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 ±32.4% (75.06–146.86) · ATM IV 63.9% · P/C открытого интереса 5.84
| 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 | |
| 53.60 | 56.25 | 60.7% | 0.96 | 0.0018 | -0.009 | 57.5 | 0.8100 | 1.28 | 11 | 70.2% | -0.04 | 0.0018 | -0.014 | |||
| 51.35 | 54.35 | 2 | 64.2% | 0.95 | 0.0021 | -0.011 | 60 | 1.00 | 1.52 | 6 | 69.5% | -0.05 | 0.0021 | -0.016 | ||
| 49.15 | 51.80 | 1 | 61.8% | 0.94 | 0.0024 | -0.013 | 62.5 | 1.26 | 1.80 | 1 | 69.0% | -0.06 | 0.0024 | -0.019 | ||
| 47.00 | 49.65 | 2 | 62.2% | 0.93 | 0.0027 | -0.016 | 65 | 1.53 | 2.13 | 22 | 68.4% | -0.07 | 0.0028 | -0.021 | ||
| 44.85 | 48.00 | 64.7% | 0.92 | 0.0031 | -0.019 | 67.5 | 1.86 | 2.39 | 4 | 67.5% | -0.08 | 0.0031 | -0.023 | |||
| 42.80 | 45.40 | 14 | 62.2% | 0.91 | 0.0034 | -0.021 | 70 | 2.22 | 2.66 | 2 | 66.5% | -0.09 | 0.0035 | -0.026 | ||
| 40.75 | 43.35 | 1 | 62.0% | 0.89 | 0.0038 | -0.024 | 72.5 | 2.50 | 3.40 | 8 | 66.7% | -0.11 | 0.0039 | -0.029 | ||
| 38.75 | 41.30 | 23 | 61.7% | 0.88 | 0.0042 | -0.027 | 75 | 3.10 | 3.95 | 2,209 | 67.0% | -0.12 | 0.0043 | -0.031 | ||
| 36.85 | 39.35 | 8 | 61.7% | 0.86 | 0.0046 | -0.030 | 77.5 | 3.55 | 4.55 | 12 | 66.5% | -0.14 | 0.0047 | -0.034 | ||
| 34.90 | 37.50 | 111 | 61.5% | 0.85 | 0.0050 | -0.033 | 80 | 4.15 | 5.20 | 139 | 66.3% | -0.15 | 0.0051 | -0.036 | ||
| 33.15 | 35.80 | 62.0% | 0.83 | 0.0054 | -0.035 | 82.5 | 4.80 | 5.90 | 89 | 66.1% | -0.17 | 0.0055 | -0.039 | |||
| 31.60 | 34.05 | 11 | 62.4% | 0.81 | 0.0058 | -0.038 | 85 | 5.55 | 6.30 | 5,065 | 65.1% | -0.19 | 0.0058 | -0.041 | ||
| 29.85 | 32.15 | 42 | 61.6% | 0.79 | 0.0061 | -0.040 | 87.5 | 6.20 | 7.50 | 1,463 | 65.6% | -0.21 | 0.0062 | -0.043 | ||
| 28.35 | 30.50 | 1,102 | 61.8% | 0.77 | 0.0065 | -0.043 | 90 | 7.10 | 8.40 | 288 | 65.6% | -0.23 | 0.0066 | -0.046 | ||
| 26.70 | 28.95 | 2 | 61.6% | 0.75 | 0.0068 | -0.045 | 92.5 | 7.95 | 9.40 | 62 | 65.5% | -0.25 | 0.0069 | -0.048 | ||
| 25.15 | 27.35 | 9 | 61.2% | 0.73 | 0.0071 | -0.047 | 95 | 8.90 | 9.65 | 5 | 272 | 63.7% | -0.27 | 0.0072 | -0.050 | |
| 23.75 | 25.95 | 7 | 61.4% | 0.71 | 0.0074 | -0.049 | 97.5 | 9.95 | 11.50 | 1 | 205 | 65.4% | -0.29 | 0.0075 | -0.051 | |
| 22.30 | 24.60 | 10 | 61.2% | 0.69 | 0.0077 | -0.051 | 100 | 11.00 | 12.65 | 5,063 | 65.2% | -0.31 | 0.0078 | -0.053 | ||
| 21.00 | 21.90 | 25 | 63.3% | 0.65 | 0.0081 | -0.053 | 105 | 13.30 | 14.90 | 47 | 64.6% | -0.35 | 0.0083 | -0.056 | ||
| 18.75 | 19.50 | 1 | 30 | 63.2% | 0.61 | 0.0085 | -0.056 | 110 | 15.70 | 17.85 | 37 | 64.6% | -0.40 | 0.0087 | -0.057 | |
| 16.35 | 17.30 | 386 | 62.4% | 0.56 | 0.0087 | -0.057 | 115 | 18.65 | 20.65 | 270 | 64.7% | -0.44 | 0.0090 | -0.059 | ||
| 14.65 | 15.40 | 1 | 377 | 62.7% | 0.52 | 0.0088 | -0.058 | 120 | 21.60 | 23.75 | 331 | 64.5% | -0.49 | 0.0091 | -0.059 | |
| 12.85 | 13.70 | 7 | 62.4% | 0.48 | 0.0089 | -0.058 | 125 | 24.90 | 26.95 | 2 | 64.4% | -0.53 | 0.0092 | -0.059 | ||
| 11.25 | 12.00 | 24 | 62.0% | 0.44 | 0.0088 | -0.057 | 130 | 28.35 | 30.35 | 64.3% | -0.57 | 0.0092 | -0.058 | |||
| 10.05 | 10.75 | 4 | 51 | 62.4% | 0.40 | 0.0087 | -0.056 | 135 | 31.75 | 34.00 | 83 | 64.0% | -0.61 | 0.0091 | -0.057 | |
| 8.60 | 9.30 | 50 | 61.5% | 0.37 | 0.0085 | -0.054 | 140 | 35.55 | 37.70 | 3 | 64.0% | -0.64 | 0.0090 | -0.055 | ||
| 7.60 | 8.45 | 108 | 62.0% | 0.34 | 0.0082 | -0.052 | 145 | 39.30 | 41.65 | 63.8% | -0.68 | 0.0087 | -0.053 | |||
| 6.50 | 7.35 | 4 | 61.4% | 0.31 | 0.0079 | -0.050 | 150 | 43.40 | 45.75 | 1 | 64.1% | -0.71 | 0.0085 | -0.050 | ||
| 5.80 | 6.45 | 1 | 61.5% | 0.28 | 0.0075 | -0.048 | 155 | 47.55 | 50.00 | 64.4% | -0.74 | 0.0082 | -0.048 | |||
| 5.00 | 5.70 | 7 | 61.4% | 0.25 | 0.0072 | -0.046 | 160 | 51.75 | 54.25 | 64.3% | -0.77 | 0.0079 | -0.045 | |||
| 4.30 | 5.05 | 3 | 61.2% | 0.23 | 0.0068 | -0.043 | 165 | 56.10 | 58.65 | 64.5% | -0.80 | 0.0076 | -0.043 | |||
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 — Mar 19, 2027
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.