W цепочка опционов Wayfair Inc.
Cboe delayed options data · по состоянию на 12:42 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 ±52.9% (50.48–164.08) · ATM IV 61.1% · P/C открытого интереса 0.52
| 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 | |
| 58.00 | 63.00 | 89 | 64.5% | 0.92 | 0.0020 | -0.007 | 55 | 3.95 | 5.20 | 62 | 66.0% | -0.09 | 0.0020 | -0.014 | ||
| 56.50 | 60.90 | 13 | 64.1% | 0.91 | 0.0022 | -0.008 | 57.5 | 4.50 | 5.95 | 35 | 65.9% | -0.10 | 0.0022 | -0.015 | ||
| 54.50 | 59.50 | 42 | 64.0% | 0.90 | 0.0023 | -0.009 | 60 | 4.95 | 7.45 | 441 | 67.0% | -0.11 | 0.0024 | -0.015 | ||
| 53.00 | 57.00 | 4 | 62.4% | 0.89 | 0.0025 | -0.010 | 62.5 | 5.60 | 8.15 | 59 | 66.6% | -0.12 | 0.0026 | -0.017 | ||
| 51.50 | 56.00 | 18 | 63.9% | 0.88 | 0.0027 | -0.011 | 65 | 6.25 | 8.40 | 16 | 65.2% | -0.13 | 0.0028 | -0.017 | ||
| 49.65 | 54.50 | 5 | 63.4% | 0.87 | 0.0028 | -0.012 | 67.5 | 7.40 | 8.90 | 31 | 65.1% | -0.14 | 0.0030 | -0.018 | ||
| 48.05 | 52.50 | 54 | 62.4% | 0.86 | 0.0030 | -0.013 | 70 | 7.90 | 9.85 | 350 | 64.5% | -0.15 | 0.0031 | -0.019 | ||
| 46.50 | 51.00 | 22 | 62.2% | 0.85 | 0.0032 | -0.015 | 72.5 | 8.70 | 11.25 | 25 | 65.1% | -0.16 | 0.0033 | -0.020 | ||
| 45.05 | 50.00 | 90 | 62.9% | 0.84 | 0.0033 | -0.016 | 75 | 9.55 | 11.60 | 5 | 63.9% | -0.18 | 0.0035 | -0.021 | ||
| 43.50 | 48.00 | 2 | 61.7% | 0.82 | 0.0034 | -0.017 | 77.5 | 10.25 | 12.45 | 16 | 63.1% | -0.19 | 0.0036 | -0.022 | ||
| 42.50 | 47.00 | 5 | 18 | 62.7% | 0.81 | 0.0036 | -0.018 | 80 | 10.50 | 14.15 | 22 | 62.9% | -0.20 | 0.0038 | -0.023 | |
| 41.30 | 45.50 | 26 | 62.6% | 0.80 | 0.0037 | -0.019 | 82.5 | 13.15 | 14.55 | 38 | 64.2% | -0.21 | 0.0040 | -0.024 | ||
| 39.85 | 44.25 | 60 | 62.4% | 0.79 | 0.0039 | -0.019 | 85 | 12.65 | 15.90 | 24 | 62.2% | -0.23 | 0.0041 | -0.024 | ||
| 38.50 | 43.00 | 30 | 62.2% | 0.78 | 0.0040 | -0.020 | 87.5 | 14.30 | 17.55 | 18 | 63.5% | -0.24 | 0.0043 | -0.025 | ||
| 37.50 | 41.50 | 46 | 62.0% | 0.76 | 0.0041 | -0.021 | 90 | 15.40 | 18.55 | 62 | 63.1% | -0.25 | 0.0044 | -0.026 | ||
| 36.35 | 40.50 | 10 | 62.2% | 0.75 | 0.0042 | -0.022 | 92.5 | 16.20 | 19.70 | 48 | 62.4% | -0.27 | 0.0046 | -0.026 | ||
| 35.25 | 39.00 | 56 | 61.8% | 0.74 | 0.0044 | -0.023 | 95 | 17.50 | 20.65 | 363 | 62.0% | -0.28 | 0.0047 | -0.027 | ||
| 34.20 | 37.00 | 58 | 60.7% | 0.73 | 0.0045 | -0.024 | 97.5 | 19.05 | 22.20 | 10 | 62.6% | -0.29 | 0.0048 | -0.027 | ||
| 33.10 | 37.00 | 316 | 61.9% | 0.71 | 0.0046 | -0.024 | 100 | 21.25 | 23.45 | 1 | 97 | 63.4% | -0.31 | 0.0049 | -0.028 | |
| 30.50 | 34.00 | 211 | 60.1% | 0.69 | 0.0047 | -0.025 | 105 | 23.00 | 26.10 | 128 | 62.0% | -0.33 | 0.0052 | -0.029 | ||
| 29.30 | 32.90 | 1 | 31 | 61.8% | 0.67 | 0.0049 | -0.026 | 110 | 25.80 | 29.70 | 6 | 62.6% | -0.36 | 0.0054 | -0.030 | |
| 27.45 | 30.50 | 39 | 61.0% | 0.64 | 0.0050 | -0.027 | 115 | 29.80 | 32.65 | 3 | 63.4% | -0.39 | 0.0056 | -0.030 | ||
| 25.65 | 29.00 | 242 | 61.0% | 0.62 | 0.0051 | -0.028 | 120 | 32.00 | 35.45 | 9 | 61.9% | -0.41 | 0.0057 | -0.031 | ||
| 23.95 | 27.05 | 1,762 | 60.5% | 0.59 | 0.0052 | -0.029 | 125 | 35.05 | 38.75 | 1 | 61.6% | -0.44 | 0.0059 | -0.031 | ||
| 22.60 | 25.85 | 328 | 60.8% | 0.57 | 0.0053 | -0.029 | 130 | 38.35 | 42.05 | 1,001 | 61.4% | -0.46 | 0.0060 | -0.031 | ||
| 20.75 | 24.50 | 1,015 | 60.3% | 0.55 | 0.0054 | -0.029 | 135 | 41.50 | 45.35 | 4 | 60.7% | -0.49 | 0.0061 | -0.031 | ||
| 19.50 | 23.30 | 38 | 60.5% | 0.53 | 0.0054 | -0.030 | 140 | 45.00 | 48.95 | 60.6% | -0.51 | 0.0062 | -0.031 | |||
| 18.20 | 21.95 | 18 | 60.2% | 0.51 | 0.0054 | -0.030 | 145 | 49.00 | 52.95 | 61.2% | -0.54 | 0.0063 | -0.031 | |||
| 17.00 | 20.85 | 36 | 60.2% | 0.49 | 0.0054 | -0.030 | 150 | 52.50 | 56.50 | 61 | 60.6% | -0.56 | 0.0064 | -0.031 | ||
| 16.05 | 19.75 | 97 | 60.2% | 0.47 | 0.0054 | -0.030 | 155 | 56.50 | 60.30 | 60.6% | -0.58 | 0.0064 | -0.031 | |||
| 15.70 | 18.50 | 497 | 60.6% | 0.45 | 0.0054 | -0.030 | 160 | 60.50 | 64.15 | 3 | 60.6% | -0.61 | 0.0065 | -0.031 | ||
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