XLI цепочка опционов State Street Industrial Select Sector SPDR ETF
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 ±2.8% (169.58–179.27) · ATM IV 17.0% · P/C открытого интереса 4.95
| 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 | |
| 82.80 | 84.85 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.1100 | 357 | 128.5% | -0.00 | 0.0000 | -0.001 | ||||
| 77.80 | 79.85 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.1100 | 557 | 118.8% | -0.00 | 0.0000 | -0.002 | ||||
| 72.85 | 74.85 | 1 | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.1100 | 659 | 109.5% | -0.00 | 0.0001 | -0.002 | |||
| 67.65 | 69.80 | 1 | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.1100 | 5 | 100.7% | -0.00 | 0.0001 | -0.002 | |||
| 62.85 | 65.00 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.1100 | 877 | 92.2% | -0.00 | 0.0001 | -0.002 | ||||
| 57.90 | 59.90 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.0900 | 138 | 82.2% | -0.00 | 0.0001 | -0.002 | ||||
| 56.90 | 58.90 | 1.00 | 0.0001 | 0.000 | 116 | 0 | 0.1100 | 82.5% | -0.00 | 0.0001 | -0.002 | |||||
| 55.90 | 58.05 | 1.00 | 0.0002 | 0.000 | 117 | 0 | 0.1100 | 1 | 81.0% | -0.00 | 0.0002 | -0.003 | ||||
| 54.85 | 56.85 | 1.00 | 0.0002 | 0.000 | 118 | 0 | 0.1100 | 1 | 79.4% | -0.00 | 0.0002 | -0.003 | ||||
| 54.20 | 55.85 | 1.00 | 0.0002 | 0.000 | 119 | 0 | 0.1200 | 24 | 78.7% | -0.00 | 0.0002 | -0.003 | ||||
| 52.90 | 54.85 | 56 | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.1200 | 293 | 77.1% | -0.00 | 0.0002 | -0.003 | |||
| 51.90 | 53.85 | 1.00 | 0.0002 | 0.000 | 121 | 0 | 0.1200 | 5 | 75.6% | -0.00 | 0.0002 | -0.003 | ||||
| 50.85 | 52.85 | 1.00 | 0.0002 | 0.000 | 122 | 0 | 0.1200 | 10 | 74.1% | -0.00 | 0.0002 | -0.003 | ||||
| 49.85 | 51.90 | 17 | 1.00 | 0.0002 | 0.000 | 123 | 0 | 0.1200 | 21 | 72.5% | -0.00 | 0.0002 | -0.003 | |||
| 48.90 | 51.10 | 17 | 1.00 | 0.0002 | 0.000 | 124 | 0 | 0.1100 | 63 | 70.3% | -0.00 | 0.0002 | -0.003 | |||
| 47.90 | 49.90 | 3 | 1.00 | 0.0003 | 0.000 | 125 | 0 | 0.1100 | 119 | 68.8% | -0.00 | 0.0003 | -0.003 | |||
| 46.90 | 48.90 | 4 | 1.00 | 0.0003 | 0.000 | 126 | 0 | 0.1100 | 75 | 67.3% | -0.00 | 0.0003 | -0.003 | |||
| 45.90 | 48.00 | 1.00 | 0.0003 | 0.000 | 127 | 0 | 0.1100 | 104 | 65.8% | -0.00 | 0.0003 | -0.004 | ||||
| 44.85 | 47.25 | 19 | 1.00 | 0.0003 | 0.000 | 128 | 0 | 0.1100 | 165 | 64.4% | -0.00 | 0.0003 | -0.004 | |||
| 43.90 | 46.00 | 1.00 | 0.0004 | 0.000 | 129 | 0 | 0.1100 | 213 | 62.9% | -0.00 | 0.0004 | -0.004 | ||||
| 42.90 | 45.00 | 21 | 1.00 | 0.0004 | 0.000 | 130 | 0 | 0.1000 | 914 | 60.8% | -0.00 | 0.0004 | -0.004 | |||
| 41.90 | 43.95 | 1 | 1.00 | 0.0004 | 0.000 | 131 | 0 | 0.1300 | 6 | 104 | 61.3% | -0.00 | 0.0004 | -0.004 | ||
| 40.90 | 42.90 | 45 | 1.00 | 0.0005 | 0.000 | 132 | 0 | 0.1300 | 14 | 195 | 59.9% | -0.00 | 0.0005 | -0.004 | ||
| 39.95 | 41.90 | 15 | 1.00 | 0.0005 | 0.000 | 133 | 0 | 0.1300 | 212 | 134 | 58.5% | -0.00 | 0.0005 | -0.004 | ||
| 38.95 | 40.95 | 1.00 | 0.0006 | 0.000 | 134 | 0.0100 | 0.1300 | 10 | 37 | 57.6% | -0.00 | 0.0006 | -0.005 | |||
| 39.25 | 39.90 | 10 | 46.1% | 1.00 | 0.0006 | 0.000 | 135 | 0.0100 | 0.1300 | 2 | 87 | 56.1% | -0.00 | 0.0006 | -0.005 | |
| 38.30 | 38.90 | 50.2% | 1.00 | 0.0006 | 0.000 | 136 | 0.0100 | 0.1300 | 84 | 128 | 54.7% | -0.00 | 0.0007 | -0.005 | ||
| 37.30 | 37.90 | 1 | 48.6% | 1.00 | 0.0007 | 0.000 | 137 | 0.0100 | 0.1400 | 6 | 341 | 53.8% | -0.00 | 0.0007 | -0.005 | |
| 36.30 | 36.90 | 2 | 46.9% | 0.99 | 0.0008 | 0.000 | 138 | 0.0100 | 0.1400 | 82 | 157 | 52.3% | -0.00 | 0.0008 | -0.006 | |
| 35.30 | 36.20 | 58.0% | 0.99 | 0.0009 | 0.000 | 139 | 0.0100 | 0.1200 | 71 | 50.0% | -0.00 | 0.0009 | -0.006 | |||
| 34.30 | 34.95 | 9 | 47.2% | 0.99 | 0.0009 | 0.000 | 140 | 0.0100 | 0.1400 | 11.2K | 49.5% | -0.01 | 0.0010 | -0.006 | ||
| 33.30 | 33.90 | 10 | 42.0% | 0.99 | 0.0010 | 0.000 | 141 | 0.0100 | 0.1500 | 136 | 48.5% | -0.01 | 0.0010 | -0.007 | ||
| 32.30 | 33.15 | 1 | 51.7% | 0.99 | 0.0012 | 0.000 | 142 | 0.0100 | 0.1500 | 131 | 47.1% | -0.01 | 0.0012 | -0.007 | ||
| 31.25 | 32.20 | 50.1% | 0.99 | 0.0013 | 0.000 | 143 | 0.0100 | 0.1500 | 163 | 45.7% | -0.01 | 0.0013 | -0.008 | |||
| 30.30 | 31.20 | 21 | 49.7% | 0.99 | 0.0014 | 0.000 | 144 | 0.0100 | 0.1500 | 4 | 405 | 44.3% | -0.01 | 0.0014 | -0.008 | |
| 29.30 | 29.95 | 39.4% | 0.99 | 0.0016 | 0.000 | 145 | 0.0200 | 0.1000 | 783 | 41.3% | -0.01 | 0.0016 | -0.009 | |||
| 28.35 | 28.95 | 9 | 40.4% | 0.99 | 0.0017 | 0.000 | 146 | 0.0100 | 0.1600 | 157 | 41.9% | -0.01 | 0.0018 | -0.009 | ||
| 27.35 | 27.95 | 38.9% | 0.99 | 0.0020 | 0.000 | 147 | 0.0100 | 0.1700 | 1,292 | 40.9% | -0.01 | 0.0020 | -0.010 | |||
| 26.35 | 26.95 | 23 | 37.3% | 0.99 | 0.0022 | 0.000 | 148 | 0.0100 | 0.1300 | 210 | 38.1% | -0.01 | 0.0022 | -0.011 | ||
| 25.35 | 26.00 | 15 | 37.7% | 0.99 | 0.0024 | 0.000 | 149 | 0.0100 | 0.1300 | 722 | 36.7% | -0.01 | 0.0024 | -0.011 | ||
| 24.35 | 25.25 | 21 | 42.2% | 0.99 | 0.0028 | 0.000 | 150 | 0.0500 | 0.1800 | 110 | 25.8K | 38.1% | -0.01 | 0.0028 | -0.012 | |
| 23.35 | 24.00 | 34 | 34.7% | 0.98 | 0.0031 | -0.001 | 151 | 0.0100 | 0.1300 | 208 | 34.0% | -0.01 | 0.0031 | -0.013 | ||
| 22.35 | 23.00 | 6 | 33.2% | 0.98 | 0.0035 | -0.003 | 152 | 0.0100 | 0.1300 | 727 | 32.7% | -0.02 | 0.0035 | -0.014 | ||
| 21.40 | 22.25 | 3 | 38.2% | 0.98 | 0.0040 | -0.005 | 153 | 0.0100 | 0.1300 | 38 | 31.4% | -0.02 | 0.0040 | -0.015 | ||
| 20.40 | 21.00 | 12 | 31.7% | 0.98 | 0.0045 | -0.006 | 154 | 0.0100 | 0.1400 | 925 | 30.3% | -0.02 | 0.0045 | -0.017 | ||
| 19.40 | 20.05 | 21 | 31.4% | 0.98 | 0.0052 | -0.008 | 155 | 0.0800 | 0.1600 | 51.8K | 31.3% | -0.02 | 0.0052 | -0.018 | ||
| 18.40 | 19.30 | 17 | 34.1% | 0.97 | 0.0059 | -0.010 | 156 | 0.0200 | 0.1500 | 132 | 28.2% | -0.03 | 0.0059 | -0.020 | ||
| 17.35 | 18.30 | 9 | 31.8% | 0.97 | 0.0068 | -0.013 | 157 | 0.0300 | 0.1700 | 279 | 27.6% | -0.03 | 0.0068 | -0.021 | ||
| 16.45 | 17.10 | 12 | 28.6% | 0.96 | 0.0078 | -0.015 | 158 | 0.0500 | 0.2400 | 551 | 27.9% | -0.03 | 0.0078 | -0.023 | ||
| 15.45 | 16.10 | 54 | 27.1% | 0.96 | 0.0090 | -0.018 | 159 | 0.0300 | 0.2000 | 20 | 1,142 | 25.4% | -0.04 | 0.0090 | -0.025 | |
| 14.45 | 15.30 | 575 | 28.2% | 0.95 | 0.0104 | -0.020 | 160 | 0.0500 | 0.1900 | 152 | 17.6K | 24.2% | -0.05 | 0.0104 | -0.028 | |
| 13.50 | 14.05 | 41 | 24.0% | 0.95 | 0.0120 | -0.023 | 161 | 0.1000 | 0.2900 | 467 | 25.0% | -0.05 | 0.0121 | -0.030 | ||
| 12.50 | 13.05 | 38 | 22.5% | 0.94 | 0.0140 | -0.027 | 162 | 0.0900 | 0.3100 | 1,284 | 23.6% | -0.06 | 0.0141 | -0.033 | ||
| 11.55 | 12.10 | 114 | 22.2% | 0.93 | 0.0163 | -0.030 | 163 | 0.1000 | 0.3000 | 133 | 22.0% | -0.07 | 0.0164 | -0.036 | ||
| 10.60 | 11.40 | 42 | 24.0% | 0.92 | 0.0190 | -0.035 | 164 | 0.1200 | 0.3100 | 145 | 20.8% | -0.08 | 0.0191 | -0.040 | ||
| 9.70 | 10.45 | 731 | 23.4% | 0.90 | 0.0222 | -0.039 | 165 | 0.1800 | 0.3400 | 219 | 53.1K | 20.1% | -0.10 | 0.0223 | -0.044 | |
| 8.70 | 9.50 | 141 | 21.9% | 0.88 | 0.0259 | -0.043 | 166 | 0.2100 | 0.4600 | 39 | 19.8% | -0.12 | 0.0261 | -0.048 | ||
| 7.85 | 8.40 | 383 | 20.3% | 0.86 | 0.0302 | -0.049 | 167 | 0.2800 | 0.5900 | 59 | 19.4% | -0.14 | 0.0304 | -0.053 | ||
| 6.90 | 7.60 | 5 | 95 | 19.9% | 0.84 | 0.0350 | -0.054 | 168 | 0.3800 | 0.6500 | 31 | 1,196 | 18.6% | -0.16 | 0.0354 | -0.057 |
| 6.05 | 6.65 | 3 | 70 | 18.9% | 0.80 | 0.0405 | -0.059 | 169 | 0.5000 | 0.7600 | 132 | 861 | 18.0% | -0.20 | 0.0408 | -0.062 |
| 5.30 | 5.75 | 4 | 509 | 18.5% | 0.77 | 0.0463 | -0.064 | 170 | 0.6600 | 0.9200 | 208 | 3,795 | 17.5% | -0.23 | 0.0468 | -0.067 |
| 4.50 | 5.10 | 6 | 91 | 18.5% | 0.72 | 0.0524 | -0.069 | 171 | 0.8600 | 1.17 | 137 | 382 | 17.2% | -0.28 | 0.0529 | -0.071 |
| 3.90 | 4.25 | 1 | 152 | 18.1% | 0.67 | 0.0583 | -0.073 | 172 | 1.12 | 1.50 | 21 | 4,196 | 17.1% | -0.33 | 0.0589 | -0.075 |
| 3.30 | 3.40 | 3 | 213 | 17.4% | 0.61 | 0.0634 | -0.076 | 173 | 1.43 | 1.83 | 4 | 608 | 16.7% | -0.39 | 0.0642 | -0.077 |
| 2.60 | 2.96 | 63 | 381 | 17.4% | 0.55 | 0.0672 | -0.077 | 174 | 1.90 | 2.23 | 6,528 | 16.7% | -0.45 | 0.0680 | -0.078 | |
| 2.06 | 2.35 | 83 | 306 | 16.8% | 0.48 | 0.0689 | -0.076 | 175 | 2.34 | 2.70 | 183 | 4,667 | 16.4% | -0.52 | 0.0699 | -0.077 |
| 1.57 | 1.83 | 170 | 584 | 16.3% | 0.41 | 0.0681 | -0.074 | 176 | 2.78 | 3.25 | 2,319 | 15.8% | -0.59 | 0.0693 | -0.074 | |
| 1.21 | 1.42 | 11 | 244 | 16.2% | 0.35 | 0.0650 | -0.070 | 177 | 3.45 | 3.90 | 1 | 1,551 | 16.0% | -0.66 | 0.0663 | -0.070 |
| 1.02 | 1.36 | 1,210 | 1,526 | 16.5% | 0.31 | 0.0626 | -0.067 | 177.5 | 3.85 | 4.20 | 33 | 16.0% | -0.69 | 0.0639 | -0.067 | |
| 0.8700 | 1.19 | 215 | 16.4% | 0.28 | 0.0598 | -0.064 | 178 | 4.20 | 4.55 | 3 | 513 | 16.0% | -0.72 | 0.0612 | -0.064 | |
| 0.6200 | 0.9500 | 6 | 389 | 16.4% | 0.23 | 0.0534 | -0.057 | 179 | 4.85 | 5.50 | 2 | 495 | 16.3% | -0.78 | 0.0547 | -0.057 |
| 0.5200 | 0.6100 | 30 | 7,723 | 16.2% | 0.18 | 0.0463 | -0.050 | 180 | 5.60 | 6.15 | 16 | 3,453 | 15.0% | -0.83 | 0.0475 | -0.049 |
| 0.2900 | 0.5700 | 2 | 1,377 | 16.5% | 0.15 | 0.0393 | -0.043 | 181 | 6.45 | 7.15 | 2 | 738 | 15.8% | -0.87 | 0.0403 | -0.042 |
| 0.1700 | 0.4500 | 1,203 | 973 | 16.5% | 0.11 | 0.0328 | -0.037 | 182 | 7.15 | 7.95 | 485 | -0.90 | 0.0335 | -0.034 | ||
| 0.1700 | 0.2900 | 321 | 16.0% | 0.10 | 0.0298 | -0.034 | 182.5 | 7.95 | 8.60 | 1 | 17.8% | -0.91 | 0.0310 | -0.031 | ||
| 0.1300 | 0.2600 | 2 | 1,223 | 16.1% | 0.09 | 0.0270 | -0.032 | 183 | 8.10 | 9.10 | 1 | 1,454 | 14.9% | -0.92 | 0.0291 | -0.028 |
| 0.1200 | 0.2000 | 3 | 570 | 16.7% | 0.07 | 0.0221 | -0.027 | 184 | 9.50 | 10.00 | 4 | 19.7% | -0.94 | 0.0260 | -0.023 | |
| 0.1000 | 0.1600 | 799 | 4,460 | 17.2% | 0.06 | 0.0180 | -0.022 | 185 | 10.15 | 11.00 | 6 | 16.3% | -0.96 | 0.0240 | -0.020 | |
| 0.0100 | 0.1600 | 1 | 73 | 17.1% | 0.04 | 0.0146 | -0.019 | 186 | 11.15 | 12.00 | 17.5% | -0.98 | 0.0188 | -0.022 | ||
| 0.0100 | 0.1500 | 47 | 18.1% | 0.03 | 0.0118 | -0.016 | 187 | 12.35 | 13.00 | 22.4% | -0.99 | 0.0140 | -0.025 | |||
| 0.0100 | 0.1400 | 13 | 19.1% | 0.03 | 0.0096 | -0.013 | 188 | 13.15 | 14.00 | 19.9% | -0.99 | 0.0078 | -0.032 | |||
| 0.0100 | 0.1500 | 1 | 20.4% | 0.02 | 0.0077 | -0.011 | 189 | 14.15 | 15.00 | 21.0% | -1.00 | 0.0035 | -0.036 | |||
| 0.0100 | 0.0600 | 1 | 6,487 | 19.0% | 0.02 | 0.0063 | -0.009 | 190 | 15.15 | 16.00 | 75 | 24 | 22.2% | -1.00 | 0.0015 | -0.041 |
| 0 | 0.1200 | 21.6% | 0.01 | 0.0051 | -0.008 | 191 | 16.40 | 17.00 | 28.2% | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.1100 | 22.4% | 0.01 | 0.0041 | -0.006 | 192 | 17.40 | 18.00 | 29.5% | -1.00 | 0.0000 | -0.046 | ||||
| 0 | 0.1200 | 8,017 | 25.8% | 0.01 | 0.0022 | -0.004 | 195 | 20.35 | 22.05 | 43.1% | -1.00 | 0.0000 | -0.050 | |||
| 0 | 0.0900 | 3,477 | 29.6% | 0.00 | 0.0008 | -0.002 | 200 | 25.40 | 27.65 | 55.1% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 0.1100 | 32.7% | 0.00 | 0.0005 | -0.001 | 202.5 | 27.30 | 30.15 | 53.8% | -1.00 | 0.0000 | -0.051 | ||||
| 0 | 0.1100 | 303 | 35.0% | 0.00 | 0.0003 | -0.001 | 205 | 30.40 | 32.65 | 62.0% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 0.1100 | 224 | 39.5% | 0.00 | 0.0001 | -0.000 | 210 | 35.40 | 37.65 | 68.5% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 0.1100 | 28 | 43.9% | 0.00 | 0.0001 | -0.000 | 215 | 39.80 | 42.65 | 69.3% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 0.1100 | 15 | 48.0% | 0.00 | 0.0000 | -0.000 | 220 | 44.80 | 47.65 | 75.0% | -1.00 | 0.0000 | -0.051 | |||
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
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