ZS цепочка опционов Zscaler, 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 ±11.4% (185.15–232.85) · ATM IV 59.5% · P/C открытого интереса 1.30
| 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 | |
| 95.75 | 99.75 | 7 | 108.2% | 0.99 | 0.0004 | -0.027 | 110 | 0 | 2.13 | 157.5% | -0.01 | 0.0004 | -0.027 | |||
| 90.75 | 94.75 | 99.3% | 0.99 | 0.0004 | -0.029 | 115 | 0 | 2.13 | 147.9% | -0.01 | 0.0004 | -0.029 | ||||
| 85.75 | 89.80 | 94.3% | 0.99 | 0.0005 | -0.031 | 120 | 0 | 2.13 | 138.7% | -0.01 | 0.0005 | -0.031 | ||||
| 80.80 | 84.65 | 76.2% | 0.99 | 0.0006 | -0.034 | 125 | 0 | 2.13 | 129.8% | -0.01 | 0.0006 | -0.034 | ||||
| 75.85 | 79.55 | 1 | 1 | 0.99 | 0.0008 | -0.037 | 130 | 0 | 2.13 | 121.3% | -0.01 | 0.0008 | -0.037 | |||
| 70.85 | 74.70 | 70.4% | 0.98 | 0.0009 | -0.041 | 135 | 0 | 2.14 | 113.2% | -0.02 | 0.0009 | -0.041 | ||||
| 65.90 | 69.85 | 73.9% | 0.98 | 0.0011 | -0.045 | 140 | 0 | 0.7900 | 6 | 4 | 87.0% | -0.02 | 0.0011 | -0.045 | ||
| 60.95 | 64.90 | 1 | 70.3% | 0.98 | 0.0014 | -0.050 | 145 | 0 | 2.16 | 97.6% | -0.02 | 0.0014 | -0.050 | |||
| 56.00 | 60.00 | 3 | 67.5% | 0.97 | 0.0018 | -0.057 | 150 | 0 | 2.28 | 4 | 91.1% | -0.03 | 0.0018 | -0.057 | ||
| 51.15 | 54.80 | 59.9% | 0.96 | 0.0022 | -0.065 | 155 | 0 | 2.38 | 8 | 84.5% | -0.04 | 0.0022 | -0.065 | |||
| 46.35 | 49.95 | 1 | 60.0% | 0.95 | 0.0029 | -0.076 | 160 | 0 | 2.55 | 56 | 78.4% | -0.05 | 0.0029 | -0.076 | ||
| 41.65 | 45.25 | 1 | 60.7% | 0.94 | 0.0037 | -0.091 | 165 | 0.2500 | 2.77 | 22 | 74.3% | -0.06 | 0.0037 | -0.091 | ||
| 37.15 | 40.70 | 1 | 61.6% | 0.92 | 0.0048 | -0.111 | 170 | 0.6100 | 1.65 | 54 | 62.0% | -0.08 | 0.0048 | -0.111 | ||
| 32.60 | 36.30 | 12 | 60.8% | 0.89 | 0.0061 | -0.137 | 175 | 0.7200 | 2.13 | 1 | 72 | 58.6% | -0.11 | 0.0061 | -0.137 | |
| 30.45 | 34.15 | 1 | 60.6% | 0.87 | 0.0068 | -0.152 | 177.5 | 1.06 | 3.15 | 62.0% | -0.13 | 0.0068 | -0.152 | |||
| 28.45 | 32.10 | 1 | 61.0% | 0.85 | 0.0075 | -0.168 | 180 | 1.49 | 3.20 | 3 | 42 | 60.3% | -0.15 | 0.0075 | -0.168 | |
| 26.45 | 30.05 | 1 | 1 | 60.9% | 0.83 | 0.0082 | -0.184 | 182.5 | 2.06 | 3.75 | 1 | 5 | 61.0% | -0.17 | 0.0083 | -0.184 |
| 24.35 | 28.05 | 10 | 60.1% | 0.81 | 0.0090 | -0.199 | 185 | 2.62 | 4.00 | 1 | 26 | 59.9% | -0.19 | 0.0090 | -0.200 | |
| 22.70 | 26.10 | 1 | 60.7% | 0.78 | 0.0097 | -0.214 | 187.5 | 3.35 | 4.80 | 20 | 60.9% | -0.22 | 0.0097 | -0.215 | ||
| 21.05 | 24.25 | 7 | 61.0% | 0.75 | 0.0103 | -0.228 | 190 | 4.10 | 5.80 | 12 | 26 | 62.1% | -0.25 | 0.0104 | -0.229 | |
| 19.20 | 22.45 | 5 | 60.4% | 0.73 | 0.0110 | -0.241 | 192.5 | 4.75 | 6.75 | 10 | 22 | 62.2% | -0.28 | 0.0110 | -0.242 | |
| 17.80 | 20.75 | 9 | 60.9% | 0.70 | 0.0116 | -0.253 | 195 | 5.70 | 7.05 | 141 | 158 | 60.8% | -0.31 | 0.0116 | -0.254 | |
| 16.25 | 19.15 | 8 | 60.8% | 0.66 | 0.0121 | -0.262 | 197.5 | 5.65 | 8.50 | 10 | 14 | 59.5% | -0.34 | 0.0121 | -0.264 | |
| 14.75 | 17.55 | 10 | 34 | 60.5% | 0.63 | 0.0125 | -0.270 | 200 | 6.65 | 9.35 | 10 | 67 | 59.0% | -0.37 | 0.0126 | -0.272 |
| 13.20 | 16.20 | 7 | 60.2% | 0.60 | 0.0129 | -0.277 | 202.5 | 7.95 | 10.35 | 3 | 16 | 59.3% | -0.40 | 0.0130 | -0.278 | |
| 11.80 | 14.65 | 47 | 29 | 59.4% | 0.57 | 0.0132 | -0.281 | 205 | 8.85 | 11.80 | 3 | 31 | 59.2% | -0.43 | 0.0132 | -0.283 |
| 10.50 | 13.65 | 7 | 11 | 59.8% | 0.53 | 0.0133 | -0.283 | 207.5 | 10.00 | 13.15 | 8 | 20 | 59.2% | -0.47 | 0.0134 | -0.285 |
| 9.60 | 12.45 | 25 | 30 | 60.3% | 0.50 | 0.0134 | -0.283 | 210 | 11.35 | 14.30 | 49 | 107 | 58.6% | -0.50 | 0.0135 | -0.285 |
| 8.30 | 11.35 | 5 | 13 | 59.6% | 0.47 | 0.0134 | -0.282 | 212.5 | 12.65 | 15.85 | 32 | 33 | 58.6% | -0.53 | 0.0135 | -0.284 |
| 7.35 | 10.30 | 18 | 28 | 59.5% | 0.44 | 0.0133 | -0.278 | 215 | 14.20 | 17.25 | 13 | 57 | 58.4% | -0.57 | 0.0134 | -0.281 |
| 6.40 | 9.00 | 13 | 37 | 58.4% | 0.40 | 0.0131 | -0.273 | 217.5 | 15.80 | 18.90 | 1 | 27 | 58.5% | -0.60 | 0.0132 | -0.276 |
| 5.65 | 8.45 | 25 | 35 | 59.3% | 0.37 | 0.0128 | -0.266 | 220 | 17.45 | 20.60 | 17 | 58.6% | -0.63 | 0.0130 | -0.269 | |
| 4.85 | 7.15 | 1 | 16 | 57.8% | 0.34 | 0.0125 | -0.258 | 222.5 | 19.20 | 22.30 | 1 | 77 | 58.5% | -0.66 | 0.0126 | -0.261 |
| 5.25 | 6.25 | 18 | 60 | 60.2% | 0.31 | 0.0121 | -0.248 | 225 | 21.00 | 23.70 | 134 | 57.2% | -0.69 | 0.0122 | -0.251 | |
| 3.95 | 6.30 | 6 | 58 | 60.3% | 0.29 | 0.0116 | -0.238 | 227.5 | 22.85 | 26.25 | 57 | 59.1% | -0.72 | 0.0117 | -0.241 | |
| 3.40 | 5.80 | 15 | 104 | 60.7% | 0.26 | 0.0111 | -0.226 | 230 | 24.60 | 28.20 | 1 | 19 | 58.6% | -0.74 | 0.0112 | -0.230 |
| 2.64 | 5.30 | 77 | 60.0% | 0.24 | 0.0105 | -0.214 | 232.5 | 26.60 | 30.20 | 7 | 58.6% | -0.77 | 0.0107 | -0.218 | ||
| 2.47 | 4.70 | 12 | 85 | 60.6% | 0.21 | 0.0099 | -0.202 | 235 | 28.65 | 32.25 | 2 | 58.6% | -0.79 | 0.0101 | -0.206 | |
| 1.90 | 4.00 | 15 | 34 | 61.9% | 0.17 | 0.0087 | -0.177 | 240 | 33.00 | 36.65 | 59.6% | -0.83 | 0.0089 | -0.181 | ||
| 1.06 | 3.15 | 66 | 60.4% | 0.14 | 0.0075 | -0.153 | 245 | 37.40 | 41.10 | 60.0% | -0.87 | 0.0078 | -0.158 | |||
| 1.13 | 1.94 | 38 | 53 | 59.8% | 0.11 | 0.0064 | -0.132 | 250 | 42.00 | 45.65 | 60.5% | -0.90 | 0.0066 | -0.136 | ||
| 0.7100 | 1.79 | 21 | 24 | 61.0% | 0.09 | 0.0054 | -0.113 | 255 | 46.65 | 50.30 | 60.8% | -0.92 | 0.0056 | -0.118 | ||
| 0.5300 | 1.25 | 15 | 21 | 60.3% | 0.07 | 0.0046 | -0.097 | 260 | 51.40 | 55.05 | 61.3% | -0.94 | 0.0048 | -0.102 | ||
| 0.2600 | 1.33 | 5 | 62.7% | 0.06 | 0.0039 | -0.084 | 265 | 56.20 | 59.85 | 61.6% | -0.95 | 0.0040 | -0.089 | |||
| 0 | 2.57 | 5 | 6 | 73.7% | 0.05 | 0.0033 | -0.074 | 270 | 61.15 | 64.70 | 1 | 62.9% | -0.96 | 0.0034 | -0.078 | |
| 0.0500 | 2.47 | 1 | 77.1% | 0.04 | 0.0028 | -0.066 | 275 | 66.00 | 69.65 | 63.6% | -0.97 | 0.0029 | -0.069 | |||
| 0 | 2.38 | 8 | 79.8% | 0.04 | 0.0024 | -0.060 | 280 | 70.95 | 74.60 | 65.1% | -0.97 | 0.0025 | -0.062 | |||
| 0 | 2.31 | 12 | 82.9% | 0.03 | 0.0021 | -0.055 | 285 | 75.95 | 79.65 | 69.2% | -0.98 | 0.0021 | -0.055 | |||
| 0 | 2.26 | 85.9% | 0.03 | 0.0019 | -0.051 | 290 | 80.95 | 84.65 | 72.2% | -0.98 | 0.0018 | -0.050 | ||||
| 0 | 2.22 | 88.9% | 0.03 | 0.0017 | -0.047 | 295 | 85.60 | 89.65 | 63.9% | -0.98 | 0.0016 | -0.046 | ||||
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 — Nov 06, 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.