XLE цепочка опционов State Street Energy Select Sector SPDR ETF
Cboe delayed options data · по состоянию на 20:07 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 ±6.2% (63.70–72.15) · ATM IV 26.2% · P/C открытого интереса 0.70
| 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 | |
| 32.45 | 34.15 | 123.7% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0500 | 47 | 90.0% | -0.00 | 0.0000 | 0.000 | |||
| 31.55 | 33.15 | 20 | 123.0% | 1.00 | 0.0000 | 0.000 | 36 | 0 | 0.2700 | 11 | 108.4% | -0.00 | 0.0000 | -0.000 | ||
| 30.30 | 32.15 | 106.4% | 1.00 | 0.0000 | 0.000 | 37 | 0 | 0.2800 | 14 | 104.8% | -0.00 | 0.0000 | -0.000 | |||
| 29.35 | 31.00 | 95.5% | 1.00 | 0.0000 | 0.000 | 38 | 0 | 0.2800 | 154 | 100.7% | -0.00 | 0.0000 | -0.000 | |||
| 28.30 | 30.15 | 97.3% | 1.00 | 0.0001 | 0.000 | 39 | 0 | 0.2200 | 16 | 93.1% | -0.00 | 0.0001 | -0.000 | |||
| 27.45 | 29.05 | 9 | 95.5% | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.2000 | 1 | 254 | 88.1% | -0.00 | 0.0001 | -0.000 | |
| 26.95 | 28.00 | 2 | 107.5% | 1.00 | 0.0001 | 0.000 | 41 | 0 | 0.2400 | 26 | 86.9% | -0.00 | 0.0001 | -0.000 | ||
| 25.45 | 27.15 | 91.3% | 1.00 | 0.0001 | 0.000 | 42 | 0 | 0.0700 | 89 | 70.0% | -0.00 | 0.0001 | -0.000 | |||
| 24.40 | 26.10 | 82.9% | 1.00 | 0.0002 | 0.000 | 43 | 0 | 0.0800 | 1 | 20 | 68.0% | -0.00 | 0.0002 | -0.000 | ||
| 23.60 | 25.15 | 14 | 88.3% | 1.00 | 0.0002 | 0.000 | 44 | 0 | 0.0700 | 116 | 63.8% | -0.00 | 0.0002 | -0.000 | ||
| 22.55 | 24.15 | 14 | 82.6% | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.1000 | 349 | 63.8% | -0.00 | 0.0003 | -0.000 | ||
| 21.35 | 23.15 | 120 | 71.2% | 1.00 | 0.0004 | 0.000 | 46 | 0 | 0.0600 | 2,154 | 56.9% | -0.00 | 0.0004 | -0.000 | ||
| 20.35 | 22.20 | 67 | 69.5% | 1.00 | 0.0005 | 0.000 | 47 | 0 | 0.1000 | 679 | 57.8% | -0.00 | 0.0005 | -0.001 | ||
| 19.35 | 21.20 | 62 | 65.8% | 1.00 | 0.0006 | 0.000 | 48 | 0 | 0.1300 | 631 | 57.0% | -0.00 | 0.0006 | -0.001 | ||
| 18.70 | 19.95 | 51 | 108 | 65.6% | 1.00 | 0.0009 | 0.000 | 49 | 0 | 0.2700 | 614 | 60.9% | -0.00 | 0.0009 | -0.001 | |
| 17.55 | 19.20 | 212 | 64.8% | 1.00 | 0.0011 | 0.000 | 50 | 0 | 0.2800 | 12.9K | 58.1% | -0.00 | 0.0011 | -0.001 | ||
| 16.55 | 18.20 | 304 | 61.2% | 1.00 | 0.0015 | 0.000 | 51 | 0 | 0.0700 | 10 | 828 | 44.2% | -0.00 | 0.0015 | -0.001 | |
| 15.50 | 17.50 | 13 | 63.2% | 0.99 | 0.0021 | 0.000 | 52 | 0 | 0.1400 | 123 | 46.1% | -0.01 | 0.0021 | -0.002 | ||
| 14.65 | 15.50 | 5 | 0.99 | 0.0028 | -0.000 | 53 | 0 | 0.1000 | 3 | 472 | 41.1% | -0.01 | 0.0028 | -0.002 | ||
| 13.75 | 15.20 | 14 | 54.9% | 0.99 | 0.0038 | -0.001 | 54 | 0 | 0.0400 | 2 | 2,398 | 33.9% | -0.01 | 0.0038 | -0.003 | |
| 12.85 | 13.60 | 2 | 1,034 | 38.2% | 0.99 | 0.0051 | -0.002 | 55 | 0.0200 | 0.1100 | 25 | 15.6K | 37.3% | -0.01 | 0.0051 | -0.004 |
| 11.45 | 13.50 | 37 | 47.7% | 0.98 | 0.0070 | -0.003 | 56 | 0.0300 | 0.1500 | 2 | 1,325 | 36.6% | -0.02 | 0.0070 | -0.004 | |
| 10.80 | 11.50 | 19 | 0.97 | 0.0094 | -0.005 | 57 | 0.0300 | 0.1200 | 90 | 22.4K | 32.8% | -0.03 | 0.0095 | -0.006 | ||
| 10.00 | 10.45 | 9 | 738 | 29.1% | 0.96 | 0.0127 | -0.006 | 58 | 0.0500 | 0.1800 | 96 | 878 | 32.6% | -0.04 | 0.0127 | -0.008 |
| 9.05 | 9.50 | 50 | 43 | 29.4% | 0.95 | 0.0169 | -0.009 | 59 | 0.1200 | 0.2100 | 157 | 27.3K | 32.0% | -0.05 | 0.0170 | -0.010 |
| 8.25 | 8.45 | 43 | 6,596 | 29.6% | 0.93 | 0.0220 | -0.011 | 60 | 0.1800 | 0.2000 | 388 | 18.6K | 30.0% | -0.07 | 0.0222 | -0.012 |
| 7.25 | 7.80 | 11 | 166 | 31.8% | 0.91 | 0.0282 | -0.014 | 61 | 0.2600 | 0.2800 | 198 | 1,923 | 29.5% | -0.10 | 0.0284 | -0.015 |
| 6.70 | 7.15 | 27.3% | 0.89 | 0.0316 | -0.016 | 61.5 | 0.3000 | 0.3300 | 703 | 29.2% | -0.11 | 0.0318 | -0.017 | |||
| 5.30 | 6.70 | 2 | 911 | 0.87 | 0.0352 | -0.018 | 62 | 0.3400 | 0.3900 | 1,081 | 8,007 | 28.7% | -0.13 | 0.0356 | -0.019 | |
| 5.75 | 6.45 | 28.3% | 0.86 | 0.0390 | -0.019 | 62.5 | 0.4000 | 0.4600 | 22 | 28.5% | -0.14 | 0.0394 | -0.020 | |||
| 5.30 | 5.80 | 10 | 1,323 | 25.4% | 0.84 | 0.0430 | -0.021 | 63 | 0.4700 | 0.5300 | 1,548 | 3,751 | 28.1% | -0.16 | 0.0435 | -0.022 |
| 4.95 | 5.40 | 26.2% | 0.81 | 0.0470 | -0.023 | 63.5 | 0.5700 | 0.6200 | 15 | 28.1% | -0.19 | 0.0476 | -0.024 | |||
| 4.60 | 5.10 | 9 | 1,911 | 27.4% | 0.79 | 0.0511 | -0.025 | 64 | 0.6500 | 0.7200 | 582 | 5,071 | 27.7% | -0.21 | 0.0518 | -0.025 |
| 4.25 | 4.60 | 26.6% | 0.76 | 0.0552 | -0.026 | 64.5 | 0.7500 | 0.8300 | 82 | 27.4% | -0.24 | 0.0560 | -0.027 | |||
| 3.70 | 4.20 | 114 | 30.0K | 24.9% | 0.74 | 0.0592 | -0.028 | 65 | 0.8700 | 0.9200 | 1,415 | 6,100 | 26.9% | -0.27 | 0.0601 | -0.028 |
| 3.65 | 3.85 | 27.2% | 0.71 | 0.0630 | -0.029 | 65.5 | 1.02 | 1.09 | 43 | 27.0% | -0.30 | 0.0640 | -0.030 | |||
| 3.20 | 3.50 | 231 | 8,532 | 26.2% | 0.67 | 0.0664 | -0.030 | 66 | 1.19 | 1.22 | 725 | 2,638 | 26.7% | -0.33 | 0.0675 | -0.031 |
| 3.00 | 3.15 | 9 | 26.7% | 0.64 | 0.0694 | -0.031 | 66.5 | 1.34 | 1.40 | 82 | 26.4% | -0.36 | 0.0707 | -0.032 | ||
| 2.67 | 2.89 | 29 | 9,714 | 26.7% | 0.60 | 0.0719 | -0.032 | 67 | 1.52 | 1.59 | 304 | 1,356 | 26.2% | -0.40 | 0.0732 | -0.033 |
| 2.39 | 2.55 | 118 | 26.3% | 0.57 | 0.0737 | -0.033 | 67.5 | 1.69 | 1.81 | 48 | 25.8% | -0.44 | 0.0752 | -0.033 | ||
| 2.19 | 2.23 | 480 | 14.2K | 26.3% | 0.53 | 0.0748 | -0.033 | 68 | 1.99 | 2.04 | 639 | 608 | 26.2% | -0.48 | 0.0765 | -0.034 |
| 1.94 | 1.99 | 21 | 26.2% | 0.49 | 0.0753 | -0.033 | 68.5 | 2.26 | 2.30 | 128 | 26.1% | -0.51 | 0.0771 | -0.034 | ||
| 1.73 | 1.76 | 382 | 4,983 | 26.2% | 0.46 | 0.0749 | -0.033 | 69 | 2.51 | 2.76 | 230 | 27.1% | -0.55 | 0.0770 | -0.033 | |
| 1.32 | 1.56 | 38 | 24.9% | 0.42 | 0.0739 | -0.032 | 69.5 | 2.81 | 3.10 | 27.3% | -0.59 | 0.0762 | -0.033 | |||
| 1.36 | 1.37 | 262 | 78.9K | 26.3% | 0.38 | 0.0723 | -0.031 | 70 | 3.10 | 3.40 | 80 | 27.1% | -0.63 | 0.0747 | -0.032 | |
| 1.15 | 1.20 | 159 | 26.0% | 0.35 | 0.0700 | -0.030 | 70.5 | 3.15 | 3.75 | 25.2% | -0.66 | 0.0727 | -0.031 | |||
| 1.02 | 1.05 | 989 | 2,948 | 26.2% | 0.32 | 0.0673 | -0.029 | 71 | 3.65 | 4.10 | 7 | 210 | 26.2% | -0.70 | 0.0701 | -0.030 |
| 0.7600 | 0.7900 | 609 | 1,384 | 26.2% | 0.26 | 0.0607 | -0.026 | 72 | 4.30 | 4.90 | 25.8% | -0.76 | 0.0639 | -0.027 | ||
| 0.6400 | 0.7200 | 83 | 26.4% | 0.23 | 0.0570 | -0.025 | 72.5 | 4.95 | 5.30 | 27.9% | -0.79 | 0.0604 | -0.026 | |||
| 0.5600 | 0.6200 | 58 | 935 | 26.5% | 0.21 | 0.0532 | -0.023 | 73 | 5.15 | 5.95 | 8 | 28.3% | -0.81 | 0.0568 | -0.024 | |
| 0.2200 | 0.4500 | 212 | 1,591 | 24.5% | 0.16 | 0.0455 | -0.020 | 74 | 5.90 | 6.95 | 29.1% | -0.86 | 0.0494 | -0.021 | ||
| 0.3000 | 0.3500 | 267 | 22.1K | 26.9% | 0.12 | 0.0380 | -0.017 | 75 | 7.10 | 7.60 | 7 | 30.3% | -0.90 | 0.0422 | -0.018 | |
| 0.2300 | 0.3200 | 8 | 857 | 28.2% | 0.10 | 0.0311 | -0.014 | 76 | 7.90 | 8.45 | 28.1% | -0.93 | 0.0354 | -0.015 | ||
| 0.1700 | 0.2000 | 26 | 296 | 27.8% | 0.07 | 0.0251 | -0.012 | 77 | 8.75 | 9.40 | 23.8% | -0.96 | 0.0306 | -0.013 | ||
| 0.0100 | 0.3200 | 8 | 291 | 29.3% | 0.06 | 0.0202 | -0.009 | 78 | 9.45 | 10.75 | 29.1% | -0.98 | 0.0234 | -0.010 | ||
| 0 | 0.1100 | 1 | 6 | 25.6% | 0.04 | 0.0162 | -0.008 | 79 | 9.75 | 13.15 | 43.4% | -0.99 | 0.0143 | -0.009 | ||
| 0.0200 | 0.1300 | 24 | 2,115 | 28.8% | 0.03 | 0.0131 | -0.007 | 80 | 10.55 | 14.15 | 43.2% | -1.00 | 0.0058 | -0.008 | ||
| 0 | 0.2200 | 5 | 32.8% | 0.03 | 0.0106 | -0.006 | 81 | 12.20 | 13.95 | 31.4% | -1.00 | 0.0007 | -0.008 | |||
| 0.0200 | 0.0600 | 3 | 761 | 34.2% | 0.01 | 0.0054 | -0.004 | 85 | 16.25 | 17.75 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0300 | 1 | 2,933 | 36.9% | 0.01 | 0.0029 | -0.002 | 90 | 20.95 | 23.00 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0300 | 473 | 43.2% | 0.01 | 0.0017 | -0.002 | 95 | 25.95 | 28.35 | 63.9% | -1.00 | 0.0000 | -0.008 | |||
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 — Nov 20, 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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