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 ±3.6% (71.92–77.28) · ATM IV 26.6% · P/C открытого интереса 12.04
| 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 | |
| 33.80 | 36.50 | 4 | 269.9% | 1.00 | 0.0005 | 0.000 | 40 | 0 | 1.00 | 258.9% | -0.00 | 0.0007 | -0.011 | |||
| 28.80 | 31.50 | 4 | 225.4% | 1.00 | 0.0008 | 0.000 | 45 | 0 | 0.9500 | 213.9% | -0.01 | 0.0010 | -0.012 | |||
| 23.70 | 26.50 | 181.2% | 0.99 | 0.0014 | 0.000 | 50 | 0 | 0.0500 | 108.5% | -0.01 | 0.0018 | -0.014 | ||||
| 18.90 | 21.50 | 152.4% | 0.99 | 0.0024 | -0.004 | 55 | 0 | 0.9500 | 140.4% | -0.01 | 0.0031 | -0.017 | ||||
| 15.90 | 18.50 | 131.1% | 0.99 | 0.0036 | -0.006 | 58 | 0 | 0.9500 | 120.4% | -0.02 | 0.0046 | -0.019 | ||||
| 14.60 | 17.50 | 1 | 114.7% | 0.99 | 0.0041 | -0.007 | 59 | 0 | 1.15 | 119.7% | -0.02 | 0.0053 | -0.019 | |||
| 13.90 | 16.50 | 2 | 117.3% | 0.99 | 0.0048 | -0.009 | 60 | 0 | 0.9500 | 107.3% | -0.02 | 0.0062 | -0.020 | |||
| 12.50 | 15.50 | 98.5% | 0.98 | 0.0056 | -0.010 | 61 | 0 | 0.7500 | 94.9% | -0.02 | 0.0072 | -0.021 | ||||
| 12.00 | 13.90 | 88.9% | 0.98 | 0.0066 | -0.011 | 62 | 0 | 1.15 | 99.7% | -0.03 | 0.0085 | -0.022 | ||||
| 10.90 | 13.70 | 102.1% | 0.98 | 0.0078 | -0.012 | 63 | 0 | 1.15 | 93.1% | -0.03 | 0.0101 | -0.023 | ||||
| 9.90 | 12.70 | 95.2% | 0.98 | 0.0094 | -0.014 | 64 | 0 | 0.7500 | 34.9K | 76.5% | -0.03 | 0.0122 | -0.025 | |||
| 9.20 | 10.90 | 76.5% | 0.97 | 0.0115 | -0.015 | 65 | 0 | 0.7500 | 16.2K | 70.4% | -0.04 | 0.0149 | -0.026 | |||
| 7.90 | 9.90 | 61.9% | 0.97 | 0.0142 | -0.017 | 66 | 0 | 0.9500 | 3 | 69.0% | -0.05 | 0.0184 | -0.028 | |||
| 7.20 | 8.70 | 1 | 59.0% | 0.96 | 0.0180 | -0.019 | 67 | 0 | 0.7500 | 25 | 58.2% | -0.06 | 0.0232 | -0.030 | ||
| 5.90 | 7.90 | 9 | 50.3% | 0.95 | 0.0234 | -0.022 | 68 | 0 | 0.6500 | 34 | 49.8% | -0.07 | 0.0299 | -0.033 | ||
| 5.00 | 7.60 | 1 | 60.7% | 0.94 | 0.0312 | -0.025 | 69 | 0.0500 | 0.3000 | 271 | 36.6% | -0.09 | 0.0395 | -0.036 | ||
| 4.20 | 6.00 | 30 | 46.6% | 0.92 | 0.0430 | -0.030 | 70 | 0.1000 | 0.3500 | 1,031 | 33.4% | -0.11 | 0.0536 | -0.041 | ||
| 3.20 | 5.10 | 23 | 41.5% | 0.88 | 0.0614 | -0.038 | 71 | 0.0500 | 0.5500 | 318 | 30.3% | -0.16 | 0.0738 | -0.049 | ||
| 2.30 | 5.00 | 38 | 48.4% | 0.82 | 0.0870 | -0.051 | 72 | 0.3000 | 0.5500 | 725 | 27.6% | -0.24 | 0.0988 | -0.059 | ||
| 1.65 | 3.30 | 96 | 35.3% | 0.72 | 0.1138 | -0.065 | 73 | 0.6500 | 0.8500 | 15 | 28.1% | -0.35 | 0.1211 | -0.070 | ||
| 1.35 | 1.55 | 24 | 25.5% | 0.60 | 0.1323 | -0.075 | 74 | 1.10 | 1.30 | 34 | 28.6% | -0.47 | 0.1319 | -0.075 | ||
| 0.9000 | 1.00 | 5 | 1,481 | 25.3% | 0.46 | 0.1355 | -0.077 | 75 | 1.60 | 1.85 | 58 | 28.0% | -0.60 | 0.1276 | -0.072 | |
| 0.5000 | 0.6500 | 5 | 131 | 25.9% | 0.33 | 0.1230 | -0.071 | 76 | 1.65 | 3.00 | 10 | 26.0% | -0.72 | 0.1106 | -0.063 | |
| 0.2500 | 0.4000 | 44 | 25.9% | 0.23 | 0.1001 | -0.060 | 77 | 2.35 | 3.70 | 22.4% | -0.81 | 0.0872 | -0.050 | |||
| 0.1000 | 0.2500 | 1 | 280 | 26.1% | 0.16 | 0.0756 | -0.049 | 78 | 2.90 | 4.90 | 19.8% | -0.87 | 0.0648 | -0.040 | ||
| 0.0500 | 0.4000 | 1,981 | 33.5% | 0.12 | 0.0564 | -0.042 | 79 | 3.80 | 6.30 | 33.7% | -0.90 | 0.0483 | -0.033 | |||
| 0 | 0.3500 | 283 | 36.0% | 0.09 | 0.0430 | -0.037 | 80 | 4.70 | 7.30 | 35.6% | -0.92 | 0.0371 | -0.029 | |||
| 0 | 0.2000 | 16 | 35.7% | 0.07 | 0.0335 | -0.034 | 81 | 5.60 | 8.80 | 50.2% | -0.94 | 0.0292 | -0.026 | |||
| 0 | 0.9500 | 59.0% | 0.06 | 0.0265 | -0.030 | 82 | 6.60 | 9.30 | 40.3% | -0.95 | 0.0232 | -0.022 | ||||
| 0 | 0.7000 | 58.5% | 0.05 | 0.0211 | -0.026 | 83 | 7.50 | 10.80 | 57.1% | -0.96 | 0.0186 | -0.019 | ||||
| 0 | 0.5500 | 59.2% | 0.04 | 0.0170 | -0.023 | 84 | 8.60 | 11.70 | 61.5% | -0.97 | 0.0151 | -0.016 | ||||
| 0 | 0.9500 | 73.2% | 0.03 | 0.0139 | -0.020 | 85 | 9.40 | 12.20 | -0.97 | 0.0124 | -0.013 | |||||
| 0 | 0.9500 | 77.7% | 0.03 | 0.0115 | -0.018 | 86 | 10.50 | 12.80 | -0.98 | 0.0104 | -0.011 | |||||
| 0 | 0.7500 | 77.1% | 0.02 | 0.0098 | -0.017 | 87 | 11.50 | 14.80 | 74.0% | -0.98 | 0.0088 | -0.009 | ||||
| 0 | 1.35 | 103.8% | 0.02 | 0.0064 | -0.014 | 90 | 14.50 | 17.80 | 85.6% | -0.98 | 0.0059 | -0.006 | ||||
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 — Sep 11, 2026
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