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 ±41.2% (256.55–616.05) · ATM IV 49.6% · P/C открытого интереса 0.94
| 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 | |
| 224.50 | 229.00 | 25 | 52.0% | 0.94 | 0.0005 | -0.004 | 220 | 6.50 | 8.80 | 18 | 51.9% | -0.06 | 0.0005 | -0.032 | ||
| 216.50 | 221.00 | 61 | 51.8% | 0.93 | 0.0006 | -0.008 | 230 | 7.60 | 10.50 | 5 | 51.6% | -0.07 | 0.0006 | -0.036 | ||
| 208.50 | 213.00 | 5 | 48 | 51.3% | 0.92 | 0.0006 | -0.013 | 240 | 9.10 | 11.60 | 69 | 50.9% | -0.08 | 0.0006 | -0.040 | |
| 200.50 | 205.00 | 5 | 58 | 50.7% | 0.91 | 0.0007 | -0.018 | 250 | 10.40 | 13.60 | 139 | 50.5% | -0.09 | 0.0007 | -0.043 | |
| 193.90 | 197.50 | 17 | 51.2% | 0.90 | 0.0008 | -0.023 | 260 | 12.30 | 16.50 | 21 | 50.9% | -0.10 | 0.0008 | -0.048 | ||
| 186.00 | 190.50 | 26 | 50.8% | 0.89 | 0.0008 | -0.029 | 270 | 14.00 | 18.50 | 6 | 50.4% | -0.11 | 0.0008 | -0.051 | ||
| 179.00 | 183.00 | 7 | 50.5% | 0.87 | 0.0009 | -0.033 | 280 | 16.50 | 20.50 | 8 | 50.1% | -0.13 | 0.0009 | -0.055 | ||
| 172.00 | 176.00 | 50 | 50.3% | 0.86 | 0.0010 | -0.038 | 290 | 19.00 | 23.50 | 50.2% | -0.14 | 0.0010 | -0.059 | |||
| 165.90 | 169.50 | 30 | 50.6% | 0.85 | 0.0010 | -0.043 | 300 | 22.00 | 26.00 | 24 | 50.0% | -0.16 | 0.0010 | -0.063 | ||
| 159.00 | 163.00 | 1 | 26 | 50.1% | 0.83 | 0.0011 | -0.048 | 310 | 25.00 | 29.00 | 13 | 49.9% | -0.17 | 0.0011 | -0.067 | |
| 152.50 | 156.50 | 23 | 50.0% | 0.82 | 0.0011 | -0.052 | 320 | 28.40 | 32.50 | 4 | 50.0% | -0.19 | 0.0012 | -0.070 | ||
| 146.50 | 150.50 | 43 | 50.0% | 0.80 | 0.0012 | -0.057 | 330 | 31.80 | 35.50 | 95 | 49.8% | -0.20 | 0.0012 | -0.074 | ||
| 140.50 | 144.50 | 20 | 49.9% | 0.79 | 0.0012 | -0.061 | 340 | 35.50 | 39.50 | 2 | 49.9% | -0.22 | 0.0013 | -0.077 | ||
| 135.00 | 139.00 | 59 | 49.9% | 0.77 | 0.0013 | -0.065 | 350 | 39.40 | 43.00 | 5 | 49.7% | -0.23 | 0.0014 | -0.080 | ||
| 129.50 | 133.50 | 31 | 49.8% | 0.75 | 0.0014 | -0.069 | 360 | 43.90 | 47.50 | 1 | 9 | 49.9% | -0.25 | 0.0014 | -0.083 | |
| 124.00 | 128.00 | 2 | 49.6% | 0.74 | 0.0014 | -0.072 | 370 | 47.50 | 51.50 | 5 | 49.5% | -0.27 | 0.0015 | -0.086 | ||
| 119.00 | 123.00 | 21 | 49.6% | 0.72 | 0.0014 | -0.075 | 380 | 52.10 | 56.00 | 10 | 49.5% | -0.28 | 0.0015 | -0.088 | ||
| 114.50 | 118.00 | 7 | 49.6% | 0.71 | 0.0015 | -0.078 | 390 | 57.00 | 61.00 | 9 | 49.7% | -0.30 | 0.0016 | -0.091 | ||
| 109.50 | 113.50 | 33 | 49.6% | 0.69 | 0.0015 | -0.081 | 400 | 62.00 | 65.50 | 1 | 49.6% | -0.32 | 0.0016 | -0.093 | ||
| 105.00 | 109.00 | 2 | 34 | 49.6% | 0.67 | 0.0016 | -0.084 | 410 | 67.00 | 71.00 | 7 | 49.6% | -0.34 | 0.0017 | -0.095 | |
| 100.60 | 104.50 | 31 | 49.5% | 0.66 | 0.0016 | -0.086 | 420 | 72.00 | 76.00 | 49.5% | -0.35 | 0.0017 | -0.096 | |||
| 96.50 | 100.50 | 1 | 30 | 49.6% | 0.64 | 0.0016 | -0.088 | 430 | 77.50 | 81.50 | 49.5% | -0.37 | 0.0017 | -0.098 | ||
| 92.50 | 96.50 | 23 | 49.6% | 0.63 | 0.0016 | -0.090 | 440 | 83.50 | 87.00 | 49.5% | -0.39 | 0.0018 | -0.099 | |||
| 88.50 | 93.00 | 118 | 49.7% | 0.61 | 0.0017 | -0.092 | 450 | 89.00 | 93.20 | 20 | 49.5% | -0.41 | 0.0018 | -0.100 | ||
| 85.00 | 89.00 | 5 | 49.6% | 0.59 | 0.0017 | -0.094 | 460 | 95.00 | 99.20 | 49.5% | -0.42 | 0.0018 | -0.101 | |||
| 81.50 | 85.50 | 8 | 49.6% | 0.58 | 0.0017 | -0.095 | 470 | 101.50 | 105.30 | 49.6% | -0.44 | 0.0018 | -0.102 | |||
| 78.00 | 82.00 | 25 | 49.6% | 0.56 | 0.0017 | -0.096 | 480 | 107.50 | 111.70 | 49.6% | -0.46 | 0.0019 | -0.102 | |||
| 75.00 | 79.00 | 3 | 49.7% | 0.55 | 0.0017 | -0.097 | 490 | 114.00 | 118.20 | 49.6% | -0.47 | 0.0019 | -0.102 | |||
| 72.00 | 75.50 | 133 | 49.6% | 0.53 | 0.0017 | -0.098 | 500 | 121.00 | 124.70 | 25 | 49.7% | -0.49 | 0.0019 | -0.103 | ||
| 69.00 | 72.50 | 103 | 49.6% | 0.52 | 0.0017 | -0.099 | 510 | 127.50 | 131.70 | 49.7% | -0.51 | 0.0019 | -0.102 | |||
| 66.10 | 70.00 | 4 | 49.7% | 0.50 | 0.0017 | -0.099 | 520 | 134.50 | 138.50 | 49.7% | -0.52 | 0.0019 | -0.102 | |||
| 61.00 | 64.50 | 5 | 49.8% | 0.48 | 0.0017 | -0.100 | 540 | 148.50 | 153.00 | 49.7% | -0.55 | 0.0020 | -0.102 | |||
| 56.00 | 59.50 | 9 | 49.8% | 0.45 | 0.0017 | -0.100 | 560 | 163.50 | 167.50 | 49.8% | -0.58 | 0.0020 | -0.101 | |||
| 51.50 | 55.00 | 67 | 49.8% | 0.42 | 0.0017 | -0.099 | 580 | 178.50 | 183.00 | 49.9% | -0.61 | 0.0020 | -0.099 | |||
| 47.00 | 51.00 | 3 | 49.8% | 0.40 | 0.0017 | -0.098 | 600 | 194.50 | 199.00 | 50.1% | -0.64 | 0.0020 | -0.097 | |||
| 43.50 | 47.00 | 12 | 49.8% | 0.38 | 0.0016 | -0.097 | 620 | 210.50 | 215.00 | 4 | 50.1% | -0.67 | 0.0020 | -0.095 | ||
| 40.00 | 44.00 | 50.0% | 0.36 | 0.0016 | -0.095 | 640 | 227.00 | 231.50 | 50.2% | -0.70 | 0.0019 | -0.093 | ||||
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 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