USO цепочка опционов United States Oil Fund, LP
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 ±10.8% (142.97–177.62) · ATM IV 46.5% · P/C открытого интереса 0.97
| 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 | |
| 73.60 | 77.60 | 22 | 0.99 | 0.0004 | -0.002 | 85 | 0 | 0.1000 | 932 | 86.2% | -0.01 | 0.0004 | -0.010 | |||
| 68.65 | 72.60 | 8 | 0.99 | 0.0005 | -0.004 | 90 | 0.0500 | 0.3600 | 30 | 2,305 | 94.6% | -0.01 | 0.0005 | -0.011 | ||
| 63.70 | 67.65 | 198 | 58.1% | 0.99 | 0.0007 | -0.006 | 95 | 0 | 0.1400 | 10 | 135 | 75.1% | -0.01 | 0.0006 | -0.013 | |
| 58.75 | 62.70 | 6 | 55 | 64.3% | 0.99 | 0.0009 | -0.009 | 100 | 0.1100 | 0.2000 | 77 | 6,330 | 76.0% | -0.01 | 0.0008 | -0.016 |
| 53.80 | 57.75 | 29 | 62.6% | 0.98 | 0.0012 | -0.013 | 105 | 0.1200 | 0.2300 | 5 | 1,430 | 70.2% | -0.01 | 0.0011 | -0.019 | |
| 48.95 | 52.40 | 440 | 0.98 | 0.0016 | -0.018 | 110 | 0.2300 | 0.2900 | 181 | 12.5K | 67.5% | -0.02 | 0.0016 | -0.024 | ||
| 44.10 | 46.50 | 1 | 361 | 0.97 | 0.0022 | -0.023 | 115 | 0.2500 | 0.3700 | 936 | 3,663 | 62.4% | -0.03 | 0.0021 | -0.029 | |
| 43.80 | 46.20 | 10 | 59.2% | 0.97 | 0.0023 | -0.025 | 116 | 0.2700 | 0.7900 | 2 | 414 | 67.5% | -0.03 | 0.0023 | -0.030 | |
| 42.80 | 45.25 | 52 | 58.7% | 0.97 | 0.0024 | -0.026 | 117 | 0.1000 | 0.6000 | 9 | 157 | 61.0% | -0.03 | 0.0024 | -0.031 | |
| 41.10 | 44.25 | 122 | 0.96 | 0.0026 | -0.028 | 118 | 0.1600 | 0.6300 | 98 | 330 | 61.0% | -0.03 | 0.0026 | -0.033 | ||
| 40.85 | 43.00 | 2 | 51.7% | 0.96 | 0.0028 | -0.029 | 119 | 0.3400 | 0.6300 | 374 | 186 | 62.0% | -0.04 | 0.0028 | -0.034 | |
| 40.45 | 41.70 | 1 | 139 | 55.9% | 0.96 | 0.0030 | -0.031 | 120 | 0.4100 | 0.4500 | 505 | 4,519 | 59.1% | -0.04 | 0.0029 | -0.036 |
| 38.95 | 41.75 | 3 | 61.5% | 0.96 | 0.0031 | -0.032 | 121 | 0.2100 | 0.6900 | 1 | 313 | 58.2% | -0.04 | 0.0031 | -0.037 | |
| 37.95 | 39.60 | 2 | 5 | 34.4% | 0.95 | 0.0034 | -0.034 | 122 | 0.2600 | 0.5400 | 7 | 277 | 55.5% | -0.04 | 0.0034 | -0.039 |
| 37.00 | 39.85 | 17 | 60.0% | 0.95 | 0.0036 | -0.036 | 123 | 0.2900 | 0.5800 | 15 | 488 | 55.1% | -0.05 | 0.0036 | -0.040 | |
| 36.05 | 38.75 | 3 | 57.9% | 0.95 | 0.0038 | -0.038 | 124 | 0.5000 | 0.6100 | 6 | 366 | 56.4% | -0.05 | 0.0038 | -0.042 | |
| 34.80 | 36.75 | 5 | 132 | 0.95 | 0.0040 | -0.040 | 125 | 0.5500 | 0.6500 | 155 | 2,950 | 55.9% | -0.05 | 0.0040 | -0.044 | |
| 34.15 | 36.60 | 12 | 54.4% | 0.94 | 0.0043 | -0.042 | 126 | 0.3900 | 0.9100 | 955 | 55.5% | -0.06 | 0.0043 | -0.046 | ||
| 33.20 | 35.60 | 19 | 53.4% | 0.94 | 0.0046 | -0.044 | 127 | 0.6200 | 0.7500 | 5 | 179 | 54.7% | -0.06 | 0.0046 | -0.048 | |
| 32.25 | 34.70 | 6 | 53.2% | 0.93 | 0.0049 | -0.046 | 128 | 0.6700 | 0.8000 | 93 | 124 | 54.1% | -0.06 | 0.0049 | -0.050 | |
| 31.30 | 33.85 | 8 | 53.4% | 0.93 | 0.0052 | -0.048 | 129 | 0.5300 | 1.06 | 2 | 224 | 53.6% | -0.07 | 0.0052 | -0.052 | |
| 30.90 | 32.80 | 75 | 724 | 56.0% | 0.92 | 0.0056 | -0.050 | 130 | 0.7800 | 0.9200 | 2,501 | 5,020 | 53.0% | -0.07 | 0.0056 | -0.054 |
| 29.40 | 31.30 | 5 | 46.5% | 0.92 | 0.0059 | -0.053 | 131 | 0.7200 | 1.19 | 12 | 308 | 53.1% | -0.08 | 0.0059 | -0.057 | |
| 28.50 | 30.85 | 10 | 50.3% | 0.91 | 0.0063 | -0.055 | 132 | 0.9100 | 1.06 | 122 | 468 | 52.0% | -0.08 | 0.0063 | -0.059 | |
| 27.55 | 29.55 | 2 | 31 | 46.9% | 0.91 | 0.0067 | -0.058 | 133 | 0.9800 | 1.13 | 24 | 250 | 51.4% | -0.09 | 0.0067 | -0.062 |
| 25.95 | 28.55 | 31 | 40.3% | 0.90 | 0.0071 | -0.061 | 134 | 1.06 | 1.22 | 5 | 174 | 51.0% | -0.10 | 0.0071 | -0.064 | |
| 26.00 | 27.55 | 12 | 370 | 47.1% | 0.89 | 0.0076 | -0.064 | 135 | 1.14 | 1.31 | 418 | 1,583 | 50.5% | -0.10 | 0.0076 | -0.067 |
| 24.55 | 26.55 | 48 | 42.4% | 0.89 | 0.0080 | -0.067 | 136 | 1.24 | 1.39 | 44 | 147 | 49.9% | -0.11 | 0.0080 | -0.070 | |
| 23.55 | 25.60 | 3 | 144 | 41.3% | 0.88 | 0.0085 | -0.070 | 137 | 1.34 | 1.50 | 49 | 255 | 49.5% | -0.12 | 0.0085 | -0.073 |
| 23.40 | 25.20 | 1 | 64 | 48.4% | 0.87 | 0.0090 | -0.073 | 138 | 1.45 | 1.62 | 176 | 196 | 49.1% | -0.13 | 0.0090 | -0.076 |
| 22.85 | 23.90 | 58 | 47.5% | 0.86 | 0.0095 | -0.076 | 139 | 1.57 | 1.74 | 136 | 252 | 48.7% | -0.14 | 0.0095 | -0.079 | |
| 22.10 | 22.85 | 133 | 1,754 | 46.9% | 0.85 | 0.0100 | -0.080 | 140 | 1.72 | 1.88 | 1,317 | 3,869 | 48.4% | -0.15 | 0.0101 | -0.082 |
| 20.25 | 22.25 | 61 | 43.0% | 0.84 | 0.0106 | -0.083 | 141 | 1.84 | 2.03 | 53 | 336 | 47.9% | -0.16 | 0.0106 | -0.086 | |
| 19.00 | 21.35 | 82 | 40.6% | 0.83 | 0.0111 | -0.086 | 142 | 2.00 | 2.18 | 22 | 263 | 47.6% | -0.17 | 0.0112 | -0.089 | |
| 18.15 | 20.65 | 92 | 41.1% | 0.82 | 0.0117 | -0.090 | 143 | 2.17 | 2.38 | 93 | 355 | 47.4% | -0.18 | 0.0117 | -0.092 | |
| 18.45 | 19.75 | 27 | 45.4% | 0.81 | 0.0123 | -0.094 | 144 | 2.35 | 2.57 | 176 | 429 | 47.1% | -0.19 | 0.0123 | -0.096 | |
| 18.35 | 18.85 | 121 | 1,244 | 47.4% | 0.79 | 0.0128 | -0.097 | 145 | 2.56 | 2.76 | 549 | 1,777 | 46.8% | -0.20 | 0.0129 | -0.100 |
| 17.40 | 18.20 | 157 | 47.0% | 0.78 | 0.0134 | -0.101 | 146 | 2.77 | 3.00 | 11 | 614 | 46.6% | -0.22 | 0.0134 | -0.103 | |
| 16.70 | 17.35 | 165 | 46.7% | 0.77 | 0.0139 | -0.104 | 147 | 3.00 | 3.25 | 52 | 329 | 46.4% | -0.23 | 0.0140 | -0.106 | |
| 15.80 | 16.65 | 5 | 361 | 46.1% | 0.75 | 0.0145 | -0.108 | 148 | 3.25 | 3.50 | 100 | 473 | 46.2% | -0.25 | 0.0145 | -0.110 |
| 14.45 | 16.55 | 38 | 257 | 48.8% | 0.74 | 0.0150 | -0.111 | 149 | 3.05 | 3.80 | 38 | 625 | 44.5% | -0.26 | 0.0150 | -0.113 |
| 14.55 | 15.00 | 513 | 7,650 | 45.6% | 0.72 | 0.0155 | -0.115 | 150 | 3.90 | 4.10 | 1,503 | 4,864 | 46.3% | -0.28 | 0.0155 | -0.116 |
| 13.55 | 14.50 | 12 | 345 | 45.1% | 0.70 | 0.0159 | -0.118 | 151 | 4.20 | 4.40 | 77 | 381 | 46.1% | -0.29 | 0.0160 | -0.119 |
| 12.65 | 13.85 | 26 | 370 | 44.4% | 0.69 | 0.0164 | -0.121 | 152 | 4.45 | 4.80 | 58 | 170 | 45.9% | -0.31 | 0.0164 | -0.122 |
| 12.55 | 13.10 | 396 | 16.0K | 45.6% | 0.67 | 0.0168 | -0.123 | 153 | 4.85 | 5.10 | 45 | 287 | 45.8% | -0.33 | 0.0168 | -0.125 |
| 11.70 | 12.60 | 5 | 224 | 45.2% | 0.65 | 0.0171 | -0.126 | 154 | 5.25 | 5.50 | 66 | 603 | 45.9% | -0.35 | 0.0172 | -0.128 |
| 11.40 | 11.75 | 88 | 1,515 | 45.6% | 0.63 | 0.0174 | -0.129 | 155 | 5.70 | 5.95 | 793 | 845 | 46.1% | -0.36 | 0.0175 | -0.130 |
| 10.85 | 11.40 | 6 | 254 | 46.0% | 0.62 | 0.0177 | -0.131 | 156 | 6.10 | 6.35 | 126 | 365 | 46.0% | -0.38 | 0.0178 | -0.132 |
| 10.30 | 10.85 | 15 | 558 | 46.0% | 0.60 | 0.0179 | -0.133 | 157 | 6.50 | 6.80 | 33 | 203 | 45.9% | -0.40 | 0.0180 | -0.134 |
| 9.45 | 10.60 | 67 | 44.5% | 0.59 | 0.0180 | -0.134 | 157.5 | 6.80 | 7.05 | 20 | 43 | 46.1% | -0.41 | 0.0181 | -0.135 | |
| 9.20 | 10.35 | 4 | 613 | 44.5% | 0.58 | 0.0181 | -0.135 | 158 | 7.00 | 7.30 | 104 | 271 | 46.1% | -0.42 | 0.0182 | -0.136 |
| 8.75 | 9.80 | 39 | 270 | 44.6% | 0.56 | 0.0182 | -0.136 | 159 | 6.90 | 8.35 | 51 | 105 | 46.1% | -0.44 | 0.0183 | -0.137 |
| 9.00 | 9.25 | 273 | 2,831 | 46.6% | 0.54 | 0.0182 | -0.137 | 160 | 8.00 | 8.40 | 615 | 763 | 46.5% | -0.46 | 0.0183 | -0.138 |
| 8.30 | 9.05 | 29 | 599 | 46.7% | 0.52 | 0.0183 | -0.138 | 161 | 8.55 | 8.90 | 124 | 355 | 46.5% | -0.47 | 0.0184 | -0.139 |
| 8.05 | 8.30 | 64 | 303 | 46.9% | 0.51 | 0.0182 | -0.139 | 162 | 9.15 | 9.40 | 33 | 198 | 46.6% | -0.49 | 0.0183 | -0.140 |
| 7.55 | 7.90 | 155 | 333 | 46.4% | 0.49 | 0.0182 | -0.140 | 163 | 9.65 | 10.65 | 90 | 115 | 48.3% | -0.51 | 0.0183 | -0.140 |
| 7.15 | 7.50 | 51 | 199 | 46.6% | 0.47 | 0.0180 | -0.140 | 164 | 10.30 | 11.35 | 30 | 57 | 48.8% | -0.53 | 0.0182 | -0.141 |
| 6.95 | 7.10 | 843 | 1,892 | 47.2% | 0.45 | 0.0179 | -0.140 | 165 | 10.90 | 11.60 | 12 | 339 | 47.9% | -0.54 | 0.0180 | -0.141 |
| 5.90 | 7.40 | 158 | 824 | 47.2% | 0.44 | 0.0177 | -0.140 | 166 | 11.60 | 12.05 | 14 | 231 | 47.8% | -0.56 | 0.0178 | -0.141 |
| 5.60 | 6.45 | 163 | 506 | 45.9% | 0.42 | 0.0175 | -0.140 | 167 | 12.25 | 13.35 | 9 | 49.7% | -0.58 | 0.0176 | -0.140 | |
| 5.85 | 6.15 | 17 | 283 | 47.7% | 0.41 | 0.0172 | -0.139 | 168 | 12.90 | 13.40 | 6 | 14 | 48.1% | -0.59 | 0.0174 | -0.140 |
| 4.90 | 5.85 | 99 | 265 | 46.1% | 0.39 | 0.0170 | -0.139 | 169 | 13.60 | 14.10 | 60 | 81 | 48.4% | -0.61 | 0.0171 | -0.139 |
| 5.30 | 5.55 | 616 | 3,605 | 48.2% | 0.38 | 0.0167 | -0.138 | 170 | 14.40 | 14.85 | 141 | 184 | 48.9% | -0.62 | 0.0168 | -0.138 |
| 5.00 | 5.30 | 40 | 625 | 48.5% | 0.36 | 0.0164 | -0.137 | 171 | 14.40 | 15.55 | 26 | 2 | 47.0% | -0.64 | 0.0165 | -0.137 |
| 4.80 | 5.05 | 98 | 91 | 48.9% | 0.35 | 0.0160 | -0.136 | 172 | 15.85 | 17.35 | 70 | 52.4% | -0.65 | 0.0162 | -0.136 | |
| 4.55 | 4.80 | 87 | 239 | 49.1% | 0.33 | 0.0157 | -0.135 | 173 | 16.45 | 17.75 | 93 | 51.2% | -0.67 | 0.0158 | -0.134 | |
| 4.30 | 4.60 | 69 | 157 | 49.4% | 0.32 | 0.0154 | -0.133 | 174 | 17.35 | 18.50 | 53 | 51.8% | -0.68 | 0.0155 | -0.133 | |
| 4.10 | 4.35 | 95 | 2,623 | 49.7% | 0.31 | 0.0150 | -0.132 | 175 | 18.15 | 19.45 | 19 | 52.7% | -0.69 | 0.0151 | -0.131 | |
| 3.90 | 4.15 | 6 | 445 | 50.0% | 0.30 | 0.0146 | -0.130 | 176 | 18.80 | 20.20 | 7 | 52.5% | -0.71 | 0.0148 | -0.129 | |
| 3.20 | 3.45 | 2,452 | 2,644 | 51.2% | 0.25 | 0.0132 | -0.123 | 180 | 22.05 | 23.80 | 2 | 41 | 54.8% | -0.75 | 0.0134 | -0.122 |
| 2.50 | 2.74 | 175 | 1,079 | 52.7% | 0.21 | 0.0114 | -0.112 | 185 | 26.45 | 28.10 | 1 | 22 | 57.1% | -0.80 | 0.0116 | -0.111 |
| 2.04 | 2.16 | 409 | 2,149 | 54.4% | 0.17 | 0.0098 | -0.102 | 190 | 30.80 | 32.90 | 124 | 60.1% | -0.83 | 0.0100 | -0.100 | |
| 1.56 | 1.76 | 13 | 582 | 55.7% | 0.14 | 0.0084 | -0.091 | 195 | 34.90 | 37.80 | 1 | 104 | 61.6% | -0.87 | 0.0086 | -0.090 |
| 1.27 | 1.43 | 99 | 2,276 | 57.3% | 0.11 | 0.0071 | -0.082 | 200 | 40.05 | 42.40 | 128 | 65.7% | -0.89 | 0.0073 | -0.080 | |
| 1.03 | 1.19 | 2 | 412 | 58.9% | 0.09 | 0.0061 | -0.074 | 205 | 44.55 | 46.45 | 8 | 62.9% | -0.91 | 0.0063 | -0.071 | |
| 0.8700 | 0.9900 | 11 | 662 | 60.6% | 0.08 | 0.0052 | -0.066 | 210 | 48.60 | 51.25 | 2 | 59.4% | -0.93 | 0.0054 | -0.063 | |
| 0.5200 | 0.8600 | 1 | 246 | 60.6% | 0.07 | 0.0044 | -0.059 | 215 | 53.50 | 56.10 | 1 | 61.2% | -0.94 | 0.0047 | -0.056 | |
| 0.4100 | 0.7300 | 28 | 553 | 62.0% | 0.06 | 0.0038 | -0.053 | 220 | 58.60 | 61.00 | 65.0% | -0.95 | 0.0040 | -0.049 | ||
| 0.3000 | 0.6300 | 165 | 2,191 | 63.1% | 0.05 | 0.0033 | -0.048 | 225 | 63.25 | 65.90 | 63.3% | -0.96 | 0.0035 | -0.044 | ||
| 0.1800 | 0.7300 | 2 | 210 | 66.1% | 0.04 | 0.0028 | -0.044 | 230 | 68.55 | 70.85 | 70.0% | -0.96 | 0.0031 | -0.039 | ||
| 0.1900 | 0.4900 | 1 | 94 | 66.0% | 0.04 | 0.0025 | -0.040 | 235 | 73.20 | 75.75 | 66.6% | -0.97 | 0.0028 | -0.035 | ||
| 0.3200 | 0.3600 | 2 | 368 | 68.9% | 0.03 | 0.0022 | -0.036 | 240 | 77.60 | 81.55 | 73.3% | -0.98 | 0.0024 | -0.031 | ||
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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