XLE цепочка опционов State Street Energy Select Sector SPDR ETF
Cboe delayed options data · по состоянию на 12:40 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 ±11.4% (57.84–72.69) · ATM IV 26.4% · P/C открытого интереса 1.89
| 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 | |
| 28.10 | 32.05 | 59 | 1.00 | 0.0005 | 0.000 | 35 | 0 | 0.0500 | 14.5K | 46.8% | -0.00 | 0.0006 | -0.001 | |||
| 27.25 | 30.85 | 61 | 1.00 | 0.0007 | 0.000 | 36 | 0 | 0.4300 | 3,109 | 61.1% | -0.00 | 0.0007 | -0.001 | |||
| 28.35 | 30.75 | 18 | 80.8% | 1.00 | 0.0008 | 0.000 | 36.5 | 0 | 0.4300 | 8,027 | 59.8% | -0.00 | 0.0007 | -0.001 | ||
| 26.20 | 29.95 | 13 | 1.00 | 0.0008 | 0.000 | 37 | 0 | 0.3000 | 4,754 | 55.1% | -0.00 | 0.0008 | -0.001 | |||
| 25.70 | 29.60 | 79 | 1.00 | 0.0009 | 0.000 | 37.5 | 0 | 0.0800 | 5,453 | 44.5% | -0.00 | 0.0008 | -0.001 | |||
| 26.20 | 29.30 | 93 | 68.0% | 0.99 | 0.0009 | 0.000 | 38 | 0 | 0.1300 | 49 | 46.5% | -0.00 | 0.0009 | -0.001 | ||
| 24.70 | 28.60 | 4 | 0.99 | 0.0010 | 0.000 | 38.5 | 0 | 0.1200 | 1,624 | 45.0% | -0.00 | 0.0010 | -0.001 | |||
| 24.70 | 27.45 | 9 | 0.99 | 0.0011 | 0.000 | 39 | 0 | 0.0800 | 23.4K | 41.7% | -0.01 | 0.0011 | -0.001 | |||
| 23.75 | 27.70 | 2 | 28 | 27.9% | 0.99 | 0.0012 | 0.000 | 39.5 | 0 | 0.0700 | 645 | 40.1% | -0.01 | 0.0012 | -0.001 | |
| 23.30 | 26.55 | 246 | 463 | 0.99 | 0.0013 | 0.000 | 40 | 0 | 0.2300 | 27.3K | 46.4% | -0.01 | 0.0013 | -0.001 | ||
| 22.85 | 26.15 | 96 | 0.99 | 0.0014 | 0.000 | 40.5 | 0 | 0.0700 | 6,040 | 38.3% | -0.01 | 0.0014 | -0.001 | |||
| 22.75 | 25.65 | 205 | 0.99 | 0.0015 | 0.000 | 41 | 0 | 0.0700 | 551 | 37.4% | -0.01 | 0.0015 | -0.001 | |||
| 22.25 | 25.05 | 247 | 0.99 | 0.0017 | 0.000 | 41.5 | 0 | 0.0800 | 1,075 | 37.2% | -0.01 | 0.0017 | -0.001 | |||
| 21.80 | 24.55 | 2,131 | 0.99 | 0.0018 | 0.000 | 42 | 0 | 0.0800 | 250 | 36.3% | -0.01 | 0.0018 | -0.001 | |||
| 20.80 | 24.70 | 10.9K | 0.99 | 0.0020 | 0.000 | 42.5 | 0 | 0.0800 | 12.2K | 35.4% | -0.01 | 0.0020 | -0.001 | |||
| 21.00 | 23.60 | 786 | 33.1% | 0.99 | 0.0022 | 0.000 | 43 | 0 | 0.0900 | 9,360 | 35.1% | -0.01 | 0.0022 | -0.002 | ||
| 20.30 | 23.20 | 81 | 0.99 | 0.0024 | 0.000 | 43.5 | 0 | 0.0900 | 526 | 34.2% | -0.01 | 0.0024 | -0.002 | |||
| 19.85 | 22.60 | 1,642 | 0.99 | 0.0026 | 0.000 | 44 | 0 | 0.1000 | 7,641 | 33.9% | -0.01 | 0.0026 | -0.002 | |||
| 18.90 | 22.15 | 88 | 0.99 | 0.0028 | 0.000 | 44.5 | 0 | 0.1000 | 16.3K | 33.0% | -0.01 | 0.0029 | -0.002 | |||
| 18.85 | 21.65 | 7,183 | 0.98 | 0.0031 | 0.000 | 45 | 0 | 0.1600 | 6 | 57.2K | 34.5% | -0.01 | 0.0032 | -0.002 | ||
| 18.35 | 21.15 | 6,231 | 0.98 | 0.0034 | 0.000 | 45.5 | 0 | 0.1100 | 10.2K | 31.8% | -0.02 | 0.0034 | -0.002 | |||
| 18.10 | 20.65 | 240 | 31.6% | 0.98 | 0.0037 | 0.000 | 46 | 0 | 0.2800 | 842 | 35.9% | -0.02 | 0.0038 | -0.002 | ||
| 17.40 | 20.15 | 8,114 | 0.98 | 0.0041 | 0.000 | 46.5 | 0 | 0.1200 | 10.9K | 30.5% | -0.02 | 0.0041 | -0.002 | |||
| 16.45 | 19.70 | 12.0K | 0.98 | 0.0045 | 0.000 | 47 | 0.0100 | 0.2900 | 2,613 | 34.4% | -0.02 | 0.0045 | -0.003 | |||
| 16.00 | 19.45 | 14.6K | 0.98 | 0.0049 | 0.000 | 47.5 | 0 | 0.2900 | 201 | 10.9K | 33.3% | -0.02 | 0.0050 | -0.003 | ||
| 15.15 | 16.80 | 2 | 78 | 0.97 | 0.0065 | 0.000 | 49 | 0.0300 | 0.1700 | 2,507 | 28.6% | -0.03 | 0.0066 | -0.003 | ||
| 13.95 | 15.80 | 249 | 2,310 | 0.96 | 0.0078 | 0.000 | 50 | 0.0600 | 0.2200 | 2 | 38.6K | 28.6% | -0.04 | 0.0079 | -0.004 | |
| 13.70 | 14.85 | 197 | 0.95 | 0.0094 | 0.000 | 51 | 0.0100 | 0.3500 | 2,188 | 28.1% | -0.05 | 0.0096 | -0.004 | |||
| 12.90 | 13.45 | 2,112 | 28.0% | 0.94 | 0.0123 | -0.001 | 52.5 | 0.2400 | 0.3100 | 203 | 37.9K | 27.9% | -0.06 | 0.0125 | -0.005 | |
| 11.55 | 12.10 | 15.3K | 27.7% | 0.92 | 0.0159 | -0.003 | 54 | 0.2100 | 0.4200 | 7,502 | 25.9% | -0.08 | 0.0162 | -0.007 | ||
| 10.40 | 11.20 | 4,096 | 25.0% | 0.90 | 0.0187 | -0.004 | 55 | 0.4300 | 0.5700 | 1,573 | 36.5K | 27.2% | -0.10 | 0.0190 | -0.008 | |
| 8.85 | 10.35 | 1 | 2,577 | 18.7% | 0.88 | 0.0217 | -0.005 | 56 | 0.5600 | 0.6400 | 2 | 719 | 26.6% | -0.12 | 0.0221 | -0.009 |
| 7.90 | 9.05 | 25 | 8,566 | 22.2% | 0.84 | 0.0264 | -0.007 | 57.5 | 0.7900 | 0.8900 | 8 | 35.1K | 26.3% | -0.16 | 0.0270 | -0.010 |
| 6.70 | 7.90 | 1 | 1,379 | 22.7% | 0.79 | 0.0312 | -0.009 | 59 | 1.09 | 1.26 | 20 | 1,240 | 26.2% | -0.21 | 0.0321 | -0.012 |
| 6.65 | 7.15 | 14 | 58.6K | 26.0% | 0.76 | 0.0342 | -0.011 | 60 | 1.25 | 1.51 | 232 | 47.4K | 25.6% | -0.25 | 0.0353 | -0.013 |
| 5.50 | 6.45 | 28 | 1,065 | 23.9% | 0.72 | 0.0369 | -0.012 | 61 | 1.57 | 1.81 | 37 | 1,942 | 25.7% | -0.29 | 0.0382 | -0.014 |
| 4.90 | 5.80 | 558 | 36.1K | 26.6% | 0.66 | 0.0405 | -0.014 | 62.5 | 2.05 | 2.34 | 14.1K | 43.2K | 25.4% | -0.35 | 0.0421 | -0.015 |
| 3.95 | 4.55 | 14 | 2,102 | 24.7% | 0.60 | 0.0429 | -0.015 | 64 | 2.71 | 3.05 | 75 | 2,290 | 25.7% | -0.41 | 0.0450 | -0.016 |
| 3.80 | 4.20 | 1,729 | 38.5K | 26.7% | 0.55 | 0.0438 | -0.015 | 65 | 3.20 | 3.65 | 1,053 | 1,525 | 26.1% | -0.46 | 0.0462 | -0.016 |
| 3.30 | 3.55 | 723 | 2,021 | 25.9% | 0.51 | 0.0442 | -0.016 | 66 | 3.75 | 4.15 | 61 | 187 | 26.0% | -0.51 | 0.0469 | -0.016 |
| 2.53 | 2.93 | 1,085 | 6,942 | 25.4% | 0.45 | 0.0438 | -0.016 | 67.5 | 4.65 | 5.00 | 51 | 57 | 25.9% | -0.57 | 0.0469 | -0.016 |
| 2.12 | 2.39 | 54 | 608 | 25.8% | 0.38 | 0.0422 | -0.015 | 69 | 5.60 | 5.95 | 100 | 25.7% | -0.64 | 0.0457 | -0.015 | |
| 1.83 | 2.08 | 869 | 8,424 | 25.9% | 0.35 | 0.0406 | -0.015 | 70 | 6.30 | 7.35 | 16 | 28.5% | -0.68 | 0.0443 | -0.015 | |
| 1.57 | 1.82 | 735 | 1,553 | 26.0% | 0.31 | 0.0387 | -0.014 | 71 | 7.00 | 7.45 | 25.7% | -0.72 | 0.0424 | -0.014 | ||
| 1.23 | 1.52 | 56 | 4,893 | 26.3% | 0.26 | 0.0355 | -0.013 | 72.5 | 8.20 | 8.80 | 26.6% | -0.77 | 0.0391 | -0.013 | ||
| 0.8600 | 1.01 | 71 | 11.2K | 26.5% | 0.20 | 0.0296 | -0.012 | 75 | 10.30 | 10.85 | 26.4% | -0.85 | 0.0323 | -0.009 | ||
| 0.4300 | 0.5100 | 3 | 7,003 | 27.8% | 0.11 | 0.0189 | -0.008 | 80 | 14.20 | 15.55 | -0.94 | 0.0182 | -0.003 | |||
| 0.1900 | 0.3300 | 839 | 29.6% | 0.06 | 0.0116 | -0.005 | 85 | 18.10 | 21.95 | -0.98 | 0.0085 | 0.000 | ||||
| 0.1300 | 0.1600 | 21 | 932 | 31.0% | 0.04 | 0.0073 | -0.004 | 90 | 23.00 | 27.10 | 10 | 11 | -0.99 | 0.0038 | 0.000 | |
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 — Dec 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.
call-опционыput-опционы