VLO цепочка опционов Valero Energy Corporation
Cboe delayed options data · по состоянию на 03:39 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 ±5.1% (348.01–385.71) · ATM IV 40.9% · P/C открытого интереса 2.26
| 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 | |
| 179.80 | 182.70 | 1.00 | 0.0000 | 0.000 | 185 | 0 | 0.7000 | 1 | 187.0% | -0.00 | 0.0000 | -0.009 | ||||
| 174.80 | 177.90 | 134.9% | 1.00 | 0.0000 | 0.000 | 190 | 0 | 0.7000 | 180.2% | -0.00 | 0.0000 | -0.010 | ||||
| 169.50 | 172.70 | 1.00 | 0.0000 | 0.000 | 195 | 0 | 0.7000 | 173.7% | -0.00 | 0.0000 | -0.011 | |||||
| 164.60 | 167.90 | 1.00 | 0.0000 | 0.000 | 200 | 0 | 0.7000 | 167.3% | -0.00 | 0.0000 | -0.012 | |||||
| 159.80 | 162.90 | 1.00 | 0.0001 | 0.000 | 205 | 0 | 0.7000 | 161.1% | -0.00 | 0.0001 | -0.013 | |||||
| 154.70 | 157.60 | 1.00 | 0.0001 | 0.000 | 210 | 0 | 0.7000 | 155.0% | -0.00 | 0.0001 | -0.014 | |||||
| 149.60 | 153.00 | 1.00 | 0.0001 | 0.000 | 215 | 0 | 0.7000 | 149.1% | -0.00 | 0.0001 | -0.015 | |||||
| 144.80 | 148.00 | 111.6% | 1.00 | 0.0001 | 0.000 | 220 | 0 | 1.50 | 143.2% | -0.00 | 0.0001 | -0.016 | ||||
| 139.60 | 142.90 | 1.00 | 0.0001 | -0.001 | 225 | 0 | 0.7000 | 1 | 137.5% | -0.00 | 0.0001 | -0.018 | ||||
| 134.80 | 137.80 | 1.00 | 0.0001 | -0.003 | 230 | 0 | 0.5000 | 131.9% | -0.00 | 0.0001 | -0.019 | |||||
| 129.50 | 133.00 | 1.00 | 0.0001 | -0.005 | 235 | 0 | 0.5000 | 2 | 126.4% | -0.00 | 0.0001 | -0.021 | ||||
| 124.80 | 128.00 | 1.00 | 0.0001 | -0.007 | 240 | 0 | 0.5000 | 3 | 121.1% | -0.00 | 0.0001 | -0.022 | ||||
| 119.90 | 122.70 | 1.00 | 0.0002 | -0.010 | 245 | 0 | 0.5000 | 115.8% | -0.00 | 0.0002 | -0.024 | |||||
| 114.60 | 118.00 | 1.00 | 0.0002 | -0.013 | 250 | 0 | 0.5000 | 21 | 110.6% | -0.00 | 0.0002 | -0.026 | ||||
| 109.50 | 113.00 | 1.00 | 0.0002 | -0.015 | 255 | 0 | 0.5000 | 14 | 105.5% | -0.00 | 0.0002 | -0.029 | ||||
| 104.60 | 108.00 | 1 | 1.00 | 0.0003 | -0.018 | 260 | 0 | 0.0500 | 2 | 40 | 77.4% | -0.00 | 0.0003 | -0.031 | ||
| 99.60 | 102.40 | 0.99 | 0.0003 | -0.021 | 265 | 0 | 0.5000 | 2 | 95.5% | -0.01 | 0.0003 | -0.033 | ||||
| 94.90 | 97.90 | 1 | 0.99 | 0.0004 | -0.025 | 270 | 0 | 0.5000 | 1 | 90.6% | -0.01 | 0.0004 | -0.036 | |||
| 89.50 | 93.10 | 0.99 | 0.0004 | -0.029 | 275 | 0 | 0.5000 | 4 | 85.9% | -0.01 | 0.0004 | -0.039 | ||||
| 85.00 | 88.00 | 1 | 65.8% | 0.99 | 0.0005 | -0.033 | 280 | 0 | 0.5500 | 33 | 82.2% | -0.01 | 0.0005 | -0.043 | ||
| 80.00 | 82.90 | 1 | 0.99 | 0.0006 | -0.037 | 285 | 0 | 0.4000 | 4 | 40 | 74.0% | -0.01 | 0.0006 | -0.047 | ||
| 75.00 | 78.00 | 2 | 55.9% | 0.99 | 0.0007 | -0.042 | 290 | 0 | 0.5500 | 41 | 72.8% | -0.01 | 0.0007 | -0.051 | ||
| 70.00 | 73.00 | 51.0% | 0.99 | 0.0009 | -0.047 | 295 | 0 | 0.5500 | 24 | 68.2% | -0.01 | 0.0009 | -0.056 | |||
| 67.70 | 70.50 | 58.8% | 0.99 | 0.0010 | -0.050 | 297.5 | 0 | 0.5500 | 2 | 65.9% | -0.01 | 0.0010 | -0.058 | |||
| 65.00 | 68.00 | 20 | 46.1% | 0.99 | 0.0011 | -0.053 | 300 | 0 | 0.5500 | 7 | 34 | 64.5% | -0.01 | 0.0011 | -0.061 | |
| 62.60 | 65.50 | 50.5% | 0.98 | 0.0012 | -0.057 | 302.5 | 0 | 0.6000 | 2 | 63.0% | -0.02 | 0.0012 | -0.065 | |||
| 60.10 | 63.10 | 19 | 52.0% | 0.98 | 0.0013 | -0.060 | 305 | 0 | 0.6000 | 2 | 24 | 60.7% | -0.02 | 0.0013 | -0.068 | |
| 57.60 | 60.60 | 49.8% | 0.98 | 0.0014 | -0.065 | 307.5 | 0 | 0.6500 | 3 | 59.2% | -0.02 | 0.0015 | -0.072 | |||
| 55.10 | 58.10 | 8 | 47.5% | 0.98 | 0.0016 | -0.069 | 310 | 0.0500 | 0.3000 | 1 | 651 | 49.8% | -0.02 | 0.0016 | -0.076 | |
| 52.70 | 55.60 | 47.9% | 0.98 | 0.0018 | -0.075 | 312.5 | 0.0500 | 0.3000 | 3 | 48.8% | -0.02 | 0.0018 | -0.081 | |||
| 50.20 | 53.20 | 3 | 47.7% | 0.97 | 0.0021 | -0.081 | 315 | 0.0500 | 0.6500 | 82 | 52.2% | -0.03 | 0.0021 | -0.087 | ||
| 47.70 | 50.70 | 45.4% | 0.97 | 0.0023 | -0.089 | 317.5 | 0.0500 | 0.7000 | 2 | 50.5% | -0.03 | 0.0023 | -0.095 | |||
| 45.30 | 48.30 | 2 | 5 | 46.2% | 0.97 | 0.0027 | -0.098 | 320 | 0.0500 | 0.6000 | 2 | 113 | 49.4% | -0.03 | 0.0027 | -0.103 |
| 42.90 | 45.80 | 45.1% | 0.96 | 0.0031 | -0.108 | 322.5 | 0.0500 | 0.7500 | 2 | 42.8% | -0.04 | 0.0031 | -0.114 | |||
| 40.40 | 43.40 | 3 | 18 | 43.9% | 0.96 | 0.0035 | -0.121 | 325 | 0.2500 | 0.8000 | 2 | 96 | 46.6% | -0.04 | 0.0035 | -0.127 |
| 38.00 | 41.00 | 2 | 43.4% | 0.95 | 0.0041 | -0.137 | 327.5 | 0.0500 | 0.7000 | 5 | 41.3% | -0.05 | 0.0041 | -0.142 | ||
| 35.80 | 38.60 | 29 | 44.1% | 0.94 | 0.0047 | -0.156 | 330 | 0.2000 | 1.05 | 18 | 81 | 43.3% | -0.06 | 0.0048 | -0.161 | |
| 33.30 | 36.30 | 2 | 42.9% | 0.93 | 0.0055 | -0.178 | 332.5 | 0.2000 | 1.20 | 41.9% | -0.07 | 0.0055 | -0.182 | |||
| 31.00 | 34.00 | 25 | 42.7% | 0.91 | 0.0063 | -0.203 | 335 | 0.3500 | 1.35 | 1 | 217 | 41.2% | -0.09 | 0.0064 | -0.207 | |
| 28.90 | 31.70 | 1 | 43.0% | 0.90 | 0.0073 | -0.231 | 337.5 | 0.7500 | 1.60 | 3 | 28 | 42.0% | -0.10 | 0.0073 | -0.235 | |
| 26.70 | 29.50 | 7 | 107 | 42.8% | 0.88 | 0.0083 | -0.262 | 340 | 0.9000 | 2.05 | 37 | 171 | 42.0% | -0.12 | 0.0084 | -0.266 |
| 24.60 | 27.30 | 1 | 1 | 42.5% | 0.86 | 0.0094 | -0.295 | 342.5 | 1.10 | 2.25 | 80 | 565 | 40.7% | -0.14 | 0.0094 | -0.300 |
| 22.40 | 25.20 | 3 | 10 | 41.9% | 0.83 | 0.0105 | -0.330 | 345 | 1.50 | 2.65 | 244 | 106 | 40.6% | -0.17 | 0.0106 | -0.334 |
| 20.50 | 23.20 | 1 | 10 | 42.1% | 0.80 | 0.0116 | -0.365 | 347.5 | 1.95 | 3.20 | 36 | 7 | 40.6% | -0.20 | 0.0117 | -0.369 |
| 18.50 | 21.20 | 7 | 34 | 41.6% | 0.77 | 0.0127 | -0.400 | 350 | 2.50 | 3.60 | 24 | 30 | 40.1% | -0.23 | 0.0128 | -0.404 |
| 16.90 | 19.10 | 1 | 8 | 41.5% | 0.74 | 0.0137 | -0.432 | 352.5 | 3.10 | 4.40 | 22 | 4 | 40.4% | -0.26 | 0.0138 | -0.436 |
| 15.20 | 17.50 | 2 | 33 | 41.9% | 0.70 | 0.0146 | -0.462 | 355 | 3.80 | 5.30 | 26 | 8 | 40.6% | -0.30 | 0.0147 | -0.466 |
| 13.60 | 15.80 | 57 | 41.8% | 0.66 | 0.0154 | -0.488 | 357.5 | 4.60 | 6.10 | 12 | 10 | 40.4% | -0.34 | 0.0155 | -0.492 | |
| 12.10 | 14.10 | 7 | 112 | 41.6% | 0.62 | 0.0160 | -0.509 | 360 | 5.60 | 7.10 | 39 | 7 | 40.6% | -0.38 | 0.0161 | -0.512 |
| 10.70 | 12.60 | 1 | 18 | 41.5% | 0.58 | 0.0165 | -0.524 | 362.5 | 6.60 | 8.10 | 1 | 40.3% | -0.42 | 0.0166 | -0.528 | |
| 9.50 | 10.70 | 26 | 83 | 40.6% | 0.54 | 0.0167 | -0.533 | 365 | 7.80 | 9.40 | 111 | 12 | 40.7% | -0.46 | 0.0168 | -0.537 |
| 8.30 | 9.90 | 4 | 3 | 41.6% | 0.50 | 0.0168 | -0.536 | 367.5 | 8.90 | 10.60 | 41 | 40.2% | -0.50 | 0.0169 | -0.539 | |
| 7.00 | 8.80 | 36 | 20 | 41.2% | 0.46 | 0.0167 | -0.533 | 370 | 10.20 | 12.10 | 40.2% | -0.55 | 0.0168 | -0.536 | ||
| 6.20 | 7.70 | 32 | 23 | 41.6% | 0.42 | 0.0164 | -0.524 | 372.5 | 11.50 | 13.70 | 40.1% | -0.59 | 0.0165 | -0.526 | ||
| 5.30 | 6.80 | 89 | 23 | 41.7% | 0.38 | 0.0160 | -0.509 | 375 | 13.00 | 15.40 | 11 | 40.2% | -0.63 | 0.0160 | -0.511 | |
| 4.60 | 5.90 | 3 | 31 | 41.8% | 0.34 | 0.0154 | -0.489 | 377.5 | 14.70 | 17.10 | 40.2% | -0.67 | 0.0154 | -0.491 | ||
| 3.90 | 5.20 | 134 | 42.1% | 0.30 | 0.0146 | -0.465 | 380 | 16.40 | 18.80 | 39.8% | -0.70 | 0.0147 | -0.466 | |||
| 3.10 | 4.50 | 7 | 7 | 41.6% | 0.27 | 0.0138 | -0.438 | 382.5 | 18.20 | 20.70 | 39.7% | -0.74 | 0.0139 | -0.438 | ||
| 2.55 | 3.90 | 40 | 93 | 41.6% | 0.24 | 0.0129 | -0.407 | 385 | 20.20 | 22.70 | 40.0% | -0.77 | 0.0130 | -0.407 | ||
| 2.05 | 3.30 | 41.4% | 0.21 | 0.0120 | -0.376 | 387.5 | 22.20 | 25.20 | 41.4% | -0.80 | 0.0120 | -0.375 | ||||
| 1.85 | 2.80 | 16 | 24 | 42.0% | 0.18 | 0.0110 | -0.344 | 390 | 24.20 | 26.90 | 6 | 39.9% | -0.82 | 0.0111 | -0.342 | |
| 1.30 | 2.40 | 5 | 10 | 41.3% | 0.16 | 0.0100 | -0.312 | 392.5 | 26.40 | 29.20 | 40.7% | -0.85 | 0.0101 | -0.311 | ||
| 1.00 | 2.25 | 4 | 18 | 42.1% | 0.13 | 0.0090 | -0.282 | 395 | 28.60 | 31.30 | 40.3% | -0.87 | 0.0092 | -0.280 | ||
| 1.10 | 2.05 | 44.1% | 0.12 | 0.0081 | -0.253 | 397.5 | 31.10 | 34.00 | 43.5% | -0.89 | 0.0083 | -0.253 | ||||
| 0.5500 | 1.70 | 2 | 64 | 42.3% | 0.10 | 0.0072 | -0.227 | 400 | 33.10 | 36.30 | 42.5% | -0.91 | 0.0074 | -0.228 | ||
| 0.4000 | 1.60 | 43.2% | 0.09 | 0.0064 | -0.203 | 402.5 | 35.40 | 38.70 | 43.0% | -0.92 | 0.0067 | -0.207 | ||||
| 0.2500 | 1.45 | 3 | 43.6% | 0.07 | 0.0057 | -0.182 | 405 | 37.80 | 40.70 | 41.2% | -0.93 | 0.0060 | -0.189 | |||
| 0.3000 | 1.30 | 45.0% | 0.06 | 0.0050 | -0.164 | 407.5 | 40.20 | 43.00 | 40.6% | -0.94 | 0.0054 | -0.172 | ||||
| 0.1500 | 1.15 | 6 | 2 | 44.9% | 0.06 | 0.0045 | -0.147 | 410 | 43.10 | 45.50 | 45.8% | -0.95 | 0.0048 | -0.157 | ||
| 0.0500 | 0.9500 | 5 | 46.2% | 0.04 | 0.0035 | -0.120 | 415 | 47.50 | 50.70 | 46.0% | -0.96 | 0.0039 | -0.132 | |||
| 0.0500 | 0.5000 | 44 | 41 | 46.6% | 0.03 | 0.0028 | -0.100 | 420 | 52.40 | 55.60 | 47.0% | -0.98 | 0.0031 | -0.107 | ||
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 — Sep 11, 2026
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