BABA optieketen Alibaba Group Holding Limited
Elke rij is één strike. De linkerhelft is de call, de rechterhelft de put. Bied/laat zijn de huidige prijzen van kopers en verkopers; volume is het aantal verhandelde contracten in deze sessie; open interest zijn de uitstaande contracten. De gemarkeerde rij ligt het dichtst bij de aandelenkoers.
Deze vervaldatum inprijst een beweging van ongeveer ±15.8% (91.55–125.95) · ATM IV 40.1% · P/C open interest 0.84
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Biedprijs | Vraag | Vol | 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 | Biedprijs | Vraag | Vol | OI | IV | Δ | Γ | Θ | |
| 53.65 | 55.45 | 12 | 72.2% | 1.00 | 0.0005 | 0.000 | 55 | 0.0300 | 0.1100 | 460 | 60.1% | -0.00 | 0.0005 | -0.002 | ||
| 48.80 | 50.50 | 42 | 65.7% | 0.99 | 0.0007 | 0.000 | 60 | 0 | 0.1200 | 1,867 | 52.1% | -0.01 | 0.0007 | -0.003 | ||
| 43.85 | 45.65 | 6 | 59.4% | 0.99 | 0.0011 | 0.000 | 65 | 0.0100 | 0.1200 | 332 | 46.2% | -0.01 | 0.0011 | -0.004 | ||
| 39.00 | 40.80 | 318 | 54.5% | 0.98 | 0.0017 | 0.000 | 70 | 0.1000 | 0.1600 | 2 | 497 | 44.3% | -0.02 | 0.0017 | -0.006 | |
| 34.35 | 36.45 | 625 | 55.4% | 0.97 | 0.0029 | -0.003 | 75 | 0.1500 | 0.4800 | 859 | 44.5% | -0.03 | 0.0029 | -0.009 | ||
| 29.65 | 31.50 | 616 | 49.4% | 0.95 | 0.0047 | -0.008 | 80 | 0.4400 | 0.6100 | 2 | 6,743 | 42.2% | -0.05 | 0.0047 | -0.013 | |
| 25.20 | 27.20 | 375 | 47.9% | 0.91 | 0.0071 | -0.015 | 85 | 0.8700 | 1.08 | 8 | 2,783 | 41.6% | -0.09 | 0.0072 | -0.020 | |
| 20.95 | 21.45 | 1 | 2,120 | 39.6% | 0.86 | 0.0101 | -0.023 | 90 | 1.63 | 1.81 | 9 | 10.8K | 41.3% | -0.14 | 0.0102 | -0.027 |
| 17.05 | 17.55 | 1,388 | 39.5% | 0.80 | 0.0131 | -0.032 | 95 | 2.65 | 2.87 | 234 | 10.7K | 40.6% | -0.21 | 0.0133 | -0.035 | |
| 13.55 | 14.15 | 8 | 2,776 | 39.5% | 0.72 | 0.0157 | -0.039 | 100 | 4.10 | 4.40 | 180 | 17.0K | 40.3% | -0.29 | 0.0161 | -0.041 |
| 10.75 | 11.10 | 3 | 7,441 | 39.8% | 0.63 | 0.0176 | -0.044 | 105 | 6.10 | 6.45 | 60 | 4,681 | 40.4% | -0.38 | 0.0181 | -0.046 |
| 8.30 | 8.60 | 61 | 11.7K | 39.9% | 0.54 | 0.0185 | -0.047 | 110 | 8.60 | 8.90 | 7 | 7,149 | 40.3% | -0.47 | 0.0192 | -0.049 |
| 6.35 | 6.60 | 18 | 3,788 | 40.1% | 0.45 | 0.0184 | -0.047 | 115 | 11.65 | 11.90 | 38 | 9,941 | 40.7% | -0.56 | 0.0192 | -0.048 |
| 4.80 | 5.05 | 38 | 11.5K | 40.7% | 0.37 | 0.0174 | -0.046 | 120 | 15.05 | 15.35 | 355 | 24.1K | 40.9% | -0.65 | 0.0183 | -0.046 |
| 3.55 | 3.75 | 220 | 8,940 | 40.8% | 0.30 | 0.0158 | -0.042 | 125 | 18.80 | 19.25 | 53 | 8,993 | 41.4% | -0.72 | 0.0169 | -0.043 |
| 2.65 | 2.84 | 165 | 15.6K | 41.3% | 0.24 | 0.0139 | -0.038 | 130 | 22.90 | 23.45 | 7,391 | 42.1% | -0.79 | 0.0152 | -0.038 | |
| 1.93 | 2.12 | 17 | 9,926 | 41.6% | 0.19 | 0.0120 | -0.034 | 135 | 27.35 | 27.75 | 4,990 | 42.7% | -0.84 | 0.0134 | -0.033 | |
| 1.50 | 1.66 | 264 | 23.7K | 42.7% | 0.15 | 0.0101 | -0.029 | 140 | 31.90 | 32.50 | 17.2K | 44.3% | -0.89 | 0.0118 | -0.028 | |
| 1.06 | 1.27 | 4 | 4,940 | 43.0% | 0.12 | 0.0085 | -0.025 | 145 | 35.50 | 37.25 | 11.7K | -0.93 | 0.0102 | -0.024 | ||
| 0.8500 | 0.9100 | 543 | 24.5K | 43.6% | 0.09 | 0.0070 | -0.021 | 150 | 40.35 | 42.05 | 13.1K | -0.96 | 0.0088 | -0.020 | ||
| 0.6100 | 0.7800 | 42 | 5,741 | 44.5% | 0.07 | 0.0058 | -0.018 | 155 | 45.25 | 47.15 | 767 | -0.98 | 0.0076 | -0.014 | ||
| 0.5100 | 0.6100 | 176 | 6,534 | 45.6% | 0.06 | 0.0048 | -0.015 | 160 | 50.20 | 52.10 | 166 | -0.99 | 0.0033 | -0.020 | ||
Getoonde uitoefenprijzen: binnen ±50% van de koers van de onderliggende waarde. Intrinsieke waarde = max(0, koers − uitoefenprijs) voor calls, max(0, uitoefenprijs − koers) voor puts; extrinsieke waarde = optieprijs − intrinsieke waarde. Grieken en IV zoals berekend door de beursfeed.
Volatiliteitsglimlach — Jan 15, 2027
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.