XRT цепочка опционов State Street SPDR S&P Retail ETF
Cboe delayed options data · по состоянию на 12:47 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 ±23.0% (66.82–106.82) · ATM IV 26.4% · P/C открытого интереса 0.98
| 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 | |
| 37.75 | 47.75 | 2 | 38.2% | 0.96 | 0.0019 | 0.000 | 45 | 0 | 9.80 | 20 | 71.2% | -0.03 | 0.0018 | -0.002 | ||
| 33.45 | 43.45 | 110 | 37.9% | 0.95 | 0.0028 | 0.000 | 50 | 0 | 4.95 | 7 | 48.8% | -0.04 | 0.0028 | -0.003 | ||
| 28.95 | 38.95 | 20 | 34.6% | 0.92 | 0.0039 | -0.000 | 55 | 0 | 3.00 | 1 | 36.3% | -0.06 | 0.0040 | -0.004 | ||
| 24.85 | 34.85 | 33 | 33.6% | 0.90 | 0.0054 | -0.002 | 60 | 0 | 5.95 | 39.3% | -0.09 | 0.0056 | -0.005 | |||
| 20.55 | 30.55 | 185 | 30.6% | 0.86 | 0.0072 | -0.003 | 65 | 0.0500 | 10.00 | 42.3% | -0.13 | 0.0075 | -0.006 | |||
| 16.70 | 26.70 | 116 | 29.3% | 0.81 | 0.0092 | -0.005 | 70 | 0.0500 | 10.00 | 701 | 36.1% | -0.18 | 0.0096 | -0.007 | ||
| 13.10 | 23.10 | 5 | 28.0% | 0.76 | 0.0113 | -0.007 | 75 | 0 | 10.00 | 22 | 30.2% | -0.24 | 0.0119 | -0.009 | ||
| 12.40 | 22.40 | 2 | 27.7% | 0.74 | 0.0117 | -0.007 | 76 | 0 | 8.30 | 14 | 26.2% | -0.25 | 0.0124 | -0.009 | ||
| 9.65 | 19.65 | 12 | 20.3% | 0.73 | 0.0121 | -0.007 | 77 | 0 | 10.00 | 1 | 27.9% | -0.26 | 0.0128 | -0.009 | ||
| 11.10 | 21.10 | 186 | 27.4% | 0.72 | 0.0125 | -0.007 | 78 | 0.1500 | 10.15 | 27.1% | -0.28 | 0.0133 | -0.009 | |||
| 10.50 | 20.50 | 5 | 27.3% | 0.71 | 0.0128 | -0.008 | 79 | 2.50 | 12.45 | 11 | 33.1% | -0.29 | 0.0137 | -0.009 | ||
| 9.80 | 19.80 | 67 | 26.9% | 0.69 | 0.0132 | -0.008 | 80 | 0.8500 | 10.85 | 73 | 26.9% | -0.31 | 0.0142 | -0.010 | ||
| 9.40 | 19.40 | 4 | 27.3% | 0.68 | 0.0135 | -0.008 | 81 | 1.20 | 11.20 | 24 | 26.7% | -0.32 | 0.0146 | -0.010 | ||
| 10.65 | 20.65 | 2 | 32.5% | 0.66 | 0.0139 | -0.008 | 82 | 1.60 | 11.60 | 1 | 26.7% | -0.34 | 0.0150 | -0.010 | ||
| 8.45 | 18.40 | 11 | 27.1% | 0.65 | 0.0142 | -0.009 | 83 | 2.00 | 12.00 | 52 | 26.6% | -0.35 | 0.0154 | -0.010 | ||
| 6.95 | 16.95 | 66 | 24.6% | 0.64 | 0.0144 | -0.009 | 84 | 2.40 | 12.40 | 2 | 26.4% | -0.37 | 0.0158 | -0.010 | ||
| 6.95 | 16.95 | 12 | 26.1% | 0.62 | 0.0147 | -0.009 | 85 | 2.90 | 12.90 | 28 | 26.5% | -0.38 | 0.0161 | -0.010 | ||
| 9.15 | 19.15 | 5 | 33.6% | 0.61 | 0.0150 | -0.009 | 86 | 3.40 | 13.40 | 3 | 26.5% | -0.40 | 0.0165 | -0.010 | ||
| 6.15 | 16.15 | 3 | 26.5% | 0.59 | 0.0152 | -0.009 | 87 | 3.85 | 13.85 | 42 | 26.3% | -0.42 | 0.0168 | -0.011 | ||
| 6.10 | 16.10 | 33 | 27.6% | 0.58 | 0.0154 | -0.009 | 88 | 4.35 | 14.35 | 26 | 26.3% | -0.43 | 0.0171 | -0.011 | ||
| 7.00 | 13.15 | 35 | 26.0% | 0.56 | 0.0155 | -0.009 | 89 | 4.85 | 14.85 | 4 | 26.2% | -0.45 | 0.0174 | -0.011 | ||
| 1.10 | 11.10 | 8 | 16.5% | 0.55 | 0.0157 | -0.009 | 90 | 3.05 | 13.00 | 116 | 19.8% | -0.47 | 0.0177 | -0.011 | ||
| 4.25 | 14.25 | 26.0% | 0.53 | 0.0158 | -0.009 | 91 | 6.95 | 16.95 | 30 | 29.1% | -0.49 | 0.0180 | -0.011 | |||
| 3.85 | 13.85 | 78 | 26.0% | 0.52 | 0.0159 | -0.009 | 92 | 7.00 | 17.00 | 5 | 27.4% | -0.50 | 0.0182 | -0.011 | ||
| 0.1500 | 10.15 | 6 | 6 | 17.2% | 0.50 | 0.0160 | -0.010 | 93 | 3.45 | 13.45 | 14 | 15.8% | -0.52 | 0.0184 | -0.011 | |
| 3.10 | 13.10 | 12 | 26.0% | 0.49 | 0.0160 | -0.010 | 94 | 7.65 | 17.65 | 25.8% | -0.54 | 0.0186 | -0.011 | |||
| 2.65 | 12.65 | 7 | 25.7% | 0.47 | 0.0160 | -0.010 | 95 | 8.40 | 18.40 | 2 | 26.1% | -0.56 | 0.0188 | -0.011 | ||
| 0 | 10.00 | 17.9% | 0.46 | 0.0160 | -0.010 | 96 | 8.85 | 18.85 | 25.6% | -0.57 | 0.0189 | -0.011 | ||||
| 0 | 10.00 | 18.7% | 0.44 | 0.0160 | -0.009 | 97 | 9.50 | 19.50 | 1 | 25.6% | -0.59 | 0.0191 | -0.011 | |||
| 1.60 | 11.60 | 1 | 25.5% | 0.43 | 0.0159 | -0.009 | 98 | 12.70 | 22.70 | 1 | 32.5% | -0.61 | 0.0191 | -0.011 | ||
| 0.9000 | 10.90 | 24.4% | 0.41 | 0.0158 | -0.009 | 99 | 10.80 | 20.80 | 1 | 25.3% | -0.63 | 0.0192 | -0.011 | |||
| 0.9500 | 10.95 | 2 | 25.3% | 0.40 | 0.0157 | -0.009 | 100 | 11.80 | 21.80 | 31 | 26.2% | -0.64 | 0.0192 | -0.010 | ||
| 0 | 10.00 | 99 | 26.3% | 0.33 | 0.0149 | -0.009 | 105 | 15.05 | 25.05 | 13 | 24.6% | -0.73 | 0.0189 | -0.010 | ||
| 0 | 10.00 | 10 | 29.4% | 0.28 | 0.0138 | -0.008 | 110 | 19.55 | 29.55 | 2 | 26.1% | -0.80 | 0.0183 | -0.009 | ||
| 0 | 10.00 | 12 | 32.0% | 0.23 | 0.0124 | -0.007 | 115 | 23.75 | 33.75 | 25.5% | -0.87 | 0.0186 | -0.008 | |||
| 0 | 3.00 | 21.5% | 0.18 | 0.0109 | -0.007 | 120 | 28.40 | 38.40 | 25.6% | -0.95 | 0.0197 | -0.009 | ||||
| 0 | 10.00 | 8 | 37.0% | 0.15 | 0.0095 | -0.006 | 125 | 33.25 | 43.25 | -0.99 | 0.0059 | -0.008 | ||||
| 0 | 10.00 | 9 | 39.3% | 0.12 | 0.0082 | -0.005 | 130 | 38.25 | 48.25 | -1.00 | 0.0000 | -0.008 | ||||
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 — Jan 21, 2028
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы