123 | -0.011 | 67.5 | 8.25 | 9.05 | 550 | 39.4% | -0.35 | 0.0138 | -0.013 | ||
| 13.00 | 13.90 | 4 | 1,187 | 38.6% | 0.64 | 0.0128 | -0.011 | 70 | 9.45 | 10.75 | 1 | 3,338 | 40.0% | -0.39 | 0.0145 | -0.013 |
| 12.05 | 13.05 | 1 | 568 | 39.2% | 0.61 | 0.0132 | -0.012 | 72.5 | 10.75 | 12.05 | 1 | 2,172 | 39.7% | -0.42 | 0.0151 | -0.014 |
| 11.05 | 11.75 | 11 | 2,266 | 38.7% | 0.58 | 0.0135 | -0.012 | 75 | 11.50 | 13.50 | 4 | 2,923 | 38.5% | -0.46 | 0.0157 | -0.014 |
| 9.25 | 10.55 | 291 | 36.8% | 0.55 | 0.0138 | -0.012 | 77.5 | 13.75 | 15.00 | 41 | 542 | 39.6% | -0.50 | 0.0161 | -0.014 | |
| 8.80 | 9.75 | 21 | 2,072 | 37.6% | 0.52 | 0.0139 | -0.012 | 80 | 15.25 | 15.80 | 1 | 2,361 | 38.0% | -0.54 | 0.0165 | -0.014 |
| 8.25 | 8.90 | 24 | 631 | 37.9% | 0.49 | 0.0139 | -0.013 | 82.5 | 16.85 | 17.65 | 1,126 | 38.1% | -0.57 | 0.0168 | -0.014 | |
| 7.60 | 8.05 | 1,048 | 37.9% | 0.46 | 0.0138 | -0.012 | 85 | 18.45 | 19.15 | 1,125 | 37.3% | -0.61 | 0.0171 | -0.014 | ||
| 6.10 | 8.35 | 3 | 452 | 38.1% | 0.43 | 0.0137 | -0.012 | 87.5 | 20.45 | 21.30 | 84 | 38.1% | -0.64 | 0.0173 | -0.014 | |
| 6.05 | 7.10 | 10 | 2,596 | 38.0% | 0.40 | 0.0135 | -0.012 | 90 | 22.10 | 23.85 | 174 | 38.8% | -0.68 | 0.0174 | -0.014 | |
| 4.90 | 7.40 | 1 | 1,515 | 38.6% | 0.38 | 0.0132 | -0.012 | 92.5 | 24.05 | 24.95 | 165 | 37.0% | -0.71 | 0.0174 | -0.014 | |
| 4.55 | 5.75 | 24 | 913 | 36.9% | 0.35 | 0.0129 | -0.012 | 95 | 25.95 | 27.25 | 89 | 37.1% | -0.74 | 0.0174 | -0.013 | |
| 3.50 | 5.80 | 1 | 1,763 | 36.8% | 0.33 | 0.0126 | -0.012 | 97.5 | 28.65 | 29.45 | 158 | 38.7% | -0.77 | 0.0175 | -0.013 | |
| 4.50 | 5.50 | 12 | 2,674 | 39.7% | 0.31 | 0.0122 | -0.011 | 100 | 30.30 | 33.40 | 495 | 41.9% | -0.80 | 0.0174 | -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 — Dec 17, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.