VLO цепочка опционов Valero Energy Corporation
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 ±12.6% (378.81–487.81) · ATM IV 53.1% · P/C открытого интереса 1.74
| 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 | |
| 212.20 | 215.90 | 2 | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.15 | 2 | 118.6% | -0.00 | 0.0001 | -0.010 | |||
| 202.20 | 206.00 | 2 | 1.00 | 0.0001 | 0.000 | 230 | 0 | 2.20 | 112.1% | -0.00 | 0.0001 | -0.012 | ||||
| 192.50 | 196.10 | 4 | 82.0% | 1.00 | 0.0001 | 0.000 | 240 | 0 | 1.35 | 3 | 97.5% | -0.00 | 0.0001 | -0.014 | ||
| 182.60 | 186.00 | 9 | 74.5% | 1.00 | 0.0001 | 0.000 | 250 | 0 | 1.15 | 1 | 307 | 89.3% | -0.00 | 0.0001 | -0.017 | |
| 172.60 | 176.30 | 1 | 4 | 70.3% | 0.99 | 0.0002 | 0.000 | 260 | 0 | 1.45 | 1 | 3 | 86.6% | -0.01 | 0.0002 | -0.020 |
| 162.70 | 166.20 | 5 | 68.6% | 0.99 | 0.0002 | -0.003 | 270 | 0 | 1.35 | 1 | 19 | 80.0% | -0.01 | 0.0002 | -0.025 | |
| 152.50 | 156.30 | 1 | 5 | 59.5% | 0.99 | 0.0003 | -0.010 | 280 | 0 | 0.2000 | 100 | 200 | 58.1% | -0.01 | 0.0003 | -0.031 |
| 142.70 | 146.60 | 1 | 3 | 60.1% | 0.99 | 0.0004 | -0.019 | 290 | 0.2000 | 2.20 | 1 | 127 | 76.5% | -0.01 | 0.0004 | -0.039 |
| 132.80 | 136.70 | 1 | 7 | 57.4% | 0.98 | 0.0005 | -0.029 | 300 | 0 | 1.10 | 17 | 119 | 62.2% | -0.02 | 0.0005 | -0.049 |
| 123.10 | 126.70 | 9 | 57.4% | 0.98 | 0.0007 | -0.043 | 310 | 0.2000 | 1.50 | 1 | 289 | 61.6% | -0.02 | 0.0007 | -0.061 | |
| 113.60 | 117.00 | 5 | 57.7% | 0.97 | 0.0009 | -0.060 | 320 | 0.2500 | 2.00 | 3 | 146 | 59.6% | -0.03 | 0.0010 | -0.078 | |
| 103.90 | 107.40 | 1 | 4 | 56.0% | 0.96 | 0.0012 | -0.081 | 330 | 0.3500 | 1.50 | 16 | 252 | 52.6% | -0.04 | 0.0012 | -0.098 |
| 94.50 | 97.50 | 35 | 53.4% | 0.95 | 0.0016 | -0.108 | 340 | 0.5000 | 2.70 | 6 | 225 | 53.3% | -0.06 | 0.0016 | -0.124 | |
| 85.20 | 88.70 | 497 | 54.0% | 0.93 | 0.0020 | -0.141 | 350 | 1.50 | 3.20 | 21 | 685 | 52.8% | -0.08 | 0.0021 | -0.156 | |
| 76.30 | 79.60 | 495 | 53.2% | 0.90 | 0.0026 | -0.179 | 360 | 3.10 | 4.20 | 10 | 223 | 53.5% | -0.11 | 0.0027 | -0.193 | |
| 67.80 | 71.20 | 3 | 94 | 53.3% | 0.87 | 0.0032 | -0.222 | 370 | 4.20 | 6.40 | 8 | 222 | 53.8% | -0.14 | 0.0032 | -0.235 |
| 59.70 | 63.10 | 28 | 53.1% | 0.83 | 0.0038 | -0.267 | 380 | 5.80 | 8.40 | 30 | 295 | 53.1% | -0.18 | 0.0038 | -0.278 | |
| 52.10 | 55.10 | 3 | 70 | 52.4% | 0.78 | 0.0044 | -0.310 | 390 | 7.70 | 10.70 | 5 | 155 | 52.1% | -0.23 | 0.0044 | -0.319 |
| 48.50 | 51.50 | 52.4% | 0.76 | 0.0046 | -0.331 | 395 | 9.20 | 12.30 | 1 | 52.4% | -0.25 | 0.0047 | -0.338 | |||
| 45.10 | 48.10 | 6 | 125 | 52.5% | 0.73 | 0.0049 | -0.349 | 400 | 11.80 | 13.80 | 119 | 2,290 | 53.6% | -0.28 | 0.0049 | -0.356 |
| 42.40 | 45.10 | 53.6% | 0.70 | 0.0051 | -0.366 | 405 | 12.50 | 15.50 | 52.4% | -0.30 | 0.0051 | -0.372 | ||||
| 38.80 | 42.10 | 5 | 895 | 53.2% | 0.67 | 0.0053 | -0.382 | 410 | 14.30 | 17.40 | 8 | 2,169 | 52.4% | -0.33 | 0.0053 | -0.386 |
| 36.00 | 38.90 | 53.2% | 0.65 | 0.0055 | -0.395 | 415 | 16.40 | 19.40 | 52.5% | -0.36 | 0.0055 | -0.398 | ||||
| 33.30 | 36.40 | 237 | 53.7% | 0.62 | 0.0056 | -0.405 | 420 | 18.70 | 21.50 | 18 | 946 | 52.5% | -0.39 | 0.0056 | -0.407 | |
| 31.80 | 34.70 | 53.2% | 0.60 | 0.0057 | -0.410 | 422.5 | 19.70 | 22.70 | 52.5% | -0.40 | 0.0057 | -0.411 | ||||
| 30.60 | 33.50 | 53.5% | 0.59 | 0.0057 | -0.414 | 425 | 20.80 | 23.90 | 52.4% | -0.42 | 0.0057 | -0.414 | ||||
| 29.30 | 32.20 | 1 | 53.5% | 0.57 | 0.0058 | -0.417 | 427.5 | 22.30 | 25.20 | 52.8% | -0.43 | 0.0058 | -0.417 | |||
| 28.10 | 31.00 | 14 | 237 | 53.6% | 0.56 | 0.0058 | -0.420 | 430 | 23.50 | 26.40 | 1 | 473 | 52.7% | -0.45 | 0.0058 | -0.419 |
| 26.90 | 29.80 | 1 | 53.6% | 0.55 | 0.0058 | -0.422 | 432.5 | 24.70 | 27.60 | 52.5% | -0.46 | 0.0058 | -0.421 | |||
| 25.80 | 29.00 | 261 | 54.1% | 0.53 | 0.0059 | -0.424 | 435 | 26.30 | 29.00 | 264 | 52.9% | -0.48 | 0.0058 | -0.422 | ||
| 24.70 | 27.80 | 1 | 54.1% | 0.52 | 0.0059 | -0.425 | 437.5 | 27.50 | 30.50 | 7 | 52.9% | -0.49 | 0.0058 | -0.422 | ||
| 23.20 | 26.80 | 53 | 379 | 53.8% | 0.50 | 0.0059 | -0.425 | 440 | 29.00 | 31.90 | 36 | 478 | 53.0% | -0.50 | 0.0058 | -0.422 |
| 22.40 | 25.80 | 54.1% | 0.49 | 0.0059 | -0.425 | 442.5 | 30.50 | 33.20 | 3 | 52.9% | -0.52 | 0.0058 | -0.422 | |||
| 21.30 | 24.10 | 2 | 53.4% | 0.47 | 0.0059 | -0.424 | 445 | 31.90 | 34.80 | 53.0% | -0.53 | 0.0058 | -0.420 | |||
| 20.30 | 23.10 | 3 | 53.4% | 0.46 | 0.0058 | -0.423 | 447.5 | 33.40 | 36.20 | 52.9% | -0.55 | 0.0058 | -0.419 | |||
| 19.80 | 22.60 | 402 | 337 | 54.4% | 0.44 | 0.0058 | -0.421 | 450 | 35.00 | 38.10 | 311 | 399 | 53.3% | -0.56 | 0.0058 | -0.416 |
| 18.50 | 21.70 | 26 | 54.0% | 0.43 | 0.0058 | -0.419 | 452.5 | 36.30 | 39.30 | 2 | 52.7% | -0.57 | 0.0058 | -0.413 | ||
| 17.70 | 20.50 | 17 | 53.9% | 0.42 | 0.0058 | -0.416 | 455 | 38.20 | 41.00 | 61 | 53.1% | -0.59 | 0.0057 | -0.410 | ||
| 16.50 | 20.00 | 5 | 53.9% | 0.40 | 0.0057 | -0.412 | 457.5 | 39.70 | 43.20 | 53.5% | -0.60 | 0.0057 | -0.407 | |||
| 16.30 | 18.80 | 85 | 736 | 54.2% | 0.39 | 0.0056 | -0.409 | 460 | 41.40 | 45.00 | 3 | 25 | 53.7% | -0.61 | 0.0056 | -0.403 |
| 15.00 | 18.30 | 54.0% | 0.38 | 0.0056 | -0.405 | 462.5 | 43.00 | 46.10 | 53.0% | -0.63 | 0.0055 | -0.398 | ||||
| 14.00 | 17.40 | 2 | 53.7% | 0.36 | 0.0055 | -0.400 | 465 | 44.70 | 47.80 | 52.9% | -0.64 | 0.0055 | -0.393 | |||
| 13.50 | 16.30 | 53.6% | 0.35 | 0.0054 | -0.395 | 467.5 | 46.50 | 49.80 | 53.2% | -0.65 | 0.0054 | -0.388 | ||||
| 13.40 | 15.90 | 50 | 140 | 54.6% | 0.34 | 0.0054 | -0.390 | 470 | 48.20 | 51.80 | 53.4% | -0.67 | 0.0053 | -0.382 | ||
| 11.90 | 14.30 | 54.2% | 0.32 | 0.0052 | -0.379 | 475 | 51.90 | 55.20 | 53.2% | -0.69 | 0.0052 | -0.370 | ||||
| 11.10 | 13.00 | 36 | 213 | 54.6% | 0.29 | 0.0050 | -0.366 | 480 | 55.70 | 58.90 | 4 | 4 | 53.2% | -0.71 | 0.0050 | -0.357 |
| 9.00 | 11.90 | 53.6% | 0.27 | 0.0048 | -0.353 | 485 | 59.50 | 63.00 | 53.4% | -0.73 | 0.0048 | -0.344 | ||||
| 8.30 | 11.10 | 31 | 190 | 54.4% | 0.25 | 0.0046 | -0.339 | 490 | 63.50 | 67.00 | 2 | 53.5% | -0.75 | 0.0046 | -0.330 | |
| 6.50 | 9.10 | 25 | 434 | 54.2% | 0.21 | 0.0042 | -0.311 | 500 | 71.80 | 75.30 | 4 | 53.9% | -0.79 | 0.0042 | -0.301 | |
| 5.40 | 7.00 | 87 | 54.1% | 0.18 | 0.0038 | -0.282 | 510 | 80.30 | 83.80 | 54.0% | -0.82 | 0.0038 | -0.272 | |||
| 4.40 | 6.50 | 12 | 79 | 55.8% | 0.15 | 0.0034 | -0.254 | 520 | 89.60 | 92.60 | 1 | 55.1% | -0.85 | 0.0034 | -0.245 | |
| 3.40 | 4.80 | 11 | 36 | 54.8% | 0.13 | 0.0030 | -0.228 | 530 | 98.10 | 101.80 | 1 | 54.8% | -0.87 | 0.0030 | -0.219 | |
| 2.05 | 5.00 | 39 | 56.0% | 0.11 | 0.0026 | -0.203 | 540 | 107.30 | 110.90 | 54.9% | -0.90 | 0.0027 | -0.196 | |||
| 2.00 | 3.90 | 8 | 153 | 56.8% | 0.09 | 0.0023 | -0.181 | 550 | 116.70 | 120.40 | 1 | 55.6% | -0.91 | 0.0024 | -0.176 | |
| 1.30 | 3.40 | 2 | 22 | 56.9% | 0.08 | 0.0020 | -0.161 | 560 | 126.50 | 130.10 | 57.5% | -0.93 | 0.0021 | -0.158 | ||
| 1.05 | 2.90 | 2 | 11 | 57.6% | 0.07 | 0.0017 | -0.143 | 570 | 136.10 | 139.50 | 57.5% | -0.94 | 0.0019 | -0.142 | ||
| 0.6000 | 3.40 | 26 | 60.6% | 0.06 | 0.0015 | -0.127 | 580 | 145.70 | 149.40 | 58.6% | -0.95 | 0.0017 | -0.129 | |||
| 0.3000 | 3.20 | 1 | 26 | 61.6% | 0.05 | 0.0013 | -0.114 | 590 | 155.40 | 158.80 | 57.1% | -0.96 | 0.0015 | -0.114 | ||
| 0.2000 | 2.20 | 150 | 112 | 59.9% | 0.04 | 0.0012 | -0.101 | 600 | 165.20 | 168.80 | 11 | 58.4% | -0.97 | 0.0014 | -0.104 | |
| 0 | 2.85 | 64.3% | 0.04 | 0.0010 | -0.090 | 610 | 175.30 | 178.70 | 61.0% | -0.98 | 0.0013 | -0.094 | ||||
| 0 | 2.70 | 5 | 66.1% | 0.03 | 0.0009 | -0.081 | 620 | 185.00 | 188.90 | 63.4% | -0.98 | 0.0012 | -0.080 | |||
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 — Nov 20, 2026
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