XLI цепочка опционов State Street Industrial Select Sector SPDR ETF
Cboe delayed options data · по состоянию на 12:46 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 ±5.6% (157.24–175.88) · ATM IV 22.4% · P/C открытого интереса 1.69
| 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 | |
| 80.05 | 85.00 | 97.1% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.5000 | 206 | 109.8% | -0.00 | 0.0000 | -0.000 | |||
| 75.05 | 80.00 | 87.0% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.5000 | 209 | 101.4% | -0.00 | 0.0000 | -0.001 | |||
| 70.05 | 75.00 | 77.1% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 5.00 | 1 | 147.5% | -0.00 | 0.0001 | -0.001 | |||
| 65.10 | 70.05 | 74.2% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 2.12 | 42 | 111.6% | -0.00 | 0.0001 | -0.001 | |||
| 60.15 | 65.10 | 70.3% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 5.00 | 100 | 126.2% | -0.00 | 0.0001 | -0.001 | |||
| 55.15 | 60.10 | 3 | 62.3% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 5.00 | 149 | 116.2% | -0.00 | 0.0002 | -0.002 | ||
| 50.15 | 55.10 | 54.5% | 1.00 | 0.0004 | 0.000 | 115 | 0 | 5.00 | 6 | 106.6% | -0.00 | 0.0004 | -0.003 | |||
| 45.20 | 50.15 | 55 | 51.2% | 1.00 | 0.0006 | 0.000 | 120 | 0.0100 | 5.00 | 11 | 60 | 97.9% | -0.00 | 0.0006 | -0.004 | |
| 44.20 | 49.15 | 49.7% | 1.00 | 0.0006 | 0.000 | 121 | 0 | 5.00 | 15 | 95.5% | -0.00 | 0.0006 | -0.004 | |||
| 43.25 | 48.20 | 51.4% | 1.00 | 0.0007 | 0.000 | 122 | 0 | 5.00 | 2 | 93.6% | -0.00 | 0.0007 | -0.004 | |||
| 42.25 | 47.20 | 50.0% | 1.00 | 0.0007 | 0.000 | 123 | 0 | 5.00 | 4 | 91.8% | -0.01 | 0.0007 | -0.005 | |||
| 41.30 | 46.25 | 2 | 51.0% | 0.99 | 0.0008 | 0.000 | 124 | 0 | 5.00 | 11 | 90.0% | -0.01 | 0.0008 | -0.005 | ||
| 40.30 | 45.25 | 49.7% | 0.99 | 0.0009 | -0.000 | 125 | 0 | 5.00 | 6 | 88.3% | -0.01 | 0.0009 | -0.005 | |||
| 39.25 | 44.20 | 45.9% | 0.99 | 0.0010 | -0.001 | 126 | 0 | 5.00 | 2 | 86.5% | -0.01 | 0.0010 | -0.006 | |||
| 38.25 | 43.20 | 44.6% | 0.99 | 0.0011 | -0.001 | 127 | 0 | 5.00 | 5 | 84.7% | -0.01 | 0.0011 | -0.006 | |||
| 37.25 | 42.20 | 43.2% | 0.99 | 0.0012 | -0.002 | 128 | 0 | 5.00 | 4 | 83.0% | -0.01 | 0.0012 | -0.006 | |||
| 36.35 | 41.30 | 46.3% | 0.99 | 0.0013 | -0.002 | 129 | 0 | 5.00 | 7 | 81.2% | -0.01 | 0.0013 | -0.007 | |||
| 35.35 | 40.30 | 45.0% | 0.99 | 0.0014 | -0.003 | 130 | 0 | 5.00 | 77 | 79.5% | -0.01 | 0.0014 | -0.007 | |||
| 34.35 | 39.30 | 43.7% | 0.99 | 0.0016 | -0.004 | 131 | 0 | 5.00 | 6 | 77.8% | -0.01 | 0.0016 | -0.008 | |||
| 33.30 | 38.25 | 40.4% | 0.99 | 0.0017 | -0.004 | 132 | 0 | 5.00 | 5 | 76.0% | -0.01 | 0.0017 | -0.008 | |||
| 32.30 | 37.25 | 39.1% | 0.99 | 0.0019 | -0.005 | 133 | 0 | 5.00 | 7 | 74.3% | -0.01 | 0.0019 | -0.009 | |||
| 31.40 | 36.35 | 41.4% | 0.99 | 0.0021 | -0.006 | 134 | 0 | 5.00 | 5 | 72.6% | -0.01 | 0.0021 | -0.010 | |||
| 30.35 | 35.30 | 1 | 38.5% | 0.98 | 0.0023 | -0.006 | 135 | 0 | 5.00 | 6 | 70.9% | -0.02 | 0.0023 | -0.010 | ||
| 29.40 | 34.35 | 38.9% | 0.98 | 0.0025 | -0.007 | 136 | 0 | 5.00 | 6 | 69.2% | -0.02 | 0.0026 | -0.011 | |||
| 28.40 | 33.35 | 37.6% | 0.98 | 0.0028 | -0.008 | 137 | 0 | 5.00 | 44 | 67.5% | -0.02 | 0.0028 | -0.012 | |||
| 27.55 | 32.55 | 40.6% | 0.98 | 0.0031 | -0.009 | 138 | 0 | 5.00 | 19 | 65.8% | -0.02 | 0.0031 | -0.013 | |||
| 26.75 | 31.70 | 42.5% | 0.98 | 0.0034 | -0.010 | 139 | 0 | 5.00 | 11 | 64.1% | -0.02 | 0.0035 | -0.014 | |||
| 25.50 | 30.45 | 4 | 36.4% | 0.97 | 0.0038 | -0.011 | 140 | 0 | 5.00 | 15 | 62.4% | -0.03 | 0.0038 | -0.015 | ||
| 24.40 | 29.35 | 14 | 32.6% | 0.97 | 0.0042 | -0.012 | 141 | 0 | 5.00 | 11 | 60.7% | -0.03 | 0.0042 | -0.016 | ||
| 23.80 | 28.75 | 10 | 39.2% | 0.97 | 0.0046 | -0.013 | 142 | 0 | 5.00 | 7 | 59.1% | -0.03 | 0.0047 | -0.017 | ||
| 22.55 | 27.50 | 33.6% | 0.97 | 0.0051 | -0.015 | 143 | 0 | 5.00 | 9 | 57.4% | -0.04 | 0.0052 | -0.018 | |||
| 21.55 | 26.50 | 32.3% | 0.96 | 0.0057 | -0.016 | 144 | 0 | 5.00 | 51 | 55.7% | -0.04 | 0.0058 | -0.019 | |||
| 20.45 | 25.40 | 5 | 29.0% | 0.96 | 0.0063 | -0.018 | 145 | 0 | 5.00 | 781 | 54.0% | -0.04 | 0.0064 | -0.021 | ||
| 19.55 | 24.50 | 29.8% | 0.95 | 0.0070 | -0.019 | 146 | 0 | 5.00 | 20 | 52.3% | -0.05 | 0.0071 | -0.022 | |||
| 18.45 | 23.35 | 4 | 25.9% | 0.95 | 0.0077 | -0.021 | 147 | 0 | 5.00 | 27 | 50.7% | -0.05 | 0.0078 | -0.023 | ||
| 17.65 | 22.55 | 28.6% | 0.94 | 0.0086 | -0.022 | 148 | 0 | 5.00 | 6 | 49.0% | -0.06 | 0.0087 | -0.025 | |||
| 16.70 | 21.60 | 28.1% | 0.93 | 0.0095 | -0.024 | 149 | 0 | 5.00 | 222 | 47.3% | -0.07 | 0.0096 | -0.027 | |||
| 15.55 | 20.45 | 13 | 24.4% | 0.93 | 0.0105 | -0.026 | 150 | 0.1600 | 0.9900 | 1,710 | 30.0% | -0.07 | 0.0107 | -0.029 | ||
| 14.55 | 19.45 | 43 | 23.1% | 0.92 | 0.0117 | -0.028 | 151 | 0 | 5.00 | 51 | 579 | 36.1% | -0.08 | 0.0118 | -0.030 | |
| 13.65 | 18.55 | 23.5% | 0.91 | 0.0129 | -0.030 | 152 | 0.1400 | 5.00 | 424 | 43.1% | -0.09 | 0.0131 | -0.033 | |||
| 12.85 | 17.75 | 6 | 24.8% | 0.90 | 0.0143 | -0.032 | 153 | 0 | 5.00 | 338 | 40.5% | -0.10 | 0.0145 | -0.035 | ||
| 11.95 | 16.85 | 1 | 24.5% | 0.89 | 0.0158 | -0.035 | 154 | 0 | 5.00 | 8 | 167 | 38.8% | -0.12 | 0.0160 | -0.037 | |
| 10.85 | 15.75 | 35 | 22.1% | 0.87 | 0.0174 | -0.037 | 155 | 0.4200 | 1.00 | 63 | 9,822 | 23.4% | -0.13 | 0.0177 | -0.039 | |
| 10.15 | 15.05 | 3,050 | 23.6% | 0.86 | 0.0192 | -0.039 | 156 | 0 | 1.89 | 56 | 3,956 | 24.2% | -0.14 | 0.0195 | -0.041 | |
| 9.05 | 13.95 | 2 | 21.3% | 0.84 | 0.0211 | -0.042 | 157 | 0.5800 | 2.39 | 59 | 328 | 27.0% | -0.16 | 0.0215 | -0.044 | |
| 8.35 | 13.25 | 4 | 22.3% | 0.82 | 0.0232 | -0.044 | 158 | 0.8500 | 2.06 | 518 | 476 | 25.1% | -0.18 | 0.0236 | -0.046 | |
| 7.50 | 12.40 | 21.9% | 0.80 | 0.0253 | -0.046 | 159 | 0.4700 | 1.94 | 44 | 393 | 21.8% | -0.20 | 0.0258 | -0.048 | ||
| 6.65 | 11.55 | 3 | 361 | 21.3% | 0.78 | 0.0276 | -0.049 | 160 | 0.9700 | 2.16 | 99 | 835 | 22.6% | -0.23 | 0.0282 | -0.051 |
| 5.75 | 10.65 | 26 | 20.3% | 0.75 | 0.0299 | -0.051 | 161 | 0.6100 | 2.40 | 10 | 524 | 20.6% | -0.25 | 0.0306 | -0.053 | |
| 5.05 | 9.95 | 16 | 41 | 20.5% | 0.72 | 0.0323 | -0.053 | 162 | 0.7500 | 2.67 | 38 | 1,952 | 20.1% | -0.28 | 0.0331 | -0.055 |
| 4.30 | 9.20 | 36 | 43 | 20.1% | 0.69 | 0.0346 | -0.055 | 163 | 1.20 | 4.10 | 268 | 674 | 19.5% | -0.31 | 0.0356 | -0.057 |
| 3.55 | 8.45 | 34 | 19.6% | 0.66 | 0.0369 | -0.056 | 164 | 1.45 | 5.00 | 92 | 402 | 24.7% | -0.35 | 0.0380 | -0.058 | |
| 3.05 | 7.95 | 18 | 113 | 20.2% | 0.62 | 0.0389 | -0.057 | 165 | 1.15 | 5.00 | 35 | 12.8K | 21.5% | -0.39 | 0.0402 | -0.059 |
| 2.51 | 7.45 | 58 | 20.5% | 0.59 | 0.0406 | -0.058 | 166 | 0.5600 | 5.50 | 35 | 298 | 19.3% | -0.43 | 0.0422 | -0.060 | |
| 3.30 | 7.50 | 306 | 478 | 23.2% | 0.54 | 0.0420 | -0.058 | 167 | 3.25 | 4.60 | 140 | 520 | 21.6% | -0.47 | 0.0437 | -0.061 |
| 1.41 | 6.35 | 20 | 20 | 18.9% | 0.52 | 0.0425 | -0.058 | 167.5 | 3.25 | 8.00 | 19 | 19 | 28.7% | -0.49 | 0.0444 | -0.061 |
| 1.36 | 6.30 | 298 | 495 | 19.9% | 0.50 | 0.0429 | -0.058 | 168 | 1.54 | 6.45 | 307 | 6,472 | 19.2% | -0.51 | 0.0449 | -0.060 |
| 2.80 | 7.70 | 266 | 599 | 29.4% | 0.46 | 0.0432 | -0.057 | 169 | 2.01 | 6.95 | 249 | 1,239 | 18.9% | -0.56 | 0.0455 | -0.060 |
| 2.36 | 5.05 | 398 | 1,403 | 23.8% | 0.42 | 0.0429 | -0.055 | 170 | 2.76 | 7.70 | 1 | 35.8K | 19.7% | -0.60 | 0.0455 | -0.058 |
| 1.99 | 5.00 | 59 | 309 | 24.7% | 0.37 | 0.0420 | -0.053 | 171 | 2.91 | 7.85 | 1,348 | 17.0% | -0.65 | 0.0449 | -0.056 | |
| 1.66 | 5.00 | 36 | 1,456 | 25.8% | 0.33 | 0.0405 | -0.051 | 172 | 3.55 | 8.45 | 119 | 16.5% | -0.69 | 0.0437 | -0.054 | |
| 1.52 | 5.00 | 65 | 63 | 26.4% | 0.31 | 0.0395 | -0.049 | 172.5 | 4.15 | 9.05 | 17.9% | -0.72 | 0.0429 | -0.053 | ||
| 1.38 | 4.95 | 131 | 203 | 26.8% | 0.29 | 0.0385 | -0.048 | 173 | 4.45 | 9.35 | 37 | 17.5% | -0.74 | 0.0421 | -0.052 | |
| 0 | 5.00 | 171 | 220 | 24.6% | 0.26 | 0.0361 | -0.045 | 174 | 5.10 | 10.00 | 45 | 16.5% | -0.78 | 0.0400 | -0.049 | |
| 0.7500 | 1.30 | 254 | 10.1K | 17.4% | 0.22 | 0.0335 | -0.041 | 175 | 5.90 | 10.80 | 8,105 | 16.2% | -0.81 | 0.0378 | -0.046 | |
| 0.5300 | 1.22 | 16 | 187 | 17.6% | 0.19 | 0.0307 | -0.038 | 176 | 6.90 | 11.80 | 11 | 17.5% | -0.85 | 0.0352 | -0.043 | |
| 0 | 1.12 | 100 | 204 | 16.3% | 0.17 | 0.0279 | -0.035 | 177 | 7.70 | 12.60 | 7 | 16.4% | -0.88 | 0.0327 | -0.040 | |
| 0.1200 | 4.60 | 15 | 266 | 28.4% | 0.15 | 0.0251 | -0.032 | 178 | 8.70 | 13.60 | 8 | 17.5% | -0.90 | 0.0298 | -0.037 | |
| 0.2000 | 5.00 | 37 | 227 | 33.2% | 0.12 | 0.0225 | -0.029 | 179 | 9.50 | 14.40 | 39 | -0.93 | 0.0276 | -0.035 | ||
| 0.2000 | 1.33 | 138 | 5,947 | 21.5% | 0.11 | 0.0200 | -0.026 | 180 | 10.40 | 15.30 | 1 | 8,976 | -0.95 | 0.0262 | -0.032 | |
| 0 | 5.00 | 3 | 2,256 | 35.1% | 0.09 | 0.0177 | -0.024 | 181 | 11.50 | 16.40 | 3 | -0.97 | 0.0218 | -0.027 | ||
| 0 | 1.65 | 133 | 530 | 22.5% | 0.08 | 0.0157 | -0.021 | 182 | 12.40 | 17.30 | 1 | -0.98 | 0.0161 | -0.026 | ||
| 0 | 5.00 | 8 | 1,836 | 37.8% | 0.07 | 0.0138 | -0.019 | 183 | 13.45 | 18.35 | -0.99 | 0.0116 | -0.023 | |||
| 0 | 0.4000 | 4 | 292 | 18.9% | 0.06 | 0.0122 | -0.017 | 184 | 14.50 | 19.40 | -0.99 | 0.0059 | -0.023 | |||
| 0.1600 | 0.3900 | 2 | 2,693 | 21.1% | 0.05 | 0.0107 | -0.015 | 185 | 15.40 | 20.30 | 19 | -1.00 | 0.0019 | -0.023 | ||
| 0 | 5.00 | 321 | 41.7% | 0.04 | 0.0094 | -0.014 | 186 | 16.50 | 21.40 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 1.00 | 192 | 26.2% | 0.04 | 0.0083 | -0.013 | 187 | 17.45 | 22.40 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 5.00 | 4 | 64 | 44.1% | 0.03 | 0.0073 | -0.011 | 188 | 18.50 | 23.45 | -1.00 | 0.0000 | -0.023 | |||
| 0 | 5.00 | 33 | 45.4% | 0.03 | 0.0064 | -0.010 | 189 | 19.50 | 24.45 | -1.00 | 0.0000 | -0.023 | ||||
| 0.0100 | 0.4500 | 47 | 3,276 | 24.6% | 0.03 | 0.0057 | -0.009 | 190 | 20.45 | 25.40 | 1 | 61 | -1.00 | 0.0000 | -0.023 | |
| 0.0500 | 0.1900 | 1 | 11.5K | 25.6% | 0.01 | 0.0031 | -0.006 | 195 | 25.45 | 30.40 | 8 | 64 | -1.00 | 0.0000 | -0.023 | |
| 0 | 5.00 | 1,552 | 58.1% | 0.01 | 0.0018 | -0.004 | 200 | 30.50 | 35.45 | 8 | -1.00 | 0.0000 | -0.023 | |||
| 0.0100 | 1.00 | 5 | 433 | 41.8% | 0.00 | 0.0010 | -0.002 | 205 | 35.45 | 40.45 | -1.00 | 0.0000 | -0.023 | |||
| 0.0100 | 5.00 | 7,366 | 67.6% | 0.00 | 0.0006 | -0.002 | 210 | 40.50 | 45.45 | -1.00 | 0.0000 | -0.023 | ||||
| 0.0100 | 5.00 | 222 | 72.2% | 0.00 | 0.0004 | -0.001 | 215 | 45.45 | 50.40 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 5.00 | 80 | 76.6% | 0.00 | 0.0003 | -0.001 | 220 | 50.50 | 55.45 | -1.00 | 0.0000 | -0.023 | ||||
| 0.0100 | 1.25 | 6 | 168 | 45.3% | 0.00 | 0.0002 | -0.001 | 225 | 55.50 | 60.45 | -1.00 | 0.0000 | -0.023 | |||
| 0 | 5.00 | 21 | 57 | 84.9% | 0.00 | 0.0001 | -0.000 | 230 | 60.50 | 65.45 | -1.00 | 0.0000 | -0.023 | |||
| 0.0100 | 0.0300 | 90 | 41.2% | 0.00 | 0.0001 | -0.000 | 235 | 65.35 | 70.35 | -1.00 | 0.0000 | -0.023 | ||||
| 0.0100 | 0.0900 | 81 | 396 | 47.8% | 0.00 | 0.0001 | -0.000 | 240 | 70.45 | 75.40 | -1.00 | 0.0000 | -0.023 | |||
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.
call-опционыput-опционы