XOM цепочка опционов Exxon Mobil Corporation
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% (155.49–169.29) · ATM IV 26.2% · P/C открытого интереса 0.93
| 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 | |
| 76.95 | 77.85 | 117.0% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.1500 | 1,267 | 131.5% | 0.00 | 0.0000 | -0.000 | |||
| 72.00 | 73.80 | 159.8% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.1500 | 1,090 | 120.8% | 0.00 | 0.0000 | -0.000 | |||
| 67.00 | 69.45 | 160.9% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.0200 | 4,478 | 90.0% | -0.00 | 0.0000 | -0.000 | |||
| 62.10 | 64.45 | 14 | 149.1% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0100 | 5,823 | 77.3% | -0.00 | 0.0000 | -0.000 | ||
| 56.75 | 59.45 | 1 | 129.8% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.0400 | 6,226 | 79.3% | -0.00 | 0.0000 | -0.000 | ||
| 51.80 | 54.45 | 5 | 118.6% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.1100 | 4,182 | 79.8% | -0.00 | 0.0000 | -0.000 | ||
| 47.00 | 49.45 | 8 | 110.1% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.13 | 1,815 | 117.8% | -0.00 | 0.0001 | -0.001 | ||
| 42.00 | 44.45 | 245 | 98.6% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.0500 | 5,216 | 58.1% | -0.00 | 0.0001 | -0.001 | ||
| 37.10 | 39.50 | 100 | 89.4% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.0200 | 1 | 5,877 | 46.4% | -0.00 | 0.0002 | -0.001 | |
| 32.10 | 34.45 | 224 | 77.8% | 1.00 | 0.0005 | 0.000 | 130 | 0 | 0.0100 | 4 | 9,356 | 37.5% | -0.00 | 0.0005 | -0.002 | |
| 27.10 | 29.00 | 5 | 714 | 62.0% | 1.00 | 0.0012 | 0.000 | 135 | 0 | 0.0800 | 11 | 9,450 | 39.5% | -0.00 | 0.0012 | -0.005 |
| 22.05 | 23.75 | 530 | 48.4% | 0.99 | 0.0029 | 0.000 | 140 | 0.0300 | 0.1000 | 20 | 9,589 | 34.8% | -0.01 | 0.0029 | -0.010 | |
| 17.35 | 18.80 | 60 | 6,460 | 42.7% | 0.97 | 0.0070 | -0.014 | 145 | 0.0900 | 0.1500 | 76 | 7,382 | 30.5% | -0.03 | 0.0071 | -0.023 |
| 12.50 | 14.10 | 35 | 5,736 | 36.2% | 0.92 | 0.0158 | -0.040 | 150 | 0.3000 | 0.3700 | 560 | 7,697 | 28.4% | -0.08 | 0.0159 | -0.046 |
| 9.95 | 12.55 | 1 | 4 | 36.3% | 0.88 | 0.0223 | -0.057 | 152.5 | 0.4400 | 0.6800 | 27 | 214 | 27.6% | -0.13 | 0.0226 | -0.062 |
| 8.15 | 9.20 | 130 | 8,599 | 29.5% | 0.81 | 0.0301 | -0.075 | 155 | 0.8100 | 0.9800 | 560 | 3,982 | 26.6% | -0.19 | 0.0304 | -0.080 |
| 5.55 | 8.50 | 14 | 209 | 31.1% | 0.73 | 0.0378 | -0.094 | 157.5 | 1.30 | 1.56 | 53 | 152 | 25.9% | -0.27 | 0.0382 | -0.098 |
| 4.60 | 5.10 | 99 | 11.0K | 26.4% | 0.63 | 0.0436 | -0.108 | 160 | 2.12 | 2.46 | 102 | 3,628 | 26.0% | -0.38 | 0.0441 | -0.111 |
| 3.30 | 3.70 | 44 | 187 | 26.5% | 0.51 | 0.0462 | -0.114 | 162.5 | 3.20 | 3.60 | 136 | 155 | 25.8% | -0.49 | 0.0468 | -0.116 |
| 2.25 | 2.49 | 1,851 | 13.6K | 26.2% | 0.40 | 0.0450 | -0.110 | 165 | 4.55 | 5.10 | 78 | 2,076 | 25.7% | -0.61 | 0.0458 | -0.111 |
| 1.46 | 1.74 | 64 | 787 | 26.6% | 0.29 | 0.0403 | -0.097 | 167.5 | 5.85 | 6.90 | 3 | 12 | 24.3% | -0.72 | 0.0412 | -0.097 |
| 0.9100 | 1.14 | 343 | 14.7K | 26.7% | 0.21 | 0.0332 | -0.081 | 170 | 6.50 | 9.35 | 16 | 1,083 | 18.2% | -0.81 | 0.0340 | -0.079 |
| 0.5600 | 0.7100 | 78 | 215 | 26.9% | 0.14 | 0.0256 | -0.064 | 172.5 | 8.75 | 11.10 | 5 | -0.87 | 0.0261 | -0.060 | ||
| 0.3500 | 0.4000 | 84 | 18.0K | 27.0% | 0.09 | 0.0188 | -0.048 | 175 | 10.95 | 13.30 | 1,003 | -0.92 | 0.0201 | -0.043 | ||
| 0.1000 | 0.2700 | 5 | 483 | 26.3% | 0.06 | 0.0135 | -0.036 | 177.5 | 13.45 | 15.70 | -0.95 | 0.0172 | -0.032 | |||
| 0.0500 | 0.2400 | 196 | 4,510 | 28.2% | 0.04 | 0.0095 | -0.027 | 180 | 16.30 | 18.80 | -0.98 | 0.0119 | -0.035 | |||
| 0 | 0.4200 | 42 | 12 | 33.5% | 0.03 | 0.0067 | -0.019 | 182.5 | 18.25 | 20.85 | -0.99 | 0.0050 | -0.049 | |||
| 0 | 0.2400 | 27 | 3,677 | 33.2% | 0.02 | 0.0047 | -0.014 | 185 | 20.75 | 23.25 | -1.00 | 0.0013 | -0.061 | |||
| 0 | 0.2900 | 8 | 6 | 37.2% | 0.01 | 0.0034 | -0.011 | 187.5 | 23.25 | 25.70 | -1.00 | 0.0000 | -0.069 | |||
| 0 | 0.1700 | 11 | 2,235 | 36.8% | 0.01 | 0.0025 | -0.009 | 190 | 25.75 | 28.25 | -1.00 | 0.0000 | -0.072 | |||
| 0 | 0.1900 | 1,780 | 42.6% | 0.01 | 0.0015 | -0.006 | 195 | 30.75 | 33.25 | 1 | -1.00 | 0.0000 | -0.075 | |||
| 0 | 0.0200 | 2 | 2,632 | 36.6% | 0.00 | 0.0010 | -0.005 | 200 | 35.75 | 38.25 | -1.00 | 0.0000 | -0.076 | |||
| 0 | 0.2300 | 32 | 53.7% | 0.00 | 0.0007 | -0.004 | 205 | 40.75 | 43.25 | -1.00 | 0.0000 | -0.077 | ||||
| 0 | 0.0500 | 700 | 48.5% | 0.00 | 0.0006 | -0.003 | 210 | 45.80 | 48.15 | -1.00 | 0.0000 | -0.077 | ||||
| 0 | 0.1000 | 671 | 60.5% | 0.00 | 0.0003 | -0.003 | 220 | 55.80 | 58.25 | -1.00 | 0.0000 | -0.077 | ||||
| 0 | 0.1000 | 116 | 68.2% | 0.00 | 0.0002 | -0.002 | 230 | 65.70 | 68.50 | -1.00 | 0.0000 | -0.077 | ||||
| 0 | 0.0700 | 753 | 72.6% | 0.00 | 0.0001 | -0.002 | 240 | 75.75 | 78.35 | -1.00 | 0.0000 | -0.077 | ||||
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.