XLF цепочка опционов State Street Financial Select Sector SPDR ETF
Cboe delayed options data · по состоянию на 13:03 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 ±2.7% (56.26–59.40) · ATM IV 16.0% · P/C открытого интереса 2.42
| 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 | |
| 26.70 | 28.80 | 1 | 145.0% | 1.00 | 0.0004 | 0.000 | 30 | 0 | 0.0500 | 359 | 127.6% | -0.00 | 0.0004 | -0.002 | ||
| 21.90 | 23.35 | 61 | 1.00 | 0.0007 | 0.000 | 35 | 0 | 0.5100 | 35.4K | 142.5% | -0.00 | 0.0007 | -0.002 | |||
| 20.60 | 22.80 | 86 | 79.7% | 1.00 | 0.0008 | 0.000 | 36 | 0 | 0.2200 | 63 | 116.5% | -0.00 | 0.0008 | -0.002 | ||
| 19.70 | 21.40 | 4 | 1.00 | 0.0010 | 0.000 | 37 | 0 | 0.1000 | 766 | 98.1% | -0.00 | 0.0010 | -0.002 | |||
| 18.95 | 20.40 | 179 | 1.00 | 0.0011 | -0.000 | 38 | 0 | 0.2200 | 64 | 104.8% | -0.00 | 0.0011 | -0.003 | |||
| 18.15 | 18.85 | 113 | 1.00 | 0.0013 | -0.001 | 39 | 0 | 0.0100 | 1 | 45 | 67.2% | -0.00 | 0.0013 | -0.003 | ||
| 16.95 | 18.45 | 1 | 94 | 1.00 | 0.0015 | -0.001 | 40 | 0 | 0.2200 | 5,296 | 93.6% | -0.00 | 0.0015 | -0.003 | ||
| 15.95 | 17.45 | 199 | 0.99 | 0.0018 | -0.001 | 41 | 0 | 0.2200 | 13.3K | 88.1% | -0.00 | 0.0018 | -0.003 | |||
| 15.00 | 16.40 | 82 | 0.99 | 0.0021 | -0.001 | 42 | 0 | 0.0300 | 20.4K | 62.3% | -0.01 | 0.0021 | -0.003 | |||
| 14.60 | 14.90 | 35 | 120 | 66.0% | 0.99 | 0.0025 | -0.002 | 43 | 0 | 0.0100 | 205.3K | 51.6% | -0.01 | 0.0025 | -0.003 | |
| 13.45 | 13.90 | 21 | 0.99 | 0.0030 | -0.002 | 44 | 0 | 0.0300 | 34.0K | 54.0% | -0.01 | 0.0030 | -0.004 | |||
| 11.30 | 14.85 | 5,613 | 86.9% | 0.99 | 0.0036 | -0.002 | 45 | 0 | 0.2000 | 50.5K | 66.2% | -0.01 | 0.0037 | -0.004 | ||
| 9.90 | 14.00 | 10 | 72.8% | 0.99 | 0.0044 | -0.003 | 46 | 0 | 0.0300 | 77.2K | 46.1% | -0.01 | 0.0045 | -0.004 | ||
| 10.45 | 10.90 | 24 | 0.99 | 0.0055 | -0.003 | 47 | 0 | 0.0300 | 57.4K | 42.2% | -0.01 | 0.0055 | -0.004 | |||
| 9.65 | 9.90 | 1,404 | 46.2% | 0.99 | 0.0068 | -0.004 | 48 | 0.0100 | 0.0300 | 3 | 225.4K | 39.8% | -0.01 | 0.0068 | -0.005 | |
| 8.65 | 8.90 | 15.8K | 41.5% | 0.98 | 0.0086 | -0.004 | 49 | 0.0100 | 0.1000 | 90.7K | 41.9% | -0.02 | 0.0087 | -0.005 | ||
| 7.55 | 7.90 | 1 | 41.3K | 0.98 | 0.0112 | -0.004 | 50 | 0.0100 | 0.0300 | 17 | 92.2K | 32.0% | -0.02 | 0.0112 | -0.005 | |
| 6.50 | 6.90 | 1 | 28.2K | 0.98 | 0.0148 | -0.005 | 51 | 0.0100 | 0.0500 | 88.6K | 29.9% | -0.02 | 0.0149 | -0.006 | ||
| 5.50 | 5.90 | 71.6K | 0.97 | 0.0204 | -0.006 | 52 | 0.0200 | 0.1200 | 43.2K | 30.2% | -0.03 | 0.0206 | -0.006 | |||
| 5.00 | 5.40 | 1 | 1 | 0.97 | 0.0244 | -0.006 | 52.5 | 0 | 0.0500 | 23.2% | -0.03 | 0.0247 | -0.007 | |||
| 4.70 | 4.95 | 24.6K | 27.4% | 0.96 | 0.0297 | -0.007 | 53 | 0.0300 | 0.0600 | 30 | 29.8K | 23.5% | -0.04 | 0.0300 | -0.007 | |
| 4.20 | 4.60 | 29.0% | 0.95 | 0.0368 | -0.007 | 53.5 | 0 | 0.2600 | 46 | 27.0% | -0.05 | 0.0373 | -0.008 | |||
| 3.55 | 3.95 | 10 | 42.2K | 16.1% | 0.94 | 0.0466 | -0.008 | 54 | 0.0500 | 0.1600 | 128 | 51.6K | 23.2% | -0.06 | 0.0471 | -0.009 |
| 3.05 | 3.65 | 14 | 21.3% | 0.93 | 0.0602 | -0.010 | 54.5 | 0.0500 | 0.2900 | 3 | 22 | 23.8% | -0.08 | 0.0609 | -0.010 | |
| 2.74 | 2.96 | 76 | 107.8K | 18.7% | 0.90 | 0.0788 | -0.011 | 55 | 0.0800 | 0.1500 | 634 | 20.0K | 18.7% | -0.10 | 0.0798 | -0.012 |
| 2.30 | 2.49 | 17.9% | 0.87 | 0.1032 | -0.014 | 55.5 | 0 | 0.1800 | 148 | 687 | 15.1% | -0.14 | 0.1048 | -0.014 | ||
| 1.87 | 2.02 | 67 | 30.2K | 16.7% | 0.82 | 0.1333 | -0.016 | 56 | 0.1000 | 0.2700 | 1,802 | 94.1K | 15.9% | -0.19 | 0.1356 | -0.017 |
| 1.29 | 1.62 | 6 | 3 | 13.8% | 0.75 | 0.1668 | -0.019 | 56.5 | 0.0600 | 0.9100 | 892 | 1,940 | 20.5% | -0.25 | 0.1700 | -0.019 |
| 0.9000 | 1.43 | 436 | 44.1K | 15.4% | 0.66 | 0.1990 | -0.021 | 57 | 0.3500 | 0.4600 | 290 | 68.2K | 14.8% | -0.34 | 0.2034 | -0.021 |
| 0.7600 | 0.9300 | 39 | 14.9% | 0.56 | 0.2225 | -0.022 | 57.5 | 0.3400 | 0.7900 | 27 | 1,000 | 13.9% | -0.45 | 0.2284 | -0.023 | |
| 0.5700 | 0.6600 | 1,650 | 57.0K | 15.3% | 0.45 | 0.2278 | -0.022 | 58 | 0.6000 | 1.31 | 6,042 | 98.8K | 16.7% | -0.57 | 0.2352 | -0.022 |
| 0.2500 | 0.4600 | 41 | 314 | 13.7% | 0.34 | 0.2107 | -0.020 | 58.5 | 0.6500 | 1.41 | 12 | 481 | 11.2% | -0.68 | 0.2185 | -0.021 |
| 0.1900 | 0.3000 | 3,395 | 29.7K | 14.4% | 0.25 | 0.1789 | -0.017 | 59 | 1.39 | 1.77 | 4 | 522 | 15.7% | -0.77 | 0.1875 | -0.018 |
| 0.0900 | 0.3800 | 502 | 3,235 | 17.1% | 0.17 | 0.1421 | -0.014 | 59.5 | 1.80 | 2.03 | 13.1% | -0.85 | 0.1553 | -0.015 | ||
| 0.0700 | 0.1200 | 239 | 31.7K | 14.8% | 0.12 | 0.1072 | -0.011 | 60 | 2.26 | 2.65 | 478 | 17.3% | -0.91 | 0.1278 | -0.013 | |
| 0.0100 | 0.2800 | 6 | 28 | 19.3% | 0.08 | 0.0781 | -0.008 | 60.5 | 2.72 | 2.97 | -0.96 | 0.1010 | -0.011 | |||
| 0 | 0.0600 | 20.7K | 15.0% | 0.06 | 0.0569 | -0.007 | 61 | 1.25 | 5.25 | 21 | -0.98 | 0.0583 | -0.008 | |||
| 0 | 0.0500 | 10 | 26 | 16.2% | 0.04 | 0.0426 | -0.005 | 61.5 | 3.55 | 4.15 | -0.99 | 0.0255 | -0.006 | |||
| 0 | 0.0400 | 17 | 3,708 | 17.3% | 0.03 | 0.0330 | -0.005 | 62 | 4.20 | 4.65 | 24.7% | -1.00 | 0.0105 | -0.006 | ||
| 0 | 0.0300 | 20 | 701 | 19.7% | 0.02 | 0.0220 | -0.004 | 63 | 5.20 | 5.60 | 10 | 2 | 26.7% | -1.00 | 0.0016 | -0.006 |
| 0 | 0.2200 | 185 | 32.1% | 0.02 | 0.0161 | -0.004 | 64 | 6.20 | 6.65 | 32.6% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0200 | 1 | 10.5K | 24.2% | 0.02 | 0.0123 | -0.003 | 65 | 7.20 | 7.65 | 1 | 8 | 36.2% | -1.00 | 0.0000 | -0.006 |
| 0 | 0.0300 | 2,421 | 28.3% | 0.01 | 0.0098 | -0.003 | 66 | 8.20 | 8.65 | 39.8% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.8300 | 232 | 58.6% | 0.01 | 0.0079 | -0.003 | 67 | 7.25 | 10.70 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.6300 | 1,790 | 58.1% | 0.01 | 0.0065 | -0.003 | 68 | 8.20 | 12.05 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 1.15 | 300 | 72.9% | 0.01 | 0.0055 | -0.003 | 69 | 9.70 | 12.80 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 2.13 | 4,098 | 93.5% | 0.01 | 0.0047 | -0.003 | 70 | 11.20 | 13.55 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0100 | 221 | 45.1% | 0.00 | 0.0025 | -0.002 | 75 | 16.10 | 18.85 | 80.6% | -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.
call-опционыput-опционы