XLY цепочка опционов State Street Consumer Discretionary Select Sector SPDR ETF
Cboe delayed options data · по состоянию на 15:46 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 ±5.2% (108.27–120.22) · ATM IV 22.1% · P/C открытого интереса 0.31
| 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 | |
| 32.40 | 35.50 | 0.99 | 0.0008 | 0.000 | 80 | 0 | 2.15 | 90.3% | -0.00 | 0.0008 | -0.003 | |||||
| 27.40 | 30.50 | 0.99 | 0.0015 | -0.001 | 85 | 0 | 2.15 | 78.1% | -0.01 | 0.0015 | -0.005 | |||||
| 22.50 | 25.50 | 0.98 | 0.0029 | -0.004 | 90 | 0 | 2.15 | 66.3% | -0.02 | 0.0030 | -0.007 | |||||
| 17.60 | 20.00 | 0.97 | 0.0058 | -0.009 | 95 | 0 | 0.2500 | 9 | 33.6% | -0.03 | 0.0058 | -0.012 | ||||
| 16.60 | 19.00 | 0.96 | 0.0066 | -0.011 | 96 | 0 | 0.5500 | 14 | 37.2% | -0.03 | 0.0067 | -0.013 | ||||
| 15.60 | 18.30 | 0.96 | 0.0076 | -0.012 | 97 | 0 | 0.6000 | 16 | 36.1% | -0.04 | 0.0077 | -0.014 | ||||
| 14.70 | 17.10 | 0.95 | 0.0088 | -0.013 | 98 | 0 | 0.6000 | 3 | 34.3% | -0.05 | 0.0088 | -0.015 | ||||
| 13.70 | 16.50 | 0.95 | 0.0101 | -0.015 | 99 | 0.1500 | 0.3000 | 1 | 6 | 30.5% | -0.05 | 0.0102 | -0.017 | |||
| 13.00 | 15.70 | 1 | 0.94 | 0.0116 | -0.017 | 100 | 0.0500 | 0.7000 | 17 | 32.4% | -0.06 | 0.0117 | -0.018 | |||
| 12.20 | 14.50 | 0.93 | 0.0134 | -0.018 | 101 | 0.0500 | 0.7500 | 25 | 31.0% | -0.07 | 0.0135 | -0.020 | ||||
| 10.80 | 13.50 | 0.92 | 0.0154 | -0.020 | 102 | 0.2000 | 0.8000 | 23 | 30.9% | -0.08 | 0.0155 | -0.022 | ||||
| 10.30 | 12.20 | 0.90 | 0.0177 | -0.022 | 103 | 0.3500 | 0.5500 | 2 | 42 | 28.1% | -0.09 | 0.0178 | -0.024 | |||
| 9.00 | 11.30 | 0.89 | 0.0203 | -0.025 | 104 | 0.2000 | 0.9500 | 17 | 28.1% | -0.11 | 0.0204 | -0.026 | ||||
| 8.00 | 10.40 | 6 | 0.87 | 0.0233 | -0.027 | 105 | 0.5000 | 0.7500 | 2 | 288 | 26.8% | -0.13 | 0.0234 | -0.028 | ||
| 7.30 | 9.50 | 9.7% | 0.85 | 0.0266 | -0.029 | 106 | 0.5500 | 0.9000 | 1 | 64 | 26.0% | -0.15 | 0.0267 | -0.030 | ||
| 6.40 | 8.60 | 13.9% | 0.83 | 0.0302 | -0.032 | 107 | 0.7000 | 0.9000 | 15 | 39 | 24.8% | -0.17 | 0.0304 | -0.033 | ||
| 5.60 | 7.70 | 64 | 15.3% | 0.80 | 0.0341 | -0.034 | 108 | 0.8500 | 1.15 | 1 | 146 | 24.7% | -0.20 | 0.0343 | -0.035 | |
| 5.20 | 6.90 | 21 | 18.6% | 0.77 | 0.0383 | -0.037 | 109 | 1.00 | 1.15 | 121 | 23.1% | -0.23 | 0.0385 | -0.037 | ||
| 4.30 | 6.10 | 32 | 17.9% | 0.73 | 0.0425 | -0.039 | 110 | 1.20 | 1.30 | 19 | 737 | 22.2% | -0.27 | 0.0427 | -0.040 | |
| 3.90 | 5.70 | 17.6% | 0.71 | 0.0445 | -0.040 | 110.5 | 1.30 | 1.75 | 1 | 23.3% | -0.29 | 0.0448 | -0.041 | |||
| 5.00 | 5.30 | 1 | 91 | 23.7% | 0.69 | 0.0465 | -0.041 | 111 | 1.45 | 1.60 | 7 | 631 | 21.9% | -0.31 | 0.0469 | -0.042 |
| 3.40 | 5.00 | 18.5% | 0.66 | 0.0484 | -0.042 | 111.5 | 1.60 | 2.65 | 25.3% | -0.34 | 0.0488 | -0.042 | ||||
| 4.10 | 4.50 | 178 | 21.9% | 0.64 | 0.0502 | -0.042 | 112 | 1.75 | 1.90 | 10 | 115 | 21.4% | -0.36 | 0.0506 | -0.043 | |
| 3.90 | 4.30 | 22.7% | 0.61 | 0.0518 | -0.043 | 112.5 | 1.90 | 2.20 | 21.6% | -0.38 | 0.0522 | -0.044 | ||||
| 2.65 | 4.00 | 4 | 71 | 19.0% | 0.59 | 0.0531 | -0.043 | 113 | 2.10 | 2.35 | 2 | 41 | 21.4% | -0.41 | 0.0536 | -0.044 |
| 2.30 | 3.60 | 18.3% | 0.56 | 0.0542 | -0.044 | 113.5 | 2.30 | 2.55 | 21.2% | -0.44 | 0.0548 | -0.044 | ||||
| 2.95 | 3.30 | 2 | 3,718 | 21.5% | 0.54 | 0.0551 | -0.044 | 114 | 2.50 | 3.20 | 119 | 22.6% | -0.47 | 0.0556 | -0.044 | |
| 1.90 | 3.10 | 18.7% | 0.51 | 0.0556 | -0.044 | 114.5 | 2.70 | 3.20 | 21.4% | -0.49 | 0.0562 | -0.044 | ||||
| 2.00 | 2.75 | 2 | 67 | 19.5% | 0.48 | 0.0558 | -0.044 | 115 | 2.95 | 3.70 | 25 | 22.3% | -0.52 | 0.0564 | -0.044 | |
| 2.20 | 2.45 | 10 | 20.8% | 0.45 | 0.0556 | -0.043 | 115.5 | 3.20 | 3.70 | 21.1% | -0.55 | 0.0563 | -0.044 | |||
| 1.60 | 2.35 | 11 | 1,330 | 19.7% | 0.42 | 0.0551 | -0.043 | 116 | 3.50 | 4.90 | 36 | 24.5% | -0.58 | 0.0559 | -0.043 | |
| 1.75 | 2.05 | 20.6% | 0.40 | 0.0543 | -0.042 | 116.5 | 3.80 | 5.30 | 24.9% | -0.60 | 0.0552 | -0.043 | ||||
| 1.70 | 1.90 | 5 | 453 | 21.2% | 0.37 | 0.0532 | -0.041 | 117 | 4.10 | 4.60 | 9 | 21.0% | -0.63 | 0.0541 | -0.042 | |
| 1.25 | 1.75 | 1 | 20.2% | 0.35 | 0.0518 | -0.040 | 117.5 | 4.40 | 5.90 | 24.7% | -0.66 | 0.0528 | -0.041 | |||
| 1.20 | 1.50 | 586 | 20.2% | 0.32 | 0.0503 | -0.039 | 118 | 4.70 | 5.20 | 20.3% | -0.68 | 0.0513 | -0.040 | |||
| 0.4000 | 1.35 | 17.2% | 0.30 | 0.0485 | -0.038 | 118.5 | 5.10 | 6.80 | 25.7% | -0.71 | 0.0495 | -0.038 | ||||
| 0.5000 | 1.25 | 1 | 296 | 18.3% | 0.28 | 0.0466 | -0.037 | 119 | 5.40 | 7.20 | 5 | 25.7% | -0.73 | 0.0477 | -0.037 | |
| 0.8500 | 1.35 | 21.5% | 0.26 | 0.0446 | -0.036 | 119.5 | 5.80 | 8.10 | 28.1% | -0.75 | 0.0457 | -0.036 | ||||
| 0.7500 | 1.15 | 21 | 1,144 | 21.1% | 0.24 | 0.0425 | -0.034 | 120 | 6.10 | 8.20 | 5 | 26.7% | -0.77 | 0.0436 | -0.035 | |
| 0.2000 | 0.9000 | 58 | 18.8% | 0.20 | 0.0382 | -0.032 | 121 | 7.00 | 9.30 | 28.9% | -0.80 | 0.0394 | -0.032 | |||
| 0.4500 | 0.8000 | 41 | 21.5% | 0.17 | 0.0341 | -0.029 | 122 | 7.20 | 10.20 | 26.8% | -0.83 | 0.0353 | -0.029 | |||
| 0.0500 | 0.7500 | 4 | 9 | 20.3% | 0.15 | 0.0301 | -0.027 | 123 | 8.70 | 11.10 | 30.7% | -0.86 | 0.0314 | -0.027 | ||
| 0.1000 | 0.6500 | 2 | 21.5% | 0.13 | 0.0265 | -0.024 | 124 | 9.80 | 12.10 | 33.2% | -0.88 | 0.0279 | -0.025 | |||
| 0.2000 | 0.5000 | 18 | 22 | 22.6% | 0.11 | 0.0233 | -0.022 | 125 | 10.70 | 13.00 | 34.0% | -0.90 | 0.0247 | -0.022 | ||
| 0.0500 | 0.5500 | 23.2% | 0.09 | 0.0204 | -0.020 | 126 | 11.70 | 14.00 | 35.9% | -0.92 | 0.0219 | -0.020 | ||||
| 0 | 0.4500 | 26.9% | 0.05 | 0.0121 | -0.014 | 130 | 14.20 | 17.90 | 31.4% | -0.96 | 0.0137 | -0.014 | ||||
| 0 | 0.6000 | 34.9% | 0.03 | 0.0066 | -0.009 | 135 | 20.00 | 22.80 | 44.5% | -0.99 | 0.0074 | -0.009 | ||||
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.
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