W цепочка опционов Wayfair Inc.
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 ±19.0% (86.91–127.66) · ATM IV 70.4% · P/C открытого интереса 2.30
| 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 | |
| 50.95 | 54.80 | 93.7% | 0.99 | 0.0008 | -0.010 | 55 | 0 | 2.16 | 135.5% | -0.01 | 0.0008 | -0.010 | ||||
| 46.05 | 49.90 | 88.1% | 0.99 | 0.0012 | -0.013 | 60 | 0 | 2.20 | 121.0% | -0.01 | 0.0012 | -0.013 | ||||
| 41.25 | 44.95 | 82.5% | 0.98 | 0.0018 | -0.017 | 65 | 0 | 0.9000 | 88.2% | -0.02 | 0.0018 | -0.017 | ||||
| 36.95 | 39.80 | 1 | 80.8% | 0.97 | 0.0028 | -0.024 | 70 | 0 | 0.7000 | 2 | 1 | 73.4% | -0.03 | 0.0028 | -0.025 | |
| 31.80 | 35.20 | 72.5% | 0.94 | 0.0042 | -0.035 | 75 | 0.2200 | 1.01 | 71.3% | -0.06 | 0.0042 | -0.035 | ||||
| 27.40 | 30.85 | 73.3% | 0.91 | 0.0061 | -0.049 | 80 | 0.4600 | 2.01 | 1 | 72.9% | -0.09 | 0.0061 | -0.049 | |||
| 23.00 | 26.95 | 73.1% | 0.87 | 0.0083 | -0.066 | 85 | 1.09 | 2.67 | 70.4% | -0.13 | 0.0083 | -0.066 | ||||
| 19.15 | 22.55 | 69.9% | 0.81 | 0.0105 | -0.083 | 90 | 2.07 | 4.05 | 3 | 71.1% | -0.19 | 0.0106 | -0.083 | |||
| 19.05 | 21.90 | 73.4% | 0.80 | 0.0109 | -0.086 | 91 | 2.03 | 4.15 | 12 | 68.7% | -0.20 | 0.0110 | -0.087 | |||
| 18.05 | 21.25 | 72.2% | 0.79 | 0.0114 | -0.089 | 92 | 2.63 | 4.85 | 9 | 72.2% | -0.22 | 0.0114 | -0.090 | |||
| 17.35 | 20.55 | 72.1% | 0.77 | 0.0118 | -0.092 | 93 | 2.95 | 5.35 | 3 | 73.2% | -0.23 | 0.0118 | -0.093 | |||
| 16.75 | 19.85 | 72.4% | 0.76 | 0.0121 | -0.096 | 94 | 3.20 | 5.65 | 1 | 13 | 72.8% | -0.24 | 0.0122 | -0.096 | ||
| 16.00 | 19.20 | 72.0% | 0.74 | 0.0125 | -0.098 | 95 | 3.90 | 5.90 | 2 | 13 | 73.9% | -0.26 | 0.0126 | -0.099 | ||
| 15.35 | 18.15 | 70.3% | 0.73 | 0.0129 | -0.101 | 96 | 3.45 | 6.20 | 5 | 70.4% | -0.27 | 0.0129 | -0.102 | |||
| 14.70 | 17.80 | 71.4% | 0.72 | 0.0132 | -0.104 | 97 | 3.75 | 6.00 | 8 | 67.8% | -0.29 | 0.0133 | -0.104 | |||
| 14.10 | 17.25 | 71.7% | 0.70 | 0.0135 | -0.106 | 98 | 4.15 | 6.45 | 11 | 68.3% | -0.30 | 0.0136 | -0.107 | |||
| 13.55 | 16.45 | 71.1% | 0.69 | 0.0138 | -0.109 | 99 | 4.45 | 6.85 | 13 | 68.0% | -0.32 | 0.0139 | -0.109 | |||
| 13.10 | 16.05 | 72.3% | 0.67 | 0.0141 | -0.111 | 100 | 5.20 | 7.30 | 15 | 69.4% | -0.33 | 0.0142 | -0.112 | |||
| 12.55 | 15.30 | 71.7% | 0.66 | 0.0143 | -0.113 | 101 | 5.60 | 7.70 | 11 | 69.2% | -0.35 | 0.0144 | -0.113 | |||
| 12.00 | 14.90 | 72.3% | 0.64 | 0.0146 | -0.114 | 102 | 5.75 | 8.15 | 8 | 14 | 68.2% | -0.36 | 0.0147 | -0.115 | ||
| 11.45 | 14.30 | 72.0% | 0.63 | 0.0148 | -0.116 | 103 | 6.15 | 8.65 | 10 | 11 | 68.2% | -0.38 | 0.0149 | -0.117 | ||
| 10.90 | 13.80 | 71.9% | 0.61 | 0.0150 | -0.117 | 104 | 7.05 | 9.20 | 2 | 8 | 70.0% | -0.39 | 0.0151 | -0.118 | ||
| 10.30 | 13.10 | 70.9% | 0.59 | 0.0151 | -0.118 | 105 | 7.45 | 9.65 | 42 | 17 | 69.5% | -0.41 | 0.0152 | -0.119 | ||
| 9.75 | 12.60 | 70.6% | 0.58 | 0.0152 | -0.119 | 106 | 8.05 | 10.35 | 46 | 15 | 70.5% | -0.42 | 0.0154 | -0.121 | ||
| 9.30 | 12.40 | 1 | 71.6% | 0.56 | 0.0154 | -0.120 | 107 | 8.15 | 10.90 | 12 | 3 | 69.1% | -0.44 | 0.0155 | -0.121 | |
| 8.80 | 11.00 | 68.2% | 0.55 | 0.0154 | -0.121 | 108 | 8.65 | 11.35 | 20 | 4 | 68.7% | -0.45 | 0.0156 | -0.122 | ||
| 8.35 | 10.65 | 9 | 68.5% | 0.53 | 0.0155 | -0.121 | 109 | 9.85 | 12.00 | 44 | 3 | 71.2% | -0.47 | 0.0157 | -0.123 | |
| 7.95 | 10.75 | 5 | 13 | 70.5% | 0.52 | 0.0155 | -0.122 | 110 | 10.35 | 12.60 | 32 | 4 | 71.1% | -0.49 | 0.0157 | -0.123 |
| 7.55 | 10.35 | 4 | 70.5% | 0.50 | 0.0156 | -0.122 | 111 | 10.95 | 13.20 | 2 | 1 | 71.2% | -0.50 | 0.0157 | -0.123 | |
| 7.10 | 9.45 | 4 | 68.6% | 0.49 | 0.0156 | -0.122 | 112 | 11.70 | 13.85 | 4 | 1 | 71.9% | -0.52 | 0.0157 | -0.123 | |
| 6.80 | 9.10 | 1 | 69.0% | 0.47 | 0.0155 | -0.121 | 113 | 11.50 | 14.40 | 2 | 1 | 68.8% | -0.53 | 0.0157 | -0.123 | |
| 6.45 | 8.70 | 6 | 69.0% | 0.46 | 0.0155 | -0.121 | 114 | 12.50 | 15.20 | 70.7% | -0.55 | 0.0157 | -0.122 | |||
| 6.15 | 8.80 | 5 | 14 | 70.8% | 0.44 | 0.0154 | -0.120 | 115 | 13.85 | 15.80 | 73.0% | -0.56 | 0.0156 | -0.122 | ||
| 5.80 | 7.65 | 17 | 67.9% | 0.43 | 0.0153 | -0.120 | 116 | 13.35 | 16.50 | 69.2% | -0.57 | 0.0155 | -0.121 | |||
| 5.55 | 8.40 | 15 | 72.0% | 0.42 | 0.0152 | -0.119 | 117 | 14.00 | 17.20 | 69.2% | -0.59 | 0.0154 | -0.121 | |||
| 5.20 | 7.50 | 2 | 69.8% | 0.40 | 0.0151 | -0.118 | 118 | 14.95 | 17.80 | 69.8% | -0.60 | 0.0153 | -0.120 | |||
| 4.40 | 7.25 | 70.3% | 0.38 | 0.0148 | -0.116 | 120 | 16.35 | 19.20 | 69.8% | -0.63 | 0.0150 | -0.117 | ||||
| 3.50 | 6.10 | 72.4% | 0.31 | 0.0138 | -0.108 | 125 | 20.30 | 22.95 | 70.8% | -0.69 | 0.0140 | -0.110 | ||||
| 2.55 | 4.95 | 72.4% | 0.26 | 0.0125 | -0.099 | 130 | 23.75 | 27.20 | 69.8% | -0.75 | 0.0128 | -0.102 | ||||
| 2.05 | 3.75 | 72.4% | 0.21 | 0.0112 | -0.089 | 135 | 28.10 | 31.35 | 70.3% | -0.80 | 0.0115 | -0.092 | ||||
| 1.32 | 3.00 | 71.7% | 0.17 | 0.0098 | -0.079 | 140 | 32.20 | 36.10 | 70.9% | -0.84 | 0.0102 | -0.082 | ||||
| 0.9000 | 2.58 | 72.9% | 0.14 | 0.0085 | -0.070 | 145 | 36.70 | 40.60 | 70.7% | -0.87 | 0.0089 | -0.073 | ||||
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.
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