WFC цепочка опционов Wells Fargo & Company
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 ±5.8% (79.12–88.86) · ATM IV 25.7% · P/C открытого интереса 0.33
| 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 | |
| 31.85 | 35.90 | 1 | 1.00 | 0.0004 | -0.002 | 50 | 0 | 2.13 | 140.2% | -0.00 | 0.0006 | -0.003 | ||||
| 26.85 | 30.90 | 1.00 | 0.0007 | -0.002 | 55 | 0 | 2.13 | 119.0% | -0.01 | 0.0011 | -0.004 | |||||
| 21.90 | 25.90 | 0.99 | 0.0014 | -0.003 | 60 | 0 | 2.14 | 99.4% | -0.01 | 0.0020 | -0.005 | |||||
| 17.45 | 20.85 | 52.5% | 0.99 | 0.0030 | -0.005 | 65 | 0 | 0.7100 | 14 | 60.5% | -0.02 | 0.0041 | -0.007 | |||
| 14.50 | 17.85 | 45.8% | 0.98 | 0.0050 | -0.007 | 68 | 0 | 2.18 | 3 | 70.6% | -0.03 | 0.0066 | -0.009 | |||
| 13.50 | 16.35 | 0.98 | 0.0061 | -0.008 | 69 | 0 | 0.5400 | 52 | 45.8% | -0.03 | 0.0079 | -0.011 | ||||
| 12.00 | 15.55 | 0.97 | 0.0075 | -0.009 | 70 | 0 | 0.2900 | 1 | 45 | 37.8% | -0.04 | 0.0094 | -0.012 | |||
| 11.75 | 14.20 | 1 | 0.97 | 0.0092 | -0.011 | 71 | 0 | 0.5700 | 4 | 21 | 40.9% | -0.04 | 0.0112 | -0.013 | ||
| 10.80 | 13.20 | 0.96 | 0.0113 | -0.012 | 72 | 0.0400 | 0.4400 | 1 | 47 | 36.6% | -0.05 | 0.0135 | -0.015 | |||
| 10.15 | 11.95 | 21 | 0.95 | 0.0139 | -0.014 | 73 | 0.0800 | 0.3800 | 20 | 28 | 33.6% | -0.06 | 0.0163 | -0.017 | ||
| 9.25 | 11.25 | 32.9% | 0.94 | 0.0171 | -0.017 | 74 | 0.1400 | 0.4300 | 2 | 26 | 32.7% | -0.08 | 0.0196 | -0.019 | ||
| 8.30 | 10.30 | 31.7% | 0.93 | 0.0211 | -0.019 | 75 | 0.2700 | 0.4400 | 3 | 48 | 31.8% | -0.10 | 0.0236 | -0.021 | ||
| 7.25 | 9.15 | 1 | 1 | 25.6% | 0.91 | 0.0259 | -0.022 | 76 | 0.1900 | 0.9400 | 1 | 33 | 33.3% | -0.12 | 0.0284 | -0.024 |
| 6.35 | 8.50 | 29.1% | 0.88 | 0.0316 | -0.026 | 77 | 0.3600 | 0.9200 | 7 | 19 | 31.5% | -0.15 | 0.0337 | -0.028 | ||
| 5.65 | 6.90 | 30 | 22.5% | 0.85 | 0.0379 | -0.030 | 78 | 0.5100 | 0.8700 | 4 | 54 | 29.1% | -0.18 | 0.0396 | -0.031 | |
| 4.85 | 5.95 | 3 | 22.4% | 0.81 | 0.0447 | -0.034 | 79 | 0.8000 | 0.9800 | 2 | 78 | 28.7% | -0.22 | 0.0457 | -0.035 | |
| 4.25 | 5.10 | 42 | 23.9% | 0.76 | 0.0515 | -0.038 | 80 | 1.02 | 1.23 | 3 | 45 | 28.2% | -0.27 | 0.0516 | -0.038 | |
| 3.55 | 4.45 | 1 | 56 | 24.8% | 0.71 | 0.0578 | -0.041 | 81 | 1.28 | 1.70 | 3 | 19 | 28.6% | -0.32 | 0.0571 | -0.041 |
| 2.99 | 3.60 | 4 | 196 | 24.3% | 0.65 | 0.0632 | -0.044 | 82 | 1.62 | 1.92 | 12 | 214 | 27.4% | -0.38 | 0.0616 | -0.043 |
| 2.40 | 3.00 | 2 | 1,615 | 24.4% | 0.58 | 0.0671 | -0.045 | 83 | 2.01 | 2.36 | 88 | 100 | 27.1% | -0.44 | 0.0649 | -0.043 |
| 1.87 | 2.43 | 2 | 251 | 24.1% | 0.51 | 0.0691 | -0.045 | 84 | 2.49 | 2.95 | 31 | 13 | 27.4% | -0.51 | 0.0664 | -0.043 |
| 1.57 | 1.92 | 4 | 71 | 24.6% | 0.45 | 0.0691 | -0.044 | 85 | 3.00 | 3.65 | 4 | 27.8% | -0.58 | 0.0661 | -0.042 | |
| 1.25 | 1.50 | 16 | 38 | 24.7% | 0.38 | 0.0668 | -0.042 | 86 | 3.55 | 4.35 | 27.8% | -0.64 | 0.0637 | -0.040 | ||
| 0.9400 | 1.16 | 24 | 373 | 24.5% | 0.31 | 0.0626 | -0.038 | 87 | 4.10 | 5.20 | 29.2% | -0.70 | 0.0596 | -0.036 | ||
| 0.6500 | 0.9000 | 9 | 67 | 24.2% | 0.26 | 0.0568 | -0.034 | 88 | 4.45 | 6.50 | 29.2% | -0.76 | 0.0541 | -0.033 | ||
| 0.5000 | 0.7700 | 26 | 276 | 24.2% | 0.20 | 0.0500 | -0.030 | 89 | 5.15 | 7.30 | 29.0% | -0.81 | 0.0476 | -0.029 | ||
| 0.3100 | 0.5100 | 8 | 36 | 24.1% | 0.16 | 0.0429 | -0.026 | 90 | 5.85 | 8.15 | 44 | 28.4% | -0.85 | 0.0409 | -0.025 | |
| 0.1500 | 0.7400 | 2 | 27.2% | 0.13 | 0.0361 | -0.022 | 91 | 6.65 | 9.05 | 28.4% | -0.88 | 0.0345 | -0.021 | |||
| 0.0600 | 0.4100 | 2 | 244 | 24.8% | 0.10 | 0.0300 | -0.019 | 92 | 7.40 | 10.15 | 185 | 29.3% | -0.90 | 0.0287 | -0.018 | |
| 0.0400 | 0.2000 | 6 | 28 | 26.9% | 0.06 | 0.0178 | -0.013 | 95 | 10.25 | 13.05 | 33.0% | -0.95 | 0.0170 | -0.013 | ||
| 0 | 2.16 | 2 | 59.6% | 0.03 | 0.0097 | -0.011 | 100 | 15.50 | 18.50 | 51.8% | -0.97 | 0.0093 | -0.010 | |||
| 0 | 2.14 | 69.8% | 0.03 | 0.0063 | -0.010 | 105 | 19.65 | 23.15 | 39.8% | -0.98 | 0.0061 | -0.009 | ||||
| 0 | 2.14 | 79.3% | 0.02 | 0.0045 | -0.009 | 110 | 25.25 | 28.10 | 61.4% | -0.98 | 0.0043 | -0.009 | ||||
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 — Nov 13, 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