XLY цепочка опционов State Street Consumer Discretionary 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 ±4.2% (110.48–120.08) · ATM IV 24.8% · P/C открытого интереса 3.69
| 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 | |
| 53.40 | 56.50 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 2.35 | 1 | 213.7% | -0.00 | 0.0000 | -0.001 | ||||
| 50.90 | 54.00 | 1.00 | 0.0001 | 0.000 | 62.5 | 0 | 0.1500 | 125.9% | -0.00 | 0.0001 | -0.001 | |||||
| 48.40 | 51.30 | 1.00 | 0.0001 | 0.000 | 65 | 0 | 2.35 | 191.4% | -0.00 | 0.0001 | -0.001 | |||||
| 45.70 | 49.50 | 1 | 108.5% | 1.00 | 0.0001 | 0.000 | 67.5 | 0 | 2.35 | 180.8% | -0.00 | 0.0001 | -0.001 | |||
| 42.70 | 47.60 | 12 | 109.3% | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.1000 | 60 | 99.3% | -0.00 | 0.0001 | -0.001 | ||
| 39.90 | 44.90 | 23 | 1.00 | 0.0002 | 0.000 | 72.5 | 0 | 0.1500 | 4 | 97.8% | -0.00 | 0.0002 | -0.001 | |||
| 37.40 | 42.30 | 1.00 | 0.0002 | 0.000 | 75 | 0 | 0.4500 | 107.5% | -0.00 | 0.0002 | -0.002 | |||||
| 35.20 | 40.10 | 87.1% | 1.00 | 0.0003 | 0.000 | 77.5 | 0 | 0.2500 | 3,128 | 91.4% | -0.00 | 0.0003 | -0.002 | |||
| 32.70 | 37.60 | 3 | 80.2% | 1.00 | 0.0004 | 0.000 | 80 | 0 | 4.80 | 32 | 163.7% | -0.00 | 0.0004 | -0.003 | ||
| 30.90 | 34.00 | 1.00 | 0.0006 | 0.000 | 82.5 | 0 | 0.2000 | 21 | 76.0% | -0.00 | 0.0006 | -0.003 | ||||
| 28.10 | 32.70 | 4 | 85.4% | 1.00 | 0.0008 | -0.000 | 85 | 0 | 0.4500 | 136 | 79.9% | -0.00 | 0.0008 | -0.004 | ||
| 25.10 | 30.10 | 43 | 51.4% | 0.99 | 0.0011 | -0.002 | 87.5 | 0 | 2.35 | 313 | 106.6% | -0.00 | 0.0011 | -0.005 | ||
| 23.70 | 27.50 | 2 | 79.4% | 0.99 | 0.0016 | -0.003 | 90 | 0 | 0.2000 | 428 | 58.4% | -0.01 | 0.0016 | -0.006 | ||
| 20.00 | 25.00 | 0.99 | 0.0022 | -0.005 | 92.5 | 0 | 0.1000 | 4 | 47.6% | -0.01 | 0.0022 | -0.007 | ||||
| 17.50 | 22.50 | 10 | 0.99 | 0.0032 | -0.007 | 95 | 0 | 0.1000 | 65 | 42.5% | -0.01 | 0.0032 | -0.009 | |||
| 15.00 | 19.90 | 45 | 0.98 | 0.0048 | -0.010 | 97.5 | 0 | 4.20 | 139 | 90.6% | -0.02 | 0.0048 | -0.012 | |||
| 13.20 | 17.30 | 298 | 38.6% | 0.97 | 0.0071 | -0.013 | 100 | 0 | 0.3000 | 7,538 | 29.5% | -0.03 | 0.0071 | -0.015 | ||
| 10.40 | 15.30 | 2,001 | 36.7% | 0.96 | 0.0109 | -0.018 | 102.5 | 0 | 0.6000 | 40.4K | 38.8% | -0.04 | 0.0110 | -0.019 | ||
| 8.00 | 12.50 | 262 | 26.8% | 0.94 | 0.0171 | -0.024 | 105 | 0.0500 | 0.2500 | 7,685 | 27.7% | -0.06 | 0.0172 | -0.025 | ||
| 8.50 | 10.50 | 31.8% | 0.93 | 0.0207 | -0.026 | 106 | 0 | 2.65 | 48.7% | -0.07 | 0.0208 | -0.028 | ||||
| 6.60 | 11.00 | 39.2% | 0.91 | 0.0250 | -0.029 | 107 | 0 | 2.50 | 44.2% | -0.09 | 0.0252 | -0.031 | ||||
| 5.90 | 9.10 | 15 | 0.90 | 0.0276 | -0.031 | 107.5 | 0 | 0.6000 | 29.9K | 26.0% | -0.10 | 0.0278 | -0.032 | |||
| 5.40 | 10.00 | 30.2% | 0.89 | 0.0304 | -0.033 | 108 | 0 | 3.30 | 5 | 46.3% | -0.11 | 0.0307 | -0.034 | |||
| 3.90 | 8.60 | 73 | 19.0% | 0.87 | 0.0370 | -0.036 | 109 | 0 | 0.8500 | 960 | 24.6% | -0.13 | 0.0374 | -0.038 | ||
| 3.10 | 7.90 | 196 | 20.8% | 0.84 | 0.0450 | -0.040 | 110 | 0.0500 | 0.7500 | 43 | 39.9K | 22.2% | -0.16 | 0.0455 | -0.041 | |
| 2.15 | 7.00 | 201 | 19.1% | 0.80 | 0.0545 | -0.044 | 111 | 0.1000 | 5.00 | 178 | 1,581 | 27.7% | -0.20 | 0.0551 | -0.045 | |
| 1.65 | 6.60 | 22.7% | 0.75 | 0.0652 | -0.048 | 112 | 0 | 3.60 | 15 | 249 | 32.8% | -0.25 | 0.0662 | -0.049 | ||
| 1.40 | 6.00 | 273 | 21.8% | 0.72 | 0.0709 | -0.050 | 112.5 | 0.2000 | 1.00 | 6,226 | 16.6% | -0.28 | 0.0719 | -0.051 | ||
| 1.60 | 4.40 | 18.1% | 0.69 | 0.0764 | -0.051 | 113 | 0 | 1.50 | 31 | 16.7% | -0.32 | 0.0776 | -0.052 | |||
| 0.9500 | 4.80 | 20.4% | 0.65 | 0.0817 | -0.053 | 113.5 | 0 | 4.80 | 79 | 32.9% | -0.36 | 0.0831 | -0.054 | |||
| 0 | 4.80 | 569 | 18.5% | 0.61 | 0.0863 | -0.054 | 114 | 0.4500 | 4.90 | 18 | 7,737 | 33.5% | -0.40 | 0.0879 | -0.055 | |
| 0.3500 | 5.30 | 1 | 25.5% | 0.57 | 0.0900 | -0.054 | 114.5 | 0 | 4.70 | 7 | 179 | 27.6% | -0.44 | 0.0918 | -0.055 | |
| 0.5000 | 2.00 | 46 | 1,577 | 17.5% | 0.52 | 0.0924 | -0.054 | 115 | 0.8000 | 2.25 | 9 | 3,576 | 18.5% | -0.49 | 0.0944 | -0.055 |
| 0 | 4.80 | 26.8% | 0.47 | 0.0932 | -0.053 | 115.5 | 0 | 4.80 | 1 | 22.8% | -0.53 | 0.0954 | -0.055 | |||
| 0.2500 | 5.00 | 10 | 390 | 16.8% | 0.43 | 0.0923 | -0.052 | 116 | 0.2500 | 5.10 | 1 | 13.3K | 22.7% | -0.58 | 0.0947 | -0.054 |
| 0 | 4.80 | 8 | 31.4% | 0.38 | 0.0898 | -0.051 | 116.5 | 0.5500 | 3.60 | 6 | 12.8% | -0.63 | 0.0923 | -0.052 | ||
| 0 | 4.80 | 34 | 29.8% | 0.34 | 0.0859 | -0.049 | 117 | 0.3000 | 5.20 | 31 | 16.1% | -0.67 | 0.0884 | -0.050 | ||
| 0 | 3.50 | 24 | 1,066 | 28.5% | 0.30 | 0.0809 | -0.047 | 117.5 | 0.8000 | 5.80 | 1,050 | 20.2% | -0.71 | 0.0834 | -0.048 | |
| 0 | 4.80 | 128 | 138 | 37.5% | 0.27 | 0.0753 | -0.045 | 118 | 1.15 | 6.00 | 5 | 17.8% | -0.75 | 0.0778 | -0.046 | |
| 0 | 3.70 | 1 | 12 | 33.4% | 0.23 | 0.0693 | -0.042 | 118.5 | 1.85 | 6.80 | 13 | 22.0% | -0.78 | 0.0718 | -0.043 | |
| 0 | 1.55 | 79 | 964 | 16.2% | 0.21 | 0.0634 | -0.040 | 119 | 2.95 | 7.00 | 3 | 567 | 26.2% | -0.81 | 0.0660 | -0.041 |
| 0 | 4.70 | 3 | 28.6% | 0.18 | 0.0576 | -0.037 | 119.5 | 2.45 | 7.40 | 19.2% | -0.84 | 0.0603 | -0.038 | |||
| 0.2500 | 2.00 | 25 | 13.8K | 29.9% | 0.16 | 0.0522 | -0.035 | 120 | 2.85 | 7.70 | 4,296 | 18.6% | -0.86 | 0.0552 | -0.036 | |
| 0 | 2.15 | 1 | 246 | 30.8% | 0.14 | 0.0471 | -0.033 | 120.5 | 3.30 | 8.10 | 18.2% | -0.88 | 0.0506 | -0.034 | ||
| 0.1500 | 2.55 | 351 | 3,528 | 35.8% | 0.13 | 0.0424 | -0.031 | 121 | 4.60 | 8.10 | 2,295 | 22.6% | -0.89 | 0.0461 | -0.032 | |
| 0 | 4.80 | 117 | 50.0% | 0.11 | 0.0382 | -0.029 | 121.5 | 4.20 | 9.00 | 16.6% | -0.91 | 0.0421 | -0.031 | |||
| 0 | 4.80 | 6 | 51.7% | 0.10 | 0.0344 | -0.027 | 122 | 4.50 | 9.30 | -0.92 | 0.0384 | -0.030 | ||||
| 0.0500 | 4.70 | 4 | 2,439 | 22.0% | 0.09 | 0.0310 | -0.025 | 122.5 | 5.30 | 10.10 | 259 | 21.0% | -0.93 | 0.0359 | -0.029 | |
| 0 | 2.00 | 176 | 36.9% | 0.08 | 0.0280 | -0.024 | 123 | 5.80 | 10.60 | 23.7% | -0.94 | 0.0333 | -0.028 | |||
| 0 | 2.65 | 1,682 | 44.2% | 0.07 | 0.0229 | -0.021 | 124 | 6.90 | 11.50 | 25.8% | -0.96 | 0.0282 | -0.025 | |||
| 0 | 0.5000 | 15 | 1,085 | 23.9% | 0.05 | 0.0188 | -0.019 | 125 | 7.80 | 12.50 | 26.0% | -0.97 | 0.0233 | -0.023 | ||
| 0 | 2.10 | 1,075 | 24.6% | 0.04 | 0.0156 | -0.017 | 126 | 9.50 | 13.10 | 32.8% | -0.98 | 0.0187 | -0.018 | |||
| 0 | 2.00 | 47.0% | 0.04 | 0.0130 | -0.015 | 127 | 10.70 | 13.30 | -0.99 | 0.0135 | -0.017 | |||||
| 0 | 4.80 | 7,733 | 68.1% | 0.03 | 0.0119 | -0.014 | 127.5 | 10.10 | 15.00 | -0.99 | 0.0111 | -0.016 | ||||
| 0 | 1.70 | 46.9% | 0.03 | 0.0110 | -0.013 | 128 | 11.70 | 14.50 | 28.1% | -0.99 | 0.0091 | -0.015 | ||||
| 0 | 3.20 | 61 | 61.2% | 0.03 | 0.0093 | -0.012 | 129 | 12.60 | 15.50 | -1.00 | 0.0060 | -0.013 | ||||
| 0 | 4.80 | 161 | 74.8% | 0.02 | 0.0079 | -0.011 | 130 | 12.60 | 17.60 | 31.4% | -1.00 | 0.0035 | -0.013 | |||
| 0 | 4.80 | 686 | 77.4% | 0.02 | 0.0068 | -0.010 | 131 | 14.50 | 18.00 | 41.0% | -1.00 | 0.0021 | -0.013 | |||
| 0 | 4.80 | 279 | 81.2% | 0.02 | 0.0054 | -0.009 | 132.5 | 15.30 | 20.20 | 43.8% | -1.00 | 0.0006 | -0.013 | |||
| 0 | 1.60 | 71 | 58.8% | 0.01 | 0.0044 | -0.007 | 134 | 17.30 | 21.50 | 51.3% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.0500 | 1,117 | 32.2% | 0.01 | 0.0038 | -0.007 | 135 | 17.80 | 22.70 | 48.2% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.95 | 11 | 66.3% | 0.01 | 0.0034 | -0.006 | 136 | 18.80 | 23.70 | 49.9% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 4.80 | 130 | 93.0% | 0.01 | 0.0028 | -0.006 | 137.5 | 20.90 | 24.70 | 54.4% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 4.80 | 101 | 96.4% | 0.01 | 0.0023 | -0.005 | 139 | 22.50 | 26.20 | 58.7% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 4.80 | 38 | 98.6% | 0.01 | 0.0021 | -0.005 | 140 | 22.80 | 27.70 | 56.6% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.65 | 890 | 75.5% | 0.01 | 0.0016 | -0.004 | 142.5 | 25.30 | 30.20 | 60.6% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 2.00 | 83.9% | 0.00 | 0.0012 | -0.003 | 145 | 27.80 | 32.70 | 64.5% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 4.80 | 1,291 | 114.1% | 0.00 | 0.0010 | -0.003 | 147.5 | 30.20 | 35.10 | 62.3% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 4.80 | 1,150 | 118.9% | 0.00 | 0.0008 | -0.002 | 150 | 33.00 | 37.50 | 71.9% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.60 | 91.6% | 0.00 | 0.0006 | -0.002 | 152.5 | 35.30 | 40.20 | 75.5% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 4.80 | 554 | 128.1% | 0.00 | 0.0005 | -0.002 | 155 | 38.10 | 42.20 | 72.5% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 2.45 | 1 | 109.9% | 0.00 | 0.0004 | -0.002 | 157.5 | 40.30 | 45.20 | 82.5% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.70 | 20 | 104.4% | 0.00 | 0.0004 | -0.002 | 160 | 42.80 | 47.70 | 85.8% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 2.00 | 112.0% | 0.00 | 0.0003 | -0.001 | 162.5 | 45.30 | 50.20 | 89.0% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 4.80 | 2 | 145.1% | 0.00 | 0.0003 | -0.001 | 165 | 47.70 | 52.60 | 85.0% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 4.80 | 149.0% | 0.00 | 0.0002 | -0.001 | 167.5 | 50.90 | 54.70 | 98.2% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 2.40 | 1 | 127.8% | 0.00 | 0.0002 | -0.001 | 170 | 52.90 | 57.80 | 103.8% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.60 | 120.1% | 0.00 | 0.0002 | -0.001 | 172.5 | 55.30 | 60.20 | 101.4% | -1.00 | 0.0000 | -0.013 | ||||
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.