AMGN opsiyon zinciri Amgen Inc.
Her satır bir strike'a karşılık gelir. Sol yarı call'ı, sağ yarı put'u gösterir. Bid/ask, alıcıların ve satıcıların şu anda belirlediği fiyatlardır; hacim bu seansta işlem gören kontrat sayısıdır; open interest mevcut açık kontratlardır. Vurgulanan satır hisse senedi fiyatına en yakın strike'tır.
Bu vade yaklaşık şu kadar bir hareket fiyatlıyor: ±23.8% (324.00–526.80) · ATM IV 31.9% · P/C açık pozisyon 0.45
| CALL'LAR | Strike | PUTLAR | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Alış | Sor | Hac. | 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 | Alış | Sor | Hac. | OI | IV | Δ | Γ | Θ | |
| 205.50 | 210.00 | 41.3% | 0.98 | 0.0004 | 0.000 | 220 | 0.5000 | 2.76 | 10 | 39.8% | -0.03 | 0.0004 | -0.014 | |||
| 196.50 | 200.50 | 40.4% | 0.97 | 0.0004 | 0.000 | 230 | 1.34 | 3.15 | 4 | 39.8% | -0.03 | 0.0004 | -0.016 | |||
| 187.00 | 191.50 | 39.2% | 0.97 | 0.0005 | 0.000 | 240 | 1.25 | 5.00 | 2 | 7 | 40.2% | -0.04 | 0.0005 | -0.018 | ||
| 178.00 | 182.50 | 38.6% | 0.96 | 0.0006 | 0.000 | 250 | 0.5000 | 5.30 | 8 | 37.2% | -0.04 | 0.0006 | -0.021 | |||
| 169.00 | 173.50 | 37.8% | 0.95 | 0.0007 | 0.000 | 260 | 1.90 | 6.40 | 15 | 38.0% | -0.05 | 0.0007 | -0.023 | |||
| 160.00 | 164.50 | 36.8% | 0.94 | 0.0008 | -0.004 | 270 | 2.25 | 6.10 | 1 | 1 | 35.7% | -0.06 | 0.0009 | -0.027 | ||
| 151.50 | 156.00 | 36.6% | 0.93 | 0.0010 | -0.008 | 280 | 3.00 | 6.00 | 12 | 34.1% | -0.08 | 0.0010 | -0.030 | |||
| 143.00 | 147.50 | 3 | 36.1% | 0.91 | 0.0011 | -0.013 | 290 | 4.50 | 9.05 | 5 | 35.7% | -0.09 | 0.0012 | -0.034 | ||
| 134.50 | 139.00 | 35.4% | 0.90 | 0.0013 | -0.018 | 300 | 5.50 | 10.50 | 32 | 35.1% | -0.11 | 0.0013 | -0.037 | |||
| 126.50 | 131.00 | 1 | 35.1% | 0.88 | 0.0014 | -0.023 | 310 | 7.50 | 12.00 | 6 | 35.0% | -0.12 | 0.0015 | -0.041 | ||
| 118.50 | 123.50 | 1 | 34.9% | 0.86 | 0.0016 | -0.028 | 320 | 9.00 | 14.00 | 16 | 34.6% | -0.14 | 0.0016 | -0.045 | ||
| 111.00 | 115.50 | 7 | 34.4% | 0.84 | 0.0018 | -0.033 | 330 | 11.00 | 15.05 | 17 | 33.0% | -0.16 | 0.0018 | -0.048 | ||
| 103.50 | 108.50 | 3 | 34.3% | 0.82 | 0.0020 | -0.038 | 340 | 13.50 | 18.50 | 3 | 34.2% | -0.18 | 0.0020 | -0.052 | ||
| 96.50 | 101.00 | 33.8% | 0.80 | 0.0021 | -0.043 | 350 | 16.00 | 21.00 | 7 | 33.9% | -0.21 | 0.0022 | -0.055 | |||
| 89.50 | 94.50 | 9 | 33.7% | 0.78 | 0.0023 | -0.047 | 360 | 19.00 | 23.50 | 131 | 33.5% | -0.23 | 0.0024 | -0.059 | ||
| 83.00 | 88.00 | 14 | 33.5% | 0.75 | 0.0024 | -0.051 | 370 | 22.00 | 26.35 | 3 | 43 | 33.1% | -0.26 | 0.0025 | -0.061 | |
| 77.00 | 81.50 | 11 | 33.2% | 0.72 | 0.0026 | -0.055 | 380 | 25.50 | 29.55 | 56 | 32.9% | -0.29 | 0.0027 | -0.064 | ||
| 71.00 | 75.50 | 336 | 33.0% | 0.69 | 0.0027 | -0.058 | 390 | 29.00 | 34.00 | 30 | 32.8% | -0.32 | 0.0028 | -0.066 | ||
| 65.00 | 70.00 | 27 | 32.7% | 0.66 | 0.0028 | -0.061 | 400 | 33.45 | 37.95 | 60 | 32.7% | -0.35 | 0.0030 | -0.068 | ||
| 59.50 | 64.50 | 578 | 32.4% | 0.63 | 0.0030 | -0.064 | 410 | 37.50 | 41.90 | 28 | 32.3% | -0.38 | 0.0031 | -0.070 | ||
| 55.00 | 59.00 | 22 | 32.2% | 0.60 | 0.0030 | -0.066 | 420 | 42.10 | 46.60 | 63 | 32.0% | -0.41 | 0.0032 | -0.071 | ||
| 49.50 | 54.50 | 8 | 31.9% | 0.57 | 0.0031 | -0.068 | 430 | 47.15 | 51.65 | 95 | 31.9% | -0.44 | 0.0033 | -0.071 | ||
| 45.00 | 50.00 | 148 | 31.7% | 0.54 | 0.0032 | -0.069 | 440 | 52.40 | 56.90 | 17 | 31.7% | -0.47 | 0.0033 | -0.072 | ||
| 41.50 | 46.00 | 101 | 31.8% | 0.51 | 0.0032 | -0.069 | 450 | 58.00 | 62.50 | 16 | 31.5% | -0.51 | 0.0034 | -0.071 | ||
| 37.25 | 42.00 | 69 | 31.5% | 0.48 | 0.0032 | -0.069 | 460 | 64.00 | 68.50 | 4 | 31.4% | -0.54 | 0.0034 | -0.071 | ||
| 34.90 | 38.50 | 24 | 31.8% | 0.46 | 0.0032 | -0.069 | 470 | 70.00 | 75.00 | 1 | 31.3% | -0.57 | 0.0034 | -0.070 | ||
| 30.00 | 35.00 | 1 | 16 | 31.1% | 0.43 | 0.0032 | -0.069 | 480 | 77.00 | 81.50 | 2 | 14 | 31.3% | -0.60 | 0.0034 | -0.068 |
| 27.45 | 31.95 | 2 | 31.2% | 0.40 | 0.0031 | -0.068 | 490 | 83.50 | 88.50 | 31.1% | -0.63 | 0.0034 | -0.067 | |||
| 24.50 | 29.00 | 1 | 13 | 31.0% | 0.37 | 0.0031 | -0.066 | 500 | 90.50 | 95.50 | 1 | 30.9% | -0.66 | 0.0034 | -0.065 | |
| 21.50 | 26.50 | 30.8% | 0.35 | 0.0030 | -0.065 | 510 | 98.00 | 102.60 | 30.8% | -0.69 | 0.0034 | -0.063 | ||||
| 19.50 | 24.00 | 5 | 30.8% | 0.32 | 0.0029 | -0.063 | 520 | 106.00 | 110.50 | 30.9% | -0.72 | 0.0034 | -0.061 | |||
| 17.25 | 22.00 | 30.7% | 0.30 | 0.0028 | -0.061 | 530 | 113.50 | 118.50 | 30.7% | -0.75 | 0.0033 | -0.059 | ||||
| 15.65 | 20.00 | 43 | 30.7% | 0.28 | 0.0027 | -0.059 | 540 | 122.00 | 126.50 | 30.7% | -0.77 | 0.0032 | -0.056 | |||
| 13.50 | 18.50 | 105 | 30.6% | 0.26 | 0.0026 | -0.057 | 550 | 130.50 | 135.00 | 30.8% | -0.80 | 0.0032 | -0.053 | |||
| 12.20 | 16.20 | 30.4% | 0.24 | 0.0025 | -0.054 | 560 | 139.00 | 143.50 | 30.6% | -0.82 | 0.0031 | -0.050 | ||||
| 9.05 | 13.65 | 1 | 30.3% | 0.20 | 0.0023 | -0.050 | 580 | 156.50 | 161.50 | 30.6% | -0.87 | 0.0028 | -0.040 | |||
| 7.00 | 11.50 | 1 | 30.3% | 0.17 | 0.0021 | -0.045 | 600 | 175.00 | 180.00 | 30.8% | -0.90 | 0.0024 | -0.029 | |||
| 6.70 | 9.65 | 3 | 1 | 31.1% | 0.14 | 0.0018 | -0.040 | 620 | 194.00 | 198.50 | 30.5% | -0.93 | 0.0019 | -0.015 | ||
Gösterilen kullanım fiyatları: dayanak varlık fiyatının ±%50'si dahilinde. İçsel değer = call'lar için max(0, fiyat − kullanım fiyatı), put'lar için max(0, kullanım fiyatı − fiyat); dışsal değer = opsiyon fiyatı − içsel değer. Borsa akışı tarafından hesaplanan Yunan değerleri ve IV.
Volatilite gülümsemesi — Sep 17, 2027
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.