BABA rantai opsi Alibaba Group Holding Limited
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±33.5% (73.83–148.19) · ATM IV 42.0% · P/C open interest 0.65
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | 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 | Bid | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 52.60 | 55.00 | 1 | 37.7% | 0.96 | 0.0020 | 0.000 | 60 | 0.9500 | 1.28 | 43.9% | -0.05 | 0.0020 | -0.007 | |||
| 48.00 | 50.60 | 37.2% | 0.94 | 0.0026 | -0.002 | 65 | 1.66 | 1.88 | 4 | 44.3% | -0.07 | 0.0027 | -0.008 | |||
| 45.80 | 46.35 | 1 | 43.9% | 0.91 | 0.0033 | -0.005 | 70 | 2.38 | 2.59 | 11 | 43.8% | -0.09 | 0.0034 | -0.010 | ||
| 41.80 | 42.60 | 7 | 7 | 43.6% | 0.89 | 0.0040 | -0.007 | 75 | 3.20 | 3.65 | 5 | 43.5% | -0.12 | 0.0041 | -0.012 | |
| 38.15 | 38.95 | 1 | 43.4% | 0.86 | 0.0047 | -0.010 | 80 | 4.35 | 4.60 | 5 | 42.9% | -0.15 | 0.0048 | -0.014 | ||
| 34.70 | 35.50 | 11 | 43.1% | 0.82 | 0.0054 | -0.012 | 85 | 5.70 | 5.95 | 11 | 42.7% | -0.18 | 0.0056 | -0.016 | ||
| 31.70 | 32.50 | 54 | 43.5% | 0.79 | 0.0061 | -0.015 | 90 | 7.30 | 7.60 | 178 | 42.6% | -0.22 | 0.0063 | -0.018 | ||
| 28.55 | 29.35 | 19 | 42.9% | 0.75 | 0.0067 | -0.017 | 95 | 9.15 | 9.60 | 10 | 19 | 42.8% | -0.26 | 0.0069 | -0.020 | |
| 26.00 | 26.60 | 1 | 96 | 43.0% | 0.71 | 0.0072 | -0.019 | 100 | 11.20 | 11.50 | 2 | 74 | 42.4% | -0.30 | 0.0074 | -0.021 |
| 23.35 | 24.05 | 89 | 42.8% | 0.67 | 0.0076 | -0.020 | 105 | 13.55 | 14.05 | 43 | 42.7% | -0.34 | 0.0079 | -0.022 | ||
| 20.40 | 21.45 | 1 | 33 | 41.6% | 0.63 | 0.0079 | -0.021 | 110 | 16.10 | 16.40 | 32 | 42.5% | -0.38 | 0.0083 | -0.023 | |
| 19.10 | 19.60 | 68 | 42.8% | 0.59 | 0.0081 | -0.022 | 115 | 18.95 | 19.25 | 30 | 42.7% | -0.42 | 0.0086 | -0.024 | ||
| 17.20 | 17.85 | 5 | 163 | 43.0% | 0.56 | 0.0082 | -0.023 | 120 | 21.95 | 22.25 | 87 | 42.7% | -0.46 | 0.0089 | -0.024 | |
| 15.40 | 16.10 | 30 | 42.9% | 0.52 | 0.0083 | -0.024 | 125 | 25.15 | 25.50 | 78 | 42.9% | -0.50 | 0.0090 | -0.025 | ||
| 14.15 | 14.60 | 143 | 43.3% | 0.49 | 0.0082 | -0.024 | 130 | 28.55 | 28.90 | 1 | 43.1% | -0.54 | 0.0091 | -0.025 | ||
| 12.75 | 13.25 | 33 | 43.4% | 0.45 | 0.0082 | -0.024 | 135 | 32.10 | 32.45 | 43.2% | -0.58 | 0.0092 | -0.025 | |||
| 11.50 | 12.00 | 14 | 43.5% | 0.42 | 0.0080 | -0.024 | 140 | 35.80 | 36.20 | 200 | 43.3% | -0.62 | 0.0092 | -0.025 | ||
| 10.35 | 10.85 | 19 | 43.6% | 0.39 | 0.0078 | -0.024 | 145 | 39.65 | 40.10 | 43.5% | -0.65 | 0.0092 | -0.024 | |||
| 9.35 | 9.80 | 1 | 111 | 43.7% | 0.36 | 0.0076 | -0.023 | 150 | 43.70 | 44.55 | 2 | 44.3% | -0.68 | 0.0092 | -0.024 | |
| 8.55 | 9.00 | 42 | 44.1% | 0.34 | 0.0074 | -0.023 | 155 | 47.80 | 48.20 | 43.9% | -0.72 | 0.0091 | -0.024 | |||
| 7.75 | 8.15 | 105 | 44.1% | 0.31 | 0.0071 | -0.022 | 160 | 51.70 | 53.05 | 44.5% | -0.75 | 0.0090 | -0.023 | |||
| 7.00 | 7.40 | 46 | 44.2% | 0.29 | 0.0069 | -0.022 | 165 | 56.40 | 57.35 | 45.2% | -0.78 | 0.0089 | -0.022 | |||
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Sep 17, 2027
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.