C opsiyon zinciri Citigroup Inc.
Her satır bir strike'a karşılık gelir. Sol yarı call'ı, sağ yarı put'u gösterir. Bid/ask, alıcıların ve satıcıların şu anda belirlediği fiyatlardır; hacim bu seansta işlem gören kontrat sayısıdır; open interest mevcut açık kontratlardır. Vurgulanan satır hisse senedi fiyatına en yakın strike'tır.
Bu vade yaklaşık şu kadar bir hareket fiyatlıyor: ±6.5% (113.78–129.63) · ATM IV 27.4% · P/C açık pozisyon 2.06
| CALL'LAR | Strike | PUTLAR | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Alış | Sor | Hac. | 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 | Alış | Sor | Hac. | OI | IV | Δ | Γ | Θ | |
| 54.85 | 58.90 | 13 | 100.6% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.13 | 211 | 140.9% | -0.00 | 0.0001 | -0.001 | ||
| 49.85 | 53.75 | 10 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.1400 | 125 | 79.8% | -0.00 | 0.0001 | -0.001 | |||
| 45.95 | 48.10 | 2,232 | 90.7% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.3300 | 221 | 79.7% | -0.00 | 0.0002 | -0.001 | ||
| 40.95 | 43.15 | 33 | 81.0% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 0.0400 | 1,828 | 53.7% | -0.00 | 0.0004 | -0.002 | ||
| 36.35 | 38.15 | 67 | 78.4% | 1.00 | 0.0003 | 0.000 | 85 | 0 | 0.1200 | 560 | 48.6% | -0.00 | 0.0008 | -0.003 | ||
| 30.20 | 33.95 | 117 | 61.6% | 1.00 | 0.0007 | 0.000 | 90 | 0.0300 | 0.0900 | 14 | 617 | 45.3% | -0.01 | 0.0014 | -0.005 | |
| 26.00 | 28.90 | 300 | 62.4% | 0.99 | 0.0017 | -0.002 | 95 | 0 | 0.1000 | 28 | 934 | 37.1% | -0.02 | 0.0028 | -0.008 | |
| 21.35 | 23.35 | 1 | 282 | 49.9% | 0.98 | 0.0042 | -0.008 | 100 | 0.1000 | 0.2100 | 79 | 10.2K | 36.1% | -0.03 | 0.0054 | -0.014 |
| 16.70 | 17.40 | 6 | 159 | 33.1% | 0.95 | 0.0096 | -0.018 | 105 | 0.2400 | 0.3900 | 33 | 2,779 | 32.8% | -0.06 | 0.0104 | -0.022 |
| 12.15 | 13.30 | 148 | 35.5% | 0.89 | 0.0194 | -0.035 | 110 | 0.6600 | 0.7500 | 381 | 43.3K | 30.7% | -0.13 | 0.0191 | -0.036 | |
| 9.55 | 11.15 | 35.4% | 0.82 | 0.0268 | -0.047 | 113 | 0.9400 | 1.25 | 30 | 28.9% | -0.19 | 0.0258 | -0.046 | |||
| 8.75 | 10.35 | 34.8% | 0.79 | 0.0292 | -0.050 | 114 | 1.29 | 1.43 | 11 | 29.2% | -0.22 | 0.0281 | -0.049 | |||
| 7.75 | 9.10 | 2 | 413 | 31.2% | 0.76 | 0.0316 | -0.054 | 115 | 1.53 | 1.68 | 690 | 6,620 | 29.1% | -0.25 | 0.0305 | -0.052 |
| 7.15 | 8.80 | 33.3% | 0.73 | 0.0337 | -0.056 | 116 | 1.76 | 1.93 | 53 | 28.6% | -0.28 | 0.0327 | -0.055 | |||
| 6.50 | 8.10 | 33.1% | 0.70 | 0.0357 | -0.059 | 117 | 2.04 | 2.22 | 28 | 28.3% | -0.32 | 0.0348 | -0.058 | |||
| 5.95 | 7.55 | 33.6% | 0.66 | 0.0374 | -0.061 | 118 | 2.44 | 2.55 | 571 | 28.6% | -0.35 | 0.0367 | -0.060 | |||
| 5.25 | 5.65 | 1 | 28.4% | 0.62 | 0.0389 | -0.062 | 119 | 2.81 | 2.93 | 30 | 28.2% | -0.39 | 0.0383 | -0.061 | ||
| 4.70 | 5.05 | 521 | 534 | 28.3% | 0.58 | 0.0400 | -0.063 | 120 | 3.20 | 3.35 | 683 | 6,417 | 28.1% | -0.43 | 0.0397 | -0.062 |
| 4.15 | 4.40 | 3 | 27.5% | 0.54 | 0.0408 | -0.063 | 121 | 3.65 | 3.80 | 38 | 27.7% | -0.47 | 0.0406 | -0.063 | ||
| 3.65 | 3.80 | 119 | 27.4% | 0.50 | 0.0411 | -0.062 | 122 | 4.10 | 4.30 | 137 | 27.4% | -0.51 | 0.0413 | -0.063 | ||
| 3.15 | 3.35 | 27.0% | 0.46 | 0.0411 | -0.061 | 123 | 4.50 | 4.85 | 124 | 26.8% | -0.55 | 0.0414 | -0.062 | |||
| 2.73 | 2.87 | 127 | 26.8% | 0.42 | 0.0406 | -0.060 | 124 | 4.35 | 5.45 | 34 | 24.1% | -0.59 | 0.0412 | -0.060 | ||
| 2.36 | 2.45 | 806 | 2,550 | 26.7% | 0.38 | 0.0398 | -0.058 | 125 | 5.65 | 6.05 | 102 | 2,612 | 26.3% | -0.63 | 0.0404 | -0.058 |
| 1.96 | 2.11 | 33 | 26.4% | 0.34 | 0.0385 | -0.055 | 126 | 6.30 | 6.80 | 4 | 26.4% | -0.67 | 0.0392 | -0.055 | ||
| 1.65 | 2.06 | 106 | 27.3% | 0.30 | 0.0369 | -0.052 | 127 | 6.50 | 7.55 | 10 | 24.4% | -0.71 | 0.0376 | -0.052 | ||
| 1.40 | 1.59 | 18 | 26.5% | 0.27 | 0.0349 | -0.049 | 128 | 7.05 | 8.25 | 23.1% | -0.75 | 0.0356 | -0.049 | |||
| 1.19 | 1.34 | 21 | 26.4% | 0.24 | 0.0327 | -0.045 | 129 | 7.30 | 8.95 | 19.1% | -0.78 | 0.0333 | -0.045 | |||
| 1.00 | 1.07 | 599 | 2,656 | 26.1% | 0.21 | 0.0304 | -0.042 | 130 | 8.65 | 10.00 | 10 | 2,676 | 23.3% | -0.81 | 0.0308 | -0.041 |
| 0.8100 | 0.9500 | 319 | 26.2% | 0.18 | 0.0278 | -0.038 | 131 | 9.05 | 10.75 | 18.5% | -0.84 | 0.0281 | -0.037 | |||
| 0.6800 | 0.8000 | 108 | 26.3% | 0.15 | 0.0253 | -0.034 | 132 | 9.90 | 11.80 | 18.6% | -0.86 | 0.0254 | -0.033 | |||
| 0.5400 | 0.7400 | 45 | 26.7% | 0.13 | 0.0228 | -0.031 | 133 | 10.80 | 12.65 | -0.88 | 0.0227 | -0.029 | ||||
| 0.4700 | 0.5600 | 3 | 26.5% | 0.11 | 0.0204 | -0.028 | 134 | 11.70 | 13.50 | -0.90 | 0.0201 | -0.026 | ||||
| 0.3800 | 0.4700 | 442 | 7,694 | 26.5% | 0.10 | 0.0182 | -0.025 | 135 | 13.05 | 14.30 | 1 | 3,049 | -0.92 | 0.0177 | -0.023 | |
| 0.2600 | 0.4500 | 39 | 26.7% | 0.08 | 0.0162 | -0.023 | 136 | 13.55 | 15.25 | -0.93 | 0.0155 | -0.020 | ||||
| 0.1500 | 0.4800 | 25 | 27.2% | 0.07 | 0.0143 | -0.020 | 137 | 14.30 | 16.65 | -0.94 | 0.0136 | -0.017 | ||||
| 0.2000 | 0.3600 | 5 | 27.7% | 0.06 | 0.0127 | -0.018 | 138 | 15.25 | 17.15 | -0.95 | 0.0118 | -0.015 | ||||
| 0.1300 | 0.4000 | 28.6% | 0.06 | 0.0113 | -0.017 | 139 | 16.20 | 18.45 | -0.96 | 0.0103 | -0.013 | |||||
| 0.1200 | 0.2200 | 68 | 4,295 | 27.3% | 0.05 | 0.0100 | -0.015 | 140 | 18.20 | 19.40 | 10 | 1,082 | 26.7% | -0.96 | 0.0091 | -0.011 |
| 0 | 0.0900 | 8 | 4,072 | 26.6% | 0.03 | 0.0059 | -0.011 | 145 | 21.55 | 25.50 | 219 | -0.98 | 0.0050 | -0.006 | ||
| 0 | 0.0900 | 1 | 7,723 | 30.9% | 0.02 | 0.0039 | -0.008 | 150 | 26.60 | 30.40 | 138 | -0.99 | 0.0031 | -0.003 | ||
| 0 | 0.1800 | 1,577 | 38.4% | 0.01 | 0.0027 | -0.007 | 155 | 32.45 | 34.20 | 83 | -0.99 | 0.0020 | -0.001 | |||
| 0 | 0.1700 | 3,479 | 42.3% | 0.01 | 0.0019 | -0.005 | 160 | 37.45 | 39.80 | -0.99 | 0.0014 | 0.000 | ||||
| 0 | 0.0800 | 1,207 | 42.1% | 0.01 | 0.0014 | -0.005 | 165 | 42.45 | 44.65 | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0700 | 534 | 45.0% | 0.01 | 0.0011 | -0.004 | 170 | 47.45 | 49.25 | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 0.0600 | 6 | 279 | 47.5% | 0.01 | 0.0009 | -0.003 | 175 | 52.40 | 54.40 | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.0500 | 154 | 49.8% | 0.00 | 0.0007 | -0.003 | 180 | 57.40 | 59.25 | -1.00 | 0.0004 | 0.000 | ||||
Gösterilen kullanım fiyatları: dayanak varlık fiyatının ±%50'si dahilinde. İçsel değer = call'lar için max(0, fiyat − kullanım fiyatı), put'lar için max(0, kullanım fiyatı − fiyat); dışsal değer = opsiyon fiyatı − içsel değer. Borsa akışı tarafından hesaplanan Yunan değerleri ve IV.
Volatilite gülümsemesi — Nov 20, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.