UNH цепочка опционов UnitedHealth Group Incorporated
Cboe delayed options data · по состоянию на 09:45 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% (360.15–453.85) · ATM IV 29.2% · P/C открытого интереса 0.69
| 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 | |
| 194.65 | 201.75 | 1,027 | 1.00 | 0.0000 | 0.000 | 210 | 0 | 0.6000 | 2,727 | 59.1% | -0.00 | 0.0001 | -0.005 | |||
| 184.75 | 192.05 | 1,094 | 53.4% | 1.00 | 0.0001 | 0.000 | 220 | 0.0100 | 0.1400 | 4 | 1,739 | 47.2% | -0.00 | 0.0001 | -0.005 | |
| 175.65 | 182.15 | 250 | 59.8% | 1.00 | 0.0001 | 0.000 | 230 | 0.0800 | 0.2900 | 1,429 | 48.7% | -0.00 | 0.0001 | -0.006 | ||
| 166.10 | 172.50 | 477 | 59.7% | 1.00 | 0.0001 | 0.000 | 240 | 0.1000 | 0.3000 | 8 | 2,372 | 45.9% | -0.01 | 0.0002 | -0.007 | |
| 156.20 | 161.90 | 10 | 10.5K | 52.2% | 1.00 | 0.0002 | 0.000 | 250 | 0.0500 | 0.3000 | 5 | 5,649 | 41.9% | -0.01 | 0.0002 | -0.009 |
| 146.10 | 150.50 | 9,391 | 0.99 | 0.0002 | 0.000 | 260 | 0.1000 | 0.7400 | 4,294 | 43.7% | -0.01 | 0.0003 | -0.011 | |||
| 136.40 | 142.50 | 826 | 47.6% | 0.99 | 0.0004 | 0.000 | 270 | 0.0400 | 0.5400 | 2 | 2,449 | 38.4% | -0.01 | 0.0004 | -0.014 | |
| 126.15 | 131.40 | 15 | 2,860 | 34.1% | 0.99 | 0.0005 | 0.000 | 280 | 0.4000 | 0.6400 | 35 | 6,770 | 38.6% | -0.02 | 0.0006 | -0.018 |
| 116.85 | 121.20 | 4 | 4,608 | 34.8% | 0.98 | 0.0007 | -0.000 | 290 | 0.2700 | 0.7000 | 3 | 2,685 | 35.0% | -0.02 | 0.0008 | -0.022 |
| 107.30 | 110.55 | 22 | 9,521 | 29.1% | 0.97 | 0.0010 | -0.008 | 300 | 0.9000 | 1.02 | 330 | 13.1K | 35.9% | -0.03 | 0.0010 | -0.029 |
| 97.75 | 101.05 | 1,159 | 31.3% | 0.96 | 0.0013 | -0.018 | 310 | 1.25 | 1.55 | 128 | 3,699 | 35.3% | -0.04 | 0.0014 | -0.036 | |
| 88.00 | 93.05 | 1,873 | 34.2% | 0.94 | 0.0018 | -0.030 | 320 | 1.67 | 2.14 | 665 | 2,723 | 34.2% | -0.06 | 0.0018 | -0.046 | |
| 79.60 | 82.40 | 1 | 2,810 | 32.3% | 0.92 | 0.0023 | -0.043 | 330 | 2.57 | 3.00 | 110 | 2,135 | 33.8% | -0.08 | 0.0023 | -0.057 |
| 71.40 | 74.55 | 1 | 977 | 34.4% | 0.89 | 0.0029 | -0.057 | 340 | 3.50 | 3.85 | 79 | 2,270 | 32.7% | -0.11 | 0.0029 | -0.070 |
| 62.90 | 65.00 | 18 | 11.1K | 32.5% | 0.86 | 0.0036 | -0.072 | 350 | 4.55 | 5.30 | 1,585 | 6,482 | 31.9% | -0.15 | 0.0036 | -0.083 |
| 54.70 | 57.35 | 2 | 2,073 | 32.4% | 0.82 | 0.0042 | -0.086 | 360 | 6.45 | 7.10 | 114 | 5,025 | 31.5% | -0.19 | 0.0043 | -0.096 |
| 46.95 | 49.10 | 116 | 1,578 | 31.3% | 0.77 | 0.0049 | -0.100 | 370 | 8.85 | 9.75 | 79 | 4,472 | 31.5% | -0.24 | 0.0050 | -0.109 |
| 40.60 | 41.50 | 36 | 1,691 | 31.1% | 0.71 | 0.0055 | -0.112 | 380 | 11.55 | 12.45 | 53 | 2,819 | 30.8% | -0.29 | 0.0057 | -0.119 |
| 33.50 | 36.10 | 5 | 2,234 | 31.0% | 0.66 | 0.0061 | -0.121 | 390 | 15.10 | 15.65 | 15 | 4,418 | 30.3% | -0.35 | 0.0062 | -0.128 |
| 26.75 | 29.00 | 66 | 7,911 | 29.3% | 0.59 | 0.0065 | -0.127 | 400 | 18.90 | 20.55 | 1,570 | 4,844 | 30.3% | -0.42 | 0.0067 | -0.132 |
| 22.90 | 23.85 | 182 | 4,726 | 29.8% | 0.53 | 0.0067 | -0.129 | 410 | 22.40 | 24.55 | 24 | 1,542 | 28.6% | -0.49 | 0.0069 | -0.133 |
| 18.30 | 19.15 | 1,481 | 3,329 | 29.4% | 0.46 | 0.0068 | -0.128 | 420 | 29.05 | 30.50 | 6 | 862 | 29.3% | -0.55 | 0.0070 | -0.130 |
| 14.25 | 15.10 | 235 | 2,598 | 28.9% | 0.39 | 0.0067 | -0.123 | 430 | 34.90 | 36.65 | 341 | 28.8% | -0.62 | 0.0069 | -0.123 | |
| 11.05 | 11.90 | 87 | 1,453 | 28.7% | 0.33 | 0.0064 | -0.115 | 440 | 39.70 | 43.75 | 290 | 27.3% | -0.69 | 0.0065 | -0.112 | |
| 8.55 | 9.00 | 627 | 7,784 | 28.4% | 0.27 | 0.0059 | -0.105 | 450 | 49.10 | 50.50 | 259 | 28.1% | -0.75 | 0.0060 | -0.099 | |
| 6.05 | 6.90 | 3,033 | 3,587 | 27.9% | 0.22 | 0.0053 | -0.093 | 460 | 55.85 | 60.35 | 68 | 28.5% | -0.80 | 0.0053 | -0.085 | |
| 4.75 | 5.20 | 214 | 3,174 | 28.1% | 0.18 | 0.0046 | -0.081 | 470 | 65.50 | 67.75 | 105 | 28.6% | -0.84 | 0.0046 | -0.070 | |
| 3.60 | 4.10 | 144 | 2,729 | 28.4% | 0.14 | 0.0040 | -0.070 | 480 | 74.35 | 75.80 | 52 | 27.7% | -0.88 | 0.0040 | -0.056 | |
| 2.66 | 3.05 | 77 | 1,008 | 28.4% | 0.11 | 0.0034 | -0.059 | 490 | 81.10 | 85.40 | 35 | 23.3% | -0.91 | 0.0035 | -0.045 | |
| 2.03 | 2.25 | 129 | 17.3K | 28.5% | 0.09 | 0.0028 | -0.050 | 500 | 92.05 | 96.30 | 20 | 29.9% | -0.94 | 0.0033 | -0.041 | |
| 1.50 | 1.76 | 2 | 3,183 | 28.7% | 0.07 | 0.0023 | -0.042 | 510 | 101.45 | 107.25 | 32.8% | -0.96 | 0.0036 | -0.042 | ||
| 1.14 | 1.46 | 3 | 2,198 | 29.3% | 0.05 | 0.0019 | -0.035 | 520 | 109.25 | 115.90 | -0.98 | 0.0030 | -0.039 | |||
| 0.7500 | 1.20 | 9 | 1,021 | 29.4% | 0.04 | 0.0016 | -0.029 | 530 | 119.25 | 127.05 | -1.00 | 0.0006 | -0.076 | |||
| 0.4700 | 0.8400 | 13 | 468 | 29.1% | 0.03 | 0.0013 | -0.024 | 540 | 129.25 | 137.05 | -1.00 | 0.0000 | -0.076 | |||
| 0.4500 | 0.8100 | 3 | 9,737 | 30.5% | 0.03 | 0.0010 | -0.020 | 550 | 139.50 | 147.85 | 38.3% | -1.00 | 0.0000 | -0.076 | ||
| 0 | 0.8100 | 562 | 29.9% | 0.02 | 0.0008 | -0.017 | 560 | 149.25 | 157.05 | -1.00 | 0.0000 | -0.076 | ||||
| 0.2300 | 0.4700 | 6 | 1,062 | 30.7% | 0.02 | 0.0007 | -0.014 | 570 | 159.25 | 167.05 | -1.00 | 0.0000 | -0.076 | |||
| 0 | 1.15 | 1,271 | 34.4% | 0.01 | 0.0006 | -0.012 | 580 | 169.25 | 177.05 | -1.00 | 0.0000 | -0.076 | ||||
| 0 | 0.8700 | 557 | 34.4% | 0.01 | 0.0005 | -0.010 | 590 | 179.25 | 187.05 | -1.00 | 0.0000 | -0.076 | ||||
| 0.0800 | 0.3400 | 11 | 14.4K | 33.5% | 0.01 | 0.0004 | -0.009 | 600 | 189.50 | 197.85 | 47.5% | -1.00 | 0.0000 | -0.076 | ||
| 0.1500 | 0.3900 | 13 | 703 | 34.8% | 0.01 | 0.0003 | -0.008 | 610 | 199.25 | 207.05 | -1.00 | 0.0000 | -0.076 | |||
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 — Jan 15, 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.
call-опционыput-опционы