C rantai opsi Citigroup Inc.
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 ±22.7% (94.12–149.42) · ATM IV 30.3% · P/C open interest 1.80
| 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 | |
| 56.45 | 60.35 | 41.8% | 0.98 | 0.0014 | 0.000 | 65 | 0.4000 | 0.6400 | 498 | 39.2% | -0.03 | 0.0014 | -0.004 | |||
| 52.60 | 55.05 | 40.1% | 0.97 | 0.0019 | 0.000 | 70 | 0.5900 | 0.8500 | 69 | 37.7% | -0.04 | 0.0020 | -0.005 | |||
| 48.20 | 50.55 | 39.0% | 0.95 | 0.0025 | 0.000 | 75 | 0.8400 | 1.29 | 2 | 3 | 36.9% | -0.05 | 0.0026 | -0.007 | ||
| 43.05 | 46.70 | 11 | 36.9% | 0.94 | 0.0033 | -0.002 | 80 | 1.21 | 1.60 | 39 | 35.4% | -0.07 | 0.0034 | -0.008 | ||
| 39.40 | 42.00 | 36.3% | 0.92 | 0.0042 | -0.004 | 85 | 1.60 | 2.06 | 174 | 34.0% | -0.09 | 0.0043 | -0.010 | |||
| 35.30 | 37.65 | 11 | 34.8% | 0.89 | 0.0052 | -0.006 | 90 | 2.47 | 2.82 | 3 | 737 | 33.8% | -0.12 | 0.0053 | -0.011 | |
| 31.15 | 33.65 | 10 | 33.4% | 0.85 | 0.0063 | -0.009 | 95 | 3.05 | 3.85 | 16 | 1,408 | 32.8% | -0.15 | 0.0065 | -0.013 | |
| 27.55 | 29.85 | 436 | 33.5% | 0.82 | 0.0074 | -0.011 | 100 | 4.15 | 4.95 | 17 | 719 | 32.2% | -0.19 | 0.0077 | -0.015 | |
| 24.00 | 26.30 | 17 | 32.0% | 0.77 | 0.0086 | -0.013 | 105 | 5.75 | 5.85 | 6,775 | 4,474 | 31.5% | -0.24 | 0.0089 | -0.016 | |
| 20.05 | 23.00 | 32 | 30.5% | 0.73 | 0.0096 | -0.015 | 110 | 6.90 | 8.00 | 6 | 729 | 31.1% | -0.29 | 0.0101 | -0.018 | |
| 17.60 | 19.95 | 5 | 30.6% | 0.67 | 0.0106 | -0.016 | 115 | 8.90 | 9.70 | 11 | 1,184 | 30.6% | -0.34 | 0.0111 | -0.019 | |
| 15.25 | 17.20 | 1 | 1,026 | 30.5% | 0.62 | 0.0113 | -0.017 | 120 | 11.00 | 11.85 | 1,089 | 2,519 | 30.1% | -0.40 | 0.0121 | -0.019 |
| 12.85 | 14.15 | 58 | 29.5% | 0.56 | 0.0118 | -0.018 | 125 | 12.85 | 13.95 | 24 | 590 | 28.6% | -0.47 | 0.0128 | -0.020 | |
| 10.60 | 11.50 | 139 | 28.5% | 0.51 | 0.0122 | -0.018 | 130 | 15.25 | 17.55 | 332 | 28.8% | -0.53 | 0.0133 | -0.019 | ||
| 8.90 | 9.75 | 61 | 239 | 28.5% | 0.45 | 0.0122 | -0.018 | 135 | 18.60 | 19.95 | 470 | 28.0% | -0.59 | 0.0137 | -0.019 | |
| 6.80 | 8.35 | 174 | 28.0% | 0.39 | 0.0120 | -0.018 | 140 | 21.50 | 23.35 | 183 | 27.1% | -0.66 | 0.0139 | -0.018 | ||
| 5.95 | 6.40 | 1,508 | 2,121 | 27.7% | 0.34 | 0.0115 | -0.017 | 145 | 26.05 | 27.10 | 86 | 28.1% | -0.72 | 0.0141 | -0.018 | |
| 4.75 | 5.85 | 1 | 188 | 28.3% | 0.30 | 0.0109 | -0.016 | 150 | 29.80 | 31.30 | 73 | 27.9% | -0.78 | 0.0141 | -0.017 | |
| 3.60 | 4.35 | 50 | 293 | 27.2% | 0.26 | 0.0101 | -0.015 | 155 | 34.20 | 35.40 | 107 | 27.9% | -0.84 | 0.0136 | -0.016 | |
| 3.05 | 3.60 | 364 | 27.5% | 0.22 | 0.0093 | -0.013 | 160 | 37.65 | 39.75 | 2 | 23.1% | -0.89 | 0.0122 | -0.014 | ||
| 2.29 | 3.45 | 174 | 28.0% | 0.19 | 0.0084 | -0.012 | 165 | 42.55 | 44.50 | -0.93 | 0.0099 | -0.009 | ||||
| 2.03 | 2.91 | 50 | 919 | 28.5% | 0.16 | 0.0076 | -0.011 | 170 | 47.35 | 49.25 | -0.96 | 0.0071 | -0.004 | |||
| 1.72 | 2.25 | 1,147 | 28.4% | 0.14 | 0.0068 | -0.010 | 175 | 51.45 | 54.95 | -0.98 | 0.0047 | 0.000 | ||||
| 1.28 | 1.75 | 2 | 365 | 27.9% | 0.12 | 0.0060 | -0.009 | 180 | 56.35 | 60.00 | -0.99 | 0.0027 | 0.000 | |||
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.