EXC optieketen Exelon Corporation
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 ±11.7% (37.32–47.22) · ATM IV 20.9% · P/C open interest 0.09
| 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 | |
| 16.70 | 18.50 | 45.4% | 0.99 | 0.0031 | 0.000 | 25 | 0 | 0.5000 | 47.8% | -0.02 | 0.0038 | -0.001 | ||||
| 11.80 | 13.60 | 32.4% | 0.96 | 0.0094 | -0.001 | 30 | 0.0500 | 0.6000 | 35.9% | -0.05 | 0.0106 | -0.002 | ||||
| 7.60 | 8.90 | 29.7% | 0.89 | 0.0260 | -0.003 | 35 | 0.1500 | 0.8000 | 25.6% | -0.13 | 0.0274 | -0.004 | ||||
| 5.80 | 7.10 | 26.1% | 0.83 | 0.0370 | -0.004 | 37 | 0.6000 | 1.05 | 11 | 25.0% | -0.19 | 0.0383 | -0.005 | |||
| 4.70 | 6.30 | 23.5% | 0.79 | 0.0432 | -0.005 | 38 | 0.8000 | 1.25 | 20 | 24.3% | -0.23 | 0.0445 | -0.006 | |||
| 4.40 | 5.40 | 24.6% | 0.75 | 0.0497 | -0.005 | 39 | 0.9500 | 1.25 | 1 | 21.9% | -0.27 | 0.0508 | -0.006 | |||
| 3.80 | 4.50 | 1 | 3 | 23.4% | 0.70 | 0.0559 | -0.006 | 40 | 1.30 | 1.75 | 5 | 22.7% | -0.33 | 0.0570 | -0.006 | |
| 3.10 | 3.60 | 2 | 8 | 21.5% | 0.64 | 0.0614 | -0.006 | 41 | 1.65 | 1.90 | 5 | 21.2% | -0.38 | 0.0624 | -0.007 | |
| 2.55 | 2.95 | 5 | 20.9% | 0.58 | 0.0655 | -0.006 | 42 | 2.05 | 2.35 | 1 | 7 | 20.9% | -0.45 | 0.0664 | -0.007 | |
| 2.00 | 2.70 | 1 | 21.6% | 0.51 | 0.0678 | -0.006 | 43 | 2.45 | 2.85 | 1 | 20.2% | -0.51 | 0.0688 | -0.007 | ||
| 1.50 | 1.95 | 19.7% | 0.44 | 0.0680 | -0.006 | 44 | 3.10 | 3.40 | 14 | 20.3% | -0.58 | 0.0696 | -0.006 | |||
| 1.05 | 1.60 | 11 | 288 | 19.3% | 0.38 | 0.0659 | -0.006 | 45 | 3.70 | 4.40 | 7 | 21.6% | -0.65 | 0.0689 | -0.006 | |
| 0.8000 | 1.30 | 1 | 19.4% | 0.32 | 0.0620 | -0.006 | 46 | 3.90 | 4.80 | 17.4% | -0.71 | 0.0671 | -0.006 | |||
| 0.7500 | 1.00 | 1 | 20 | 20.0% | 0.27 | 0.0568 | -0.005 | 47 | 4.60 | 5.60 | 16.6% | -0.77 | 0.0640 | -0.005 | ||
| 0.5500 | 0.8000 | 1 | 1 | 20.0% | 0.22 | 0.0510 | -0.005 | 48 | 5.40 | 7.00 | 20.2% | -0.83 | 0.0590 | -0.005 | ||
| 0.2500 | 0.6500 | 395 | 19.0% | 0.18 | 0.0449 | -0.004 | 49 | 6.30 | 7.40 | -0.87 | 0.0519 | -0.004 | ||||
| 0.1000 | 0.7500 | 1 | 20.4% | 0.15 | 0.0391 | -0.004 | 50 | 7.10 | 8.30 | -0.91 | 0.0434 | -0.003 | ||||
| 0.0500 | 0.5000 | 2 | 20.4% | 0.06 | 0.0181 | -0.002 | 55 | 11.70 | 13.80 | -0.99 | 0.0086 | 0.000 | ||||
| 0 | 0.4500 | 30.0% | 0.03 | 0.0084 | -0.001 | 60 | 16.60 | 18.70 | -1.00 | 0.0009 | 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 — Apr 16, 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.