CAT opsiyon zinciri Caterpillar 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: ±33.6% (482.61–971.15) · ATM IV 40.0% · P/C açık pozisyon 0.68
| 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 | |
| 368.00 | 386.00 | 9 | 45.2% | 0.96 | 0.0003 | 0.000 | 370 | 2.59 | 15.45 | 5 | 47.4% | -0.04 | 0.0003 | -0.036 | ||
| 362.70 | 374.40 | 5 | 45.1% | 0.96 | 0.0003 | 0.000 | 380 | 3.25 | 11.10 | 6 | 43.5% | -0.05 | 0.0003 | -0.040 | ||
| 351.50 | 368.00 | 3 | 44.4% | 0.95 | 0.0003 | 0.000 | 390 | 5.70 | 12.45 | 1 | 70 | 44.6% | -0.05 | 0.0003 | -0.043 | |
| 344.95 | 359.30 | 25 | 45.1% | 0.95 | 0.0003 | -0.002 | 400 | 9.25 | 12.75 | 3 | 716 | 45.3% | -0.06 | 0.0003 | -0.046 | |
| 337.90 | 352.00 | 10 | 46.0% | 0.94 | 0.0004 | -0.006 | 410 | 9.50 | 16.70 | 138 | 46.0% | -0.06 | 0.0004 | -0.049 | ||
| 326.00 | 344.00 | 13 | 44.0% | 0.93 | 0.0004 | -0.010 | 420 | 3.75 | 13.45 | 207 | 39.8% | -0.07 | 0.0004 | -0.053 | ||
| 318.00 | 336.00 | 70 | 43.9% | 0.93 | 0.0004 | -0.015 | 430 | 12.10 | 23.95 | 37 | 47.3% | -0.08 | 0.0004 | -0.056 | ||
| 313.50 | 326.70 | 36 | 44.7% | 0.92 | 0.0004 | -0.019 | 440 | 10.75 | 19.60 | 196 | 43.5% | -0.08 | 0.0005 | -0.059 | ||
| 305.50 | 318.45 | 13 | 44.3% | 0.91 | 0.0005 | -0.024 | 450 | 9.35 | 23.60 | 49 | 43.1% | -0.09 | 0.0005 | -0.063 | ||
| 295.00 | 312.00 | 91 | 43.6% | 0.91 | 0.0005 | -0.028 | 460 | 14.85 | 23.55 | 42 | 43.8% | -0.10 | 0.0005 | -0.067 | ||
| 289.00 | 303.70 | 10 | 43.8% | 0.90 | 0.0005 | -0.033 | 470 | 13.25 | 23.85 | 1 | 12 | 41.9% | -0.11 | 0.0006 | -0.070 | |
| 280.85 | 296.00 | 9 | 43.4% | 0.89 | 0.0006 | -0.037 | 480 | 15.85 | 29.20 | 69 | 43.2% | -0.11 | 0.0006 | -0.074 | ||
| 270.00 | 290.00 | 13 | 42.7% | 0.88 | 0.0006 | -0.042 | 490 | 19.95 | 26.65 | 1 | 70 | 42.3% | -0.12 | 0.0006 | -0.077 | |
| 264.00 | 282.00 | 87 | 42.8% | 0.88 | 0.0006 | -0.046 | 500 | 19.40 | 27.35 | 227 | 40.9% | -0.13 | 0.0006 | -0.081 | ||
| 251.50 | 263.70 | 108 | 41.9% | 0.86 | 0.0007 | -0.055 | 520 | 27.55 | 33.55 | 48 | 42.2% | -0.15 | 0.0007 | -0.088 | ||
| 234.00 | 254.00 | 18 | 41.9% | 0.84 | 0.0008 | -0.064 | 540 | 27.20 | 41.75 | 47 | 41.4% | -0.17 | 0.0008 | -0.095 | ||
| 222.00 | 238.00 | 41 | 41.4% | 0.82 | 0.0008 | -0.072 | 560 | 40.10 | 48.40 | 8 | 58 | 43.2% | -0.19 | 0.0008 | -0.101 | |
| 208.00 | 228.00 | 24 | 41.7% | 0.80 | 0.0009 | -0.080 | 580 | 45.85 | 53.90 | 290 | 42.7% | -0.21 | 0.0009 | -0.107 | ||
| 198.00 | 214.00 | 5 | 52 | 41.7% | 0.78 | 0.0009 | -0.088 | 600 | 51.20 | 61.95 | 2 | 228 | 42.5% | -0.23 | 0.0010 | -0.113 |
| 186.10 | 202.00 | 42 | 41.4% | 0.76 | 0.0010 | -0.095 | 620 | 55.60 | 64.25 | 2 | 69 | 40.7% | -0.26 | 0.0010 | -0.118 | |
| 173.25 | 186.70 | 114 | 40.2% | 0.73 | 0.0010 | -0.101 | 640 | 62.65 | 75.10 | 122 | 41.0% | -0.28 | 0.0011 | -0.123 | ||
| 166.15 | 175.35 | 1 | 99 | 40.7% | 0.71 | 0.0011 | -0.107 | 660 | 73.75 | 80.85 | 2 | 450 | 40.9% | -0.31 | 0.0012 | -0.128 |
| 153.15 | 168.50 | 340 | 40.7% | 0.69 | 0.0011 | -0.112 | 680 | 84.85 | 90.25 | 1 | 121 | 41.2% | -0.33 | 0.0012 | -0.132 | |
| 145.45 | 158.65 | 1 | 388 | 41.0% | 0.66 | 0.0012 | -0.117 | 700 | 92.70 | 102.90 | 12 | 117 | 41.3% | -0.36 | 0.0013 | -0.135 |
| 132.00 | 149.65 | 293 | 40.2% | 0.64 | 0.0012 | -0.121 | 720 | 96.00 | 110.90 | 155 | 39.7% | -0.38 | 0.0013 | -0.138 | ||
| 125.10 | 142.00 | 104 | 40.6% | 0.61 | 0.0012 | -0.124 | 740 | 107.20 | 120.70 | 165 | 39.6% | -0.41 | 0.0014 | -0.141 | ||
| 121.15 | 131.30 | 125 | 40.9% | 0.59 | 0.0012 | -0.127 | 760 | 120.55 | 132.85 | 2 | 75 | 40.1% | -0.44 | 0.0014 | -0.142 | |
| 107.50 | 120.45 | 712 | 39.4% | 0.57 | 0.0013 | -0.129 | 780 | 131.70 | 144.70 | 31 | 39.9% | -0.46 | 0.0014 | -0.143 | ||
| 107.10 | 114.00 | 81 | 39.5% | 0.55 | 0.0013 | -0.130 | 790 | 136.00 | 151.65 | 30 | 39.8% | -0.48 | 0.0014 | -0.144 | ||
| 103.70 | 110.45 | 2 | 62 | 39.5% | 0.54 | 0.0013 | -0.131 | 800 | 146.20 | 159.75 | 140 | 40.7% | -0.49 | 0.0014 | -0.144 | |
| 96.10 | 113.40 | 22 | 39.9% | 0.53 | 0.0013 | -0.132 | 810 | 150.50 | 160.60 | 24 | 39.5% | -0.50 | 0.0015 | -0.144 | ||
| 90.25 | 109.95 | 52 | 39.4% | 0.52 | 0.0013 | -0.132 | 820 | 155.95 | 168.00 | 196 | 39.5% | -0.52 | 0.0015 | -0.144 | ||
| 88.00 | 105.95 | 37 | 39.5% | 0.51 | 0.0013 | -0.132 | 830 | 160.00 | 178.00 | 56 | 39.6% | -0.53 | 0.0015 | -0.144 | ||
| 87.95 | 96.25 | 41 | 38.9% | 0.50 | 0.0013 | -0.133 | 840 | 166.00 | 186.00 | 19 | 39.7% | -0.54 | 0.0015 | -0.144 | ||
| 83.45 | 95.05 | 1 | 43 | 39.0% | 0.49 | 0.0013 | -0.133 | 850 | 172.40 | 192.00 | 62 | 39.5% | -0.56 | 0.0015 | -0.143 | |
| 80.50 | 89.90 | 396 | 38.6% | 0.47 | 0.0013 | -0.133 | 860 | 180.00 | 198.00 | 53 | 39.4% | -0.57 | 0.0015 | -0.143 | ||
| 74.25 | 93.95 | 155 | 39.2% | 0.46 | 0.0013 | -0.133 | 870 | 186.50 | 205.70 | 10 | 39.4% | -0.58 | 0.0015 | -0.142 | ||
| 72.00 | 91.95 | 108 | 39.4% | 0.45 | 0.0013 | -0.132 | 880 | 194.00 | 212.00 | 20 | 39.4% | -0.60 | 0.0015 | -0.141 | ||
| 68.55 | 87.95 | 110 | 39.1% | 0.44 | 0.0013 | -0.132 | 890 | 200.70 | 220.00 | 8 | 39.4% | -0.61 | 0.0015 | -0.141 | ||
| 69.60 | 82.85 | 207 | 39.3% | 0.43 | 0.0013 | -0.131 | 900 | 210.00 | 222.00 | 49 | 38.8% | -0.62 | 0.0015 | -0.140 | ||
| 66.80 | 74.40 | 191 | 39.1% | 0.41 | 0.0013 | -0.130 | 920 | 222.80 | 240.60 | 6 | 39.0% | -0.65 | 0.0016 | -0.138 | ||
| 58.50 | 72.30 | 1 | 185 | 38.9% | 0.39 | 0.0013 | -0.129 | 940 | 238.10 | 258.00 | 116 | 39.4% | -0.67 | 0.0016 | -0.136 | |
| 57.10 | 66.60 | 65 | 39.2% | 0.37 | 0.0012 | -0.127 | 960 | 254.00 | 272.00 | 52 | 39.1% | -0.70 | 0.0016 | -0.134 | ||
| 50.50 | 59.70 | 2 | 43 | 38.2% | 0.35 | 0.0012 | -0.125 | 980 | 270.00 | 288.00 | 1 | 39.0% | -0.72 | 0.0016 | -0.132 | |
| 47.65 | 58.40 | 3 | 89 | 38.8% | 0.33 | 0.0012 | -0.123 | 1,000 | 286.00 | 306.00 | 1 | 3 | 39.2% | -0.74 | 0.0016 | -0.130 |
| 43.15 | 55.90 | 5 | 34 | 38.9% | 0.32 | 0.0012 | -0.120 | 1,020 | 304.00 | 322.00 | 3 | 39.3% | -0.77 | 0.0016 | -0.127 | |
| 42.55 | 48.90 | 5 | 47 | 38.7% | 0.30 | 0.0012 | -0.118 | 1,040 | 320.00 | 340.00 | 5 | 39.3% | -0.79 | 0.0016 | -0.126 | |
| 39.35 | 45.80 | 44 | 38.7% | 0.29 | 0.0011 | -0.115 | 1,060 | 338.00 | 356.00 | 1 | 39.1% | -0.81 | 0.0016 | -0.123 | ||
| 37.90 | 46.70 | 55 | 39.7% | 0.27 | 0.0011 | -0.112 | 1,080 | 358.00 | 370.50 | 4 | 38.8% | -0.83 | 0.0016 | -0.121 | ||
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 — Dec 17, 2027
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.