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 ±26.3% (89.77–153.92) · ATM IV 30.1% · P/C open interest 0.98
| 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 | |
| 58.30 | 60.65 | 167 | 42.8% | 0.97 | 0.0017 | 0.000 | 65 | 0.8500 | 1.26 | 1,104 | 39.3% | -0.04 | 0.0017 | -0.005 | ||
| 53.95 | 56.30 | 2,488 | 40.9% | 0.95 | 0.0022 | 0.000 | 70 | 1.12 | 1.39 | 1,863 | 37.0% | -0.05 | 0.0022 | -0.006 | ||
| 48.75 | 51.15 | 1 | 1,618 | 34.1% | 0.94 | 0.0027 | -0.001 | 75 | 1.47 | 2.00 | 2,851 | 36.2% | -0.07 | 0.0028 | -0.007 | |
| 44.30 | 47.80 | 404 | 34.9% | 0.92 | 0.0034 | -0.003 | 80 | 2.01 | 2.45 | 3,852 | 35.0% | -0.09 | 0.0035 | -0.008 | ||
| 41.20 | 43.65 | 1,690 | 35.7% | 0.90 | 0.0041 | -0.004 | 85 | 2.63 | 3.30 | 768 | 34.4% | -0.11 | 0.0043 | -0.009 | ||
| 39.15 | 41.75 | 111 | 35.1% | 0.88 | 0.0045 | -0.005 | 87.5 | 2.69 | 4.20 | 735 | 34.3% | -0.13 | 0.0047 | -0.010 | ||
| 37.20 | 39.70 | 707 | 34.4% | 0.87 | 0.0049 | -0.006 | 90 | 3.45 | 4.00 | 2,793 | 33.4% | -0.14 | 0.0051 | -0.011 | ||
| 35.55 | 37.90 | 137 | 34.5% | 0.85 | 0.0053 | -0.007 | 92.5 | 3.90 | 4.60 | 1,109 | 33.1% | -0.16 | 0.0056 | -0.011 | ||
| 33.70 | 36.05 | 585 | 34.0% | 0.84 | 0.0058 | -0.008 | 95 | 4.55 | 5.20 | 1,500 | 1,219 | 33.1% | -0.17 | 0.0060 | -0.012 | |
| 31.90 | 34.25 | 371 | 33.6% | 0.82 | 0.0062 | -0.009 | 97.5 | 5.25 | 6.45 | 1,573 | 33.8% | -0.19 | 0.0065 | -0.013 | ||
| 30.20 | 32.00 | 2 | 804 | 32.6% | 0.80 | 0.0066 | -0.010 | 100 | 5.85 | 6.55 | 10 | 5,448 | 32.7% | -0.21 | 0.0069 | -0.013 |
| 26.95 | 29.15 | 519 | 32.6% | 0.77 | 0.0074 | -0.011 | 105 | 7.25 | 8.05 | 3,637 | 32.1% | -0.25 | 0.0078 | -0.014 | ||
| 23.50 | 24.90 | 3 | 2,948 | 30.4% | 0.72 | 0.0082 | -0.012 | 110 | 8.85 | 9.85 | 1,057 | 3,581 | 31.6% | -0.30 | 0.0087 | -0.015 |
| 20.90 | 23.00 | 1 | 312 | 31.3% | 0.68 | 0.0089 | -0.013 | 115 | 10.70 | 11.55 | 10 | 2,483 | 30.9% | -0.34 | 0.0096 | -0.016 |
| 18.35 | 19.55 | 9 | 1,477 | 30.2% | 0.63 | 0.0094 | -0.014 | 120 | 12.10 | 14.15 | 14 | 4,108 | 30.1% | -0.39 | 0.0103 | -0.017 |
| 15.80 | 16.95 | 2 | 962 | 29.5% | 0.59 | 0.0099 | -0.015 | 125 | 15.25 | 15.95 | 7 | 2,225 | 29.8% | -0.45 | 0.0109 | -0.017 |
| 13.30 | 14.60 | 1 | 4,326 | 28.7% | 0.54 | 0.0102 | -0.015 | 130 | 16.95 | 19.45 | 1 | 3,665 | 29.3% | -0.50 | 0.0115 | -0.017 |
| 11.65 | 13.00 | 2 | 2,446 | 29.0% | 0.49 | 0.0104 | -0.015 | 135 | 20.50 | 22.50 | 761 | 29.6% | -0.56 | 0.0118 | -0.017 | |
| 10.20 | 11.40 | 17 | 3,482 | 29.2% | 0.45 | 0.0104 | -0.015 | 140 | 23.85 | 25.10 | 579 | 28.8% | -0.61 | 0.0122 | -0.017 | |
| 8.60 | 9.70 | 6 | 1,416 | 28.7% | 0.40 | 0.0102 | -0.015 | 145 | 26.45 | 29.25 | 1,565 | 28.3% | -0.67 | 0.0124 | -0.016 | |
| 7.40 | 8.00 | 38 | 5,440 | 28.3% | 0.36 | 0.0099 | -0.015 | 150 | 30.40 | 32.80 | 213 | 28.1% | -0.72 | 0.0128 | -0.016 | |
| 6.20 | 6.85 | 5 | 4,233 | 28.1% | 0.32 | 0.0096 | -0.014 | 155 | 34.90 | 36.45 | 195 | 28.2% | -0.78 | 0.0131 | -0.016 | |
| 5.45 | 7.40 | 4 | 3,426 | 29.9% | 0.28 | 0.0091 | -0.013 | 160 | 37.50 | 40.70 | 20 | 180 | 24.8% | -0.83 | 0.0131 | -0.016 |
| 4.40 | 4.90 | 797 | 27.8% | 0.25 | 0.0086 | -0.012 | 165 | 42.40 | 45.75 | 50 | 26.6% | -0.88 | 0.0121 | -0.014 | ||
| 3.70 | 4.40 | 1 | 1,672 | 28.0% | 0.22 | 0.0080 | -0.011 | 170 | 46.50 | 49.55 | 181 | -0.92 | 0.0103 | -0.011 | ||
| 2.99 | 4.15 | 3,727 | 28.3% | 0.19 | 0.0074 | -0.011 | 175 | 51.50 | 54.35 | 16 | -0.95 | 0.0075 | -0.005 | |||
| 2.54 | 3.30 | 1,173 | 28.0% | 0.17 | 0.0068 | -0.010 | 180 | 56.00 | 60.60 | 1 | -0.98 | 0.0049 | 0.000 | |||
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.