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 ±10.0% (39.78–48.63) · ATM IV 20.7% · P/C open interest 0.64
| 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 | |
| 19.90 | 21.80 | 1.00 | 0.0000 | -0.105 | 23 | 0 | 0.3000 | 58.4% | -0.01 | 0.0019 | -0.001 | |||||
| 18.00 | 19.80 | 1.00 | 0.0000 | -0.094 | 25 | 0 | 0.3000 | 32 | 51.7% | -0.01 | 0.0029 | -0.001 | ||||
| 14.90 | 16.80 | 1.00 | 0.0000 | -0.074 | 28 | 0 | 0.2000 | 51 | 39.5% | -0.02 | 0.0052 | -0.002 | ||||
| 12.90 | 14.80 | 6 | 1.00 | 0.0000 | -0.054 | 30 | 0.0500 | 0.2000 | 116 | 35.6% | -0.03 | 0.0078 | -0.003 | |||
| 9.90 | 12.00 | 9 | 0.98 | 0.0238 | -0.013 | 33 | 0.1000 | 0.3000 | 1,378 | 30.8% | -0.06 | 0.0142 | -0.004 | |||
| 8.10 | 9.70 | 21 | 0.93 | 0.0301 | -0.002 | 35 | 0.1000 | 0.6000 | 169 | 29.5% | -0.09 | 0.0211 | -0.004 | |||
| 6.30 | 7.50 | 0.88 | 0.0309 | -0.003 | 37 | 0.1500 | 0.8000 | 15 | 26.2% | -0.13 | 0.0311 | -0.005 | ||||
| 5.40 | 6.60 | 130 | 18.6% | 0.85 | 0.0372 | -0.004 | 38 | 0.2500 | 0.7500 | 1 | 821 | 23.7% | -0.16 | 0.0374 | -0.006 | |
| 4.60 | 5.80 | 19.8% | 0.81 | 0.0442 | -0.005 | 39 | 0.5000 | 1.00 | 144 | 24.3% | -0.20 | 0.0446 | -0.006 | |||
| 3.90 | 4.90 | 165 | 19.6% | 0.77 | 0.0518 | -0.006 | 40 | 0.7000 | 1.05 | 1 | 2,139 | 22.6% | -0.24 | 0.0526 | -0.007 | |
| 3.10 | 4.10 | 4 | 18.7% | 0.71 | 0.0593 | -0.006 | 41 | 0.8500 | 1.25 | 1 | 144 | 21.0% | -0.30 | 0.0609 | -0.007 | |
| 2.65 | 3.40 | 10 | 422 | 19.5% | 0.65 | 0.0662 | -0.007 | 42 | 1.25 | 1.60 | 627 | 21.1% | -0.36 | 0.0686 | -0.008 | |
| 2.40 | 2.90 | 58 | 21.5% | 0.58 | 0.0715 | -0.007 | 43 | 1.65 | 2.00 | 579 | 20.7% | -0.43 | 0.0747 | -0.008 | ||
| 1.90 | 2.25 | 39 | 74 | 20.6% | 0.51 | 0.0744 | -0.007 | 44 | 2.15 | 2.55 | 49 | 115 | 20.8% | -0.51 | 0.0781 | -0.008 |
| 1.25 | 1.80 | 821 | 19.4% | 0.44 | 0.0743 | -0.007 | 45 | 2.40 | 3.10 | 42 | 300 | 19.0% | -0.59 | 0.0780 | -0.007 | |
| 1.10 | 1.45 | 27 | 483 | 20.4% | 0.37 | 0.0712 | -0.007 | 46 | 3.20 | 4.00 | 12 | 20.9% | -0.66 | 0.0744 | -0.007 | |
| 0.6500 | 1.20 | 17 | 574 | 19.7% | 0.31 | 0.0659 | -0.007 | 47 | 4.00 | 5.00 | 382 | 22.9% | -0.72 | 0.0682 | -0.006 | |
| 0.6500 | 0.8500 | 22 | 1,385 | 20.4% | 0.25 | 0.0593 | -0.006 | 48 | 4.70 | 5.90 | 1 | 23.4% | -0.78 | 0.0604 | -0.005 | |
| 0.4500 | 0.6500 | 1 | 1,470 | 20.2% | 0.21 | 0.0523 | -0.006 | 49 | 5.30 | 6.80 | 22.8% | -0.82 | 0.0522 | -0.004 | ||
| 0.3000 | 0.5000 | 27 | 1,994 | 20.1% | 0.17 | 0.0454 | -0.005 | 50 | 6.50 | 7.50 | 152 | 24.4% | -0.86 | 0.0444 | -0.003 | |
| 0.1000 | 0.2500 | 1,414 | 23.8% | 0.07 | 0.0212 | -0.003 | 55 | 10.30 | 12.70 | 22.3% | -0.95 | 0.0182 | 0.000 | |||
| 0 | 0.3500 | 1,631 | 66.2% | 0.03 | 0.0105 | -0.002 | 60 | 15.30 | 17.60 | 27.7% | -0.99 | 0.0104 | 0.000 | |||
| 0 | 0.2000 | 446 | 33.2% | 0.02 | 0.0057 | -0.001 | 65 | 20.40 | 22.60 | 38.4% | -1.00 | 0.0010 | 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.