VLO цепочка опционов Valero Energy Corporation
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 ±37.6% (272.25–600.35) · ATM IV 50.7% · P/C открытого интереса 2.77
| 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 | |
| 221.20 | 225.00 | 1 | 53.2% | 0.95 | 0.0005 | -0.002 | 220 | 3.20 | 7.00 | 52.2% | -0.05 | 0.0005 | -0.032 | |||
| 213.30 | 216.50 | 1 | 53.4% | 0.94 | 0.0005 | -0.007 | 230 | 4.40 | 8.10 | 12 | 52.0% | -0.06 | 0.0005 | -0.036 | ||
| 204.30 | 208.50 | 52.6% | 0.93 | 0.0006 | -0.013 | 240 | 5.80 | 9.50 | 51.9% | -0.07 | 0.0006 | -0.041 | ||||
| 196.60 | 200.50 | 2 | 52.7% | 0.92 | 0.0007 | -0.019 | 250 | 7.20 | 11.30 | 5 | 51.9% | -0.08 | 0.0007 | -0.046 | ||
| 188.70 | 192.50 | 4 | 52.3% | 0.91 | 0.0008 | -0.025 | 260 | 9.00 | 13.00 | 11 | 51.8% | -0.09 | 0.0008 | -0.051 | ||
| 180.90 | 184.50 | 3 | 51.8% | 0.90 | 0.0008 | -0.031 | 270 | 11.30 | 14.90 | 7 | 51.9% | -0.10 | 0.0009 | -0.056 | ||
| 173.40 | 177.00 | 51.6% | 0.88 | 0.0009 | -0.037 | 280 | 13.30 | 17.00 | 28 | 51.6% | -0.12 | 0.0009 | -0.061 | |||
| 166.70 | 170.00 | 6 | 52.0% | 0.87 | 0.0010 | -0.044 | 290 | 15.20 | 19.00 | 44 | 51.1% | -0.13 | 0.0010 | -0.066 | ||
| 159.60 | 163.00 | 8 | 51.8% | 0.85 | 0.0011 | -0.050 | 300 | 17.80 | 21.50 | 10 | 100 | 51.0% | -0.15 | 0.0011 | -0.071 | |
| 152.80 | 156.00 | 5 | 51.6% | 0.84 | 0.0012 | -0.056 | 310 | 20.60 | 24.50 | 2 | 51.0% | -0.16 | 0.0012 | -0.075 | ||
| 146.20 | 149.50 | 4 | 51.6% | 0.82 | 0.0012 | -0.061 | 320 | 23.60 | 27.20 | 1 | 203 | 50.8% | -0.18 | 0.0013 | -0.080 | |
| 139.50 | 143.00 | 9 | 51.3% | 0.81 | 0.0013 | -0.067 | 330 | 26.80 | 30.50 | 2 | 50.8% | -0.20 | 0.0013 | -0.084 | ||
| 133.40 | 136.50 | 2 | 51.1% | 0.79 | 0.0014 | -0.072 | 340 | 30.30 | 34.00 | 316 | 50.7% | -0.21 | 0.0014 | -0.089 | ||
| 127.40 | 130.50 | 15 | 51.0% | 0.77 | 0.0014 | -0.077 | 350 | 34.10 | 37.50 | 69 | 50.7% | -0.23 | 0.0015 | -0.093 | ||
| 121.90 | 125.00 | 3 | 51.1% | 0.75 | 0.0015 | -0.082 | 360 | 38.10 | 41.50 | 28 | 50.7% | -0.25 | 0.0016 | -0.096 | ||
| 116.40 | 119.50 | 3 | 51.0% | 0.74 | 0.0016 | -0.086 | 370 | 42.30 | 45.50 | 2 | 50.6% | -0.27 | 0.0016 | -0.100 | ||
| 111.00 | 114.00 | 8 | 50.9% | 0.72 | 0.0016 | -0.090 | 380 | 46.70 | 50.00 | 1 | 50.6% | -0.29 | 0.0017 | -0.103 | ||
| 106.10 | 109.00 | 4 | 50.9% | 0.70 | 0.0017 | -0.094 | 390 | 51.30 | 54.50 | 34 | 50.6% | -0.31 | 0.0017 | -0.106 | ||
| 101.20 | 104.00 | 3 | 30 | 50.9% | 0.68 | 0.0017 | -0.098 | 400 | 56.20 | 59.50 | 1 | 7 | 50.7% | -0.32 | 0.0018 | -0.108 |
| 96.40 | 99.50 | 15 | 50.8% | 0.66 | 0.0017 | -0.101 | 410 | 61.30 | 64.50 | 2 | 50.7% | -0.34 | 0.0018 | -0.111 | ||
| 92.00 | 95.00 | 42 | 50.8% | 0.65 | 0.0018 | -0.104 | 420 | 66.10 | 69.50 | 1 | 50.5% | -0.36 | 0.0019 | -0.113 | ||
| 88.00 | 91.00 | 1 | 18 | 51.0% | 0.63 | 0.0018 | -0.106 | 430 | 71.60 | 75.00 | 1 | 50.5% | -0.38 | 0.0019 | -0.114 | |
| 83.60 | 86.50 | 1 | 7 | 50.8% | 0.61 | 0.0018 | -0.108 | 440 | 77.20 | 80.80 | 10 | 50.5% | -0.40 | 0.0019 | -0.116 | |
| 79.60 | 83.00 | 3 | 20 | 50.9% | 0.59 | 0.0018 | -0.111 | 450 | 83.10 | 86.60 | 50.6% | -0.42 | 0.0020 | -0.117 | ||
| 75.90 | 79.00 | 8 | 50.8% | 0.58 | 0.0019 | -0.112 | 460 | 89.10 | 92.80 | 6 | 50.6% | -0.44 | 0.0020 | -0.118 | ||
| 72.30 | 75.50 | 5 | 50.8% | 0.56 | 0.0019 | -0.114 | 470 | 95.40 | 99.00 | 28 | 50.7% | -0.46 | 0.0020 | -0.118 | ||
| 68.80 | 72.00 | 14 | 50.8% | 0.54 | 0.0019 | -0.115 | 480 | 101.90 | 105.50 | 171 | 50.8% | -0.47 | 0.0020 | -0.119 | ||
| 65.70 | 69.00 | 11 | 50.9% | 0.52 | 0.0019 | -0.116 | 490 | 108.50 | 112.00 | 5 | 6 | 50.8% | -0.49 | 0.0020 | -0.119 | |
| 63.00 | 66.00 | 13 | 51.1% | 0.51 | 0.0019 | -0.116 | 500 | 115.10 | 119.00 | 61 | 50.9% | -0.51 | 0.0020 | -0.119 | ||
| 60.00 | 63.00 | 38 | 51.1% | 0.49 | 0.0019 | -0.117 | 510 | 122.10 | 125.10 | 4 | 80 | 50.7% | -0.53 | 0.0021 | -0.118 | |
| 57.00 | 60.00 | 24 | 51.0% | 0.48 | 0.0019 | -0.117 | 520 | 129.20 | 133.00 | 16 | 51.0% | -0.55 | 0.0021 | -0.118 | ||
| 52.30 | 55.00 | 28 | 8 | 51.3% | 0.45 | 0.0019 | -0.117 | 540 | 143.60 | 147.50 | 51.1% | -0.58 | 0.0021 | -0.116 | ||
| 47.20 | 50.00 | 3 | 51.1% | 0.42 | 0.0018 | -0.116 | 560 | 158.70 | 162.50 | 1 | 51.2% | -0.61 | 0.0021 | -0.114 | ||
| 43.00 | 46.00 | 1 | 92 | 51.3% | 0.39 | 0.0018 | -0.115 | 580 | 174.20 | 178.00 | 51.2% | -0.64 | 0.0020 | -0.111 | ||
| 38.70 | 42.00 | 5 | 4 | 51.2% | 0.36 | 0.0018 | -0.113 | 600 | 190.20 | 194.00 | 51.3% | -0.67 | 0.0020 | -0.108 | ||
| 35.10 | 38.80 | 4 | 51.4% | 0.34 | 0.0017 | -0.111 | 620 | 206.60 | 210.50 | 51.5% | -0.70 | 0.0020 | -0.105 | |||
| 32.10 | 35.70 | 66 | 15 | 51.6% | 0.32 | 0.0017 | -0.108 | 640 | 223.50 | 227.30 | 51.6% | -0.72 | 0.0020 | -0.101 | ||
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 17, 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