VRTX цепочка опционов Vertex Pharmaceuticals Incorporated
Cboe delayed options data · по состоянию на 03:45 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 ±28.8% (364.64–659.64) · ATM IV 32.6% · P/C открытого интереса 1.10
| 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 | |
| 258.00 | 267.00 | 42.0% | 0.96 | 0.0004 | 0.000 | 260 | 0 | 9.80 | 1 | 42.9% | -0.04 | 0.0004 | -0.024 | |||
| 249.00 | 259.00 | 2 | 41.8% | 0.95 | 0.0004 | 0.000 | 270 | 0.0500 | 10.00 | 1 | 41.1% | -0.05 | 0.0004 | -0.026 | ||
| 241.00 | 250.00 | 1 | 41.4% | 0.95 | 0.0005 | 0.000 | 280 | 1.00 | 11.00 | 65 | 40.9% | -0.05 | 0.0005 | -0.028 | ||
| 232.00 | 241.00 | 40.2% | 0.94 | 0.0005 | -0.002 | 290 | 1.00 | 11.00 | 39.1% | -0.06 | 0.0005 | -0.030 | ||||
| 223.00 | 233.00 | 4 | 39.6% | 0.93 | 0.0006 | -0.005 | 300 | 2.00 | 12.00 | 59 | 38.7% | -0.07 | 0.0006 | -0.032 | ||
| 215.00 | 225.00 | 39.6% | 0.93 | 0.0006 | -0.008 | 310 | 3.00 | 13.00 | 37 | 38.2% | -0.08 | 0.0007 | -0.035 | |||
| 207.00 | 216.00 | 38.8% | 0.92 | 0.0007 | -0.012 | 320 | 5.00 | 14.00 | 5 | 38.2% | -0.09 | 0.0007 | -0.037 | |||
| 199.00 | 208.00 | 1 | 38.5% | 0.91 | 0.0008 | -0.015 | 330 | 6.00 | 16.00 | 26 | 38.1% | -0.10 | 0.0008 | -0.040 | ||
| 191.00 | 200.00 | 5 | 38.1% | 0.90 | 0.0008 | -0.018 | 340 | 7.00 | 17.00 | 37.2% | -0.11 | 0.0009 | -0.042 | |||
| 183.00 | 192.00 | 9 | 37.5% | 0.89 | 0.0009 | -0.022 | 350 | 9.00 | 19.00 | 71 | 37.3% | -0.12 | 0.0010 | -0.045 | ||
| 175.00 | 184.00 | 1 | 36.9% | 0.88 | 0.0010 | -0.025 | 360 | 10.00 | 20.00 | 17 | 36.3% | -0.13 | 0.0010 | -0.048 | ||
| 167.00 | 177.00 | 1 | 36.6% | 0.86 | 0.0010 | -0.029 | 370 | 12.00 | 22.00 | 77 | 36.1% | -0.14 | 0.0011 | -0.050 | ||
| 160.00 | 169.00 | 26 | 36.2% | 0.85 | 0.0011 | -0.032 | 380 | 14.00 | 24.00 | 33 | 35.7% | -0.16 | 0.0012 | -0.053 | ||
| 152.00 | 162.00 | 2 | 35.8% | 0.84 | 0.0012 | -0.036 | 390 | 21.00 | 26.00 | 65 | 37.0% | -0.17 | 0.0013 | -0.056 | ||
| 145.00 | 155.00 | 16 | 35.5% | 0.82 | 0.0013 | -0.039 | 400 | 19.00 | 29.00 | 31 | 35.4% | -0.19 | 0.0014 | -0.058 | ||
| 139.00 | 147.00 | 17 | 35.2% | 0.81 | 0.0014 | -0.042 | 410 | 21.00 | 31.00 | 5 | 79 | 34.7% | -0.20 | 0.0015 | -0.061 | |
| 131.00 | 141.00 | 54 | 34.8% | 0.79 | 0.0014 | -0.045 | 420 | 24.00 | 33.20 | 258 | 34.4% | -0.22 | 0.0016 | -0.064 | ||
| 124.00 | 134.00 | 8 | 34.3% | 0.78 | 0.0015 | -0.049 | 430 | 27.00 | 37.00 | 52 | 34.4% | -0.24 | 0.0017 | -0.066 | ||
| 118.00 | 127.00 | 19 | 34.0% | 0.76 | 0.0016 | -0.051 | 440 | 30.00 | 40.00 | 23 | 34.0% | -0.26 | 0.0018 | -0.069 | ||
| 112.00 | 121.00 | 21 | 33.8% | 0.74 | 0.0017 | -0.054 | 450 | 33.00 | 43.00 | 104 | 33.5% | -0.28 | 0.0019 | -0.071 | ||
| 105.00 | 115.00 | 3 | 33.3% | 0.72 | 0.0018 | -0.057 | 460 | 37.00 | 47.00 | 44 | 33.5% | -0.30 | 0.0020 | -0.073 | ||
| 100.00 | 109.00 | 4 | 33.3% | 0.70 | 0.0018 | -0.059 | 470 | 41.00 | 51.00 | 240 | 33.4% | -0.32 | 0.0021 | -0.075 | ||
| 94.00 | 104.00 | 15 | 33.1% | 0.68 | 0.0019 | -0.061 | 480 | 45.00 | 55.00 | 299 | 33.1% | -0.34 | 0.0022 | -0.077 | ||
| 89.00 | 98.00 | 28 | 32.9% | 0.66 | 0.0020 | -0.063 | 490 | 50.00 | 60.00 | 34 | 33.2% | -0.36 | 0.0022 | -0.079 | ||
| 84.00 | 93.00 | 75 | 32.8% | 0.64 | 0.0020 | -0.065 | 500 | 54.00 | 64.00 | 185 | 32.8% | -0.39 | 0.0023 | -0.080 | ||
| 79.00 | 88.00 | 7 | 32.6% | 0.62 | 0.0020 | -0.067 | 510 | 59.00 | 69.00 | 29 | 32.7% | -0.41 | 0.0024 | -0.082 | ||
| 74.00 | 84.00 | 47 | 32.5% | 0.60 | 0.0021 | -0.068 | 520 | 65.00 | 74.00 | 20 | 32.7% | -0.44 | 0.0025 | -0.083 | ||
| 70.00 | 79.00 | 15 | 32.4% | 0.58 | 0.0021 | -0.069 | 530 | 70.00 | 80.00 | 2 | 32.6% | -0.46 | 0.0025 | -0.084 | ||
| 67.00 | 75.00 | 50 | 32.6% | 0.56 | 0.0022 | -0.070 | 540 | 76.00 | 85.00 | 3 | 32.5% | -0.48 | 0.0026 | -0.085 | ||
| 61.00 | 71.00 | 33 | 32.1% | 0.54 | 0.0022 | -0.071 | 550 | 82.00 | 91.00 | 16 | 32.4% | -0.51 | 0.0027 | -0.085 | ||
| 57.00 | 67.00 | 10 | 32.0% | 0.52 | 0.0022 | -0.071 | 560 | 88.00 | 97.00 | 6 | 32.3% | -0.53 | 0.0027 | -0.086 | ||
| 53.00 | 63.00 | 103 | 31.7% | 0.50 | 0.0022 | -0.071 | 570 | 94.00 | 104.00 | 32.2% | -0.56 | 0.0028 | -0.086 | |||
| 50.00 | 59.00 | 46 | 31.6% | 0.48 | 0.0022 | -0.071 | 580 | 101.00 | 110.00 | 32.1% | -0.58 | 0.0028 | -0.086 | |||
| 43.00 | 53.00 | 50 | 31.5% | 0.44 | 0.0022 | -0.071 | 600 | 114.00 | 124.00 | 2 | 31.8% | -0.64 | 0.0029 | -0.086 | ||
| 37.80 | 47.00 | 53 | 31.4% | 0.41 | 0.0022 | -0.070 | 620 | 129.00 | 139.00 | 1 | 31.8% | -0.68 | 0.0029 | -0.085 | ||
| 32.00 | 41.60 | 29 | 31.1% | 0.37 | 0.0021 | -0.068 | 640 | 145.00 | 154.00 | 31.7% | -0.73 | 0.0030 | -0.084 | |||
| 27.00 | 37.00 | 24 | 30.9% | 0.34 | 0.0021 | -0.066 | 660 | 161.00 | 171.00 | 31.7% | -0.78 | 0.0031 | -0.082 | |||
| 23.00 | 33.00 | 1 | 69 | 30.8% | 0.31 | 0.0020 | -0.063 | 680 | 178.00 | 188.00 | 31.6% | -0.83 | 0.0031 | -0.080 | ||
| 19.60 | 26.90 | 434 | 30.1% | 0.28 | 0.0019 | -0.060 | 700 | 196.00 | 206.00 | 31.7% | -0.88 | 0.0031 | -0.083 | |||
| 16.60 | 26.00 | 2 | 156 | 30.6% | 0.25 | 0.0018 | -0.057 | 720 | 215.00 | 224.00 | 31.8% | -0.92 | 0.0031 | -0.082 | ||
| 14.80 | 22.90 | 180 | 30.8% | 0.22 | 0.0017 | -0.054 | 740 | 234.00 | 242.50 | 31.5% | -0.96 | 0.0026 | -0.066 | |||
| 11.50 | 20.80 | 57 | 30.6% | 0.20 | 0.0016 | -0.051 | 760 | 253.00 | 263.00 | -0.98 | 0.0011 | -0.066 | ||||
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 — Jan 21, 2028
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