CB optieketen Chubb Limited
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 ±8.8% (309.57–369.27) · ATM IV 20.2% · P/C open interest 1.35
| 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 | |
| 168.90 | 172.10 | 55.8% | 1.00 | 0.0001 | 0.000 | 170 | 0 | 2.15 | 69.3% | -0.00 | 0.0001 | -0.003 | ||||
| 163.70 | 167.20 | 49.3% | 1.00 | 0.0001 | 0.000 | 175 | 0 | 2.15 | 2 | 66.8% | -0.00 | 0.0001 | -0.003 | |||
| 158.90 | 162.30 | 50.8% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 2.15 | 64.3% | -0.00 | 0.0001 | -0.003 | ||||
| 154.00 | 157.30 | 48.5% | 1.00 | 0.0001 | 0.000 | 185 | 0 | 2.15 | 61.9% | -0.00 | 0.0001 | -0.004 | ||||
| 149.10 | 152.70 | 51.1% | 1.00 | 0.0001 | 0.000 | 190 | 0 | 2.15 | 59.5% | -0.00 | 0.0002 | -0.004 | ||||
| 144.10 | 147.80 | 48.9% | 1.00 | 0.0002 | 0.000 | 195 | 0 | 2.15 | 57.2% | -0.00 | 0.0002 | -0.005 | ||||
| 139.20 | 142.50 | 43.3% | 0.99 | 0.0002 | 0.000 | 200 | 0 | 2.15 | 54.9% | -0.01 | 0.0002 | -0.005 | ||||
| 129.40 | 133.00 | 47 | 44.1% | 0.99 | 0.0003 | 0.000 | 210 | 0 | 2.20 | 1 | 50.8% | -0.01 | 0.0003 | -0.007 | ||
| 119.50 | 123.20 | 1 | 40.7% | 0.99 | 0.0004 | 0.000 | 220 | 0 | 2.20 | 47 | 46.6% | -0.01 | 0.0004 | -0.009 | ||
| 109.70 | 113.40 | 1 | 38.1% | 0.99 | 0.0006 | 0.000 | 230 | 0 | 2.30 | 45 | 42.9% | -0.01 | 0.0006 | -0.011 | ||
| 100.00 | 103.60 | 35.7% | 0.98 | 0.0008 | 0.000 | 240 | 0 | 2.35 | 32 | 39.1% | -0.02 | 0.0008 | -0.014 | |||
| 90.40 | 93.00 | 4 | 30.1% | 0.97 | 0.0011 | 0.000 | 250 | 0 | 1.40 | 45 | 32.0% | -0.03 | 0.0011 | -0.017 | ||
| 80.70 | 83.10 | 27.6% | 0.96 | 0.0015 | 0.000 | 260 | 0 | 2.70 | 413 | 32.6% | -0.04 | 0.0016 | -0.021 | |||
| 75.90 | 78.30 | 27.1% | 0.96 | 0.0017 | 0.000 | 265 | 0.1500 | 2.80 | 26 | 31.3% | -0.05 | 0.0018 | -0.023 | |||
| 71.10 | 73.60 | 1 | 26.6% | 0.95 | 0.0020 | 0.000 | 270 | 0 | 3.00 | 22 | 29.6% | -0.05 | 0.0021 | -0.026 | ||
| 66.40 | 68.80 | 1 | 26.0% | 0.94 | 0.0024 | -0.004 | 275 | 0 | 3.20 | 39 | 28.1% | -0.06 | 0.0025 | -0.029 | ||
| 61.60 | 64.50 | 4 | 26.1% | 0.93 | 0.0028 | -0.009 | 280 | 0 | 3.40 | 48 | 26.7% | -0.08 | 0.0029 | -0.032 | ||
| 56.90 | 59.40 | 24.4% | 0.92 | 0.0033 | -0.014 | 285 | 0.5500 | 3.70 | 29 | 26.3% | -0.09 | 0.0034 | -0.035 | |||
| 52.30 | 54.80 | 2 | 23.8% | 0.90 | 0.0038 | -0.019 | 290 | 0.5000 | 4.10 | 24 | 25.0% | -0.11 | 0.0039 | -0.038 | ||
| 47.80 | 50.50 | 3 | 23.7% | 0.88 | 0.0044 | -0.025 | 295 | 0.6500 | 4.50 | 27 | 24.2% | -0.12 | 0.0045 | -0.042 | ||
| 43.40 | 46.50 | 20 | 23.7% | 0.86 | 0.0051 | -0.030 | 300 | 2.50 | 4.30 | 30 | 23.9% | -0.15 | 0.0052 | -0.046 | ||
| 39.10 | 41.60 | 1 | 22.4% | 0.84 | 0.0058 | -0.035 | 305 | 3.20 | 4.70 | 55 | 23.1% | -0.17 | 0.0059 | -0.050 | ||
| 35.00 | 37.80 | 3 | 22.4% | 0.81 | 0.0066 | -0.041 | 310 | 4.00 | 5.80 | 27 | 22.8% | -0.20 | 0.0067 | -0.053 | ||
| 31.00 | 33.80 | 3 | 21.9% | 0.77 | 0.0074 | -0.046 | 315 | 4.90 | 6.70 | 1 | 67 | 22.2% | -0.23 | 0.0076 | -0.057 | |
| 27.20 | 30.00 | 15 | 21.5% | 0.74 | 0.0082 | -0.051 | 320 | 6.00 | 8.60 | 36 | 22.2% | -0.27 | 0.0084 | -0.060 | ||
| 23.60 | 26.90 | 3 | 21.5% | 0.70 | 0.0090 | -0.055 | 325 | 6.10 | 10.10 | 67 | 21.3% | -0.32 | 0.0093 | -0.063 | ||
| 20.20 | 23.30 | 22 | 20.9% | 0.65 | 0.0098 | -0.059 | 330 | 7.90 | 12.00 | 235 | 21.0% | -0.36 | 0.0100 | -0.065 | ||
| 16.90 | 20.20 | 44 | 20.4% | 0.60 | 0.0104 | -0.062 | 335 | 9.90 | 13.60 | 44 | 20.6% | -0.41 | 0.0107 | -0.066 | ||
| 13.80 | 17.60 | 37 | 20.1% | 0.55 | 0.0108 | -0.063 | 340 | 12.30 | 16.00 | 503 | 20.4% | -0.47 | 0.0112 | -0.067 | ||
| 11.50 | 15.40 | 29 | 20.3% | 0.49 | 0.0110 | -0.064 | 345 | 14.50 | 18.00 | 29 | 19.6% | -0.53 | 0.0116 | -0.066 | ||
| 9.30 | 13.20 | 97 | 20.1% | 0.44 | 0.0110 | -0.063 | 350 | 17.50 | 21.00 | 18 | 19.7% | -0.58 | 0.0118 | -0.065 | ||
| 7.40 | 10.80 | 33 | 19.7% | 0.39 | 0.0107 | -0.061 | 355 | 21.20 | 24.00 | 20 | 19.8% | -0.64 | 0.0117 | -0.063 | ||
| 6.70 | 8.20 | 416 | 19.6% | 0.34 | 0.0102 | -0.059 | 360 | 24.50 | 27.50 | 20 | 19.7% | -0.70 | 0.0114 | -0.060 | ||
| 4.40 | 7.80 | 197 | 19.6% | 0.29 | 0.0096 | -0.055 | 365 | 28.60 | 31.20 | 16 | 20.0% | -0.75 | 0.0110 | -0.056 | ||
| 4.10 | 5.40 | 74 | 19.2% | 0.25 | 0.0088 | -0.051 | 370 | 32.60 | 35.30 | 14 | 20.1% | -0.80 | 0.0103 | -0.051 | ||
| 2.30 | 6.10 | 82 | 20.0% | 0.21 | 0.0080 | -0.047 | 375 | 36.30 | 40.00 | 20.2% | -0.84 | 0.0094 | -0.045 | |||
| 1.50 | 4.90 | 69 | 19.7% | 0.18 | 0.0072 | -0.043 | 380 | 40.50 | 44.50 | 20.5% | -0.88 | 0.0084 | -0.038 | |||
| 0.7000 | 4.80 | 39 | 20.2% | 0.15 | 0.0064 | -0.039 | 385 | 44.90 | 49.10 | 20.8% | -0.91 | 0.0072 | -0.029 | |||
| 0.3500 | 4.00 | 45 | 20.1% | 0.13 | 0.0057 | -0.035 | 390 | 50.10 | 53.90 | 21.6% | -0.93 | 0.0060 | -0.021 | |||
| 0 | 3.80 | 6 | 20.7% | 0.11 | 0.0050 | -0.032 | 395 | 55.00 | 58.60 | 22.2% | -0.95 | 0.0048 | -0.011 | |||
| 0.7500 | 3.30 | 70 | 22.4% | 0.09 | 0.0044 | -0.029 | 400 | 59.80 | 63.50 | 22.7% | -0.97 | 0.0037 | -0.003 | |||
| 0 | 3.20 | 48 | 22.3% | 0.08 | 0.0038 | -0.026 | 405 | 64.90 | 68.60 | 24.6% | -0.98 | 0.0028 | 0.000 | |||
| 0.0500 | 2.90 | 12 | 23.0% | 0.07 | 0.0033 | -0.023 | 410 | 69.90 | 73.60 | 25.8% | -0.98 | 0.0020 | 0.000 | |||
| 0 | 2.75 | 4 | 23.8% | 0.06 | 0.0029 | -0.021 | 415 | 74.90 | 78.60 | 26.8% | -0.99 | 0.0014 | 0.000 | |||
| 0 | 2.60 | 7 | 24.6% | 0.05 | 0.0025 | -0.018 | 420 | 79.90 | 83.40 | 27.7% | -0.99 | 0.0010 | 0.000 | |||
| 0 | 0.4500 | 10 | 19.7% | 0.04 | 0.0019 | -0.015 | 430 | 89.80 | 93.40 | 29.8% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 2.30 | 1 | 28.0% | 0.03 | 0.0015 | -0.012 | 440 | 99.40 | 103.40 | 30.5% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 2.20 | 6 | 29.7% | 0.02 | 0.0011 | -0.010 | 450 | 109.30 | 113.40 | 32.1% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 2.20 | 5 | 31.5% | 0.02 | 0.0009 | -0.008 | 460 | 119.80 | 123.50 | 36.7% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 2.15 | 2 | 33.2% | 0.01 | 0.0007 | -0.007 | 470 | 129.80 | 133.40 | 38.4% | -1.00 | 0.0000 | 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 — Dec 18, 2026
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.