ZM цепочка опционов Zoom Communications, Inc.
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 ±6.2% (90.44–102.50) · ATM IV 37.5% · P/C открытого интереса 0.65
| 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 | |
| 44.75 | 48.05 | 4 | 179.8% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.1000 | 1 | 125 | 130.1% | -0.00 | 0.0000 | -0.000 | |
| 39.30 | 43.05 | 16 | 136.2% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 1.00 | 42 | 161.5% | -0.00 | 0.0000 | -0.000 | ||
| 34.30 | 37.65 | 34 | 1.00 | 0.0001 | 0.000 | 60 | 0 | 0.7800 | 264 | 133.0% | -0.00 | 0.0001 | -0.001 | |||
| 31.80 | 35.15 | 35 | 1.00 | 0.0002 | 0.000 | 62.5 | 0.0100 | 0.0200 | 1,446 | 77.5% | -0.00 | 0.0002 | -0.001 | |||
| 29.35 | 32.65 | 13 | 1.00 | 0.0003 | 0.000 | 65 | 0 | 0.9700 | 6,564 | 118.8% | -0.00 | 0.0003 | -0.001 | |||
| 26.80 | 30.15 | 1 | 26 | 1.00 | 0.0005 | 0.000 | 67.5 | 0 | 0.7100 | 431 | 102.3% | -0.00 | 0.0005 | -0.002 | ||
| 24.30 | 27.65 | 58 | 1.00 | 0.0008 | 0.000 | 70 | 0 | 0.3900 | 586 | 83.3% | -0.00 | 0.0008 | -0.003 | |||
| 21.80 | 25.60 | 95 | 74.4% | 1.00 | 0.0013 | -0.001 | 72.5 | 0 | 2.13 | 1,320 | 111.2% | -0.00 | 0.0013 | -0.004 | ||
| 19.35 | 22.70 | 100 | 34.7% | 0.99 | 0.0022 | -0.004 | 75 | 0.0100 | 0.2000 | 585 | 60.8% | -0.01 | 0.0022 | -0.006 | ||
| 16.90 | 20.65 | 69 | 63.0% | 0.99 | 0.0036 | -0.007 | 77.5 | 0 | 2.15 | 1 | 698 | 91.2% | -0.01 | 0.0037 | -0.010 | |
| 15.05 | 17.70 | 8 | 2,615 | 59.4% | 0.98 | 0.0061 | -0.013 | 80 | 0.0200 | 0.3600 | 4 | 4,688 | 52.4% | -0.02 | 0.0062 | -0.015 |
| 11.90 | 15.75 | 138 | 49.3% | 0.96 | 0.0102 | -0.021 | 82.5 | 0 | 0.5000 | 11 | 2,833 | 47.9% | -0.04 | 0.0102 | -0.022 | |
| 10.35 | 12.85 | 640 | 49.8% | 0.93 | 0.0165 | -0.032 | 85 | 0.0900 | 0.4400 | 10 | 1,196 | 40.9% | -0.07 | 0.0166 | -0.034 | |
| 7.70 | 10.55 | 830 | 41.5% | 0.88 | 0.0254 | -0.047 | 87.5 | 0.1900 | 0.6800 | 21 | 1,987 | 38.1% | -0.12 | 0.0255 | -0.049 | |
| 5.75 | 8.45 | 10 | 3,955 | 41.3% | 0.80 | 0.0362 | -0.065 | 90 | 0.4700 | 1.09 | 18 | 1,269 | 36.5% | -0.20 | 0.0365 | -0.066 |
| 4.60 | 5.55 | 408 | 37.6% | 0.70 | 0.0463 | -0.082 | 92.5 | 1.20 | 1.79 | 8 | 944 | 37.2% | -0.30 | 0.0467 | -0.083 | |
| 4.30 | 5.20 | 1 | 37.7% | 0.67 | 0.0479 | -0.085 | 93 | 1.25 | 1.97 | 1 | 122 | 36.5% | -0.33 | 0.0484 | -0.086 | |
| 3.75 | 4.55 | 83 | 37.9% | 0.62 | 0.0506 | -0.089 | 94 | 1.60 | 2.38 | 168 | 36.5% | -0.38 | 0.0511 | -0.090 | ||
| 3.20 | 3.95 | 4 | 2,077 | 37.8% | 0.57 | 0.0522 | -0.093 | 95 | 2.33 | 2.85 | 9 | 1,215 | 38.6% | -0.43 | 0.0528 | -0.094 |
| 2.72 | 3.45 | 2 | 75 | 38.1% | 0.52 | 0.0528 | -0.095 | 96 | 2.53 | 3.35 | 1 | 136 | 36.9% | -0.48 | 0.0534 | -0.096 |
| 2.27 | 2.98 | 152 | 38.1% | 0.47 | 0.0524 | -0.095 | 97 | 3.05 | 3.95 | 33 | 94 | 37.1% | -0.54 | 0.0531 | -0.096 | |
| 2.12 | 2.77 | 5 | 726 | 38.5% | 0.44 | 0.0518 | -0.095 | 97.5 | 3.30 | 4.25 | 2 | 431 | 36.9% | -0.56 | 0.0525 | -0.096 |
| 1.92 | 2.57 | 3 | 101 | 38.5% | 0.42 | 0.0511 | -0.094 | 98 | 3.60 | 4.55 | 40 | 36.8% | -0.59 | 0.0518 | -0.095 | |
| 1.53 | 2.22 | 166 | 38.4% | 0.37 | 0.0489 | -0.091 | 99 | 4.25 | 5.05 | 1 | 139 | 35.9% | -0.64 | 0.0496 | -0.092 | |
| 1.28 | 1.90 | 121 | 7,117 | 38.8% | 0.33 | 0.0462 | -0.088 | 100 | 4.90 | 5.95 | 2 | 3,060 | 37.0% | -0.68 | 0.0470 | -0.089 |
| 0.9900 | 1.64 | 7 | 85 | 38.8% | 0.29 | 0.0431 | -0.084 | 101 | 5.60 | 6.75 | 37 | 37.1% | -0.72 | 0.0438 | -0.085 | |
| 0.7900 | 1.42 | 13 | 61 | 39.2% | 0.25 | 0.0398 | -0.079 | 102 | 6.50 | 7.25 | 1 | 85 | 35.8% | -0.76 | 0.0405 | -0.080 |
| 0.6200 | 1.19 | 30 | 39.3% | 0.22 | 0.0363 | -0.074 | 103 | 7.20 | 8.40 | 80 | 37.7% | -0.79 | 0.0370 | -0.075 | ||
| 0.4700 | 1.07 | 51 | 40.0% | 0.19 | 0.0330 | -0.069 | 104 | 7.20 | 9.80 | 28 | 34.6% | -0.82 | 0.0336 | -0.069 | ||
| 0.4500 | 0.9400 | 49 | 4,187 | 41.5% | 0.16 | 0.0297 | -0.063 | 105 | 8.05 | 10.65 | 5 | 1,183 | 33.3% | -0.85 | 0.0303 | -0.064 |
| 0.2800 | 0.8200 | 505 | 41.2% | 0.14 | 0.0266 | -0.058 | 106 | 8.35 | 11.55 | -0.87 | 0.0274 | -0.058 | ||||
| 0.1800 | 0.5600 | 1 | 361 | 40.9% | 0.12 | 0.0238 | -0.053 | 107 | 9.85 | 12.50 | 42 | 28.9% | -0.89 | 0.0246 | -0.053 | |
| 0.1300 | 0.6300 | 564 | 42.0% | 0.11 | 0.0212 | -0.049 | 108 | 10.75 | 13.40 | -0.90 | 0.0221 | -0.049 | ||||
| 0.0700 | 0.5500 | 11 | 42.2% | 0.09 | 0.0188 | -0.044 | 109 | 11.70 | 14.35 | -0.92 | 0.0199 | -0.045 | ||||
| 0.1000 | 0.4900 | 471 | 7,351 | 44.0% | 0.08 | 0.0167 | -0.040 | 110 | 12.60 | 15.30 | 606 | -0.93 | 0.0179 | -0.041 | ||
| 0.0100 | 0.4400 | 101 | 43.5% | 0.07 | 0.0147 | -0.036 | 111 | 13.70 | 16.20 | -0.94 | 0.0161 | -0.039 | ||||
| 0.0100 | 0.4100 | 257 | 45.0% | 0.06 | 0.0130 | -0.033 | 112 | 14.35 | 17.85 | -0.95 | 0.0147 | -0.036 | ||||
| 0 | 0.8600 | 86 | 55.0% | 0.05 | 0.0115 | -0.030 | 113 | 15.60 | 18.95 | 48.5% | -0.96 | 0.0134 | -0.034 | |||
| 0 | 1.87 | 1,211 | 70.4% | 0.05 | 0.0102 | -0.027 | 114 | 16.65 | 19.85 | 49.1% | -0.97 | 0.0121 | -0.031 | |||
| 0.0500 | 0.4000 | 29 | 2,976 | 51.6% | 0.04 | 0.0090 | -0.024 | 115 | 17.05 | 20.90 | 97 | -0.98 | 0.0110 | -0.029 | ||
| 0 | 2.19 | 8 | 78.8% | 0.04 | 0.0080 | -0.022 | 116 | 18.05 | 21.90 | -0.98 | 0.0095 | -0.025 | ||||
| 0 | 2.18 | 43 | 81.1% | 0.03 | 0.0070 | -0.020 | 117 | 19.60 | 22.90 | 54.9% | -0.99 | 0.0082 | -0.021 | |||
| 0 | 2.17 | 2 | 83.4% | 0.03 | 0.0062 | -0.018 | 118 | 20.60 | 23.90 | 56.8% | -0.99 | 0.0067 | -0.018 | |||
| 0 | 2.09 | 25 | 84.7% | 0.02 | 0.0055 | -0.016 | 119 | 21.05 | 24.90 | -0.99 | 0.0050 | -0.017 | ||||
| 0 | 0.0700 | 7 | 1,815 | 45.8% | 0.02 | 0.0049 | -0.015 | 120 | 22.55 | 25.90 | 44 | 58.6% | -1.00 | 0.0037 | -0.015 | |
| 0 | 0.3000 | 4 | 4,874 | 65.1% | 0.01 | 0.0027 | -0.009 | 125 | 27.05 | 30.90 | -1.00 | 0.0001 | -0.013 | |||
| 0.0100 | 0.0500 | 4 | 1,523 | 58.6% | 0.01 | 0.0016 | -0.005 | 130 | 32.05 | 35.90 | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.6400 | 7 | 294 | 91.1% | 0.00 | 0.0009 | -0.003 | 135 | 37.35 | 40.90 | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.15 | 1,139 | 110.4% | 0.00 | 0.0005 | -0.002 | 140 | 42.05 | 45.90 | -1.00 | 0.0000 | -0.013 | ||||
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.