BAC optieketen Bank of America Corporation
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 ±20.0% (40.32–60.45) · ATM IV 26.7% · P/C open interest 1.72
| 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 | |
| 16.85 | 25.40 | 1 | 14 | 36.9% | 0.94 | 0.0060 | -0.001 | 30 | 0.0600 | 1.89 | 2 | 77 | 47.8% | -0.06 | 0.0062 | -0.004 |
| 14.55 | 23.15 | 10 | 34.7% | 0.92 | 0.0078 | -0.002 | 32.5 | 0.0700 | 2.17 | 76 | 44.0% | -0.08 | 0.0081 | -0.004 | ||
| 12.35 | 20.90 | 13 | 32.8% | 0.90 | 0.0101 | -0.003 | 35 | 0.1200 | 2.55 | 15 | 477 | 40.9% | -0.11 | 0.0104 | -0.005 | |
| 12.35 | 16.70 | 1 | 3 | 31.8% | 0.87 | 0.0128 | -0.004 | 37.5 | 0.0100 | 3.05 | 150 | 298 | 37.4% | -0.14 | 0.0132 | -0.005 |
| 10.30 | 14.65 | 1 | 33 | 30.4% | 0.84 | 0.0159 | -0.004 | 40 | 0.0100 | 3.40 | 1,823 | 7,769 | 33.6% | -0.17 | 0.0164 | -0.006 |
| 8.35 | 12.70 | 12 | 42 | 29.1% | 0.79 | 0.0195 | -0.005 | 42.5 | 0.0100 | 3.95 | 341 | 697 | 30.4% | -0.22 | 0.0200 | -0.006 |
| 6.60 | 10.95 | 6 | 41 | 28.3% | 0.74 | 0.0231 | -0.006 | 45 | 0.3400 | 4.60 | 35 | 3,138 | 28.2% | -0.28 | 0.0238 | -0.007 |
| 5.00 | 9.30 | 12 | 34 | 27.3% | 0.67 | 0.0264 | -0.007 | 47.5 | 1.14 | 5.45 | 602 | 3,649 | 27.4% | -0.34 | 0.0275 | -0.007 |
| 3.60 | 7.90 | 27 | 116 | 26.7% | 0.61 | 0.0291 | -0.007 | 50 | 2.18 | 6.45 | 22 | 3,327 | 26.6% | -0.42 | 0.0306 | -0.008 |
| 2.39 | 6.70 | 1 | 643 | 26.2% | 0.53 | 0.0306 | -0.007 | 52.5 | 3.40 | 7.70 | 325 | 26.0% | -0.49 | 0.0327 | -0.008 | |
| 1.36 | 5.65 | 55 | 3,096 | 25.6% | 0.46 | 0.0309 | -0.007 | 55 | 4.85 | 9.20 | 990 | 25.6% | -0.57 | 0.0338 | -0.008 | |
| 0.5300 | 4.80 | 17 | 419 | 25.2% | 0.39 | 0.0299 | -0.007 | 57.5 | 6.50 | 10.85 | 862 | 25.1% | -0.65 | 0.0337 | -0.007 | |
| 0.1200 | 4.15 | 6 | 4,330 | 25.7% | 0.34 | 0.0280 | -0.007 | 60 | 8.40 | 12.75 | 349 | 24.9% | -0.72 | 0.0324 | -0.007 | |
| 0.0900 | 3.65 | 22 | 2,573 | 27.2% | 0.29 | 0.0256 | -0.007 | 62.5 | 10.45 | 14.80 | 104 | 24.6% | -0.77 | 0.0301 | -0.007 | |
| 0.0100 | 3.25 | 622 | 28.4% | 0.25 | 0.0232 | -0.006 | 65 | 12.65 | 17.00 | 368 | 24.2% | -0.82 | 0.0271 | -0.006 | ||
| 0.0100 | 2.95 | 1 | 313 | 29.9% | 0.21 | 0.0208 | -0.006 | 67.5 | 12.90 | 21.45 | 9 | 23.8% | -0.86 | 0.0239 | -0.005 | |
| 0.0100 | 2.74 | 2 | 116 | 31.4% | 0.19 | 0.0187 | -0.006 | 70 | 15.35 | 23.90 | -0.89 | 0.0219 | -0.004 | |||
| 0.0700 | 2.41 | 360 | 32.5% | 0.17 | 0.0168 | -0.005 | 72.5 | 17.80 | 26.40 | -0.92 | 0.0221 | -0.004 | ||||
| 0.0700 | 2.15 | 30 | 192 | 33.5% | 0.15 | 0.0151 | -0.005 | 75 | 20.30 | 28.90 | -0.95 | 0.0232 | -0.004 | |||
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 — Sep 17, 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.