WMT цепочка опционов Walmart 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 ±7.2% (110.14–127.19) · ATM IV 30.2% · P/C открытого интереса 0.22
| 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 | |
| 57.70 | 60.20 | 2 | 91.2% | 1.00 | 0.0001 | 0.000 | 60 | 0 | 0.2000 | 102.2% | -0.00 | 0.0001 | -0.001 | |||
| 52.75 | 55.20 | 33 | 82.1% | 1.00 | 0.0002 | 0.000 | 65 | 0 | 0.2500 | 94 | 94.1% | -0.00 | 0.0002 | -0.001 | ||
| 47.70 | 50.25 | 22 | 67.4% | 1.00 | 0.0002 | 0.000 | 70 | 0 | 0.3500 | 358 | 87.9% | -0.00 | 0.0002 | -0.002 | ||
| 42.30 | 45.25 | 4 | 1.00 | 0.0004 | 0.000 | 75 | 0 | 0.0600 | 728 | 61.7% | -0.00 | 0.0004 | -0.002 | |||
| 37.10 | 40.30 | 61 | 1.00 | 0.0007 | 0.000 | 80 | 0.0100 | 0.0300 | 26 | 2,218 | 51.4% | -0.00 | 0.0007 | -0.003 | ||
| 32.85 | 35.40 | 43 | 54.6% | 0.99 | 0.0011 | -0.001 | 85 | 0.0200 | 0.0500 | 34 | 2,886 | 47.1% | -0.01 | 0.0012 | -0.005 | |
| 27.90 | 30.35 | 3 | 636 | 44.9% | 0.99 | 0.0020 | -0.004 | 90 | 0.0300 | 0.1100 | 21 | 4,445 | 43.7% | -0.01 | 0.0020 | -0.007 |
| 22.25 | 26.25 | 2 | 305 | 42.4% | 0.98 | 0.0038 | -0.008 | 95 | 0.1000 | 0.1700 | 132 | 7,406 | 40.1% | -0.02 | 0.0038 | -0.011 |
| 17.85 | 21.35 | 14 | 1,135 | 42.7% | 0.96 | 0.0073 | -0.015 | 100 | 0.2000 | 0.2300 | 251 | 18.3K | 35.2% | -0.04 | 0.0074 | -0.018 |
| 13.40 | 15.20 | 17 | 8,116 | 26.4% | 0.91 | 0.0140 | -0.027 | 105 | 0.4600 | 0.5400 | 205 | 16.0K | 33.0% | -0.09 | 0.0141 | -0.029 |
| 12.50 | 15.10 | 34.1% | 0.89 | 0.0158 | -0.030 | 106 | 0.3600 | 0.6800 | 3 | 31.4% | -0.11 | 0.0159 | -0.032 | |||
| 10.95 | 14.85 | 2 | 33.5% | 0.88 | 0.0177 | -0.034 | 107 | 0.6600 | 0.9400 | 9 | 33.6% | -0.12 | 0.0178 | -0.036 | ||
| 10.75 | 13.35 | 5 | 33.3% | 0.86 | 0.0197 | -0.037 | 108 | 0.5900 | 0.8900 | 2 | 30.8% | -0.14 | 0.0198 | -0.039 | ||
| 9.40 | 12.00 | 26.6% | 0.84 | 0.0218 | -0.041 | 109 | 0.9400 | 1.30 | 9 | 33.2% | -0.16 | 0.0220 | -0.043 | |||
| 9.60 | 10.90 | 115 | 13.7K | 31.2% | 0.82 | 0.0239 | -0.045 | 110 | 1.14 | 1.19 | 669 | 13.5K | 31.5% | -0.19 | 0.0241 | -0.046 |
| 8.75 | 10.85 | 18 | 34.3% | 0.79 | 0.0260 | -0.049 | 111 | 1.35 | 1.41 | 13 | 31.4% | -0.21 | 0.0263 | -0.050 | ||
| 7.50 | 10.00 | 3 | 31.4% | 0.76 | 0.0281 | -0.052 | 112 | 1.58 | 1.84 | 69 | 32.1% | -0.24 | 0.0284 | -0.053 | ||
| 7.45 | 8.90 | 2 | 32.6% | 0.73 | 0.0300 | -0.055 | 113 | 1.85 | 2.04 | 48 | 31.6% | -0.27 | 0.0304 | -0.057 | ||
| 6.10 | 8.65 | 2 | 31.5% | 0.70 | 0.0318 | -0.058 | 114 | 2.15 | 2.23 | 41 | 31.0% | -0.30 | 0.0322 | -0.060 | ||
| 6.50 | 7.15 | 202 | 56.1K | 32.3% | 0.67 | 0.0334 | -0.061 | 115 | 2.48 | 2.57 | 246 | 4,341 | 30.9% | -0.34 | 0.0338 | -0.062 |
| 5.25 | 6.95 | 4 | 31.4% | 0.63 | 0.0347 | -0.063 | 116 | 2.84 | 2.97 | 8 | 30.9% | -0.37 | 0.0353 | -0.064 | ||
| 4.85 | 5.95 | 1 | 30.4% | 0.60 | 0.0358 | -0.065 | 117 | 3.20 | 3.40 | 3 | 30.7% | -0.41 | 0.0364 | -0.066 | ||
| 4.80 | 5.30 | 20 | 31.8% | 0.56 | 0.0366 | -0.066 | 118 | 3.65 | 4.00 | 120 | 31.1% | -0.44 | 0.0372 | -0.067 | ||
| 3.85 | 4.70 | 40 | 29.9% | 0.52 | 0.0371 | -0.066 | 119 | 4.15 | 4.35 | 98 | 30.6% | -0.48 | 0.0378 | -0.068 | ||
| 3.80 | 4.00 | 106.0K | 120.7K | 30.5% | 0.49 | 0.0372 | -0.066 | 120 | 4.65 | 4.85 | 61 | 3,729 | 30.4% | -0.52 | 0.0380 | -0.068 |
| 3.40 | 3.80 | 128 | 31.5% | 0.45 | 0.0371 | -0.066 | 121 | 4.50 | 5.90 | 29.5% | -0.56 | 0.0379 | -0.067 | |||
| 3.00 | 3.15 | 197 | 30.5% | 0.41 | 0.0366 | -0.065 | 122 | 4.85 | 6.60 | 28.8% | -0.59 | 0.0375 | -0.066 | |||
| 2.63 | 2.77 | 23 | 30.5% | 0.38 | 0.0358 | -0.063 | 123 | 5.70 | 7.25 | 1 | 29.6% | -0.63 | 0.0368 | -0.064 | ||
| 2.30 | 2.58 | 29 | 31.0% | 0.35 | 0.0347 | -0.061 | 124 | 6.05 | 8.10 | 28.9% | -0.67 | 0.0358 | -0.062 | |||
| 2.00 | 2.12 | 107.5K | 115.9K | 30.3% | 0.31 | 0.0334 | -0.058 | 125 | 7.30 | 8.00 | 19 | 2,254 | 27.8% | -0.70 | 0.0346 | -0.059 |
| 1.73 | 2.00 | 485 | 31.0% | 0.28 | 0.0319 | -0.055 | 126 | 7.25 | 9.80 | 28.8% | -0.73 | 0.0332 | -0.057 | |||
| 1.50 | 1.68 | 33 | 30.7% | 0.25 | 0.0302 | -0.052 | 127 | 8.00 | 10.60 | 28.7% | -0.76 | 0.0316 | -0.054 | |||
| 1.28 | 1.62 | 133 | 31.4% | 0.22 | 0.0283 | -0.049 | 128 | 8.80 | 11.80 | 30.6% | -0.79 | 0.0298 | -0.050 | |||
| 1.10 | 1.29 | 164 | 30.8% | 0.20 | 0.0264 | -0.045 | 129 | 9.65 | 12.60 | 30.7% | -0.82 | 0.0280 | -0.047 | |||
| 0.9000 | 1.01 | 1,221 | 11.2K | 30.0% | 0.18 | 0.0245 | -0.042 | 130 | 11.00 | 13.05 | 253 | 31.3% | -0.84 | 0.0261 | -0.044 | |
| 0.5500 | 1.17 | 57 | 30.6% | 0.16 | 0.0225 | -0.039 | 131 | 10.65 | 14.45 | 26.5% | -0.86 | 0.0242 | -0.040 | |||
| 0.5900 | 0.7600 | 15 | 29.8% | 0.14 | 0.0206 | -0.036 | 132 | 11.60 | 15.50 | 27.9% | -0.88 | 0.0224 | -0.037 | |||
| 0.3600 | 0.4900 | 925 | 4,570 | 30.3% | 0.09 | 0.0153 | -0.027 | 135 | 14.55 | 17.65 | 34 | -0.93 | 0.0173 | -0.029 | ||
| 0.1300 | 0.2900 | 44 | 1,599 | 31.6% | 0.05 | 0.0088 | -0.016 | 140 | 19.25 | 22.25 | 15 | -0.98 | 0.0095 | -0.017 | ||
| 0.0100 | 0.1400 | 105 | 1,909 | 31.3% | 0.03 | 0.0051 | -0.010 | 145 | 24.25 | 28.20 | -1.00 | 0.0007 | -0.014 | |||
| 0.0200 | 0.0800 | 1,273 | 2,347 | 34.0% | 0.02 | 0.0032 | -0.007 | 150 | 29.40 | 32.55 | 2 | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.0900 | 11 | 624 | 37.6% | 0.01 | 0.0021 | -0.005 | 155 | 35.10 | 37.55 | 44.6% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.1000 | 298 | 42.0% | 0.01 | 0.0014 | -0.004 | 160 | 40.10 | 43.05 | 62.1% | -1.00 | 0.0000 | -0.014 | |||
| 0.0200 | 0.0400 | 10 | 587 | 43.2% | 0.01 | 0.0010 | -0.003 | 165 | 44.35 | 47.55 | 2 | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.0500 | 2 | 205 | 45.7% | 0.00 | 0.0008 | -0.003 | 170 | 49.25 | 53.20 | -1.00 | 0.0000 | -0.014 | |||
| 0.0100 | 0.0300 | 114 | 27 | 47.9% | 0.00 | 0.0006 | -0.002 | 175 | 54.25 | 57.55 | -1.00 | 0.0000 | -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.
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