XLP цепочка опционов State Street Consumer Staples Select Sector SPDR ETF
Cboe delayed options data · по состоянию на 18:39 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 ±9.6% (77.17–93.62) · ATM IV 16.3% · P/C открытого интереса 24.42
| 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 | |
| 39.10 | 41.75 | 1.00 | 0.0006 | 0.000 | 45 | 0 | 0.6100 | 30.1K | 49.1% | -0.01 | 0.0008 | -0.001 | ||||
| 34.70 | 36.35 | 1 | 31.7% | 0.99 | 0.0013 | 0.000 | 50 | 0.0100 | 0.1000 | 2 | 32.3% | -0.01 | 0.0013 | -0.001 | ||
| 29.10 | 32.15 | 28.7% | 0.99 | 0.0020 | 0.000 | 55 | 0.0600 | 0.1500 | 29.7% | -0.02 | 0.0021 | -0.002 | ||||
| 23.75 | 27.00 | 0.98 | 0.0035 | 0.000 | 60 | 0.1100 | 0.2000 | 2 | 26.2% | -0.02 | 0.0035 | -0.002 | ||||
| 21.20 | 22.40 | 19.8% | 0.96 | 0.0054 | 0.000 | 64 | 0.1700 | 0.2700 | 2 | 23.6% | -0.04 | 0.0055 | -0.003 | |||
| 20.30 | 21.45 | 35 | 20.5% | 0.96 | 0.0060 | 0.000 | 65 | 0.1900 | 0.2900 | 16 | 22.9% | -0.04 | 0.0062 | -0.003 | ||
| 19.25 | 20.50 | 18.8% | 0.95 | 0.0067 | -0.000 | 66 | 0.2100 | 0.3200 | 3 | 22.4% | -0.05 | 0.0070 | -0.003 | |||
| 18.35 | 19.55 | 19.2% | 0.95 | 0.0076 | -0.001 | 67 | 0.2400 | 0.3600 | 1 | 21.9% | -0.05 | 0.0078 | -0.004 | |||
| 17.00 | 18.60 | 2 | 0.94 | 0.0085 | -0.001 | 68 | 0.2800 | 0.4000 | 21.4% | -0.06 | 0.0088 | -0.004 | ||||
| 16.50 | 17.70 | 19.2% | 0.94 | 0.0096 | -0.001 | 69 | 0.3300 | 0.4500 | 45 | 21.0% | -0.07 | 0.0100 | -0.004 | |||
| 15.60 | 16.75 | 6 | 18.9% | 0.93 | 0.0108 | -0.002 | 70 | 0.4000 | 0.5000 | 1,218 | 20.6% | -0.07 | 0.0112 | -0.004 | ||
| 14.70 | 15.85 | 18.8% | 0.92 | 0.0122 | -0.002 | 71 | 0.4300 | 0.5700 | 1 | 20.0% | -0.09 | 0.0127 | -0.005 | |||
| 13.80 | 14.95 | 3 | 18.6% | 0.91 | 0.0137 | -0.003 | 72 | 0.5000 | 0.6500 | 23 | 19.7% | -0.10 | 0.0143 | -0.005 | ||
| 12.90 | 14.05 | 18.3% | 0.89 | 0.0153 | -0.004 | 73 | 0.5900 | 0.7400 | 14 | 19.3% | -0.11 | 0.0161 | -0.006 | |||
| 12.05 | 13.15 | 1 | 18.1% | 0.88 | 0.0172 | -0.004 | 74 | 0.6900 | 0.8500 | 10 | 19.0% | -0.13 | 0.0180 | -0.006 | ||
| 11.20 | 12.20 | 1 | 17.5% | 0.86 | 0.0191 | -0.005 | 75 | 0.8100 | 0.9700 | 14 | 18.6% | -0.14 | 0.0201 | -0.007 | ||
| 10.35 | 11.45 | 13 | 17.6% | 0.84 | 0.0212 | -0.005 | 76 | 0.9500 | 1.11 | 16 | 18.3% | -0.16 | 0.0224 | -0.007 | ||
| 9.55 | 10.65 | 2 | 17.5% | 0.82 | 0.0233 | -0.006 | 77 | 1.12 | 1.28 | 45 | 18.1% | -0.19 | 0.0247 | -0.008 | ||
| 9.00 | 9.45 | 16.8% | 0.80 | 0.0255 | -0.006 | 78 | 1.31 | 1.48 | 40 | 17.9% | -0.21 | 0.0271 | -0.008 | |||
| 8.25 | 8.65 | 1 | 16.6% | 0.77 | 0.0278 | -0.007 | 79 | 1.53 | 1.70 | 7 | 17.7% | -0.24 | 0.0296 | -0.009 | ||
| 7.55 | 7.90 | 2 | 16.6% | 0.74 | 0.0300 | -0.007 | 80 | 1.77 | 1.95 | 140 | 17.4% | -0.27 | 0.0320 | -0.009 | ||
| 6.85 | 7.20 | 2 | 16.4% | 0.71 | 0.0322 | -0.008 | 81 | 1.93 | 2.16 | 85 | 16.8% | -0.30 | 0.0344 | -0.009 | ||
| 6.20 | 6.50 | 9 | 16.3% | 0.68 | 0.0342 | -0.008 | 82 | 2.36 | 2.56 | 1 | 179 | 17.0% | -0.34 | 0.0366 | -0.010 | |
| 5.60 | 5.85 | 14 | 16.2% | 0.65 | 0.0360 | -0.009 | 83 | 2.72 | 2.87 | 6 | 16.8% | -0.37 | 0.0386 | -0.010 | ||
| 5.00 | 5.25 | 16 | 16.1% | 0.61 | 0.0375 | -0.009 | 84 | 3.10 | 3.35 | 5 | 16.8% | -0.41 | 0.0403 | -0.010 | ||
| 4.45 | 4.70 | 267 | 16.0% | 0.57 | 0.0388 | -0.009 | 85 | 3.55 | 3.75 | 436 | 16.6% | -0.45 | 0.0416 | -0.010 | ||
| 3.95 | 4.20 | 8 | 16.0% | 0.53 | 0.0396 | -0.009 | 86 | 4.00 | 4.30 | 222 | 16.5% | -0.50 | 0.0426 | -0.010 | ||
| 3.45 | 3.65 | 58 | 201 | 15.7% | 0.49 | 0.0401 | -0.009 | 87 | 4.55 | 4.65 | 5 | 16.1% | -0.54 | 0.0431 | -0.010 | |
| 3.00 | 3.25 | 23 | 15.7% | 0.46 | 0.0402 | -0.009 | 88 | 5.10 | 5.30 | 2 | 16.1% | -0.58 | 0.0433 | -0.010 | ||
| 2.67 | 2.77 | 38 | 172 | 15.6% | 0.42 | 0.0398 | -0.009 | 89 | 5.70 | 6.00 | 16.2% | -0.62 | 0.0431 | -0.010 | ||
| 2.32 | 2.49 | 4 | 449 | 15.7% | 0.38 | 0.0390 | -0.009 | 90 | 6.40 | 6.70 | 262 | 16.3% | -0.66 | 0.0428 | -0.009 | |
| 2.03 | 2.08 | 38 | 10 | 15.6% | 0.34 | 0.0379 | -0.009 | 91 | 7.05 | 7.45 | 4 | 16.3% | -0.71 | 0.0422 | -0.009 | |
| 1.65 | 1.83 | 26 | 15.4% | 0.31 | 0.0364 | -0.008 | 92 | 7.85 | 8.20 | 126 | 16.4% | -0.75 | 0.0414 | -0.009 | ||
| 1.40 | 1.63 | 20 | 15.5% | 0.27 | 0.0346 | -0.008 | 93 | 8.55 | 9.00 | 50 | 16.3% | -0.78 | 0.0401 | -0.008 | ||
| 1.19 | 1.36 | 7 | 15.3% | 0.24 | 0.0326 | -0.007 | 94 | 9.40 | 9.85 | 16.6% | -0.82 | 0.0383 | -0.008 | |||
| 1.01 | 1.17 | 4 | 15.4% | 0.22 | 0.0304 | -0.007 | 95 | 10.25 | 10.70 | 2 | 16.7% | -0.85 | 0.0358 | -0.007 | ||
| 0.8600 | 1.09 | 8 | 15.7% | 0.19 | 0.0282 | -0.006 | 96 | 11.05 | 11.85 | 17.5% | -0.88 | 0.0327 | -0.006 | |||
| 0.7400 | 0.8800 | 4 | 15.6% | 0.17 | 0.0259 | -0.006 | 97 | 11.85 | 12.90 | 18.0% | -0.91 | 0.0289 | -0.005 | |||
| 0.6400 | 0.7700 | 5 | 15.8% | 0.15 | 0.0237 | -0.006 | 98 | 12.80 | 13.75 | 18.1% | -0.93 | 0.0249 | -0.004 | |||
| 0.5500 | 0.6800 | 4 | 15.9% | 0.13 | 0.0216 | -0.005 | 99 | 13.75 | 14.80 | 19.0% | -0.95 | 0.0209 | -0.003 | |||
| 0.4700 | 0.6100 | 36 | 16.1% | 0.12 | 0.0197 | -0.005 | 100 | 14.75 | 15.65 | 19.2% | -0.96 | 0.0171 | -0.002 | |||
| 0.2600 | 0.3600 | 17.3% | 0.07 | 0.0124 | -0.004 | 105 | 19.15 | 20.95 | 21.4% | -0.99 | 0.0052 | 0.000 | ||||
| 0.1500 | 0.2400 | 1 | 18.6% | 0.05 | 0.0082 | -0.003 | 110 | 23.40 | 26.00 | -1.00 | 0.0016 | 0.000 | ||||
| 0.1100 | 0.2100 | 20.6% | 0.03 | 0.0060 | -0.002 | 115 | 29.00 | 31.95 | 33.8% | -1.00 | 0.0007 | 0.000 | ||||
| 0.0900 | 0.2000 | 22.7% | 0.03 | 0.0046 | -0.002 | 120 | 33.50 | 36.00 | -1.00 | 0.0003 | 0.000 | |||||
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 — Mar 19, 2027
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