XBI цепочка опционов State Street SPDR S&P Biotech ETF
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 ±4.8% (156.93–172.79) · ATM IV 28.7% · P/C открытого интереса 1.40
| 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 | |
| 78.40 | 82.20 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.13 | 162 | 196.6% | -0.00 | 0.0000 | -0.000 | ||||
| 74.05 | 76.90 | 29 | 107.9% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.0200 | 393 | 98.0% | -0.00 | 0.0000 | -0.000 | ||
| 68.45 | 72.35 | 4 | 105.7% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.0200 | 320 | 89.8% | -0.00 | 0.0000 | -0.000 | ||
| 64.10 | 67.30 | 501 | 125.4% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0200 | 1,012 | 132.1% | -0.00 | 0.0000 | -0.001 | ||
| 63.00 | 66.20 | 20 | 116.7% | 1.00 | 0.0000 | 0.000 | 101 | 0 | 0.0200 | 972 | 80.5% | -0.00 | 0.0000 | -0.001 | ||
| 62.00 | 65.30 | 61 | 117.9% | 1.00 | 0.0000 | 0.000 | 102 | 0 | 0.2300 | 10 | 81.9% | -0.00 | 0.0000 | -0.001 | ||
| 61.05 | 63.70 | 82.6% | 1.00 | 0.0001 | 0.000 | 103 | 0 | 0.0200 | 165 | 77.5% | -0.00 | 0.0000 | -0.001 | |||
| 60.10 | 63.20 | 5 | 113.6% | 1.00 | 0.0001 | 0.000 | 104 | 0 | 0.0300 | 52 | 78.9% | -0.00 | 0.0000 | -0.001 | ||
| 59.10 | 61.15 | 11 | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.0200 | 1,384 | 74.5% | -0.00 | 0.0000 | -0.001 | |||
| 57.45 | 61.30 | 1 | 77.1% | 1.00 | 0.0001 | 0.000 | 106 | 0 | 0.0200 | 148 | 73.1% | -0.00 | 0.0001 | -0.001 | ||
| 57.10 | 60.30 | 1 | 110.1% | 1.00 | 0.0001 | 0.000 | 107 | 0 | 0.0200 | 398 | 71.7% | -0.00 | 0.0001 | -0.001 | ||
| 56.10 | 59.30 | 108.0% | 1.00 | 0.0001 | 0.000 | 108 | 0 | 0.0400 | 6 | 75.0% | -0.00 | 0.0001 | -0.001 | |||
| 54.50 | 58.30 | 2 | 79.1% | 1.00 | 0.0001 | 0.000 | 109 | 0 | 0.0200 | 230 | 68.8% | -0.00 | 0.0001 | -0.001 | ||
| 54.10 | 57.35 | 23 | 105.1% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 0.0200 | 109 | 67.4% | -0.00 | 0.0001 | -0.001 | ||
| 52.70 | 55.75 | 1 | 1.00 | 0.0002 | 0.000 | 111 | 0 | 0.0300 | 175 | 68.6% | -0.00 | 0.0001 | -0.001 | |||
| 52.10 | 54.15 | 1.00 | 0.0002 | 0.000 | 112 | 0 | 0.0300 | 218 | 67.1% | -0.00 | 0.0001 | -0.001 | ||||
| 51.10 | 54.45 | 33 | 100.1% | 1.00 | 0.0002 | 0.000 | 113 | 0 | 2.13 | 35 | 122.9% | -0.00 | 0.0001 | -0.001 | ||
| 50.05 | 53.45 | 14 | 98.1% | 1.00 | 0.0002 | 0.000 | 114 | 0 | 0.3000 | 174 | 84.3% | -0.00 | 0.0001 | -0.001 | ||
| 48.90 | 52.35 | 14 | 89.8% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.0300 | 227 | 62.9% | -0.00 | 0.0001 | -0.001 | ||
| 47.90 | 51.40 | 7 | 89.2% | 1.00 | 0.0002 | 0.000 | 116 | 0 | 0.7100 | 31 | 92.8% | -0.00 | 0.0001 | -0.001 | ||
| 46.90 | 50.40 | 4 | 85.9% | 1.00 | 0.0002 | 0.000 | 117 | 0 | 0.1000 | 35 | 68.5% | -0.00 | 0.0002 | -0.002 | ||
| 45.90 | 49.35 | 13 | 84.0% | 1.00 | 0.0002 | 0.000 | 118 | 0 | 0.7000 | 1,404 | 88.8% | -0.00 | 0.0002 | -0.002 | ||
| 45.10 | 48.25 | 80 | 84.7% | 1.00 | 0.0002 | 0.000 | 119 | 0 | 1.28 | 23 | 97.6% | -0.00 | 0.0002 | -0.002 | ||
| 44.05 | 47.40 | 110 | 85.0% | 1.00 | 0.0003 | 0.000 | 120 | 0 | 0.0300 | 89 | 56.1% | -0.00 | 0.0002 | -0.002 | ||
| 43.10 | 46.40 | 12 | 84.2% | 1.00 | 0.0003 | 0.000 | 121 | 0 | 2.13 | 25 | 104.8% | -0.00 | 0.0003 | -0.002 | ||
| 41.50 | 45.40 | 10 | 64.0% | 1.00 | 0.0003 | 0.000 | 122 | 0 | 0.9700 | 228 | 86.4% | -0.00 | 0.0003 | -0.003 | ||
| 41.10 | 44.40 | 35 | 80.3% | 1.00 | 0.0004 | 0.000 | 123 | 0 | 1.11 | 113 | 86.8% | -0.00 | 0.0004 | -0.003 | ||
| 40.15 | 43.40 | 207 | 79.3% | 1.00 | 0.0004 | 0.000 | 124 | 0 | 1.11 | 285 | 84.9% | -0.00 | 0.0004 | -0.003 | ||
| 39.10 | 42.40 | 249 | 76.5% | 1.00 | 0.0005 | 0.000 | 125 | 0 | 0.0300 | 995 | 49.6% | -0.00 | 0.0004 | -0.003 | ||
| 38.10 | 41.40 | 158 | 74.6% | 1.00 | 0.0005 | 0.000 | 126 | 0 | 0.3100 | 346 | 64.5% | -0.00 | 0.0005 | -0.004 | ||
| 37.15 | 40.25 | 1,153 | 70.7% | 1.00 | 0.0006 | 0.000 | 127 | 0 | 0.0300 | 826 | 47.0% | -0.00 | 0.0006 | -0.004 | ||
| 36.15 | 39.50 | 334 | 73.4% | 0.99 | 0.0007 | -0.001 | 128 | 0 | 0.0400 | 825 | 47.1% | -0.00 | 0.0007 | -0.005 | ||
| 35.20 | 37.70 | 443 | 52.2% | 0.99 | 0.0008 | -0.001 | 129 | 0 | 0.1100 | 48 | 51.5% | -0.00 | 0.0008 | -0.005 | ||
| 34.00 | 37.00 | 9 | 1,567 | 55.0% | 0.99 | 0.0009 | -0.002 | 130 | 0 | 0.0400 | 1,155 | 44.5% | -0.00 | 0.0009 | -0.006 | |
| 33.20 | 35.80 | 511 | 53.3% | 0.99 | 0.0010 | -0.002 | 131 | 0 | 0.3100 | 97 | 56.4% | -0.01 | 0.0010 | -0.006 | ||
| 32.15 | 34.40 | 184 | 0.99 | 0.0011 | -0.003 | 132 | 0 | 0.1100 | 324 | 47.2% | -0.01 | 0.0011 | -0.007 | |||
| 30.55 | 33.40 | 21 | 394 | 0.99 | 0.0013 | -0.004 | 133 | 0 | 0.3800 | 283 | 55.1% | -0.01 | 0.0013 | -0.008 | ||
| 30.20 | 32.75 | 372 | 46.5% | 0.99 | 0.0014 | -0.005 | 134 | 0 | 0.3200 | 3 | 85 | 51.9% | -0.01 | 0.0014 | -0.009 | |
| 29.20 | 31.75 | 649 | 44.9% | 0.99 | 0.0016 | -0.006 | 135 | 0 | 0.3200 | 1,193 | 50.4% | -0.01 | 0.0016 | -0.009 | ||
| 28.20 | 30.75 | 108 | 43.3% | 0.99 | 0.0018 | -0.007 | 136 | 0 | 0.1200 | 3 | 68 | 42.2% | -0.01 | 0.0018 | -0.011 | |
| 27.20 | 29.55 | 130 | 0.99 | 0.0021 | -0.008 | 137 | 0 | 0.1200 | 2 | 75 | 40.8% | -0.01 | 0.0021 | -0.012 | ||
| 26.20 | 28.20 | 4 | 25 | 0.99 | 0.0024 | -0.010 | 138 | 0 | 0.3300 | 94 | 46.0% | -0.01 | 0.0024 | -0.013 | ||
| 25.20 | 27.85 | 44 | 41.9% | 0.98 | 0.0028 | -0.011 | 139 | 0 | 0.3900 | 328 | 45.7% | -0.01 | 0.0028 | -0.015 | ||
| 24.25 | 26.90 | 17 | 3,622 | 42.8% | 0.98 | 0.0032 | -0.013 | 140 | 0 | 0.3700 | 4 | 9,549 | 43.7% | -0.02 | 0.0032 | -0.016 |
| 23.20 | 25.90 | 24 | 40.0% | 0.98 | 0.0037 | -0.015 | 141 | 0 | 0.1800 | 488 | 37.4% | -0.02 | 0.0037 | -0.018 | ||
| 22.25 | 24.80 | 40 | 37.1% | 0.98 | 0.0042 | -0.018 | 142 | 0 | 0.3800 | 1,186 | 40.8% | -0.02 | 0.0042 | -0.021 | ||
| 21.55 | 23.20 | 16 | 0.97 | 0.0049 | -0.021 | 143 | 0 | 0.4000 | 12 | 3,618 | 39.6% | -0.03 | 0.0049 | -0.024 | ||
| 20.30 | 22.25 | 39 | 0.97 | 0.0056 | -0.024 | 144 | 0 | 0.4500 | 1 | 333 | 38.9% | -0.03 | 0.0056 | -0.027 | ||
| 19.35 | 21.90 | 157 | 36.6% | 0.96 | 0.0065 | -0.028 | 145 | 0 | 0.4600 | 6 | 4,889 | 37.5% | -0.04 | 0.0065 | -0.030 | |
| 18.35 | 21.15 | 40 | 38.6% | 0.96 | 0.0074 | -0.031 | 146 | 0 | 0.6900 | 1,782 | 39.0% | -0.04 | 0.0075 | -0.034 | ||
| 17.40 | 19.60 | 77 | 28.0% | 0.95 | 0.0085 | -0.036 | 147 | 0.0700 | 0.9400 | 3 | 4,397 | 40.8% | -0.05 | 0.0085 | -0.038 | |
| 16.45 | 18.75 | 132 | 30.8% | 0.94 | 0.0097 | -0.040 | 148 | 0.1600 | 0.6400 | 2 | 1,171 | 36.9% | -0.06 | 0.0097 | -0.043 | |
| 15.50 | 17.35 | 57 | 0.93 | 0.0110 | -0.045 | 149 | 0.1000 | 0.7500 | 1 | 209 | 35.6% | -0.07 | 0.0111 | -0.048 | ||
| 14.55 | 17.40 | 17 | 3,991 | 36.1% | 0.92 | 0.0125 | -0.051 | 150 | 0.2400 | 0.8000 | 691 | 15.5K | 35.7% | -0.08 | 0.0125 | -0.053 |
| 13.60 | 16.25 | 12 | 28 | 33.3% | 0.91 | 0.0141 | -0.057 | 151 | 0.3500 | 0.7900 | 6 | 267 | 34.7% | -0.09 | 0.0141 | -0.059 |
| 12.80 | 15.35 | 4 | 168 | 33.9% | 0.89 | 0.0158 | -0.063 | 152 | 0.3500 | 0.9500 | 3 | 1,041 | 34.1% | -0.11 | 0.0159 | -0.065 |
| 11.90 | 14.30 | 2 | 259 | 32.4% | 0.88 | 0.0177 | -0.070 | 153 | 0.3800 | 1.23 | 15 | 1,593 | 34.4% | -0.12 | 0.0177 | -0.071 |
| 11.05 | 13.10 | 376 | 30.0% | 0.86 | 0.0196 | -0.077 | 154 | 0.3500 | 1.25 | 512 | 32.3% | -0.14 | 0.0197 | -0.078 | ||
| 10.20 | 12.60 | 3 | 10.8K | 32.2% | 0.84 | 0.0216 | -0.084 | 155 | 0.8200 | 1.15 | 290 | 13.7K | 32.6% | -0.16 | 0.0217 | -0.085 |
| 9.60 | 11.50 | 1 | 396 | 31.8% | 0.82 | 0.0237 | -0.091 | 156 | 0.9800 | 1.26 | 19 | 2,168 | 31.9% | -0.18 | 0.0238 | -0.092 |
| 8.50 | 10.50 | 11 | 173 | 29.1% | 0.79 | 0.0258 | -0.098 | 157 | 1.15 | 1.61 | 67 | 2,527 | 32.4% | -0.21 | 0.0258 | -0.099 |
| 7.75 | 9.70 | 9 | 303 | 29.1% | 0.77 | 0.0278 | -0.104 | 158 | 1.33 | 1.60 | 16.6K | 1,560 | 30.9% | -0.23 | 0.0279 | -0.105 |
| 6.95 | 9.55 | 35 | 985 | 31.6% | 0.74 | 0.0299 | -0.110 | 159 | 1.57 | 1.92 | 50 | 1,319 | 31.1% | -0.26 | 0.0300 | -0.111 |
| 6.25 | 8.70 | 219 | 3,311 | 30.9% | 0.71 | 0.0318 | -0.115 | 160 | 1.84 | 2.30 | 1,080 | 10.2K | 31.3% | -0.29 | 0.0319 | -0.116 |
| 5.55 | 8.10 | 210 | 31.1% | 0.67 | 0.0336 | -0.120 | 161 | 2.11 | 2.74 | 630 | 31.5% | -0.33 | 0.0338 | -0.121 | ||
| 5.15 | 7.60 | 4 | 174 | 32.5% | 0.64 | 0.0353 | -0.123 | 162 | 2.42 | 3.30 | 2 | 98 | 32.1% | -0.36 | 0.0354 | -0.124 |
| 4.50 | 6.40 | 108 | 27.7% | 0.62 | 0.0360 | -0.125 | 162.5 | 2.64 | 3.35 | 13 | 31.5% | -0.38 | 0.0362 | -0.126 | ||
| 4.65 | 6.05 | 1 | 237 | 29.2% | 0.60 | 0.0367 | -0.126 | 163 | 2.43 | 3.95 | 15 | 1,975 | 32.9% | -0.39 | 0.0369 | -0.127 |
| 3.55 | 5.35 | 15 | 2,780 | 26.8% | 0.57 | 0.0378 | -0.128 | 164 | 3.15 | 3.75 | 312 | 152 | 30.0% | -0.43 | 0.0380 | -0.129 |
| 3.65 | 5.05 | 623 | 3,951 | 29.9% | 0.53 | 0.0386 | -0.128 | 165 | 2.87 | 4.30 | 2 | 50 | 27.6% | -0.47 | 0.0388 | -0.129 |
| 2.61 | 5.10 | 2 | 250 | 29.8% | 0.49 | 0.0390 | -0.128 | 166 | 3.25 | 5.30 | 82 | 210 | 28.8% | -0.51 | 0.0392 | -0.128 |
| 1.93 | 4.95 | 6 | 444 | 30.0% | 0.45 | 0.0390 | -0.126 | 167 | 3.50 | 5.90 | 257 | 27.9% | -0.55 | 0.0391 | -0.127 | |
| 1.95 | 4.25 | 3 | 29.1% | 0.43 | 0.0388 | -0.125 | 167.5 | 3.75 | 6.20 | 9 | 27.8% | -0.57 | 0.0390 | -0.125 | ||
| 2.07 | 4.00 | 10 | 739 | 30.1% | 0.41 | 0.0385 | -0.123 | 168 | 5.00 | 6.50 | 140 | 31.3% | -0.59 | 0.0387 | -0.124 | |
| 1.67 | 3.10 | 6 | 146 | 28.0% | 0.38 | 0.0376 | -0.120 | 169 | 4.65 | 7.25 | 170 | 28.1% | -0.62 | 0.0378 | -0.120 | |
| 1.55 | 2.80 | 226 | 10.3K | 28.9% | 0.34 | 0.0364 | -0.115 | 170 | 5.35 | 7.90 | 20 | 2,172 | 28.1% | -0.66 | 0.0366 | -0.115 |
| 1.22 | 2.66 | 1 | 160 | 29.4% | 0.30 | 0.0348 | -0.110 | 171 | 6.50 | 8.60 | 23 | 30.0% | -0.70 | 0.0350 | -0.110 | |
| 1.13 | 2.31 | 18 | 193 | 29.9% | 0.27 | 0.0330 | -0.104 | 172 | 7.60 | 8.50 | 2 | 101 | 28.0% | -0.73 | 0.0332 | -0.104 |
| 0.8700 | 2.15 | 29.1% | 0.26 | 0.0320 | -0.101 | 172.5 | 7.30 | 9.70 | 28.6% | -0.74 | 0.0322 | -0.101 | ||||
| 0.8600 | 1.75 | 14 | 527 | 28.3% | 0.24 | 0.0310 | -0.098 | 173 | 7.75 | 10.10 | 31 | 29.0% | -0.76 | 0.0312 | -0.098 | |
| 0.7700 | 1.47 | 45 | 28.4% | 0.21 | 0.0288 | -0.091 | 174 | 8.70 | 10.90 | 6 | 29.8% | -0.79 | 0.0291 | -0.091 | ||
| 0.7400 | 1.16 | 130 | 7,821 | 28.5% | 0.19 | 0.0266 | -0.084 | 175 | 9.40 | 11.75 | 155 | 29.4% | -0.81 | 0.0269 | -0.084 | |
| 0.3700 | 1.17 | 3 | 158 | 28.2% | 0.16 | 0.0244 | -0.077 | 176 | 10.30 | 12.60 | 9 | 29.8% | -0.84 | 0.0247 | -0.077 | |
| 0.2100 | 1.03 | 395 | 28.0% | 0.14 | 0.0222 | -0.071 | 177 | 10.95 | 13.60 | 24 | 7 | 29.4% | -0.86 | 0.0225 | -0.070 | |
| 0.2200 | 0.7500 | 337 | 27.6% | 0.12 | 0.0201 | -0.064 | 178 | 12.00 | 14.35 | 8 | 29.6% | -0.88 | 0.0204 | -0.064 | ||
| 0.1100 | 0.7700 | 2 | 102 | 28.4% | 0.11 | 0.0181 | -0.058 | 179 | 13.20 | 15.30 | 1 | 32.3% | -0.89 | 0.0183 | -0.057 | |
| 0.3000 | 0.5200 | 49 | 4,609 | 29.3% | 0.09 | 0.0162 | -0.052 | 180 | 14.45 | 15.85 | 44 | 32.4% | -0.91 | 0.0164 | -0.051 | |
| 0.1500 | 0.7000 | 1 | 101 | 31.0% | 0.08 | 0.0143 | -0.046 | 181 | 14.60 | 17.20 | 29.4% | -0.92 | 0.0147 | -0.045 | ||
| 0.0700 | 0.6000 | 25 | 5 | 30.6% | 0.07 | 0.0127 | -0.041 | 182 | 16.05 | 18.75 | 39.1% | -0.94 | 0.0130 | -0.040 | ||
| 0 | 0.7400 | 1 | 32.7% | 0.06 | 0.0111 | -0.036 | 183 | 17.00 | 19.10 | 35.1% | -0.95 | 0.0116 | -0.035 | |||
| 0 | 0.7500 | 21 | 34.1% | 0.05 | 0.0097 | -0.031 | 184 | 18.15 | 20.05 | 37.4% | -0.95 | 0.0102 | -0.030 | |||
| 0.0100 | 0.2000 | 35 | 3,081 | 27.8% | 0.04 | 0.0085 | -0.027 | 185 | 18.80 | 21.05 | 35.4% | -0.96 | 0.0091 | -0.027 | ||
| 0 | 0.1700 | 21 | 1,171 | 32.1% | 0.02 | 0.0041 | -0.013 | 190 | 23.80 | 25.80 | 38.3% | -0.99 | 0.0048 | -0.013 | ||
| 0 | 0.0400 | 103 | 30.9% | 0.01 | 0.0020 | -0.007 | 195 | 28.80 | 30.95 | 46.5% | -1.00 | 0.0012 | -0.006 | |||
| 0 | 0.0300 | 107 | 34.0% | 0.01 | 0.0012 | -0.005 | 200 | 33.80 | 36.65 | 60.8% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0200 | 235 | 36.4% | 0.00 | 0.0008 | -0.004 | 205 | 38.80 | 41.55 | 65.7% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0700 | 45.6% | 0.00 | 0.0006 | -0.003 | 210 | 43.65 | 46.75 | 72.0% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.5600 | 65.7% | 0.00 | 0.0004 | -0.002 | 215 | 48.80 | 51.00 | 68.8% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 1.66 | 86.1% | 0.00 | 0.0003 | -0.002 | 220 | 53.40 | 56.55 | 76.3% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 1.58 | 90.3% | 0.00 | 0.0002 | -0.002 | 225 | 58.40 | 61.55 | 81.2% | -1.00 | 0.0000 | -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 18, 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.