XOP цепочка опционов State Street SPDR S&P Oil & Gas Exploration & Production 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 ±1.8% (189.75–196.57) · ATM IV 29.4% · P/C открытого интереса 7.16
| 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 | |
| 91.70 | 95.30 | 428.5% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.13 | 4 | 532.6% | 0.00 | 0.0000 | 0.000 | |||
| 87.45 | 90.35 | 459.6% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.13 | 2 | 498.2% | 0.00 | 0.0000 | 0.000 | |||
| 82.50 | 84.50 | 371.9% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.13 | 1 | 465.3% | 0.00 | 0.0000 | 0.000 | |||
| 77.50 | 80.30 | 399.0% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 2 | 433.7% | 0.00 | 0.0000 | 0.000 | |||
| 72.25 | 75.10 | 345.2% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.13 | 3 | 403.4% | 0.00 | 0.0000 | 0.000 | |||
| 67.20 | 70.15 | 319.2% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.13 | 3 | 374.1% | 0.00 | 0.0000 | -0.000 | |||
| 62.60 | 65.05 | 309.5% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.13 | 2 | 2 | 345.9% | 0.00 | 0.0000 | -0.000 | ||
| 57.60 | 60.10 | 286.4% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.13 | 3 | 3 | 318.6% | 0.00 | 0.0000 | -0.000 | ||
| 52.65 | 55.30 | 271.4% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.13 | 2 | 7 | 292.0% | -0.00 | 0.0000 | -0.000 | ||
| 47.15 | 50.25 | 225.3% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 2.13 | 2 | 6 | 266.1% | -0.00 | 0.0000 | -0.000 | ||
| 42.60 | 45.10 | 1 | 214.1% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 2.13 | 2 | 32 | 240.8% | -0.00 | 0.0001 | -0.001 | |
| 39.50 | 42.10 | 196.8% | 1.00 | 0.0001 | 0.000 | 153 | 0 | 2.12 | 20 | 225.5% | -0.00 | 0.0001 | -0.001 | |||
| 38.50 | 41.15 | 194.0% | 1.00 | 0.0001 | 0.000 | 154 | 0 | 2.12 | 1 | 3 | 220.6% | -0.00 | 0.0001 | -0.001 | ||
| 37.50 | 40.25 | 1 | 192.7% | 1.00 | 0.0001 | 0.000 | 155 | 0 | 2.12 | 17 | 215.7% | -0.00 | 0.0001 | -0.001 | ||
| 36.50 | 39.35 | 191.2% | 1.00 | 0.0001 | 0.000 | 156 | 0 | 2.12 | 6 | 210.7% | -0.00 | 0.0001 | -0.001 | |||
| 35.25 | 38.05 | 1 | 168.0% | 1.00 | 0.0001 | 0.000 | 157 | 0 | 2.12 | 3 | 205.9% | -0.00 | 0.0001 | -0.002 | ||
| 35.15 | 37.80 | 1 | 187.2% | 1.00 | 0.0001 | 0.000 | 157.5 | 0 | 2.12 | 2 | 203.4% | -0.00 | 0.0001 | -0.002 | ||
| 34.65 | 37.10 | 1 | 179.0% | 1.00 | 0.0002 | 0.000 | 158 | 0 | 2.12 | 9 | 201.0% | -0.00 | 0.0002 | -0.002 | ||
| 33.65 | 36.20 | 177.4% | 1.00 | 0.0002 | 0.000 | 159 | 0 | 2.13 | 4 | 196.3% | -0.00 | 0.0002 | -0.002 | |||
| 32.65 | 35.20 | 172.8% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 2.13 | 2 | 59 | 191.5% | -0.00 | 0.0002 | -0.002 | ||
| 31.50 | 34.10 | 7 | 7 | 161.0% | 1.00 | 0.0002 | 0.000 | 161 | 0 | 2.13 | 5 | 11 | 186.6% | -0.00 | 0.0002 | -0.002 |
| 30.10 | 32.80 | 6 | 162.8% | 1.00 | 0.0003 | 0.000 | 162.5 | 0 | 2.13 | 4 | 17 | 179.4% | -0.00 | 0.0003 | -0.003 | |
| 29.50 | 32.10 | 11 | 152.2% | 1.00 | 0.0003 | 0.000 | 163 | 0 | 2.13 | 3 | 29 | 176.9% | -0.00 | 0.0003 | -0.003 | |
| 28.45 | 31.10 | 146.3% | 1.00 | 0.0004 | -0.000 | 164 | 0 | 2.13 | 1 | 34 | 172.1% | -0.00 | 0.0004 | -0.004 | ||
| 27.15 | 30.05 | 1 | 130.7% | 1.00 | 0.0005 | -0.001 | 165 | 0 | 2.13 | 23 | 167.3% | -0.00 | 0.0005 | -0.004 | ||
| 26.65 | 29.20 | 145.6% | 1.00 | 0.0005 | -0.002 | 166 | 0 | 2.13 | 5 | 27 | 162.5% | -0.00 | 0.0005 | -0.005 | ||
| 25.65 | 28.20 | 141.1% | 1.00 | 0.0006 | -0.002 | 167 | 0 | 0.3900 | 8 | 14 | 108.2% | -0.00 | 0.0006 | -0.005 | ||
| 25.15 | 27.60 | 4 | 136.4% | 1.00 | 0.0007 | -0.003 | 167.5 | 0 | 0.4000 | 4 | 2 | 106.8% | -0.00 | 0.0007 | -0.006 | |
| 24.50 | 27.20 | 2 | 132.9% | 1.00 | 0.0008 | -0.003 | 168 | 0 | 0.3900 | 6 | 3 | 104.5% | -0.00 | 0.0008 | -0.006 | |
| 23.65 | 26.00 | 2 | 127.2% | 1.00 | 0.0009 | -0.004 | 169 | 0 | 0.3900 | 8 | 6 | 100.8% | -0.00 | 0.0009 | -0.007 | |
| 22.65 | 25.05 | 59 | 124.0% | 1.00 | 0.0011 | -0.006 | 170 | 0 | 0.3900 | 7 | 20.3K | 97.1% | -0.00 | 0.0011 | -0.009 | |
| 21.55 | 24.00 | 5 | 115.9% | 1.00 | 0.0013 | -0.007 | 171 | 0 | 0.3900 | 3 | 1 | 93.4% | -0.00 | 0.0013 | -0.010 | |
| 20.55 | 23.00 | 6 | 111.6% | 1.00 | 0.0015 | -0.009 | 172 | 0 | 0.4000 | 151 | 90.1% | -0.00 | 0.0015 | -0.012 | ||
| 19.80 | 22.85 | 111.8% | 0.99 | 0.0017 | -0.010 | 172.5 | 0 | 0.4200 | 2 | 89.1% | -0.00 | 0.0017 | -0.013 | |||
| 19.65 | 22.15 | 48 | 113.0% | 0.99 | 0.0018 | -0.011 | 173 | 0 | 0.4300 | 21 | 87.6% | -0.01 | 0.0018 | -0.014 | ||
| 18.50 | 21.00 | 6 | 101.7% | 0.99 | 0.0022 | -0.014 | 174 | 0 | 0.4300 | 8 | 83.9% | -0.01 | 0.0022 | -0.016 | ||
| 17.50 | 19.70 | 24 | 89.8% | 0.99 | 0.0026 | -0.017 | 175 | 0 | 0.4600 | 15.2K | 81.2% | -0.01 | 0.0026 | -0.019 | ||
| 16.65 | 18.70 | 24 | 89.6% | 0.99 | 0.0032 | -0.021 | 176 | 0 | 0.2100 | 1,755 | 66.9% | -0.01 | 0.0032 | -0.023 | ||
| 15.55 | 18.05 | 12 | 91.0% | 0.99 | 0.0039 | -0.025 | 177 | 0 | 0.2200 | 25 | 64.0% | -0.01 | 0.0039 | -0.027 | ||
| 14.80 | 17.75 | 1 | 87.7% | 0.99 | 0.0043 | -0.028 | 177.5 | 0 | 0.2300 | 40 | 62.8% | -0.01 | 0.0043 | -0.030 | ||
| 14.65 | 17.10 | 7 | 89.6% | 0.99 | 0.0048 | -0.031 | 178 | 0 | 0.7500 | 76 | 78.0% | -0.01 | 0.0048 | -0.033 | ||
| 12.15 | 16.15 | 7 | 66.6% | 0.98 | 0.0059 | -0.038 | 179 | 0 | 0.3400 | 3 | 62.0% | -0.02 | 0.0059 | -0.039 | ||
| 11.00 | 14.70 | 28 | 0.98 | 0.0073 | -0.046 | 180 | 0 | 0.1500 | 1 | 12 | 50.2% | -0.02 | 0.0073 | -0.048 | ||
| 10.05 | 14.05 | 3 | 0.97 | 0.0091 | -0.057 | 181 | 0 | 0.5300 | 7 | 60.3% | -0.03 | 0.0091 | -0.058 | |||
| 9.25 | 13.05 | 23 | 0.97 | 0.0114 | -0.070 | 182 | 0 | 0.1600 | 16 | 24 | 44.1% | -0.03 | 0.0114 | -0.071 | ||
| 8.50 | 12.60 | 33 | 0.96 | 0.0127 | -0.078 | 182.5 | 0 | 0.2600 | 504 | 46.5% | -0.04 | 0.0127 | -0.079 | |||
| 8.35 | 12.25 | 1 | 23 | 39.0% | 0.96 | 0.0143 | -0.087 | 183 | 0 | 0.2500 | 1 | 124 | 44.3% | -0.04 | 0.0143 | -0.088 |
| 7.00 | 10.75 | 41 | 0.95 | 0.0180 | -0.108 | 184 | 0 | 0.3200 | 1,005 | 266 | 42.9% | -0.05 | 0.0180 | -0.109 | ||
| 6.40 | 9.80 | 3 | 129 | 0.93 | 0.0226 | -0.134 | 185 | 0 | 0.2900 | 10 | 1,003 | 38.3% | -0.07 | 0.0226 | -0.135 | |
| 5.35 | 8.85 | 25 | 0.92 | 0.0285 | -0.167 | 186 | 0.0200 | 0.3200 | 4 | 36 | 35.9% | -0.08 | 0.0285 | -0.168 | ||
| 4.85 | 8.00 | 572 | 32.6% | 0.89 | 0.0358 | -0.208 | 187 | 0.0700 | 0.3600 | 2,023 | 24 | 33.9% | -0.11 | 0.0359 | -0.209 | |
| 4.40 | 7.55 | 2 | 326 | 32.6% | 0.88 | 0.0401 | -0.232 | 187.5 | 0 | 0.5600 | 1 | 14 | 34.3% | -0.12 | 0.0402 | -0.232 |
| 4.60 | 7.10 | 8 | 13 | 41.8% | 0.86 | 0.0448 | -0.257 | 188 | 0.0500 | 0.4500 | 3 | 59 | 31.1% | -0.14 | 0.0448 | -0.258 |
| 2.74 | 5.75 | 19 | 312 | 12.0% | 0.82 | 0.0551 | -0.314 | 189 | 0 | 0.6000 | 2 | 6 | 28.3% | -0.18 | 0.0552 | -0.315 |
| 2.35 | 5.00 | 29 | 284 | 27.2% | 0.76 | 0.0664 | -0.376 | 190 | 0.2400 | 0.9400 | 1,021 | 30 | 30.9% | -0.24 | 0.0666 | -0.377 |
| 1.46 | 3.95 | 22 | 52 | 22.6% | 0.69 | 0.0774 | -0.436 | 191 | 0.1700 | 1.21 | 28 | 27 | 27.5% | -0.31 | 0.0776 | -0.437 |
| 0.8100 | 3.20 | 19 | 369 | 22.6% | 0.61 | 0.0860 | -0.483 | 192 | 0.2700 | 1.65 | 1 | 26.3% | -0.39 | 0.0864 | -0.484 | |
| 1.47 | 2.84 | 3 | 5 | 30.8% | 0.57 | 0.0888 | -0.498 | 192.5 | 0.6500 | 1.86 | 28.0% | -0.43 | 0.0893 | -0.500 | ||
| 0.7600 | 1.92 | 57 | 79 | 29.5% | 0.44 | 0.0892 | -0.500 | 194 | 0.1600 | 2.56 | 24.5% | -0.56 | 0.0898 | -0.503 | ||
| 0.1500 | 1.52 | 28 | 293 | 27.1% | 0.35 | 0.0830 | -0.466 | 195 | 1.34 | 4.35 | 32 | 28 | 31.8% | -0.65 | 0.0836 | -0.470 |
| 0 | 1.17 | 82 | 27.8% | 0.28 | 0.0734 | -0.413 | 196 | 2.29 | 4.05 | 23.6% | -0.72 | 0.0740 | -0.419 | |||
| 0.0800 | 0.8900 | 3 | 4 | 30.5% | 0.22 | 0.0627 | -0.354 | 197 | 2.48 | 4.90 | -0.78 | 0.0631 | -0.359 | |||
| 0 | 0.7700 | 30 | 30.2% | 0.19 | 0.0573 | -0.325 | 197.5 | 2.45 | 5.50 | -0.81 | 0.0577 | -0.329 | ||||
| 0 | 0.6700 | 11 | 2 | 31.0% | 0.17 | 0.0521 | -0.296 | 198 | 2.50 | 5.75 | -0.83 | 0.0524 | -0.299 | |||
| 0 | 0.5100 | 11 | 1 | 32.5% | 0.13 | 0.0427 | -0.244 | 199 | 3.90 | 6.75 | -0.87 | 0.0429 | -0.245 | |||
| 0 | 0.4600 | 22 | 35.4% | 0.10 | 0.0347 | -0.200 | 200 | 4.50 | 7.65 | -0.90 | 0.0348 | -0.199 | ||||
| 0 | 0.4200 | 43.5% | 0.06 | 0.0204 | -0.120 | 202.5 | 7.00 | 10.40 | 15 | -0.94 | 0.0205 | -0.116 | ||||
| 0.0100 | 0.2000 | 3 | 1,890 | 45.3% | 0.03 | 0.0122 | -0.074 | 205 | 9.90 | 12.55 | 4 | -0.97 | 0.0122 | -0.068 | ||
| 0 | 2.14 | 92.6% | 0.02 | 0.0075 | -0.047 | 207.5 | 12.55 | 15.05 | -0.98 | 0.0075 | -0.042 | |||||
| 0 | 0.1500 | 4 | 56.6% | 0.01 | 0.0047 | -0.031 | 210 | 14.90 | 17.50 | -0.99 | 0.0046 | -0.028 | ||||
| 0 | 1.58 | 102.9% | 0.01 | 0.0031 | -0.021 | 212.5 | 17.40 | 20.80 | -0.99 | 0.0029 | -0.020 | |||||
| 0 | 1.31 | 1 | 106.4% | 0.01 | 0.0021 | -0.014 | 215 | 19.85 | 22.80 | -1.00 | 0.0018 | -0.015 | ||||
| 0 | 1.62 | 121.2% | 0.00 | 0.0014 | -0.010 | 217.5 | 22.35 | 26.05 | -1.00 | 0.0012 | -0.013 | |||||
| 0 | 0.0200 | 125 | 64.7% | 0.00 | 0.0010 | -0.007 | 220 | 24.70 | 27.50 | -1.00 | 0.0008 | -0.011 | ||||
| 0 | 0.0200 | 302 | 74.6% | 0.00 | 0.0005 | -0.004 | 225 | 29.75 | 32.80 | -1.00 | 0.0003 | -0.010 | ||||
| 0 | 0.0100 | 300 | 79.1% | 0.00 | 0.0003 | -0.002 | 230 | 34.65 | 37.50 | -1.00 | 0.0001 | -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 — Sep 04, 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.