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 ±10.1% (63.01–77.16) · ATM IV 42.6% · P/C открытого интереса 0.75
| 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 | |
| 31.70 | 34.90 | 2 | 137.7% | 1.00 | 0.0006 | 0.000 | 37.5 | 0 | 0.0500 | 126 | 85.0% | -0.00 | 0.0006 | -0.002 | ||
| 29.45 | 31.45 | 56 | 101.5% | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.2100 | 321 | 92.9% | -0.00 | 0.0008 | -0.003 | ||
| 26.75 | 29.40 | 51 | 100.5% | 0.99 | 0.0011 | 0.000 | 42.5 | 0 | 0.0800 | 242 | 73.4% | -0.01 | 0.0011 | -0.003 | ||
| 24.25 | 27.20 | 22 | 98.3% | 0.99 | 0.0015 | -0.001 | 45 | 0 | 0.2800 | 127 | 79.1% | -0.01 | 0.0015 | -0.004 | ||
| 21.00 | 24.95 | 200 | 75.3% | 0.99 | 0.0022 | -0.002 | 47.5 | 0.0200 | 0.0600 | 2 | 184 | 58.7% | -0.01 | 0.0022 | -0.005 | |
| 19.15 | 21.70 | 153 | 60.5% | 0.99 | 0.0033 | -0.004 | 50 | 0.0100 | 0.1300 | 164 | 1,409 | 56.1% | -0.01 | 0.0033 | -0.006 | |
| 14.30 | 16.50 | 117 | 41.9% | 0.96 | 0.0081 | -0.011 | 55 | 0.1500 | 0.1600 | 18 | 2,871 | 48.5% | -0.04 | 0.0081 | -0.013 | |
| 11.35 | 12.85 | 55.2% | 0.91 | 0.0164 | -0.021 | 59 | 0.1600 | 0.4100 | 42.1% | -0.09 | 0.0166 | -0.023 | ||||
| 10.70 | 11.45 | 1 | 514 | 50.8% | 0.90 | 0.0192 | -0.025 | 60 | 0.4900 | 0.5500 | 163 | 9,042 | 45.9% | -0.11 | 0.0194 | -0.026 |
| 9.60 | 10.75 | 49.2% | 0.87 | 0.0223 | -0.029 | 61 | 0.5100 | 1.03 | 28 | 48.1% | -0.13 | 0.0224 | -0.030 | |||
| 8.75 | 9.85 | 47.7% | 0.85 | 0.0254 | -0.033 | 62 | 0.6900 | 0.8400 | 33 | 44.2% | -0.15 | 0.0256 | -0.034 | |||
| 8.55 | 9.40 | 331 | 48.9% | 0.83 | 0.0271 | -0.034 | 62.5 | 0.8000 | 0.9100 | 101 | 4,858 | 44.1% | -0.17 | 0.0273 | -0.036 | |
| 8.15 | 8.70 | 3 | 46.0% | 0.82 | 0.0287 | -0.036 | 63 | 0.6700 | 1.00 | 15 | 41.8% | -0.18 | 0.0289 | -0.037 | ||
| 7.40 | 8.20 | 76 | 48.0% | 0.79 | 0.0319 | -0.040 | 64 | 1.10 | 1.19 | 2,063 | 43.3% | -0.21 | 0.0322 | -0.041 | ||
| 6.70 | 7.35 | 1 | 922 | 46.9% | 0.75 | 0.0350 | -0.044 | 65 | 1.41 | 1.44 | 969 | 14.9K | 43.5% | -0.25 | 0.0353 | -0.045 |
| 5.95 | 6.70 | 46.5% | 0.71 | 0.0378 | -0.047 | 66 | 1.63 | 1.74 | 2,052 | 42.7% | -0.29 | 0.0381 | -0.048 | |||
| 5.35 | 5.60 | 13 | 43.6% | 0.67 | 0.0402 | -0.050 | 67 | 1.96 | 2.11 | 76 | 42.7% | -0.33 | 0.0406 | -0.051 | ||
| 5.05 | 5.30 | 10 | 2,026 | 43.7% | 0.65 | 0.0413 | -0.051 | 67.5 | 2.18 | 2.26 | 825 | 11.1K | 42.6% | -0.35 | 0.0418 | -0.052 |
| 4.75 | 5.40 | 2 | 46.2% | 0.63 | 0.0423 | -0.052 | 68 | 2.35 | 2.47 | 29 | 42.4% | -0.37 | 0.0427 | -0.053 | ||
| 4.15 | 4.40 | 3 | 43.1% | 0.59 | 0.0438 | -0.054 | 69 | 2.66 | 2.90 | 17 | 41.6% | -0.42 | 0.0443 | -0.054 | ||
| 3.65 | 3.85 | 308 | 8,667 | 42.9% | 0.54 | 0.0447 | -0.055 | 70 | 3.25 | 3.40 | 584 | 9,059 | 42.3% | -0.46 | 0.0454 | -0.055 |
| 3.20 | 3.80 | 904 | 45.6% | 0.50 | 0.0451 | -0.055 | 71 | 3.70 | 3.95 | 106 | 41.9% | -0.51 | 0.0458 | -0.056 | ||
| 2.77 | 3.10 | 175 | 43.9% | 0.45 | 0.0449 | -0.054 | 72 | 4.30 | 4.50 | 41.9% | -0.55 | 0.0457 | -0.055 | |||
| 2.57 | 2.72 | 281 | 7,371 | 42.7% | 0.43 | 0.0446 | -0.054 | 72.5 | 4.65 | 4.80 | 73 | 4,055 | 42.1% | -0.57 | 0.0454 | -0.055 |
| 2.27 | 2.63 | 122 | 42.6% | 0.41 | 0.0442 | -0.053 | 73 | 4.90 | 5.10 | 2 | 41.6% | -0.60 | 0.0450 | -0.054 | ||
| 1.99 | 2.17 | 67 | 42.3% | 0.37 | 0.0429 | -0.052 | 74 | 5.55 | 5.80 | 1 | 41.8% | -0.64 | 0.0438 | -0.052 | ||
| 1.73 | 1.80 | 393 | 13.0K | 42.1% | 0.33 | 0.0412 | -0.049 | 75 | 6.25 | 6.50 | 339 | 2,197 | 41.7% | -0.68 | 0.0422 | -0.050 |
| 1.36 | 1.59 | 138 | 41.8% | 0.29 | 0.0391 | -0.047 | 76 | 6.85 | 7.25 | 2 | 40.8% | -0.72 | 0.0402 | -0.048 | ||
| 1.19 | 1.35 | 138 | 42.2% | 0.26 | 0.0367 | -0.044 | 77 | 6.10 | 8.05 | 26.6% | -0.75 | 0.0379 | -0.045 | |||
| 1.13 | 1.24 | 569 | 3,007 | 42.5% | 0.24 | 0.0355 | -0.042 | 77.5 | 7.75 | 8.40 | 702 | 38.2% | -0.77 | 0.0367 | -0.043 | |
| 1.01 | 1.15 | 73 | 42.4% | 0.23 | 0.0342 | -0.041 | 78 | 8.10 | 8.80 | 37.4% | -0.79 | 0.0355 | -0.042 | |||
| 0.6900 | 0.9700 | 22 | 41.0% | 0.20 | 0.0315 | -0.038 | 79 | 9.20 | 9.70 | 40.2% | -0.82 | 0.0329 | -0.038 | |||
| 0.7500 | 0.8000 | 910 | 11.1K | 42.8% | 0.17 | 0.0288 | -0.035 | 80 | 10.00 | 10.60 | 8 | 1,651 | 39.8% | -0.84 | 0.0302 | -0.035 |
| 0.4200 | 0.7000 | 32 | 41.0% | 0.15 | 0.0261 | -0.032 | 81 | 10.65 | 12.10 | 44.0% | -0.87 | 0.0276 | -0.032 | |||
| 0.4700 | 0.6100 | 106 | 42.9% | 0.13 | 0.0235 | -0.029 | 82 | 11.80 | 12.85 | 45.3% | -0.89 | 0.0251 | -0.029 | |||
| 0.4800 | 0.5400 | 97 | 4,684 | 43.4% | 0.12 | 0.0223 | -0.027 | 82.5 | 11.90 | 12.85 | 1 | 281 | -0.90 | 0.0240 | -0.028 | |
| 0.2400 | 0.7100 | 5 | 43.7% | 0.11 | 0.0211 | -0.026 | 83 | 12.45 | 13.90 | 43.9% | -0.91 | 0.0228 | -0.026 | |||
| 0.3000 | 0.3500 | 241 | 8,424 | 43.8% | 0.08 | 0.0168 | -0.021 | 85 | 14.10 | 15.15 | 352 | -0.94 | 0.0187 | -0.022 | ||
| 0.1700 | 0.2400 | 8 | 3,693 | 44.2% | 0.06 | 0.0126 | -0.017 | 87.5 | 16.45 | 18.15 | 97 | -0.96 | 0.0145 | -0.017 | ||
| 0.0900 | 0.1700 | 311 | 6,080 | 44.8% | 0.04 | 0.0094 | -0.013 | 90 | 18.85 | 21.10 | 16 | 49.8% | -0.98 | 0.0113 | -0.012 | |
| 0.0100 | 0.1400 | 1 | 2,510 | 44.7% | 0.03 | 0.0072 | -0.011 | 92.5 | 20.30 | 24.25 | -0.99 | 0.0066 | -0.011 | |||
| 0.0700 | 0.1000 | 7 | 5,093 | 49.2% | 0.02 | 0.0055 | -0.009 | 95 | 23.60 | 26.15 | -1.00 | 0.0028 | -0.009 | |||
| 0.0200 | 0.1000 | 58 | 3,576 | 53.4% | 0.01 | 0.0034 | -0.006 | 100 | 28.80 | 30.55 | -1.00 | 0.0000 | -0.009 | |||
| 0.0100 | 0.0300 | 1,695 | 52.3% | 0.01 | 0.0022 | -0.004 | 105 | 33.60 | 35.80 | -1.00 | 0.0000 | -0.009 | ||||
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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