EMR optieketen Emerson Electric Co.
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 ±26.4% (109.58–188.38) · ATM IV 32.9% · P/C open interest 1.48
| 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 | |
| 70.00 | 74.50 | 42.0% | 0.96 | 0.0014 | 0.000 | 80 | 0 | 3.20 | 44.7% | -0.04 | 0.0014 | -0.007 | ||||
| 65.80 | 69.50 | 40.0% | 0.95 | 0.0017 | -0.000 | 85 | 0 | 5.00 | 46.2% | -0.05 | 0.0017 | -0.008 | ||||
| 61.00 | 65.50 | 39.0% | 0.94 | 0.0021 | -0.002 | 90 | 0.4000 | 3.50 | 39.8% | -0.06 | 0.0021 | -0.010 | ||||
| 58.00 | 60.70 | 40.1% | 0.93 | 0.0025 | -0.004 | 95 | 2.00 | 3.90 | 2 | 2 | 41.1% | -0.08 | 0.0026 | -0.011 | ||
| 53.50 | 56.50 | 38.5% | 0.91 | 0.0030 | -0.006 | 100 | 2.20 | 3.60 | 2 | 37.5% | -0.10 | 0.0030 | -0.013 | |||
| 48.50 | 53.20 | 37.4% | 0.89 | 0.0035 | -0.008 | 105 | 2.00 | 5.00 | 36.4% | -0.12 | 0.0036 | -0.014 | ||||
| 45.00 | 49.50 | 37.7% | 0.86 | 0.0040 | -0.011 | 110 | 2.00 | 6.00 | 8 | 34.7% | -0.14 | 0.0041 | -0.016 | |||
| 41.00 | 45.80 | 36.8% | 0.84 | 0.0046 | -0.013 | 115 | 3.50 | 6.90 | 34.8% | -0.17 | 0.0047 | -0.018 | ||||
| 37.50 | 42.30 | 36.5% | 0.81 | 0.0051 | -0.015 | 120 | 4.50 | 8.40 | 6 | 34.6% | -0.20 | 0.0053 | -0.019 | |||
| 34.00 | 39.00 | 36.0% | 0.78 | 0.0057 | -0.016 | 125 | 6.60 | 9.30 | 34.5% | -0.23 | 0.0059 | -0.020 | ||||
| 31.00 | 35.50 | 35.5% | 0.75 | 0.0062 | -0.018 | 130 | 7.90 | 11.00 | 34.0% | -0.26 | 0.0064 | -0.022 | ||||
| 28.00 | 32.50 | 2 | 35.2% | 0.71 | 0.0067 | -0.019 | 135 | 10.00 | 12.60 | 2 | 33.8% | -0.30 | 0.0070 | -0.023 | ||
| 25.00 | 28.40 | 33.5% | 0.68 | 0.0071 | -0.021 | 140 | 12.00 | 15.00 | 6 | 33.9% | -0.34 | 0.0075 | -0.024 | |||
| 23.80 | 25.10 | 12 | 34.0% | 0.64 | 0.0075 | -0.022 | 145 | 14.50 | 17.70 | 2 | 34.3% | -0.38 | 0.0080 | -0.024 | ||
| 19.50 | 23.10 | 32.5% | 0.60 | 0.0078 | -0.023 | 150 | 17.00 | 19.20 | 8 | 33.4% | -0.42 | 0.0084 | -0.025 | |||
| 18.00 | 20.70 | 4 | 32.8% | 0.56 | 0.0081 | -0.023 | 155 | 19.50 | 21.60 | 32.8% | -0.46 | 0.0088 | -0.025 | |||
| 15.50 | 18.80 | 1 | 8 | 32.4% | 0.53 | 0.0082 | -0.023 | 160 | 22.50 | 24.80 | 5 | 33.1% | -0.50 | 0.0091 | -0.025 | |
| 14.00 | 16.90 | 4 | 32.6% | 0.49 | 0.0083 | -0.023 | 165 | 24.00 | 28.00 | 1 | 31.7% | -0.55 | 0.0093 | -0.025 | ||
| 11.50 | 15.20 | 4 | 31.8% | 0.45 | 0.0083 | -0.023 | 170 | 28.30 | 31.00 | 1 | 32.3% | -0.59 | 0.0094 | -0.025 | ||
| 11.00 | 13.50 | 32.4% | 0.41 | 0.0083 | -0.023 | 175 | 30.50 | 34.50 | 31.1% | -0.63 | 0.0095 | -0.024 | ||||
| 9.40 | 11.90 | 1 | 5 | 31.9% | 0.38 | 0.0081 | -0.022 | 180 | 35.10 | 38.90 | 32.6% | -0.68 | 0.0095 | -0.023 | ||
| 7.60 | 10.60 | 31.3% | 0.34 | 0.0079 | -0.021 | 185 | 38.60 | 42.50 | 32.1% | -0.72 | 0.0095 | -0.022 | ||||
| 5.60 | 9.30 | 30.1% | 0.31 | 0.0076 | -0.021 | 190 | 41.50 | 46.50 | 30.9% | -0.76 | 0.0095 | -0.021 | ||||
| 4.70 | 8.20 | 30.0% | 0.28 | 0.0073 | -0.019 | 195 | 45.50 | 50.50 | 30.4% | -0.80 | 0.0095 | -0.020 | ||||
| 3.80 | 7.20 | 29.7% | 0.25 | 0.0070 | -0.018 | 200 | 50.00 | 54.50 | 30.4% | -0.84 | 0.0097 | -0.020 | ||||
| 2.00 | 5.70 | 28.9% | 0.20 | 0.0062 | -0.016 | 210 | 59.00 | 63.00 | -0.92 | 0.0102 | -0.020 | |||||
| 1.00 | 4.20 | 28.1% | 0.16 | 0.0054 | -0.014 | 220 | 68.50 | 73.50 | -0.98 | 0.0053 | -0.020 | |||||
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 — Sep 17, 2027
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.