VLO цепочка опционов Valero Energy Corporation
Cboe delayed options data · по состоянию на 06:39 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 ±19.7% (294.66–439.06) · ATM IV 45.7% · P/C открытого интереса 1.50
| 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 | |
| 180.90 | 184.80 | 52 | 57.0% | 0.99 | 0.0002 | 0.000 | 185 | 0 | 1.05 | 67 | 60.7% | -0.01 | 0.0002 | -0.010 | ||
| 176.20 | 180.00 | 199 | 59.1% | 0.99 | 0.0002 | 0.000 | 190 | 0 | 1.05 | 64 | 58.5% | -0.01 | 0.0002 | -0.011 | ||
| 171.10 | 174.80 | 69 | 53.1% | 0.99 | 0.0002 | 0.000 | 195 | 0 | 0.7000 | 125 | 53.3% | -0.01 | 0.0002 | -0.012 | ||
| 166.20 | 169.90 | 260 | 52.3% | 0.99 | 0.0003 | 0.000 | 200 | 0.1000 | 0.8000 | 5 | 127 | 53.2% | -0.01 | 0.0003 | -0.013 | |
| 156.50 | 160.10 | 118 | 51.1% | 0.99 | 0.0004 | 0.000 | 210 | 0.1500 | 0.9000 | 4 | 188 | 50.5% | -0.01 | 0.0004 | -0.017 | |
| 146.90 | 150.40 | 74 | 50.4% | 0.98 | 0.0005 | 0.000 | 220 | 0.5000 | 1.25 | 274 | 50.8% | -0.02 | 0.0005 | -0.022 | ||
| 137.60 | 140.80 | 1,096 | 50.5% | 0.97 | 0.0006 | 0.000 | 230 | 0.7500 | 1.30 | 1 | 205 | 48.3% | -0.03 | 0.0007 | -0.028 | |
| 128.10 | 131.30 | 241 | 49.2% | 0.96 | 0.0008 | 0.000 | 240 | 1.15 | 1.90 | 1 | 131 | 48.0% | -0.04 | 0.0009 | -0.036 | |
| 118.70 | 122.00 | 1 | 196 | 48.2% | 0.95 | 0.0011 | -0.003 | 250 | 1.55 | 2.75 | 393 | 47.5% | -0.05 | 0.0011 | -0.045 | |
| 109.60 | 112.50 | 259 | 46.7% | 0.93 | 0.0014 | -0.017 | 260 | 2.60 | 3.60 | 2 | 118 | 47.5% | -0.07 | 0.0014 | -0.056 | |
| 101.10 | 104.40 | 377 | 48.1% | 0.91 | 0.0017 | -0.033 | 270 | 3.40 | 4.50 | 504 | 282 | 46.4% | -0.09 | 0.0017 | -0.068 | |
| 92.20 | 95.80 | 4 | 147 | 47.0% | 0.89 | 0.0020 | -0.049 | 280 | 4.80 | 6.10 | 2 | 192 | 46.5% | -0.11 | 0.0021 | -0.080 |
| 84.10 | 87.50 | 1 | 62 | 46.7% | 0.86 | 0.0024 | -0.065 | 290 | 6.40 | 8.00 | 402 | 164 | 45.7% | -0.14 | 0.0024 | -0.093 |
| 76.60 | 79.50 | 13 | 293 | 46.6% | 0.83 | 0.0028 | -0.081 | 300 | 8.20 | 10.10 | 22 | 698 | 45.8% | -0.17 | 0.0028 | -0.106 |
| 69.20 | 72.00 | 17 | 357 | 46.3% | 0.79 | 0.0031 | -0.097 | 310 | 10.70 | 13.20 | 28 | 541 | 46.2% | -0.21 | 0.0031 | -0.118 |
| 62.90 | 65.00 | 4 | 4,619 | 46.6% | 0.76 | 0.0034 | -0.111 | 320 | 14.30 | 16.20 | 13 | 15.8K | 46.7% | -0.24 | 0.0034 | -0.129 |
| 56.00 | 58.50 | 10 | 443 | 46.2% | 0.72 | 0.0037 | -0.124 | 330 | 17.60 | 18.80 | 29 | 77 | 45.8% | -0.28 | 0.0037 | -0.139 |
| 49.70 | 52.50 | 22 | 276 | 45.9% | 0.68 | 0.0039 | -0.135 | 340 | 21.20 | 22.60 | 21 | 556 | 45.5% | -0.33 | 0.0040 | -0.146 |
| 44.20 | 47.00 | 12 | 374 | 46.0% | 0.63 | 0.0041 | -0.144 | 350 | 25.70 | 26.90 | 2 | 574 | 45.5% | -0.37 | 0.0042 | -0.152 |
| 39.50 | 41.90 | 10 | 305 | 46.2% | 0.59 | 0.0043 | -0.150 | 360 | 30.40 | 31.70 | 36 | 151 | 45.5% | -0.41 | 0.0043 | -0.156 |
| 34.30 | 37.00 | 20 | 272 | 45.7% | 0.55 | 0.0044 | -0.155 | 370 | 35.60 | 37.50 | 7 | 66 | 45.7% | -0.46 | 0.0044 | -0.157 |
| 31.40 | 33.00 | 24 | 708 | 46.6% | 0.50 | 0.0044 | -0.158 | 380 | 41.20 | 42.80 | 23 | 18 | 45.4% | -0.50 | 0.0044 | -0.157 |
| 26.90 | 28.50 | 21 | 4,560 | 45.8% | 0.46 | 0.0044 | -0.159 | 390 | 47.10 | 49.50 | 264 | 8 | 45.6% | -0.54 | 0.0044 | -0.154 |
| 23.90 | 26.00 | 11 | 362 | 46.6% | 0.42 | 0.0043 | -0.158 | 400 | 53.10 | 56.10 | 2 | 7 | 45.3% | -0.58 | 0.0044 | -0.150 |
| 20.10 | 23.00 | 1 | 35 | 46.2% | 0.39 | 0.0042 | -0.155 | 410 | 60.30 | 63.10 | 45.6% | -0.62 | 0.0043 | -0.145 | ||
| 17.40 | 20.30 | 8 | 82 | 46.2% | 0.35 | 0.0040 | -0.151 | 420 | 67.60 | 70.40 | 1 | 45.7% | -0.66 | 0.0042 | -0.138 | |
| 15.70 | 18.00 | 16 | 45 | 46.9% | 0.32 | 0.0039 | -0.146 | 430 | 75.20 | 78.10 | 45.8% | -0.69 | 0.0040 | -0.130 | ||
| 13.80 | 16.00 | 40 | 135 | 47.2% | 0.29 | 0.0037 | -0.140 | 440 | 83.10 | 86.10 | 46.0% | -0.72 | 0.0038 | -0.122 | ||
| 12.00 | 14.00 | 2 | 112 | 47.3% | 0.26 | 0.0035 | -0.134 | 450 | 91.50 | 94.60 | 46.6% | -0.75 | 0.0037 | -0.113 | ||
| 10.50 | 12.30 | 1 | 79 | 47.5% | 0.23 | 0.0033 | -0.127 | 460 | 100.00 | 102.90 | 2 | 46.7% | -0.78 | 0.0035 | -0.104 | |
| 9.10 | 11.00 | 2 | 154 | 47.8% | 0.21 | 0.0031 | -0.121 | 470 | 108.60 | 111.60 | 46.9% | -0.81 | 0.0033 | -0.095 | ||
| 7.70 | 9.50 | 13 | 19 | 47.6% | 0.19 | 0.0029 | -0.114 | 480 | 117.40 | 120.40 | 47.1% | -0.83 | 0.0031 | -0.086 | ||
| 6.80 | 8.90 | 56 | 9 | 48.4% | 0.17 | 0.0027 | -0.107 | 490 | 126.40 | 129.40 | 47.3% | -0.85 | 0.0030 | -0.077 | ||
| 5.90 | 7.60 | 4 | 48.3% | 0.15 | 0.0025 | -0.101 | 500 | 135.50 | 138.60 | 47.5% | -0.87 | 0.0028 | -0.069 | |||
| 5.30 | 6.70 | 4 | 1 | 48.7% | 0.14 | 0.0023 | -0.095 | 510 | 144.80 | 148.00 | 47.9% | -0.89 | 0.0026 | -0.060 | ||
| 4.40 | 6.00 | 3 | 2 | 48.7% | 0.12 | 0.0021 | -0.089 | 520 | 154.20 | 157.40 | 48.1% | -0.90 | 0.0025 | -0.052 | ||
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 — Dec 18, 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