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 ±5.2% (189.91–210.85) · ATM IV 33.5% · P/C открытого интереса 0.80
| 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 | |
| 93.15 | 97.15 | 147.8% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 4.90 | 236.4% | 0.00 | 0.0000 | -0.000 | ||||
| 87.95 | 91.80 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 4.90 | 222.0% | 0.00 | 0.0000 | -0.000 | |||||
| 83.20 | 87.10 | 128.5% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 172.3% | -0.00 | 0.0000 | -0.000 | ||||
| 78.00 | 82.05 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.13 | 160.9% | -0.00 | 0.0000 | -0.000 | |||||
| 72.95 | 77.25 | 105.0% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.13 | 149.9% | -0.00 | 0.0000 | -0.001 | ||||
| 68.00 | 72.10 | 88.0% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.13 | 139.4% | -0.00 | 0.0000 | -0.001 | ||||
| 62.95 | 67.20 | 85.9% | 1.00 | 0.0000 | -0.000 | 135 | 0 | 2.13 | 129.1% | -0.00 | 0.0001 | -0.001 | ||||
| 57.90 | 62.10 | 1.00 | 0.0000 | -0.000 | 140 | 0 | 2.13 | 1 | 119.2% | -0.00 | 0.0001 | -0.002 | ||||
| 53.25 | 56.55 | 1.00 | 0.0001 | -0.001 | 145 | 0 | 1.93 | 107.1% | -0.00 | 0.0002 | -0.003 | |||||
| 47.85 | 51.50 | 4 | 1.00 | 0.0002 | -0.002 | 150 | 0 | 0.8700 | 19 | 83.2% | -0.00 | 0.0003 | -0.004 | |||
| 47.05 | 51.25 | 70.1% | 1.00 | 0.0002 | -0.003 | 151 | 0 | 0.7500 | 2 | 79.4% | -0.00 | 0.0004 | -0.005 | |||
| 46.05 | 49.90 | 1.00 | 0.0003 | -0.003 | 152 | 0 | 1.15 | 1 | 84.3% | -0.00 | 0.0004 | -0.005 | ||||
| 45.25 | 49.20 | 71.5% | 1.00 | 0.0004 | -0.004 | 153 | 0 | 1.35 | 85.4% | -0.00 | 0.0005 | -0.006 | ||||
| 44.05 | 48.25 | 65.8% | 1.00 | 0.0004 | -0.004 | 154 | 0 | 0.7500 | 74.6% | -0.00 | 0.0005 | -0.006 | ||||
| 43.25 | 47.10 | 65.9% | 1.00 | 0.0005 | -0.005 | 155 | 0 | 1.16 | 30 | 79.5% | -0.00 | 0.0006 | -0.007 | |||
| 42.45 | 45.95 | 65.7% | 1.00 | 0.0005 | -0.006 | 156 | 0 | 1.15 | 77.7% | -0.00 | 0.0007 | -0.008 | ||||
| 41.25 | 44.50 | 1.00 | 0.0006 | -0.007 | 157 | 0 | 0.9500 | 2 | 73.2% | -0.00 | 0.0007 | -0.009 | ||||
| 40.55 | 44.15 | 69.0% | 1.00 | 0.0007 | -0.008 | 158 | 0 | 0.9500 | 71.6% | -0.01 | 0.0008 | -0.009 | ||||
| 39.05 | 43.25 | 58.7% | 1.00 | 0.0008 | -0.009 | 159 | 0 | 1.36 | 1 | 75.4% | -0.01 | 0.0009 | -0.010 | |||
| 38.15 | 42.25 | 59.9% | 1.00 | 0.0010 | -0.010 | 160 | 0 | 0.9500 | 188 | 68.4% | -0.01 | 0.0010 | -0.011 | |||
| 37.30 | 40.70 | 0.99 | 0.0011 | -0.011 | 161 | 0 | 0.7600 | 9 | 64.0% | -0.01 | 0.0012 | -0.013 | ||||
| 36.25 | 40.25 | 59.2% | 0.99 | 0.0012 | -0.013 | 162 | 0 | 0.9500 | 9 | 65.3% | -0.01 | 0.0013 | -0.014 | |||
| 35.10 | 38.70 | 0.99 | 0.0014 | -0.015 | 163 | 0 | 0.9500 | 23 | 63.7% | -0.01 | 0.0015 | -0.015 | ||||
| 34.15 | 38.30 | 55.3% | 0.99 | 0.0016 | -0.016 | 164 | 0 | 0.7600 | 2 | 59.4% | -0.01 | 0.0016 | -0.017 | |||
| 33.25 | 37.15 | 1 | 52.8% | 0.99 | 0.0018 | -0.018 | 165 | 0 | 1.80 | 79 | 69.9% | -0.01 | 0.0018 | -0.018 | ||
| 32.30 | 36.05 | 50.3% | 0.99 | 0.0020 | -0.020 | 166 | 0 | 0.7500 | 24 | 56.3% | -0.01 | 0.0020 | -0.020 | |||
| 31.30 | 35.25 | 52.8% | 0.99 | 0.0023 | -0.022 | 167 | 0 | 0.9500 | 70 | 57.5% | -0.02 | 0.0023 | -0.022 | |||
| 30.30 | 34.30 | 52.1% | 0.99 | 0.0026 | -0.025 | 168 | 0 | 0.9500 | 12 | 55.9% | -0.02 | 0.0026 | -0.024 | |||
| 29.50 | 32.95 | 48.1% | 0.98 | 0.0029 | -0.027 | 169 | 0 | 0.9600 | 54.5% | -0.02 | 0.0029 | -0.027 | ||||
| 28.35 | 32.30 | 49.9% | 0.98 | 0.0033 | -0.030 | 170 | 0 | 0.9700 | 68 | 53.1% | -0.02 | 0.0032 | -0.029 | |||
| 27.35 | 31.30 | 48.4% | 0.98 | 0.0037 | -0.033 | 171 | 0 | 0.7500 | 68 | 48.8% | -0.03 | 0.0036 | -0.032 | |||
| 26.15 | 30.00 | 36.6% | 0.97 | 0.0041 | -0.036 | 172 | 0 | 1.16 | 2 | 52.0% | -0.03 | 0.0040 | -0.035 | |||
| 25.50 | 29.05 | 44.0% | 0.97 | 0.0046 | -0.040 | 173 | 0 | 1.15 | 45 | 50.3% | -0.03 | 0.0045 | -0.038 | |||
| 24.40 | 28.20 | 43.3% | 0.97 | 0.0051 | -0.043 | 174 | 0 | 1.37 | 59 | 50.8% | -0.04 | 0.0050 | -0.042 | |||
| 23.40 | 27.45 | 19 | 44.9% | 0.96 | 0.0057 | -0.048 | 175 | 0 | 1.36 | 21 | 49.1% | -0.04 | 0.0056 | -0.046 | ||
| 22.25 | 26.10 | 36.6% | 0.96 | 0.0064 | -0.052 | 176 | 0 | 1.55 | 6 | 49.1% | -0.05 | 0.0062 | -0.050 | |||
| 21.40 | 25.50 | 42.4% | 0.95 | 0.0070 | -0.056 | 177 | 0 | 0.9900 | 12 | 42.5% | -0.05 | 0.0069 | -0.055 | |||
| 20.40 | 24.35 | 39.2% | 0.94 | 0.0078 | -0.061 | 178 | 0 | 1.24 | 13 | 43.2% | -0.06 | 0.0076 | -0.060 | |||
| 19.35 | 23.60 | 1 | 39.8% | 0.94 | 0.0086 | -0.067 | 179 | 0 | 1.40 | 27 | 43.0% | -0.06 | 0.0084 | -0.065 | ||
| 18.45 | 22.60 | 2 | 39.1% | 0.93 | 0.0095 | -0.072 | 180 | 0.1000 | 1.06 | 32 | 39.4% | -0.07 | 0.0093 | -0.071 | ||
| 17.30 | 21.35 | 2 | 33.7% | 0.92 | 0.0105 | -0.078 | 181 | 0.0100 | 1.15 | 10 | 37.8% | -0.08 | 0.0103 | -0.077 | ||
| 16.80 | 20.25 | 7 | 35.9% | 0.91 | 0.0115 | -0.085 | 182 | 0.1100 | 0.8600 | 1 | 34.6% | -0.09 | 0.0113 | -0.083 | ||
| 16.85 | 19.80 | 39.6% | 0.90 | 0.0120 | -0.088 | 182.5 | 0.1600 | 0.9000 | 49 | 34.6% | -0.10 | 0.0119 | -0.086 | |||
| 15.85 | 19.25 | 19 | 34.8% | 0.90 | 0.0126 | -0.091 | 183 | 0.2800 | 0.9500 | 34 | 35.1% | -0.10 | 0.0124 | -0.090 | ||
| 15.15 | 18.50 | 14 | 37.0% | 0.89 | 0.0138 | -0.098 | 184 | 0.1700 | 1.25 | 58 | 34.9% | -0.11 | 0.0136 | -0.097 | ||
| 14.20 | 17.50 | 3 | 35.6% | 0.87 | 0.0150 | -0.105 | 185 | 0.2300 | 1.17 | 83 | 33.1% | -0.13 | 0.0148 | -0.104 | ||
| 13.65 | 16.45 | 4 | 36.2% | 0.86 | 0.0163 | -0.112 | 186 | 0.3400 | 1.30 | 23 | 33.0% | -0.14 | 0.0161 | -0.111 | ||
| 12.35 | 15.80 | 1 | 33 | 34.6% | 0.84 | 0.0176 | -0.120 | 187 | 0.7100 | 1.47 | 28 | 34.3% | -0.16 | 0.0174 | -0.119 | |
| 12.45 | 14.95 | 35.0% | 0.83 | 0.0183 | -0.124 | 187.5 | 0.6900 | 1.72 | 19 | 34.6% | -0.17 | 0.0181 | -0.123 | |||
| 11.60 | 14.55 | 37 | 32.8% | 0.82 | 0.0190 | -0.127 | 188 | 0.7600 | 2.13 | 1 | 36.1% | -0.18 | 0.0188 | -0.126 | ||
| 11.40 | 14.05 | 2 | 37.1% | 0.81 | 0.0203 | -0.135 | 189 | 1.00 | 1.75 | 70 | 7 | 33.4% | -0.20 | 0.0202 | -0.134 | |
| 10.60 | 13.50 | 23 | 37.8% | 0.78 | 0.0217 | -0.142 | 190 | 1.05 | 2.56 | 53 | 35.3% | -0.22 | 0.0216 | -0.142 | ||
| 9.85 | 12.40 | 10 | 10 | 36.3% | 0.76 | 0.0231 | -0.150 | 191 | 1.25 | 2.59 | 3 | 34.2% | -0.24 | 0.0229 | -0.149 | |
| 9.15 | 11.80 | 9 | 36.8% | 0.74 | 0.0244 | -0.157 | 192 | 1.67 | 2.83 | 34.6% | -0.26 | 0.0242 | -0.156 | |||
| 8.75 | 11.55 | 3 | 36.9% | 0.73 | 0.0250 | -0.160 | 192.5 | 1.67 | 3.20 | 6 | 34.9% | -0.27 | 0.0249 | -0.159 | ||
| 8.55 | 11.05 | 10 | 15 | 36.9% | 0.71 | 0.0256 | -0.163 | 193 | 1.80 | 3.35 | 8 | 34.8% | -0.29 | 0.0255 | -0.162 | |
| 7.90 | 10.50 | 10 | 15 | 37.3% | 0.69 | 0.0268 | -0.169 | 194 | 2.02 | 3.40 | 2 | 33.4% | -0.31 | 0.0267 | -0.168 | |
| 7.30 | 9.25 | 12 | 16 | 35.3% | 0.66 | 0.0278 | -0.174 | 195 | 2.46 | 3.65 | 13 | 33.4% | -0.34 | 0.0277 | -0.174 | |
| 6.10 | 8.35 | 12 | 20 | 32.4% | 0.63 | 0.0288 | -0.179 | 196 | 2.83 | 4.35 | 4 | 34.5% | -0.37 | 0.0286 | -0.178 | |
| 5.95 | 8.60 | 5 | 5 | 36.6% | 0.60 | 0.0295 | -0.182 | 197 | 3.20 | 5.25 | 50 | 36.0% | -0.40 | 0.0294 | -0.182 | |
| 5.65 | 8.15 | 10 | 36.0% | 0.59 | 0.0298 | -0.184 | 197.5 | 3.45 | 4.70 | 42 | 33.5% | -0.41 | 0.0297 | -0.183 | ||
| 4.90 | 7.80 | 10 | 15 | 34.2% | 0.57 | 0.0301 | -0.185 | 198 | 3.65 | 5.70 | 92 | 36.0% | -0.43 | 0.0300 | -0.185 | |
| 5.05 | 6.55 | 1 | 64 | 34.1% | 0.54 | 0.0305 | -0.187 | 199 | 3.80 | 5.60 | 34 | 33.1% | -0.46 | 0.0304 | -0.186 | |
| 4.30 | 6.05 | 19 | 106 | 33.3% | 0.51 | 0.0306 | -0.188 | 200 | 4.60 | 6.00 | 10 | 67 | 33.8% | -0.49 | 0.0306 | -0.187 |
| 3.45 | 4.85 | 68 | 33.9% | 0.44 | 0.0303 | -0.185 | 202.5 | 5.95 | 7.45 | 1 | 9 | 33.9% | -0.56 | 0.0302 | -0.184 | |
| 2.69 | 3.85 | 92 | 184 | 34.3% | 0.36 | 0.0288 | -0.176 | 205 | 7.45 | 9.80 | 36.4% | -0.64 | 0.0287 | -0.176 | ||
| 1.84 | 2.99 | 25 | 37 | 33.7% | 0.30 | 0.0264 | -0.163 | 207.5 | 8.95 | 11.00 | 33.9% | -0.70 | 0.0263 | -0.163 | ||
| 1.33 | 2.29 | 23 | 739 | 33.8% | 0.24 | 0.0235 | -0.147 | 210 | 10.85 | 12.85 | 1 | 33.8% | -0.76 | 0.0234 | -0.147 | |
| 0.8700 | 1.79 | 38 | 35 | 33.9% | 0.19 | 0.0203 | -0.130 | 212.5 | 12.85 | 14.90 | 34.0% | -0.81 | 0.0203 | -0.129 | ||
| 0.5700 | 1.33 | 69 | 33.8% | 0.15 | 0.0172 | -0.112 | 215 | 14.85 | 17.60 | 36.4% | -0.85 | 0.0172 | -0.112 | |||
| 0.3400 | 1.07 | 59 | 26 | 34.3% | 0.12 | 0.0143 | -0.095 | 217.5 | 16.75 | 19.80 | 34.9% | -0.88 | 0.0143 | -0.095 | ||
| 0 | 1.15 | 15 | 35.7% | 0.09 | 0.0118 | -0.080 | 220 | 18.75 | 22.45 | 35.7% | -0.91 | 0.0118 | -0.080 | |||
| 0.1600 | 0.6300 | 1 | 35.5% | 0.07 | 0.0096 | -0.067 | 222.5 | 21.20 | 24.60 | 35.2% | -0.93 | 0.0096 | -0.067 | |||
| 0 | 0.8900 | 7 | 39.4% | 0.06 | 0.0077 | -0.055 | 225 | 23.75 | 26.85 | 35.9% | -0.94 | 0.0077 | -0.055 | |||
| 0 | 0.3800 | 2 | 33 | 38.2% | 0.03 | 0.0050 | -0.037 | 230 | 28.30 | 31.90 | 34.1% | -0.96 | 0.0050 | -0.037 | ||
| 0 | 0.1500 | 8 | 37.5% | 0.02 | 0.0031 | -0.025 | 235 | 33.65 | 36.90 | 45.8% | -0.98 | 0.0032 | -0.025 | |||
| 0 | 0.7700 | 2 | 53.8% | 0.01 | 0.0020 | -0.017 | 240 | 38.45 | 42.00 | 49.1% | -0.99 | 0.0021 | -0.017 | |||
| 0 | 0.4200 | 39 | 52.8% | 0.01 | 0.0013 | -0.011 | 245 | 43.55 | 46.90 | 53.8% | -0.99 | 0.0014 | -0.012 | |||
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.
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