XLU цепочка опционов State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · по состоянию на 18:46 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 ±15.9% (35.22–48.58) · ATM IV 18.1% · P/C открытого интереса 1.70
| 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 | |
| 18.95 | 20.25 | 61 | 0.99 | 0.0022 | 0.000 | 22.5 | 0 | 0.1500 | 14 | 28.6% | -0.02 | 0.0030 | -0.001 | |||
| 16.65 | 17.75 | 36 | 23.5% | 0.98 | 0.0042 | 0.000 | 25 | 0.0600 | 0.1700 | 107 | 26.2% | -0.02 | 0.0047 | -0.001 | ||
| 14.90 | 15.30 | 298 | 28.0% | 0.97 | 0.0067 | 0.000 | 27.5 | 0.1100 | 0.2100 | 71 | 23.6% | -0.04 | 0.0074 | -0.001 | ||
| 12.50 | 13.00 | 1 | 280 | 23.7% | 0.95 | 0.0107 | 0.000 | 30 | 0.2000 | 0.3100 | 8,099 | 21.7% | -0.06 | 0.0117 | -0.001 | |
| 10.10 | 10.75 | 70 | 20.0% | 0.92 | 0.0169 | -0.000 | 32.5 | 0.3600 | 0.4800 | 18.9K | 20.2% | -0.09 | 0.0181 | -0.002 | ||
| 8.10 | 8.75 | 1 | 1,161 | 19.9% | 0.87 | 0.0256 | -0.001 | 35 | 0.4900 | 0.8100 | 10 | 19.3K | 18.5% | -0.15 | 0.0270 | -0.002 |
| 7.15 | 7.50 | 178 | 19.8% | 0.82 | 0.0313 | -0.002 | 36.5 | 0.7500 | 1.10 | 7,160 | 18.1% | -0.20 | 0.0330 | -0.003 | ||
| 6.50 | 7.20 | 54 | 18.8% | 0.80 | 0.0332 | -0.002 | 37 | 0.9500 | 1.22 | 6,689 | 18.4% | -0.22 | 0.0350 | -0.003 | ||
| 6.20 | 6.80 | 116 | 18.8% | 0.79 | 0.0350 | -0.002 | 37.5 | 1.17 | 1.32 | 4,516 | 18.6% | -0.23 | 0.0370 | -0.003 | ||
| 6.15 | 6.45 | 1 | 137 | 19.7% | 0.77 | 0.0368 | -0.002 | 38 | 1.13 | 1.68 | 124 | 18.7% | -0.25 | 0.0389 | -0.003 | |
| 5.55 | 6.10 | 88 | 18.6% | 0.75 | 0.0385 | -0.002 | 38.5 | 1.29 | 1.83 | 172 | 18.7% | -0.27 | 0.0408 | -0.003 | ||
| 5.20 | 5.80 | 426 | 18.6% | 0.73 | 0.0401 | -0.003 | 39 | 1.45 | 1.99 | 7,597 | 18.6% | -0.30 | 0.0426 | -0.003 | ||
| 4.90 | 5.45 | 205 | 18.4% | 0.71 | 0.0416 | -0.003 | 39.5 | 1.58 | 2.17 | 3,304 | 18.4% | -0.32 | 0.0443 | -0.003 | ||
| 4.65 | 5.10 | 28 | 4,503 | 18.4% | 0.68 | 0.0430 | -0.003 | 40 | 1.92 | 2.13 | 3 | 41.2K | 18.2% | -0.34 | 0.0459 | -0.003 |
| 4.35 | 4.80 | 339 | 18.2% | 0.66 | 0.0442 | -0.003 | 40.5 | 1.93 | 2.56 | 268 | 18.3% | -0.36 | 0.0474 | -0.003 | ||
| 4.05 | 4.60 | 295 | 18.4% | 0.64 | 0.0453 | -0.003 | 41 | 2.12 | 2.77 | 242 | 18.2% | -0.39 | 0.0488 | -0.003 | ||
| 3.80 | 4.30 | 253 | 18.3% | 0.62 | 0.0462 | -0.003 | 41.5 | 2.45 | 3.00 | 588 | 18.5% | -0.41 | 0.0500 | -0.004 | ||
| 3.55 | 4.00 | 224 | 18.1% | 0.60 | 0.0470 | -0.003 | 42 | 2.71 | 3.10 | 5,931 | 18.1% | -0.44 | 0.0512 | -0.004 | ||
| 3.20 | 3.75 | 285 | 17.8% | 0.57 | 0.0476 | -0.003 | 42.5 | 2.99 | 3.35 | 5,061 | 18.2% | -0.46 | 0.0522 | -0.004 | ||
| 3.35 | 3.55 | 1 | 1,775 | 18.9% | 0.55 | 0.0480 | -0.003 | 43 | 3.25 | 3.65 | 4 | 920 | 18.3% | -0.49 | 0.0530 | -0.004 |
| 2.92 | 3.30 | 687 | 18.2% | 0.53 | 0.0483 | -0.003 | 43.5 | 3.55 | 3.95 | 2,306 | 18.4% | -0.51 | 0.0538 | -0.004 | ||
| 2.72 | 3.20 | 738 | 18.5% | 0.50 | 0.0483 | -0.003 | 44 | 3.75 | 4.25 | 216 | 18.2% | -0.54 | 0.0544 | -0.004 | ||
| 2.39 | 2.97 | 129 | 18.0% | 0.48 | 0.0482 | -0.003 | 44.5 | 4.10 | 4.55 | 1,853 | 18.3% | -0.57 | 0.0548 | -0.004 | ||
| 2.55 | 2.70 | 25 | 10.8K | 18.7% | 0.46 | 0.0480 | -0.003 | 45 | 4.45 | 4.75 | 6,461 | 18.1% | -0.59 | 0.0552 | -0.004 | |
| 2.05 | 2.61 | 496 | 18.0% | 0.44 | 0.0476 | -0.003 | 45.5 | 4.70 | 5.25 | 610 | 18.3% | -0.62 | 0.0554 | -0.004 | ||
| 2.15 | 2.35 | 825 | 18.5% | 0.42 | 0.0470 | -0.003 | 46 | 4.95 | 5.55 | 22 | 17.9% | -0.64 | 0.0554 | -0.004 | ||
| 1.95 | 2.23 | 112 | 637 | 18.5% | 0.40 | 0.0464 | -0.003 | 46.5 | 5.45 | 5.95 | 6 | 18.6% | -0.67 | 0.0552 | -0.004 | |
| 1.89 | 2.11 | 42 | 788 | 18.8% | 0.38 | 0.0456 | -0.003 | 47 | 5.85 | 6.25 | 412 | 18.5% | -0.69 | 0.0548 | -0.004 | |
| 1.60 | 1.97 | 902 | 18.3% | 0.36 | 0.0447 | -0.003 | 47.5 | 6.05 | 6.80 | 408 | 18.6% | -0.71 | 0.0542 | -0.004 | ||
| 1.63 | 1.98 | 10 | 1,808 | 19.2% | 0.34 | 0.0437 | -0.003 | 48 | 6.55 | 7.20 | 385 | 19.0% | -0.73 | 0.0533 | -0.003 | |
| 1.55 | 1.78 | 219 | 779 | 19.1% | 0.33 | 0.0427 | -0.003 | 48.5 | 6.95 | 7.55 | 25 | 18.9% | -0.76 | 0.0521 | -0.003 | |
| 1.20 | 1.35 | 46 | 9,177 | 18.8% | 0.28 | 0.0393 | -0.003 | 50 | 8.20 | 8.70 | 39 | 18.7% | -0.82 | 0.0473 | -0.003 | |
| 0.9000 | 1.05 | 1 | 1,519 | 19.6% | 0.21 | 0.0332 | -0.003 | 52.5 | 10.55 | 11.35 | 22.1% | -0.90 | 0.0399 | -0.002 | ||
| 0.6400 | 0.7700 | 3,923 | 20.0% | 0.16 | 0.0274 | -0.002 | 55 | 12.35 | 14.30 | 2 | 23.8% | -0.97 | 0.0335 | -0.005 | ||
| 0.4100 | 0.5500 | 385 | 20.0% | 0.12 | 0.0223 | -0.002 | 57.5 | 15.25 | 16.05 | 24.1% | -1.00 | 0.0000 | -0.006 | |||
| 0.3500 | 0.4200 | 41 | 14.0K | 20.9% | 0.10 | 0.0181 | -0.002 | 60 | 17.95 | 18.70 | 29.5% | -1.00 | 0.0000 | -0.006 | ||
| 0.2200 | 0.3500 | 10 | 3,381 | 21.2% | 0.08 | 0.0148 | -0.001 | 62.5 | 20.40 | 22.45 | 38.2% | -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 — Jan 21, 2028
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