WMB цепочка опционов The Williams Companies, 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 ±7.4% (66.00–76.56) · ATM IV 33.2% · P/C открытого интереса 8.77
| 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 | |
| 29.50 | 33.50 | 101.7% | 0.99 | 0.0015 | -0.009 | 40 | 0 | 1.40 | 145.1% | -0.01 | 0.0015 | -0.009 | ||||
| 24.50 | 28.50 | 80.8% | 0.99 | 0.0023 | -0.010 | 45 | 0 | 0.9500 | 109.8% | -0.01 | 0.0023 | -0.010 | ||||
| 19.50 | 23.60 | 67.7% | 0.98 | 0.0037 | -0.011 | 50 | 0 | 1.35 | 96.9% | -0.02 | 0.0037 | -0.011 | ||||
| 14.50 | 18.60 | 50.5% | 0.97 | 0.0065 | -0.012 | 55 | 0 | 0.9500 | 69.4% | -0.03 | 0.0066 | -0.012 | ||||
| 13.50 | 16.90 | 0.97 | 0.0074 | -0.012 | 56 | 0 | 1.20 | 69.8% | -0.03 | 0.0074 | -0.012 | |||||
| 13.30 | 15.60 | 0.96 | 0.0085 | -0.013 | 57 | 0 | 1.15 | 65.2% | -0.04 | 0.0085 | -0.013 | |||||
| 11.60 | 15.10 | 0.96 | 0.0098 | -0.013 | 58 | 0 | 1.20 | 62.1% | -0.04 | 0.0098 | -0.013 | |||||
| 10.60 | 13.90 | 0.95 | 0.0114 | -0.014 | 59 | 0 | 0.9500 | 54.6% | -0.05 | 0.0114 | -0.014 | |||||
| 9.90 | 13.00 | 0.95 | 0.0133 | -0.015 | 60 | 0 | 0.5500 | 2 | 44.3% | -0.05 | 0.0134 | -0.015 | ||||
| 8.70 | 11.10 | 0.94 | 0.0158 | -0.016 | 61 | 0 | 0.8500 | 45.9% | -0.06 | 0.0159 | -0.016 | |||||
| 8.40 | 10.20 | 0.93 | 0.0190 | -0.017 | 62 | 0 | 0.3000 | 250 | 32.8% | -0.07 | 0.0191 | -0.017 | ||||
| 7.50 | 9.90 | 32.7% | 0.91 | 0.0230 | -0.019 | 63 | 0 | 1.00 | 40.8% | -0.09 | 0.0232 | -0.019 | ||||
| 6.40 | 8.40 | 0.89 | 0.0280 | -0.022 | 64 | 0.2500 | 0.5500 | 2 | 8,000 | 34.7% | -0.11 | 0.0282 | -0.022 | |||
| 5.00 | 7.40 | 0.86 | 0.0339 | -0.026 | 65 | 0.4000 | 0.6000 | 1 | 33.5% | -0.14 | 0.0342 | -0.026 | ||||
| 4.70 | 6.70 | 22.9% | 0.82 | 0.0400 | -0.030 | 66 | 0.4500 | 0.8000 | 4 | 32.3% | -0.18 | 0.0404 | -0.030 | |||
| 3.40 | 6.60 | 26.3% | 0.77 | 0.0459 | -0.035 | 67 | 0.7500 | 1.00 | 1 | 2 | 32.8% | -0.23 | 0.0463 | -0.035 | ||
| 3.60 | 5.30 | 5 | 29.8% | 0.72 | 0.0512 | -0.039 | 68 | 0.8500 | 2.00 | 4 | 36.8% | -0.28 | 0.0518 | -0.039 | ||
| 3.10 | 5.30 | 35.8% | 0.67 | 0.0558 | -0.042 | 69 | 1.15 | 1.65 | 1 | 31.5% | -0.33 | 0.0565 | -0.043 | |||
| 2.10 | 4.50 | 31.7% | 0.61 | 0.0594 | -0.044 | 70 | 1.70 | 2.05 | 27 | 32.6% | -0.39 | 0.0602 | -0.045 | |||
| 2.65 | 3.00 | 2 | 1 | 32.6% | 0.55 | 0.0617 | -0.045 | 71 | 2.20 | 2.70 | 3 | 33.8% | -0.45 | 0.0626 | -0.046 | |
| 2.15 | 2.50 | 5 | 3 | 32.4% | 0.49 | 0.0625 | -0.045 | 72 | 2.50 | 3.40 | 33.8% | -0.52 | 0.0636 | -0.046 | ||
| 1.70 | 2.05 | 11 | 2 | 32.0% | 0.43 | 0.0618 | -0.044 | 73 | 2.50 | 4.20 | 31.5% | -0.58 | 0.0631 | -0.045 | ||
| 0.9000 | 1.80 | 3 | 29.8% | 0.37 | 0.0596 | -0.042 | 74 | 3.80 | 4.90 | 6 | 36.2% | -0.64 | 0.0611 | -0.043 | ||
| 1.05 | 1.35 | 336 | 502 | 31.9% | 0.31 | 0.0561 | -0.040 | 75 | 4.40 | 5.40 | 34.4% | -0.70 | 0.0578 | -0.041 | ||
| 0.7500 | 1.20 | 127 | 32.3% | 0.26 | 0.0516 | -0.036 | 76 | 4.40 | 7.40 | 38.4% | -0.75 | 0.0534 | -0.037 | |||
| 0.2000 | 0.9000 | 14 | 28.5% | 0.21 | 0.0463 | -0.033 | 77 | 5.20 | 8.20 | 39.0% | -0.80 | 0.0483 | -0.034 | |||
| 0.3500 | 0.9500 | 33.5% | 0.18 | 0.0408 | -0.029 | 78 | 6.20 | 9.00 | 40.8% | -0.84 | 0.0430 | -0.030 | ||||
| 0 | 1.35 | 14 | 37.0% | 0.14 | 0.0354 | -0.025 | 79 | 7.20 | 9.90 | 43.1% | -0.87 | 0.0377 | -0.027 | |||
| 0 | 0.9500 | 1 | 35.6% | 0.12 | 0.0304 | -0.022 | 80 | 8.40 | 10.80 | 47.1% | -0.90 | 0.0326 | -0.024 | |||
| 0 | 1.20 | 251 | 41.1% | 0.10 | 0.0261 | -0.020 | 81 | 9.40 | 11.10 | 43.2% | -0.92 | 0.0282 | -0.022 | |||
| 0 | 1.95 | 51.4% | 0.08 | 0.0225 | -0.018 | 82 | 9.70 | 12.70 | 44.9% | -0.94 | 0.0243 | -0.020 | ||||
| 0 | 0.9500 | 43.3% | 0.07 | 0.0196 | -0.017 | 83 | 10.90 | 13.70 | 49.8% | -0.95 | 0.0209 | -0.018 | ||||
| 0 | 0.8000 | 43.7% | 0.06 | 0.0172 | -0.016 | 84 | 12.20 | 14.70 | 55.7% | -0.95 | 0.0182 | -0.017 | ||||
| 0 | 1.00 | 48.8% | 0.06 | 0.0153 | -0.015 | 85 | 11.90 | 15.70 | 38.6% | -0.96 | 0.0161 | -0.016 | ||||
| 0 | 1.55 | 67.2% | 0.04 | 0.0097 | -0.014 | 90 | 17.40 | 20.70 | 59.5% | -0.98 | 0.0097 | -0.014 | ||||
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.