VZ цепочка опционов Verizon Communications Inc.
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 ±8.2% (40.62–47.88) · ATM IV 25.2% · P/C открытого интереса 0.85
| 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 | |
| 20.05 | 23.40 | 108.7% | 1.00 | 0.0008 | 0.000 | 23 | 0 | 0.0400 | 179 | 66.7% | -0.00 | 0.0008 | -0.001 | |||
| 19.05 | 22.40 | 102.3% | 1.00 | 0.0010 | 0.000 | 24 | 0 | 0.3100 | 84.5% | -0.00 | 0.0010 | -0.001 | ||||
| 18.10 | 20.60 | 1 | 56.5% | 1.00 | 0.0012 | 0.000 | 25 | 0 | 0.0500 | 984 | 60.5% | -0.00 | 0.0012 | -0.001 | ||
| 17.10 | 20.45 | 92.8% | 0.99 | 0.0015 | 0.000 | 26 | 0 | 0.1100 | 63.1% | -0.01 | 0.0015 | -0.001 | ||||
| 16.10 | 19.45 | 87.0% | 0.99 | 0.0018 | 0.000 | 27 | 0 | 0.0800 | 56.5% | -0.01 | 0.0018 | -0.001 | ||||
| 15.10 | 18.45 | 81.4% | 0.99 | 0.0023 | 0.000 | 28 | 0 | 0.0600 | 1,114 | 50.8% | -0.01 | 0.0023 | -0.001 | |||
| 14.10 | 17.45 | 76.0% | 0.99 | 0.0028 | 0.000 | 29 | 0 | 0.0900 | 50.0% | -0.01 | 0.0029 | -0.002 | ||||
| 13.15 | 15.65 | 32 | 42.9% | 0.99 | 0.0036 | 0.000 | 30 | 0.0100 | 0.1500 | 21 | 4,754 | 50.9% | -0.01 | 0.0036 | -0.002 | |
| 12.15 | 15.50 | 67.7% | 0.99 | 0.0045 | -0.000 | 31 | 0 | 0.2800 | 52.2% | -0.01 | 0.0045 | -0.002 | ||||
| 11.20 | 13.70 | 41.5% | 0.98 | 0.0057 | -0.001 | 32 | 0 | 0.1000 | 40.4% | -0.02 | 0.0058 | -0.002 | ||||
| 10.20 | 12.70 | 7 | 37.3% | 0.98 | 0.0074 | -0.001 | 33 | 0 | 0.2700 | 810 | 44.2% | -0.02 | 0.0074 | -0.003 | ||
| 10.00 | 11.20 | 43.8% | 0.97 | 0.0096 | -0.002 | 34 | 0 | 0.1200 | 39 | 34.9% | -0.03 | 0.0096 | -0.003 | |||
| 9.15 | 10.15 | 510 | 41.9% | 0.97 | 0.0125 | -0.003 | 35 | 0.0400 | 0.1100 | 2 | 7,769 | 32.9% | -0.03 | 0.0126 | -0.004 | |
| 8.10 | 9.15 | 36.6% | 0.95 | 0.0165 | -0.003 | 36 | 0 | 0.2400 | 179 | 32.5% | -0.05 | 0.0167 | -0.004 | |||
| 6.95 | 8.55 | 37.0% | 0.94 | 0.0219 | -0.004 | 37 | 0 | 0.3600 | 198 | 97 | 31.8% | -0.06 | 0.0222 | -0.005 | ||
| 5.75 | 7.50 | 1,638 | 28.5% | 0.92 | 0.0290 | -0.006 | 38 | 0.1500 | 0.3000 | 118 | 4,605 | 29.8% | -0.08 | 0.0294 | -0.006 | |
| 5.40 | 6.30 | 66 | 31.2% | 0.89 | 0.0380 | -0.007 | 39 | 0.0400 | 0.3000 | 13 | 109 | 24.2% | -0.11 | 0.0386 | -0.008 | |
| 4.15 | 6.00 | 15 | 1,261 | 31.8% | 0.85 | 0.0488 | -0.009 | 40 | 0.2900 | 0.4300 | 205 | 9,053 | 25.9% | -0.16 | 0.0496 | -0.010 |
| 2.78 | 5.45 | 1 | 406 | 27.8% | 0.79 | 0.0604 | -0.011 | 41 | 0.5500 | 0.6200 | 75 | 2,948 | 26.3% | -0.21 | 0.0616 | -0.011 |
| 2.97 | 3.55 | 27 | 5,002 | 25.3% | 0.73 | 0.0717 | -0.012 | 42 | 0.6000 | 1.06 | 60 | 14.6K | 25.8% | -0.28 | 0.0734 | -0.013 |
| 2.37 | 3.55 | 13 | 2,174 | 30.5% | 0.65 | 0.0813 | -0.014 | 43 | 1.11 | 1.20 | 119 | 2,345 | 25.3% | -0.36 | 0.0836 | -0.014 |
| 1.95 | 2.16 | 31 | 1,158 | 25.4% | 0.56 | 0.0878 | -0.014 | 44 | 1.51 | 1.64 | 210 | 4,700 | 25.1% | -0.45 | 0.0909 | -0.015 |
| 1.47 | 1.54 | 565 | 10.8K | 24.3% | 0.47 | 0.0901 | -0.014 | 45 | 2.01 | 2.14 | 76 | 4,538 | 24.7% | -0.54 | 0.0942 | -0.015 |
| 0.9000 | 1.14 | 470 | 4,909 | 22.9% | 0.39 | 0.0878 | -0.014 | 46 | 2.36 | 2.96 | 11 | 1,656 | 24.1% | -0.63 | 0.0929 | -0.014 |
| 0.7500 | 0.8400 | 285 | 6,180 | 24.1% | 0.30 | 0.0811 | -0.012 | 47 | 3.20 | 4.55 | 46 | 2,160 | 32.2% | -0.72 | 0.0877 | -0.013 |
| 0.4500 | 0.5800 | 703 | 2,588 | 23.3% | 0.23 | 0.0712 | -0.011 | 48 | 3.95 | 4.45 | 1,047 | 25.1% | -0.80 | 0.0792 | -0.011 | |
| 0.2700 | 0.4200 | 215 | 2,620 | 23.2% | 0.17 | 0.0595 | -0.009 | 49 | 4.55 | 5.95 | 1,238 | 29.8% | -0.87 | 0.0692 | -0.010 | |
| 0.2100 | 0.2500 | 171 | 12.1K | 23.3% | 0.12 | 0.0476 | -0.007 | 50 | 5.20 | 6.50 | 1,878 | 20.9% | -0.93 | 0.0584 | -0.008 | |
| 0.0700 | 0.1000 | 150 | 12.2K | 24.0% | 0.05 | 0.0242 | -0.004 | 52.5 | 7.10 | 9.60 | 6 | 27.1% | -1.00 | 0.0000 | -0.005 | |
| 0.0200 | 0.2000 | 13 | 8,404 | 30.7% | 0.03 | 0.0126 | -0.002 | 55 | 8.80 | 12.10 | 3 | -1.00 | 0.0000 | -0.005 | ||
| 0 | 0.3200 | 1,645 | 38.4% | 0.02 | 0.0077 | -0.002 | 57.5 | 12.10 | 14.60 | 38.0% | -1.00 | 0.0000 | -0.005 | |||
| 0.0100 | 0.0700 | 10 | 3,269 | 32.3% | 0.01 | 0.0053 | -0.001 | 60 | 14.50 | 17.20 | 1 | 18 | 42.9% | -1.00 | 0.0000 | -0.005 |
| 0 | 0.0200 | 2,472 | 35.6% | 0.01 | 0.0030 | -0.001 | 65 | 18.80 | 22.10 | 1 | -1.00 | 0.0000 | -0.005 | |||
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