C optieketen Citigroup Inc.
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 ±28.6% (96.41–173.56) · ATM IV 31.3% · P/C open interest 1.08
| 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 | |
| 64.50 | 68.30 | 2,365 | 35.3% | 0.96 | 0.0015 | 0.000 | 70 | 1.25 | 1.49 | 1,891 | 40.1% | -0.05 | 0.0016 | -0.006 | ||
| 61.00 | 64.50 | 1,604 | 39.3% | 0.95 | 0.0019 | 0.000 | 75 | 1.66 | 1.94 | 1 | 2,870 | 39.2% | -0.06 | 0.0019 | -0.007 | |
| 56.40 | 60.00 | 394 | 36.6% | 0.93 | 0.0023 | -0.001 | 80 | 2.14 | 2.32 | 4 | 3,115 | 37.9% | -0.07 | 0.0024 | -0.008 | |
| 52.80 | 55.60 | 1 | 1,690 | 36.4% | 0.92 | 0.0028 | -0.002 | 85 | 2.60 | 2.90 | 8 | 757 | 36.8% | -0.09 | 0.0028 | -0.009 |
| 50.50 | 53.55 | 124 | 35.4% | 0.91 | 0.0030 | -0.003 | 87.5 | 3.00 | 3.40 | 731 | 36.9% | -0.10 | 0.0031 | -0.009 | ||
| 48.50 | 51.30 | 709 | 34.6% | 0.90 | 0.0033 | -0.004 | 90 | 3.25 | 3.60 | 11 | 2,475 | 35.9% | -0.11 | 0.0034 | -0.010 | |
| 46.30 | 50.00 | 5 | 142 | 35.1% | 0.89 | 0.0036 | -0.005 | 92.5 | 3.70 | 4.00 | 12 | 989 | 35.7% | -0.12 | 0.0037 | -0.010 |
| 45.10 | 48.00 | 569 | 35.8% | 0.88 | 0.0038 | -0.006 | 95 | 4.00 | 4.60 | 1,201 | 35.4% | -0.13 | 0.0040 | -0.011 | ||
| 42.50 | 45.75 | 371 | 33.8% | 0.86 | 0.0041 | -0.006 | 97.5 | 4.40 | 5.05 | 1,498 | 34.9% | -0.14 | 0.0043 | -0.012 | ||
| 40.80 | 44.40 | 721 | 34.4% | 0.85 | 0.0044 | -0.007 | 100 | 4.90 | 5.45 | 5,355 | 34.4% | -0.16 | 0.0046 | -0.012 | ||
| 37.75 | 40.75 | 556 | 34.4% | 0.82 | 0.0050 | -0.009 | 105 | 5.85 | 6.75 | 1,531 | 33.8% | -0.18 | 0.0052 | -0.013 | ||
| 34.20 | 36.05 | 1 | 2,927 | 32.3% | 0.79 | 0.0056 | -0.010 | 110 | 7.40 | 8.30 | 1 | 2,388 | 33.8% | -0.22 | 0.0059 | -0.014 |
| 31.30 | 34.00 | 285 | 33.4% | 0.76 | 0.0062 | -0.012 | 115 | 7.95 | 10.30 | 28 | 1,281 | 32.7% | -0.25 | 0.0065 | -0.015 | |
| 28.20 | 30.90 | 1 | 1,440 | 32.9% | 0.73 | 0.0067 | -0.013 | 120 | 10.55 | 11.90 | 2,835 | 32.1% | -0.29 | 0.0071 | -0.016 | |
| 25.15 | 28.15 | 942 | 32.4% | 0.69 | 0.0072 | -0.014 | 125 | 11.45 | 13.20 | 2,599 | 31.1% | -0.33 | 0.0077 | -0.017 | ||
| 22.50 | 25.40 | 2,627 | 31.9% | 0.65 | 0.0076 | -0.015 | 130 | 13.20 | 14.95 | 3,126 | 30.2% | -0.37 | 0.0082 | -0.017 | ||
| 20.50 | 22.15 | 24 | 2,454 | 31.3% | 0.61 | 0.0080 | -0.016 | 135 | 16.85 | 17.65 | 536 | 31.3% | -0.41 | 0.0087 | -0.018 | |
| 18.55 | 19.45 | 2 | 4,495 | 30.9% | 0.57 | 0.0083 | -0.016 | 140 | 18.80 | 20.35 | 511 | 30.6% | -0.45 | 0.0091 | -0.018 | |
| 16.50 | 17.30 | 4 | 1,485 | 30.6% | 0.54 | 0.0085 | -0.017 | 145 | 22.15 | 23.05 | 1 | 2,372 | 30.7% | -0.50 | 0.0094 | -0.018 |
| 13.80 | 15.95 | 7 | 7,147 | 30.2% | 0.50 | 0.0086 | -0.017 | 150 | 25.05 | 26.30 | 184 | 30.6% | -0.54 | 0.0097 | -0.018 | |
| 12.70 | 14.35 | 902 | 30.6% | 0.46 | 0.0086 | -0.017 | 155 | 28.25 | 29.55 | 194 | 30.4% | -0.59 | 0.0100 | -0.018 | ||
| 11.15 | 12.00 | 1,297 | 29.7% | 0.42 | 0.0085 | -0.016 | 160 | 30.55 | 33.15 | 173 | 29.4% | -0.63 | 0.0101 | -0.017 | ||
| 9.20 | 11.30 | 4 | 222 | 29.7% | 0.39 | 0.0084 | -0.016 | 165 | 34.10 | 36.80 | 49 | 29.2% | -0.68 | 0.0102 | -0.017 | |
| 8.55 | 9.65 | 103 | 29.7% | 0.35 | 0.0082 | -0.016 | 170 | 38.00 | 40.60 | 132 | 29.1% | -0.72 | 0.0101 | -0.016 | ||
| 6.90 | 8.50 | 3 | 1,757 | 29.0% | 0.32 | 0.0079 | -0.015 | 175 | 41.65 | 44.70 | 13 | 28.6% | -0.76 | 0.0099 | -0.015 | |
| 6.00 | 7.45 | 2 | 214 | 28.9% | 0.29 | 0.0076 | -0.014 | 180 | 46.00 | 49.00 | 1 | 28.9% | -0.80 | 0.0099 | -0.014 | |
| 5.70 | 6.70 | 365 | 29.4% | 0.26 | 0.0073 | -0.014 | 185 | 50.00 | 53.35 | 10 | 28.3% | -0.84 | 0.0100 | -0.013 | ||
| 4.60 | 6.40 | 6 | 354 | 29.5% | 0.24 | 0.0069 | -0.013 | 190 | 55.00 | 57.90 | 1 | 29.1% | -0.87 | 0.0102 | -0.013 | |
| 4.45 | 5.50 | 1 | 192 | 29.8% | 0.22 | 0.0065 | -0.012 | 195 | 59.50 | 62.45 | 28.6% | -0.91 | 0.0111 | -0.015 | ||
| 3.30 | 4.65 | 1 | 93 | 28.8% | 0.20 | 0.0061 | -0.012 | 200 | 64.00 | 67.25 | -0.95 | 0.0105 | -0.014 | |||
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 21, 2028
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.