WMT цепочка опционов Walmart Inc.
Cboe delayed options data · по состоянию на 21:55 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 ±3.4% (104.69–112.06) · ATM IV 20.8% · P/C открытого интереса 0.49
| 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 | |
| 51.70 | 54.80 | 2 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0300 | 99 | 121.0% | 0.00 | 0.0000 | -0.000 | |||
| 46.70 | 50.60 | 2 | 138.6% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.0400 | 76 | 109.6% | -0.00 | 0.0000 | -0.000 | ||
| 42.15 | 45.60 | 7 | 141.9% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.0800 | 138 | 103.4% | -0.00 | 0.0000 | -0.000 | ||
| 36.70 | 39.90 | 1 | 130 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.1100 | 248 | 93.3% | -0.00 | 0.0000 | -0.000 | ||
| 32.35 | 35.65 | 1 | 50 | 113.0% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.2000 | 1,174 | 86.8% | -0.00 | 0.0001 | -0.000 | |
| 26.75 | 30.65 | 2 | 59 | 78.0% | 1.00 | 0.0002 | 0.000 | 80 | 0 | 0.1700 | 21 | 644 | 71.6% | -0.00 | 0.0002 | -0.001 |
| 23.05 | 24.60 | 228 | 71.7% | 1.00 | 0.0005 | 0.000 | 85 | 0 | 0.0100 | 2,713 | 42.4% | -0.00 | 0.0005 | -0.001 | ||
| 19.75 | 23.05 | 170 | 67.9% | 1.00 | 0.0008 | 0.000 | 87.5 | 0 | 0.0100 | 2,179 | 37.7% | -0.00 | 0.0008 | -0.002 | ||
| 16.80 | 19.65 | 1 | 253 | 1.00 | 0.0014 | 0.000 | 90 | 0 | 0.0200 | 25 | 1,561 | 35.6% | -0.00 | 0.0014 | -0.002 | |
| 15.80 | 18.90 | 1 | 1.00 | 0.0017 | 0.000 | 91 | 0 | 0.4900 | 54.1% | -0.00 | 0.0017 | -0.003 | ||||
| 14.85 | 18.70 | 49.2% | 0.99 | 0.0021 | 0.000 | 92 | 0 | 0.2900 | 2 | 46.3% | -0.01 | 0.0021 | -0.003 | |||
| 14.35 | 18.10 | 226 | 45.2% | 0.99 | 0.0024 | 0.000 | 92.5 | 0 | 0.0800 | 209 | 2,256 | 36.6% | -0.01 | 0.0024 | -0.004 | |
| 15.05 | 17.70 | 1 | 65.5% | 0.99 | 0.0027 | 0.000 | 93 | 0 | 0.3000 | 5 | 23 | 44.1% | -0.01 | 0.0027 | -0.004 | |
| 14.05 | 16.70 | 62.2% | 0.99 | 0.0034 | 0.000 | 94 | 0 | 0.5100 | 86 | 46.4% | -0.01 | 0.0034 | -0.004 | |||
| 11.80 | 15.70 | 10 | 686 | 39.9% | 0.99 | 0.0044 | 0.000 | 95 | 0.0100 | 0.0300 | 208 | 4,119 | 28.5% | -0.01 | 0.0044 | -0.005 |
| 11.40 | 13.65 | 1 | 1 | 0.99 | 0.0056 | -0.000 | 96 | 0.0200 | 0.1000 | 32 | 254 | 31.0% | -0.01 | 0.0057 | -0.006 | |
| 11.40 | 13.70 | 2 | 55.7% | 0.98 | 0.0074 | -0.002 | 97 | 0 | 0.0600 | 12 | 163 | 25.9% | -0.02 | 0.0074 | -0.008 | |
| 10.00 | 12.35 | 21 | 282 | 29.6% | 0.98 | 0.0085 | -0.003 | 97.5 | 0.0300 | 0.1000 | 194 | 7,938 | 28.1% | -0.02 | 0.0086 | -0.009 |
| 9.55 | 12.10 | 28 | 15 | 34.9% | 0.98 | 0.0098 | -0.005 | 98 | 0 | 0.2600 | 123 | 346 | 30.6% | -0.02 | 0.0099 | -0.010 |
| 7.90 | 10.55 | 11 | 13 | 0.97 | 0.0130 | -0.007 | 99 | 0.0300 | 0.0900 | 163 | 401 | 24.4% | -0.03 | 0.0131 | -0.012 | |
| 8.40 | 9.00 | 136 | 1,954 | 24.7% | 0.96 | 0.0174 | -0.011 | 100 | 0.0800 | 0.1800 | 821 | 13.0K | 25.7% | -0.04 | 0.0176 | -0.016 |
| 7.50 | 8.70 | 1 | 25 | 33.2% | 0.94 | 0.0233 | -0.016 | 101 | 0.1100 | 0.1400 | 83 | 1,085 | 23.0% | -0.06 | 0.0235 | -0.020 |
| 5.15 | 7.50 | 35 | 229 | 0.92 | 0.0308 | -0.022 | 102 | 0.1800 | 0.2000 | 149 | 872 | 22.6% | -0.09 | 0.0311 | -0.025 | |
| 5.50 | 6.50 | 67 | 748 | 24.9% | 0.88 | 0.0399 | -0.029 | 103 | 0.2400 | 0.3200 | 111 | 1,161 | 22.2% | -0.12 | 0.0404 | -0.032 |
| 4.80 | 5.50 | 146 | 609 | 24.8% | 0.84 | 0.0504 | -0.036 | 104 | 0.3700 | 0.5100 | 231 | 732 | 22.4% | -0.16 | 0.0510 | -0.039 |
| 4.10 | 4.45 | 1,668 | 14.1K | 20.9% | 0.79 | 0.0614 | -0.044 | 105 | 0.5500 | 0.6300 | 1,623 | 14.7K | 21.5% | -0.22 | 0.0622 | -0.046 |
| 3.35 | 3.60 | 378 | 1,825 | 21.9% | 0.72 | 0.0720 | -0.051 | 106 | 0.8000 | 0.8600 | 305 | 582 | 21.2% | -0.28 | 0.0731 | -0.053 |
| 2.67 | 2.83 | 1,081 | 1,183 | 21.0% | 0.65 | 0.0809 | -0.056 | 107 | 0.9900 | 1.19 | 453 | 164 | 20.3% | -0.36 | 0.0821 | -0.058 |
| 2.10 | 2.23 | 1,053 | 1,414 | 21.1% | 0.56 | 0.0864 | -0.059 | 108 | 1.45 | 1.59 | 266 | 826 | 20.5% | -0.44 | 0.0880 | -0.061 |
| 1.58 | 1.67 | 1,104 | 1,112 | 20.6% | 0.47 | 0.0878 | -0.060 | 109 | 1.96 | 2.08 | 408 | 640 | 20.4% | -0.53 | 0.0895 | -0.061 |
| 1.18 | 1.24 | 11.8K | 20.5K | 20.5% | 0.39 | 0.0847 | -0.058 | 110 | 2.50 | 2.68 | 381 | 9,235 | 20.1% | -0.62 | 0.0867 | -0.058 |
| 0.8500 | 0.9300 | 2,371 | 1,363 | 20.8% | 0.31 | 0.0777 | -0.053 | 111 | 3.15 | 3.65 | 10 | 15 | 21.8% | -0.70 | 0.0799 | -0.053 |
| 0.5800 | 0.6600 | 580 | 1,680 | 20.6% | 0.24 | 0.0681 | -0.047 | 112 | 3.65 | 4.45 | 7 | 38 | 20.5% | -0.77 | 0.0703 | -0.046 |
| 0.4000 | 0.4900 | 344 | 618 | 21.0% | 0.18 | 0.0573 | -0.040 | 113 | 3.30 | 6.65 | 1 | 22.4% | -0.83 | 0.0590 | -0.039 | |
| 0.3000 | 0.3600 | 246 | 290 | 21.6% | 0.14 | 0.0466 | -0.033 | 114 | 4.50 | 7.30 | 26 | 23.9% | -0.88 | 0.0476 | -0.031 | |
| 0.2100 | 0.2400 | 4,080 | 13.2K | 21.7% | 0.10 | 0.0370 | -0.027 | 115 | 6.40 | 6.85 | 29 | 6,730 | 18.7% | -0.92 | 0.0412 | -0.024 |
| 0.1500 | 0.2100 | 160 | 215 | 22.8% | 0.08 | 0.0292 | -0.022 | 116 | 5.55 | 9.40 | 35 | -0.95 | 0.0377 | -0.021 | ||
| 0.0600 | 0.0700 | 4,145 | 25.8K | 25.9% | 0.03 | 0.0125 | -0.013 | 120 | 10.25 | 11.95 | 3 | 2,632 | -0.99 | 0.0098 | -0.033 | |
| 0.0300 | 0.0600 | 1,857 | 12.4K | 32.6% | 0.02 | 0.0058 | -0.009 | 125 | 15.25 | 18.30 | 1,015 | 1,082 | 45.8% | -1.00 | 0.0006 | -0.044 |
| 0.0200 | 0.0300 | 1,102 | 12.6K | 37.2% | 0.01 | 0.0032 | -0.006 | 130 | 20.60 | 22.20 | 1,078 | 1,085 | -1.00 | 0.0000 | -0.049 | |
| 0.0100 | 0.0500 | 195 | 11.4K | 44.9% | 0.01 | 0.0019 | -0.005 | 135 | 25.40 | 28.05 | 2 | 60 | 61.8% | -1.00 | 0.0000 | -0.051 |
| 0 | 0.0500 | 55 | 9,588 | 50.2% | 0.00 | 0.0012 | -0.004 | 140 | 30.40 | 33.35 | 3 | 10 | 77.1% | -1.00 | 0.0000 | -0.051 |
| 0 | 0.0200 | 122 | 4,443 | 51.2% | 0.00 | 0.0008 | -0.003 | 145 | 35.45 | 38.10 | 5 | 80.6% | -1.00 | 0.0000 | -0.052 | |
| 0 | 0.0200 | 263 | 6,118 | 56.5% | 0.00 | 0.0006 | -0.003 | 150 | 40.10 | 43.35 | 85.1% | -1.00 | 0.0000 | -0.052 | ||
| 0 | 0.0300 | 2,397 | 64.0% | 0.00 | 0.0004 | -0.002 | 155 | 44.95 | 48.35 | 86.0% | -1.00 | 0.0000 | -0.052 | |||
| 0 | 0.0400 | 1,117 | 71.1% | 0.00 | 0.0003 | -0.002 | 160 | 50.40 | 53.35 | 107.7% | -1.00 | 0.0000 | -0.053 | |||
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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Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
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