EXC rantai opsi Exelon Corporation
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±7.8% (38.97–45.57) · ATM IV 19.6% · P/C open interest 0.66
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | 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 | Bid | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 18.80 | 20.40 | 74.0% | 1.00 | 0.0012 | 0.000 | 23 | 0 | 0.3000 | 1 | 69.8% | -0.01 | 0.0022 | -0.002 | |||
| 16.90 | 18.40 | 67.9% | 0.99 | 0.0024 | 0.000 | 25 | 0 | 0.3000 | 33 | 61.5% | -0.01 | 0.0033 | -0.002 | |||
| 13.90 | 15.40 | 54.1% | 0.99 | 0.0055 | -0.000 | 28 | 0 | 0.2000 | 56 | 46.5% | -0.02 | 0.0059 | -0.003 | |||
| 11.80 | 13.50 | 3 | 45.8% | 0.97 | 0.0089 | -0.001 | 30 | 0.0500 | 0.2000 | 116 | 41.5% | -0.03 | 0.0088 | -0.004 | ||
| 8.90 | 10.40 | 7 | 34.2% | 0.95 | 0.0167 | -0.003 | 33 | 0.1000 | 0.2000 | 1,361 | 33.0% | -0.06 | 0.0165 | -0.005 | ||
| 7.10 | 8.50 | 19 | 32.1% | 0.92 | 0.0249 | -0.004 | 35 | 0.1000 | 0.5000 | 187 | 31.8% | -0.09 | 0.0253 | -0.006 | ||
| 5.40 | 6.50 | 28.1% | 0.87 | 0.0382 | -0.006 | 37 | 0.2000 | 0.4000 | 111 | 24.8% | -0.14 | 0.0393 | -0.007 | |||
| 4.30 | 5.60 | 130 | 24.1% | 0.83 | 0.0474 | -0.007 | 38 | 0.1000 | 0.7000 | 848 | 23.5% | -0.17 | 0.0490 | -0.008 | ||
| 3.80 | 4.60 | 24.6% | 0.79 | 0.0584 | -0.007 | 39 | 0.4500 | 0.6500 | 197 | 22.4% | -0.22 | 0.0607 | -0.008 | |||
| 3.00 | 3.90 | 1 | 168 | 23.9% | 0.73 | 0.0710 | -0.008 | 40 | 0.5000 | 0.8500 | 25 | 2,145 | 20.3% | -0.28 | 0.0745 | -0.009 |
| 2.45 | 2.95 | 29 | 22.4% | 0.66 | 0.0840 | -0.009 | 41 | 0.6500 | 1.15 | 232 | 18.8% | -0.35 | 0.0893 | -0.009 | ||
| 1.75 | 2.05 | 426 | 19.5% | 0.58 | 0.0950 | -0.009 | 42 | 1.30 | 1.50 | 1 | 629 | 19.7% | -0.45 | 0.1027 | -0.010 | |
| 1.30 | 1.55 | 11 | 74 | 19.6% | 0.48 | 0.1004 | -0.009 | 43 | 1.75 | 2.10 | 608 | 19.6% | -0.56 | 0.1107 | -0.010 | |
| 0.8500 | 1.10 | 1 | 177 | 18.8% | 0.38 | 0.0977 | -0.008 | 44 | 2.40 | 2.70 | 181 | 19.5% | -0.67 | 0.1090 | -0.009 | |
| 0.4000 | 0.8000 | 12 | 859 | 17.7% | 0.29 | 0.0879 | -0.007 | 45 | 2.75 | 3.70 | 289 | 18.5% | -0.76 | 0.0973 | -0.008 | |
| 0.3500 | 0.5500 | 41 | 482 | 18.7% | 0.22 | 0.0747 | -0.007 | 46 | 3.80 | 4.30 | 12 | 18.4% | -0.84 | 0.0797 | -0.006 | |
| 0.0500 | 0.6000 | 57 | 581 | 19.4% | 0.17 | 0.0615 | -0.006 | 47 | 4.20 | 5.20 | 373 | -0.89 | 0.0615 | -0.005 | ||
| 0.1000 | 0.4500 | 50 | 1,448 | 20.9% | 0.13 | 0.0498 | -0.005 | 48 | 5.10 | 6.40 | 1 | -0.92 | 0.0459 | -0.004 | ||
| 0.0500 | 0.4500 | 1 | 1,494 | 22.7% | 0.10 | 0.0403 | -0.004 | 49 | 5.90 | 7.20 | -0.95 | 0.0339 | -0.003 | |||
| 0.0500 | 0.2500 | 5 | 2,017 | 22.1% | 0.08 | 0.0327 | -0.004 | 50 | 6.80 | 8.70 | 152 | -0.96 | 0.0249 | -0.002 | ||
| 0 | 0.2000 | 1 | 1,408 | 29.2% | 0.03 | 0.0130 | -0.002 | 55 | 11.70 | 13.40 | -0.99 | 0.0060 | 0.000 | |||
| 0 | 0.3500 | 1,631 | 40.8% | 0.02 | 0.0062 | -0.001 | 60 | 16.60 | 18.40 | -1.00 | 0.0018 | 0.000 | ||||
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Jan 15, 2027
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.