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 ±6.0% (72.40–81.56) · ATM IV 35.5% · P/C открытого интереса 0.85
| 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 | |
| 35.30 | 38.65 | 50 | 186.3% | 1.00 | 0.0002 | 0.000 | 40 | 0 | 0.6500 | 1,920 | 177.3% | -0.00 | 0.0002 | -0.001 | ||
| 33.35 | 34.80 | 461 | 1.00 | 0.0002 | 0.000 | 42.5 | 0 | 2.13 | 413 | 212.0% | -0.00 | 0.0002 | -0.001 | |||
| 31.10 | 32.30 | 152 | 1.00 | 0.0003 | 0.000 | 45 | 0 | 2.13 | 454 | 195.0% | -0.00 | 0.0003 | -0.002 | |||
| 27.75 | 31.15 | 43 | 140.1% | 1.00 | 0.0005 | 0.000 | 47.5 | 0 | 2.13 | 88 | 178.9% | -0.00 | 0.0005 | -0.002 | ||
| 26.05 | 27.95 | 1 | 355 | 130.4% | 1.00 | 0.0007 | 0.000 | 50 | 0 | 0.0400 | 899 | 81.4% | -0.00 | 0.0007 | -0.003 | |
| 21.05 | 22.95 | 270 | 105.3% | 0.99 | 0.0015 | -0.002 | 55 | 0 | 0.0900 | 2 | 3,477 | 71.6% | -0.01 | 0.0015 | -0.004 | |
| 16.15 | 17.60 | 21 | 855 | 75.3% | 0.99 | 0.0036 | -0.005 | 60 | 0 | 0.1000 | 1,941 | 27.0K | 55.6% | -0.01 | 0.0036 | -0.007 |
| 13.95 | 15.00 | 520 | 69.7% | 0.98 | 0.0060 | -0.009 | 62.5 | 0.0100 | 0.1500 | 13 | 9,636 | 51.1% | -0.02 | 0.0060 | -0.010 | |
| 11.50 | 12.15 | 2 | 972 | 51.8% | 0.97 | 0.0102 | -0.013 | 65 | 0.0200 | 0.0900 | 57 | 15.1K | 40.1% | -0.03 | 0.0103 | -0.015 |
| 9.15 | 11.10 | 55.5% | 0.95 | 0.0162 | -0.019 | 67 | 0.0700 | 0.1600 | 21 | 38.6% | -0.05 | 0.0163 | -0.020 | |||
| 8.70 | 10.30 | 5 | 927 | 49.1% | 0.94 | 0.0182 | -0.021 | 67.5 | 0.1300 | 0.1600 | 224 | 5,741 | 38.6% | -0.06 | 0.0183 | -0.022 |
| 8.35 | 10.15 | 54.8% | 0.93 | 0.0205 | -0.023 | 68 | 0 | 0.1900 | 31 | 46 | 33.8% | -0.07 | 0.0206 | -0.024 | ||
| 7.60 | 8.70 | 9 | 12 | 47.2% | 0.91 | 0.0260 | -0.028 | 69 | 0 | 0.3000 | 16 | 135 | 33.5% | -0.09 | 0.0261 | -0.029 |
| 6.70 | 7.25 | 28 | 3,650 | 37.5% | 0.89 | 0.0325 | -0.034 | 70 | 0.3300 | 0.4000 | 87 | 13.9K | 37.6% | -0.11 | 0.0327 | -0.035 |
| 5.95 | 6.85 | 1 | 3 | 44.0% | 0.85 | 0.0399 | -0.041 | 71 | 0.4000 | 0.5300 | 27 | 87 | 36.3% | -0.15 | 0.0402 | -0.042 |
| 5.05 | 5.65 | 36 | 37.9% | 0.81 | 0.0476 | -0.049 | 72 | 0.5900 | 0.7300 | 780 | 785 | 36.4% | -0.20 | 0.0480 | -0.050 | |
| 4.70 | 5.50 | 17 | 4,002 | 40.5% | 0.78 | 0.0514 | -0.053 | 72.5 | 0.7200 | 0.8000 | 151 | 4,759 | 36.0% | -0.22 | 0.0518 | -0.053 |
| 4.30 | 4.85 | 5 | 37.3% | 0.75 | 0.0550 | -0.056 | 73 | 0.8300 | 0.9200 | 354 | 485 | 35.8% | -0.25 | 0.0554 | -0.057 | |
| 3.70 | 4.30 | 3 | 23 | 39.2% | 0.69 | 0.0615 | -0.063 | 74 | 1.02 | 1.22 | 433 | 1,385 | 34.7% | -0.31 | 0.0621 | -0.063 |
| 3.05 | 3.30 | 263 | 10.8K | 35.8% | 0.63 | 0.0666 | -0.067 | 75 | 1.50 | 1.58 | 2,525 | 11.6K | 35.6% | -0.37 | 0.0673 | -0.068 |
| 2.45 | 2.70 | 212 | 333 | 35.2% | 0.56 | 0.0698 | -0.070 | 76 | 1.89 | 2.00 | 135 | 1,553 | 34.9% | -0.44 | 0.0706 | -0.071 |
| 2.03 | 2.22 | 461 | 429 | 35.9% | 0.49 | 0.0709 | -0.071 | 77 | 2.41 | 2.50 | 247 | 367 | 35.1% | -0.52 | 0.0718 | -0.071 |
| 1.80 | 1.88 | 273 | 5,191 | 34.9% | 0.45 | 0.0706 | -0.070 | 77.5 | 2.62 | 2.82 | 190 | 3,933 | 34.9% | -0.55 | 0.0715 | -0.071 |
| 1.56 | 1.73 | 582 | 682 | 34.9% | 0.42 | 0.0697 | -0.069 | 78 | 2.35 | 3.15 | 7 | 644 | 30.5% | -0.59 | 0.0707 | -0.070 |
| 1.24 | 1.38 | 159 | 451 | 35.3% | 0.35 | 0.0664 | -0.065 | 79 | 3.35 | 3.80 | 244 | 33.3% | -0.65 | 0.0674 | -0.066 | |
| 0.9700 | 1.00 | 2,170 | 28.7K | 34.9% | 0.29 | 0.0613 | -0.060 | 80 | 4.10 | 4.50 | 86 | 4,688 | 33.5% | -0.72 | 0.0624 | -0.061 |
| 0.7100 | 0.8000 | 220 | 483 | 35.1% | 0.24 | 0.0551 | -0.054 | 81 | 4.65 | 5.30 | 56 | 31.2% | -0.77 | 0.0561 | -0.054 | |
| 0.5100 | 0.6100 | 228 | 536 | 35.0% | 0.19 | 0.0482 | -0.047 | 82 | 5.05 | 6.25 | 41 | 25.9% | -0.82 | 0.0492 | -0.047 | |
| 0.4400 | 0.5000 | 129 | 19.5K | 34.8% | 0.17 | 0.0446 | -0.044 | 82.5 | 5.70 | 6.55 | 537 | 26.5% | -0.84 | 0.0457 | -0.044 | |
| 0.2200 | 0.4500 | 56 | 346 | 32.9% | 0.15 | 0.0411 | -0.040 | 83 | 6.10 | 7.20 | 5 | 58 | 29.1% | -0.86 | 0.0423 | -0.040 |
| 0.2600 | 0.3600 | 37 | 201 | 35.5% | 0.12 | 0.0344 | -0.034 | 84 | 6.60 | 8.15 | 6 | -0.90 | 0.0360 | -0.034 | ||
| 0.2100 | 0.2300 | 856 | 15.6K | 35.4% | 0.09 | 0.0284 | -0.028 | 85 | 7.85 | 8.85 | 715 | -0.92 | 0.0305 | -0.029 | ||
| 0.0100 | 0.2300 | 5 | 280 | 33.6% | 0.07 | 0.0232 | -0.024 | 86 | 8.25 | 10.20 | 11 | -0.94 | 0.0258 | -0.026 | ||
| 0.0900 | 0.2900 | 20 | 108 | 39.9% | 0.06 | 0.0188 | -0.020 | 87 | 9.20 | 11.15 | -0.96 | 0.0223 | -0.023 | |||
| 0.1000 | 0.1800 | 42 | 6,633 | 38.6% | 0.05 | 0.0170 | -0.018 | 87.5 | 9.70 | 12.20 | 695 | -0.97 | 0.0206 | -0.021 | ||
| 0.0400 | 0.1700 | 11 | 390 | 37.8% | 0.04 | 0.0153 | -0.017 | 88 | 10.15 | 12.15 | 1 | -0.98 | 0.0187 | -0.020 | ||
| 0.0200 | 0.1900 | 1 | 78 | 40.2% | 0.04 | 0.0125 | -0.014 | 89 | 11.15 | 13.60 | -0.98 | 0.0148 | -0.015 | |||
| 0.0600 | 0.0800 | 178 | 9,159 | 39.8% | 0.03 | 0.0103 | -0.012 | 90 | 12.15 | 14.45 | 2 | 495 | -0.99 | 0.0100 | -0.013 | |
| 0 | 0.1400 | 6 | 42.0% | 0.02 | 0.0085 | -0.010 | 91 | 12.35 | 16.20 | -1.00 | 0.0062 | -0.011 | ||||
| 0 | 0.1000 | 6 | 5,489 | 43.0% | 0.02 | 0.0066 | -0.009 | 92.5 | 14.65 | 16.60 | 10 | 3,072 | -1.00 | 0.0026 | -0.010 | |
| 0.0100 | 0.0400 | 5 | 6,607 | 43.9% | 0.01 | 0.0044 | -0.006 | 95 | 17.15 | 19.10 | 96 | -1.00 | 0.0001 | -0.010 | ||
| 0 | 0.1000 | 670 | 53.0% | 0.01 | 0.0032 | -0.005 | 97.5 | 19.65 | 21.60 | 82 | -1.00 | 0.0000 | -0.010 | |||
| 0.0100 | 0.0300 | 2 | 4,411 | 51.4% | 0.01 | 0.0024 | -0.004 | 100 | 22.15 | 24.10 | 23 | -1.00 | 0.0000 | -0.010 | ||
| 0 | 0.0100 | 771 | 51.9% | 0.00 | 0.0015 | -0.003 | 105 | 27.15 | 29.10 | 13 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0500 | 1,528 | 68.8% | 0.00 | 0.0010 | -0.003 | 110 | 32.05 | 34.10 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 2,244 | 65.1% | 0.00 | 0.0007 | -0.002 | 115 | 37.15 | 39.10 | -1.00 | 0.0000 | -0.010 | ||||
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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