W цепочка опционов Wayfair Inc.
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 ±5.0% (106.43–117.53) · ATM IV 59.1% · P/C открытого интереса 0.88
| 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 | |
| 50.50 | 53.70 | 5 | 5 | 256.5% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.1000 | 10 | 244.7% | -0.00 | 0.0000 | -0.001 | |
| 45.40 | 48.15 | 5 | 5 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.1000 | 235 | 215.8% | -0.00 | 0.0000 | -0.001 | ||
| 40.55 | 43.75 | 211.2% | 1.00 | 0.0001 | 0.000 | 70 | 0 | 2.12 | 9 | 319.1% | -0.00 | 0.0001 | -0.002 | |||
| 35.40 | 38.35 | 2 | 1.00 | 0.0002 | 0.000 | 75 | 0 | 2.13 | 20 | 280.9% | -0.00 | 0.0002 | -0.003 | |||
| 30.75 | 33.30 | 2 | 1.00 | 0.0003 | -0.000 | 80 | 0 | 0.7400 | 105 | 192.2% | -0.00 | 0.0003 | -0.004 | |||
| 28.65 | 31.40 | 2 | 1.00 | 0.0005 | -0.002 | 82 | 0 | 0.7500 | 59 | 180.8% | -0.00 | 0.0005 | -0.005 | |||
| 27.75 | 30.75 | 2 | 156.3% | 1.00 | 0.0006 | -0.003 | 83 | 0 | 0.5400 | 4 | 164.1% | -0.00 | 0.0006 | -0.006 | ||
| 26.35 | 29.30 | 1.00 | 0.0007 | -0.004 | 84 | 0 | 0.9400 | 7 | 177.4% | -0.00 | 0.0007 | -0.008 | ||||
| 25.55 | 28.40 | 4 | 1.00 | 0.0009 | -0.007 | 85 | 0 | 0.4600 | 258 | 148.6% | -0.00 | 0.0009 | -0.010 | |||
| 24.55 | 27.25 | 1 | 1.00 | 0.0012 | -0.010 | 86 | 0 | 0.2800 | 19 | 131.4% | -0.00 | 0.0012 | -0.013 | |||
| 23.65 | 26.75 | 4 | 128.5% | 0.99 | 0.0014 | -0.013 | 87 | 0 | 0.4200 | 203 | 135.7% | -0.01 | 0.0014 | -0.016 | ||
| 22.50 | 25.20 | 1 | 0.99 | 0.0018 | -0.017 | 88 | 0 | 0.3400 | 2 | 125.7% | -0.01 | 0.0018 | -0.020 | |||
| 21.50 | 24.30 | 1 | 0.99 | 0.0022 | -0.021 | 89 | 0 | 0.2500 | 10 | 114.5% | -0.01 | 0.0022 | -0.024 | |||
| 20.50 | 23.30 | 1 | 0.99 | 0.0026 | -0.025 | 90 | 0 | 0.3300 | 7 | 176 | 115.1% | -0.01 | 0.0026 | -0.028 | ||
| 19.50 | 22.30 | 1 | 0.99 | 0.0031 | -0.030 | 91 | 0 | 2.14 | 4 | 169.7% | -0.01 | 0.0031 | -0.032 | |||
| 18.70 | 21.20 | 1 | 0.98 | 0.0036 | -0.034 | 92 | 0 | 0.9600 | 2 | 131.6% | -0.01 | 0.0036 | -0.037 | |||
| 17.55 | 20.35 | 0.98 | 0.0042 | -0.039 | 93 | 0 | 0.7600 | 313 | 119.2% | -0.02 | 0.0042 | -0.041 | ||||
| 16.45 | 19.35 | 1 | 0.98 | 0.0049 | -0.043 | 94 | 0 | 1.01 | 13 | 121.8% | -0.02 | 0.0049 | -0.045 | |||
| 15.45 | 18.35 | 0.98 | 0.0057 | -0.048 | 95 | 0 | 0.3300 | 40 | 97 | 90.9% | -0.02 | 0.0057 | -0.050 | |||
| 14.55 | 17.40 | 4 | 0.97 | 0.0066 | -0.053 | 96 | 0.0100 | 0.3000 | 112 | 120 | 87.1% | -0.03 | 0.0066 | -0.055 | ||
| 13.70 | 16.25 | 1 | 5 | 0.97 | 0.0078 | -0.059 | 97 | 0.0300 | 0.1000 | 42 | 66 | 69.1% | -0.03 | 0.0078 | -0.060 | |
| 12.60 | 15.35 | 1 | 3 | 0.96 | 0.0091 | -0.066 | 98 | 0.0300 | 0.2200 | 8 | 101 | 72.6% | -0.04 | 0.0091 | -0.067 | |
| 11.90 | 13.90 | 2 | 25 | 0.96 | 0.0109 | -0.075 | 99 | 0.0400 | 0.3200 | 13 | 39 | 73.1% | -0.04 | 0.0109 | -0.077 | |
| 11.30 | 13.30 | 4 | 9 | 73.0% | 0.95 | 0.0131 | -0.088 | 100 | 0.0600 | 0.6000 | 109 | 72 | 78.5% | -0.05 | 0.0131 | -0.089 |
| 10.00 | 12.45 | 1 | 6 | 62.6% | 0.94 | 0.0159 | -0.105 | 101 | 0.0900 | 0.2600 | 4 | 576 | 63.1% | -0.06 | 0.0159 | -0.106 |
| 9.05 | 11.50 | 1 | 2 | 61.3% | 0.92 | 0.0193 | -0.127 | 102 | 0.1700 | 0.3400 | 37 | 20 | 63.6% | -0.08 | 0.0193 | -0.128 |
| 8.00 | 10.55 | 2 | 56.2% | 0.90 | 0.0232 | -0.154 | 103 | 0.2100 | 0.5800 | 3 | 55 | 65.7% | -0.10 | 0.0232 | -0.155 | |
| 7.10 | 9.70 | 30 | 33 | 57.7% | 0.87 | 0.0276 | -0.186 | 104 | 0.3600 | 0.6900 | 125 | 128 | 65.6% | -0.13 | 0.0276 | -0.187 |
| 6.30 | 8.80 | 59 | 58.4% | 0.84 | 0.0321 | -0.220 | 105 | 0.5200 | 0.8200 | 90 | 24 | 64.9% | -0.16 | 0.0322 | -0.221 | |
| 5.95 | 7.15 | 23 | 52.5% | 0.81 | 0.0367 | -0.255 | 106 | 0.6300 | 1.00 | 6 | 815 | 63.3% | -0.19 | 0.0368 | -0.256 | |
| 5.10 | 6.60 | 34 | 69 | 56.0% | 0.77 | 0.0412 | -0.288 | 107 | 0.7900 | 1.41 | 25 | 6 | 64.8% | -0.23 | 0.0413 | -0.290 |
| 4.80 | 5.60 | 2 | 83 | 58.6% | 0.72 | 0.0453 | -0.319 | 108 | 1.07 | 1.44 | 44 | 38 | 61.5% | -0.28 | 0.0455 | -0.321 |
| 3.25 | 5.75 | 48 | 58.3% | 0.68 | 0.0490 | -0.345 | 109 | 1.41 | 2.13 | 3 | 66.1% | -0.33 | 0.0492 | -0.347 | ||
| 3.65 | 4.45 | 76 | 844 | 62.5% | 0.62 | 0.0520 | -0.365 | 110 | 1.76 | 2.41 | 7 | 46 | 64.6% | -0.38 | 0.0522 | -0.367 |
| 3.10 | 3.80 | 13 | 30 | 61.9% | 0.57 | 0.0541 | -0.378 | 111 | 2.13 | 2.82 | 22 | 4 | 63.7% | -0.43 | 0.0543 | -0.379 |
| 2.35 | 2.96 | 58 | 194 | 55.9% | 0.52 | 0.0551 | -0.382 | 112 | 2.64 | 3.15 | 56 | 62.3% | -0.48 | 0.0554 | -0.384 | |
| 1.97 | 2.80 | 59 | 73 | 60.1% | 0.46 | 0.0551 | -0.379 | 113 | 3.15 | 3.70 | 15 | 62.1% | -0.54 | 0.0554 | -0.381 | |
| 1.71 | 2.44 | 14 | 6 | 62.2% | 0.41 | 0.0540 | -0.368 | 114 | 3.70 | 4.25 | 61.2% | -0.59 | 0.0543 | -0.370 | ||
| 1.32 | 2.14 | 79 | 1,202 | 62.5% | 0.36 | 0.0519 | -0.350 | 115 | 4.35 | 5.85 | 5 | 1 | 72.1% | -0.65 | 0.0521 | -0.352 |
| 0.8400 | 1.85 | 108 | 32 | 60.7% | 0.31 | 0.0489 | -0.327 | 116 | 5.05 | 6.40 | 71.0% | -0.70 | 0.0492 | -0.328 | ||
| 0.7700 | 1.44 | 167 | 106 | 61.3% | 0.26 | 0.0453 | -0.298 | 117 | 5.75 | 7.40 | 1 | 74.4% | -0.74 | 0.0455 | -0.299 | |
| 0.5900 | 1.37 | 49 | 5 | 64.0% | 0.22 | 0.0412 | -0.268 | 118 | 5.95 | 7.95 | 64.5% | -0.78 | 0.0415 | -0.268 | ||
| 0.4300 | 1.05 | 9 | 51 | 62.5% | 0.18 | 0.0369 | -0.236 | 119 | 7.00 | 8.90 | 10 | 70.3% | -0.82 | 0.0371 | -0.236 | |
| 0.2800 | 0.7000 | 168 | 230 | 59.1% | 0.15 | 0.0326 | -0.205 | 120 | 7.85 | 9.95 | 10 | 1 | 74.4% | -0.85 | 0.0328 | -0.205 |
| 0.2500 | 0.5400 | 23 | 4 | 60.0% | 0.12 | 0.0284 | -0.176 | 121 | 8.40 | 10.85 | 8 | 70.6% | -0.88 | 0.0285 | -0.176 | |
| 0.2600 | 0.3800 | 135 | 17 | 61.0% | 0.10 | 0.0244 | -0.151 | 122 | 9.40 | 11.35 | 8 | 65.4% | -0.90 | 0.0246 | -0.151 | |
| 0.2000 | 0.2800 | 7 | 1 | 60.8% | 0.08 | 0.0210 | -0.130 | 123 | 10.30 | 12.60 | 73.2% | -0.92 | 0.0210 | -0.129 | ||
| 0.1600 | 0.2400 | 13 | 2 | 62.2% | 0.07 | 0.0179 | -0.111 | 124 | 11.25 | 13.60 | 76.5% | -0.93 | 0.0180 | -0.111 | ||
| 0.1100 | 0.2500 | 21 | 41 | 64.6% | 0.06 | 0.0153 | -0.096 | 125 | 12.50 | 14.35 | 80.8% | -0.94 | 0.0154 | -0.095 | ||
| 0.0700 | 0.4700 | 761 | 74.4% | 0.05 | 0.0131 | -0.083 | 126 | 13.05 | 15.55 | 78.4% | -0.95 | 0.0132 | -0.082 | |||
| 0.0400 | 0.4300 | 4 | 15 | 75.9% | 0.04 | 0.0112 | -0.073 | 127 | 14.00 | 16.70 | 85.1% | -0.96 | 0.0114 | -0.071 | ||
| 0 | 0.1800 | 19 | 13 | 72.8% | 0.03 | 0.0072 | -0.050 | 130 | 16.95 | 19.65 | 93.7% | -0.98 | 0.0075 | -0.047 | ||
| 0 | 0.5000 | 16 | 146 | 104.8% | 0.01 | 0.0038 | -0.029 | 135 | 21.95 | 24.70 | 113.1% | -0.99 | 0.0038 | -0.027 | ||
| 0 | 1.35 | 148.9% | 0.01 | 0.0021 | -0.018 | 140 | 26.95 | 29.70 | 129.8% | -1.00 | 0.0020 | -0.018 | ||||
| 0 | 2.13 | 185.4% | 0.01 | 0.0013 | -0.012 | 145 | 32.05 | 34.70 | 149.4% | -1.00 | 0.0010 | -0.014 | ||||
| 0 | 2.13 | 6 | 8 | 202.5% | 0.00 | 0.0008 | -0.009 | 150 | 37.10 | 39.65 | 164.5% | -1.00 | 0.0005 | -0.013 | ||
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 — Oct 23, 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