XLE цепочка опционов State Street Energy Select Sector SPDR ETF
Cboe delayed options data · по состоянию на 03:39 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 ±4.0% (62.47–67.73) · ATM IV 24.1% · P/C открытого интереса 2.07
| 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 | |
| 29.25 | 31.95 | 1.00 | 0.0000 | 0.000 | 34 | 0 | 0.4100 | 168.4% | -0.00 | 0.0000 | -0.000 | |||||
| 28.25 | 30.55 | 8 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.4100 | 16.0K | 161.8% | -0.00 | 0.0000 | -0.000 | |||
| 27.75 | 30.00 | 2 | 1.00 | 0.0000 | 0.000 | 35.5 | 0 | 0.2900 | 4,328 | 149.5% | -0.00 | 0.0000 | -0.000 | |||
| 27.25 | 29.55 | 3 | 1.00 | 0.0001 | 0.000 | 36 | 0 | 0.4100 | 15.4K | 155.3% | -0.00 | 0.0001 | -0.000 | |||
| 27.20 | 29.10 | 2 | 1.00 | 0.0001 | 0.000 | 36.5 | 0 | 0.4100 | 138 | 152.2% | -0.00 | 0.0001 | -0.000 | |||
| 27.05 | 28.50 | 2 | 1.00 | 0.0001 | 0.000 | 37 | 0 | 0.2900 | 10.1K | 140.5% | -0.00 | 0.0001 | -0.000 | |||
| 26.40 | 28.10 | 18 | 1.00 | 0.0001 | 0.000 | 37.5 | 0 | 0.2300 | 38.5K | 132.5% | -0.00 | 0.0001 | -0.000 | |||
| 25.25 | 27.50 | 172 | 1.00 | 0.0001 | 0.000 | 38 | 0 | 0.3500 | 836 | 139.0% | -0.00 | 0.0001 | -0.000 | |||
| 25.15 | 27.00 | 18 | 1.00 | 0.0001 | 0.000 | 38.5 | 0 | 0.4100 | 2,055 | 139.9% | -0.00 | 0.0001 | -0.000 | |||
| 25.90 | 26.55 | 106 | 104.4% | 1.00 | 0.0001 | 0.000 | 39 | 0 | 0.4100 | 4,259 | 136.9% | -0.00 | 0.0001 | -0.000 | ||
| 25.35 | 26.10 | 37 | 101.6% | 1.00 | 0.0001 | 0.000 | 39.5 | 0 | 0.2900 | 378 | 126.1% | -0.00 | 0.0001 | -0.000 | ||
| 23.95 | 25.50 | 132 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.0900 | 19.9K | 103.6% | -0.00 | 0.0001 | -0.000 | |||
| 24.05 | 25.15 | 51 | 1.00 | 0.0001 | 0.000 | 40.5 | 0 | 0.2100 | 6,239 | 114.4% | -0.00 | 0.0001 | -0.000 | |||
| 22.65 | 24.50 | 78 | 1.00 | 0.0002 | 0.000 | 41 | 0 | 0.4100 | 647 | 125.3% | -0.00 | 0.0002 | -0.000 | |||
| 22.15 | 24.00 | 46 | 1.00 | 0.0002 | 0.000 | 41.5 | 0 | 0.2900 | 1,242 | 115.2% | -0.00 | 0.0002 | -0.000 | |||
| 21.95 | 23.55 | 6,044 | 1.00 | 0.0002 | 0.000 | 42 | 0 | 0.4100 | 774 | 119.7% | -0.00 | 0.0002 | -0.000 | |||
| 21.40 | 23.00 | 120 | 1.00 | 0.0002 | 0.000 | 42.5 | 0 | 0.2300 | 1,196 | 105.7% | -0.00 | 0.0002 | -0.000 | |||
| 20.95 | 22.60 | 138 | 1.00 | 0.0002 | 0.000 | 43 | 0 | 0.2300 | 3,465 | 103.2% | -0.00 | 0.0002 | -0.001 | |||
| 21.40 | 22.05 | 132 | 80.6% | 1.00 | 0.0003 | 0.000 | 43.5 | 0 | 0.2700 | 1,002 | 103.5% | -0.00 | 0.0003 | -0.001 | ||
| 19.95 | 21.50 | 772 | 1.00 | 0.0003 | 0.000 | 44 | 0 | 0.0800 | 20.1K | 84.0% | -0.00 | 0.0003 | -0.001 | |||
| 19.45 | 21.00 | 6,480 | 1.00 | 0.0003 | 0.000 | 44.5 | 0 | 0.4100 | 927 | 106.2% | -0.00 | 0.0003 | -0.001 | |||
| 18.95 | 20.50 | 9,108 | 1.00 | 0.0004 | 0.000 | 45 | 0 | 0.2900 | 33.4K | 97.2% | -0.00 | 0.0004 | -0.001 | |||
| 18.45 | 20.00 | 10.2K | 1.00 | 0.0004 | 0.000 | 45.5 | 0 | 0.2300 | 6,424 | 91.0% | -0.00 | 0.0004 | -0.001 | |||
| 18.20 | 19.50 | 3,506 | 1.00 | 0.0005 | 0.000 | 46 | 0 | 0.0100 | 8,659 | 59.7% | -0.00 | 0.0005 | -0.001 | |||
| 17.45 | 19.00 | 7,464 | 1.00 | 0.0006 | 0.000 | 46.5 | 0 | 0.0400 | 12.6K | 67.2% | -0.00 | 0.0006 | -0.001 | |||
| 17.90 | 18.50 | 6,464 | 1.00 | 0.0006 | 0.000 | 47 | 0 | 0.2300 | 4,558 | 83.9% | -0.00 | 0.0006 | -0.001 | |||
| 16.35 | 18.00 | 2 | 19.4K | 1.00 | 0.0007 | 0.000 | 47.5 | 0 | 0.0200 | 1 | 23.2K | 58.6% | -0.00 | 0.0007 | -0.001 | |
| 16.00 | 16.60 | 4 | 356 | 71.2% | 1.00 | 0.0010 | 0.000 | 49 | 0 | 0.0200 | 26.6K | 53.4% | -0.00 | 0.0010 | -0.001 | |
| 14.05 | 15.45 | 3 | 16.0K | 1.00 | 0.0013 | 0.000 | 50 | 0 | 0.0300 | 5 | 63.2K | 52.3% | -0.00 | 0.0013 | -0.002 | |
| 13.75 | 14.50 | 1,236 | 1.00 | 0.0018 | -0.000 | 51 | 0 | 0.0200 | 18.1K | 46.6% | -0.00 | 0.0018 | -0.002 | |||
| 13.05 | 13.55 | 57.6% | 1.00 | 0.0023 | -0.001 | 52 | 0 | 0.0300 | 45.3% | -0.00 | 0.0023 | -0.002 | ||||
| 12.55 | 13.05 | 17 | 6,633 | 55.4% | 0.99 | 0.0027 | -0.001 | 52.5 | 0 | 0.0200 | 3 | 96.5K | 41.6% | -0.01 | 0.0027 | -0.002 |
| 12.05 | 12.55 | 53.2% | 0.99 | 0.0031 | -0.001 | 53 | 0 | 0.0300 | 41.9% | -0.01 | 0.0031 | -0.003 | ||||
| 11.05 | 11.50 | 10 | 3,852 | 45.8% | 0.99 | 0.0042 | -0.002 | 54 | 0.0100 | 0.0300 | 33 | 14.3K | 40.0% | -0.01 | 0.0042 | -0.003 |
| 10.05 | 10.50 | 17.6K | 41.7% | 0.99 | 0.0058 | -0.003 | 55 | 0.0100 | 0.0300 | 40 | 84.2K | 36.6% | -0.01 | 0.0058 | -0.004 | |
| 9.10 | 9.55 | 3,000 | 42.8% | 0.98 | 0.0081 | -0.004 | 56 | 0.0100 | 0.0500 | 8 | 5,879 | 35.1% | -0.02 | 0.0081 | -0.005 | |
| 7.90 | 8.50 | 1 | 1,683 | 0.98 | 0.0115 | -0.005 | 57 | 0.0300 | 0.0400 | 82 | 20.1K | 32.3% | -0.02 | 0.0116 | -0.006 | |
| 7.60 | 8.00 | 6 | 12.1K | 34.3% | 0.97 | 0.0138 | -0.006 | 57.5 | 0 | 0.0500 | 18 | 57.1K | 29.0% | -0.03 | 0.0138 | -0.007 |
| 7.05 | 7.60 | 7 | 34.3% | 0.97 | 0.0165 | -0.008 | 58 | 0.0300 | 0.0500 | 2 | 11.3K | 29.4% | -0.03 | 0.0166 | -0.009 | |
| 6.45 | 7.10 | 8 | 27.7% | 0.96 | 0.0199 | -0.009 | 58.5 | 0.0300 | 0.0900 | 34 | 29.6% | -0.04 | 0.0200 | -0.010 | ||
| 6.10 | 6.55 | 39 | 10.1K | 30.0% | 0.95 | 0.0240 | -0.010 | 59 | 0.0500 | 0.0900 | 496 | 50.2K | 28.5% | -0.05 | 0.0242 | -0.011 |
| 5.45 | 6.15 | 2 | 13 | 26.1% | 0.94 | 0.0291 | -0.012 | 59.5 | 0.0600 | 0.1000 | 2 | 239 | 27.3% | -0.06 | 0.0292 | -0.013 |
| 5.20 | 5.60 | 101 | 58.0K | 29.9% | 0.93 | 0.0352 | -0.014 | 60 | 0.1000 | 0.1300 | 2,092 | 43.0K | 27.4% | -0.07 | 0.0354 | -0.015 |
| 4.65 | 5.20 | 20 | 28.7% | 0.92 | 0.0424 | -0.017 | 60.5 | 0.1100 | 0.1700 | 5 | 2,530 | 26.6% | -0.08 | 0.0427 | -0.017 | |
| 4.25 | 4.65 | 230 | 17.1K | 27.3% | 0.90 | 0.0508 | -0.019 | 61 | 0.1500 | 0.2000 | 130 | 15.2K | 25.9% | -0.11 | 0.0512 | -0.020 |
| 3.80 | 4.20 | 40 | 68 | 26.6% | 0.87 | 0.0604 | -0.022 | 61.5 | 0.2100 | 0.2700 | 370 | 979 | 25.9% | -0.13 | 0.0609 | -0.023 |
| 3.35 | 3.75 | 64 | 199 | 25.6% | 0.84 | 0.0709 | -0.026 | 62 | 0.2500 | 0.3300 | 1,342 | 18.2K | 25.0% | -0.16 | 0.0715 | -0.026 |
| 2.99 | 3.40 | 1,066 | 27.4K | 26.7% | 0.80 | 0.0817 | -0.029 | 62.5 | 0.3200 | 0.4200 | 861 | 12.5K | 24.5% | -0.20 | 0.0825 | -0.030 |
| 2.61 | 2.91 | 4,438 | 13.0K | 25.3% | 0.76 | 0.0924 | -0.033 | 63 | 0.4000 | 0.5300 | 713 | 3,187 | 24.0% | -0.24 | 0.0933 | -0.033 |
| 2.07 | 2.53 | 66 | 830 | 23.1% | 0.71 | 0.1023 | -0.036 | 63.5 | 0.4200 | 0.6700 | 1,158 | 387 | 22.7% | -0.29 | 0.1034 | -0.036 |
| 1.74 | 2.18 | 124 | 11.2K | 23.0% | 0.66 | 0.1106 | -0.038 | 64 | 0.6900 | 0.8300 | 2,941 | 1,230 | 23.8% | -0.35 | 0.1119 | -0.039 |
| 1.44 | 1.92 | 298 | 2,681 | 23.5% | 0.60 | 0.1168 | -0.040 | 64.5 | 0.8700 | 1.04 | 220 | 166 | 23.8% | -0.40 | 0.1184 | -0.041 |
| 1.37 | 1.48 | 7,236 | 54.6K | 23.9% | 0.54 | 0.1203 | -0.041 | 65 | 0.9600 | 1.46 | 509 | 8,842 | 24.3% | -0.46 | 0.1220 | -0.042 |
| 0.9900 | 1.07 | 359 | 4,622 | 25.1% | 0.42 | 0.1184 | -0.041 | 66 | 1.59 | 2.01 | 23 | 57 | 25.1% | -0.59 | 0.1205 | -0.041 |
| 0.5800 | 0.8500 | 5,947 | 1,356 | 25.8% | 0.31 | 0.1064 | -0.037 | 67 | 2.22 | 2.52 | 2 | 1 | 23.3% | -0.70 | 0.1085 | -0.037 |
| 0.4500 | 0.5900 | 71 | 13.6K | 24.5% | 0.26 | 0.0977 | -0.034 | 67.5 | 2.58 | 2.90 | 4 | 51 | 23.2% | -0.75 | 0.0998 | -0.035 |
| 0.3500 | 0.4500 | 15 | 171 | 24.3% | 0.22 | 0.0881 | -0.031 | 68 | 2.85 | 3.30 | 9 | 21.4% | -0.79 | 0.0903 | -0.031 | |
| 0.2100 | 0.4700 | 79 | 14 | 27.5% | 0.15 | 0.0682 | -0.024 | 69 | 3.70 | 4.20 | 21.3% | -0.86 | 0.0708 | -0.024 | ||
| 0.0500 | 0.1800 | 683 | 15.1K | 23.5% | 0.10 | 0.0498 | -0.018 | 70 | 4.60 | 5.15 | 11 | -0.92 | 0.0542 | -0.019 | ||
| 0 | 0.0300 | 97 | 15.3K | 28.9% | 0.01 | 0.0086 | -0.004 | 75 | 9.55 | 10.10 | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0100 | 10 | 6,328 | 35.7% | 0.00 | 0.0022 | -0.001 | 80 | 14.55 | 15.10 | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0900 | 331 | 57.8% | 0.00 | 0.0009 | -0.001 | 85 | 19.15 | 20.20 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.0300 | 1 | 1,058 | 59.8% | 0.00 | 0.0004 | -0.000 | 90 | 23.10 | 25.20 | -1.00 | 0.0000 | -0.007 | |||
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.
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