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 ±12.9% (38.66–50.16) · ATM IV 21.0% · P/C open interest 0.06
| 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 | |
| 18.60 | 20.40 | 52.5% | 1.00 | 0.0000 | -0.052 | 25 | 0 | 0.5500 | 45.8% | -0.03 | 0.0045 | -0.002 | ||||
| 13.40 | 15.60 | 36.3% | 0.98 | 0.0232 | -0.006 | 30 | 0.0500 | 0.6500 | 35.1% | -0.06 | 0.0100 | -0.003 | ||||
| 8.90 | 10.80 | 29.0% | 0.89 | 0.0204 | -0.003 | 35 | 0.2000 | 0.9000 | 26.9% | -0.12 | 0.0214 | -0.004 | ||||
| 7.20 | 8.70 | 24.8% | 0.84 | 0.0275 | -0.004 | 37 | 0.3500 | 1.15 | 10 | 24.8% | -0.17 | 0.0285 | -0.005 | |||
| 6.40 | 7.80 | 23.9% | 0.82 | 0.0316 | -0.004 | 38 | 0.5000 | 1.35 | 24.2% | -0.20 | 0.0326 | -0.005 | ||||
| 5.60 | 7.30 | 24.8% | 0.79 | 0.0361 | -0.005 | 39 | 0.7000 | 1.55 | 23.6% | -0.23 | 0.0370 | -0.005 | ||||
| 4.80 | 6.50 | 23.8% | 0.75 | 0.0408 | -0.005 | 40 | 0.9000 | 1.80 | 2 | 23.0% | -0.27 | 0.0416 | -0.006 | |||
| 4.20 | 5.50 | 22.4% | 0.71 | 0.0455 | -0.005 | 41 | 1.20 | 1.95 | 22.0% | -0.31 | 0.0462 | -0.006 | ||||
| 3.60 | 4.90 | 22.5% | 0.66 | 0.0498 | -0.006 | 42 | 1.40 | 2.35 | 4 | 21.3% | -0.36 | 0.0504 | -0.006 | |||
| 3.00 | 4.20 | 21.7% | 0.61 | 0.0534 | -0.006 | 43 | 1.80 | 2.75 | 21.0% | -0.41 | 0.0539 | -0.006 | ||||
| 2.50 | 3.50 | 21.0% | 0.56 | 0.0560 | -0.006 | 44 | 2.20 | 3.30 | 20.9% | -0.46 | 0.0565 | -0.006 | ||||
| 2.05 | 3.20 | 21.6% | 0.50 | 0.0573 | -0.006 | 45 | 2.65 | 3.80 | 7 | 20.4% | -0.52 | 0.0578 | -0.006 | |||
| 1.65 | 2.70 | 21.2% | 0.44 | 0.0570 | -0.006 | 46 | 3.20 | 4.40 | 20.2% | -0.57 | 0.0578 | -0.006 | ||||
| 1.30 | 2.30 | 14 | 21.0% | 0.39 | 0.0554 | -0.006 | 47 | 3.80 | 5.00 | 19.8% | -0.63 | 0.0565 | -0.006 | |||
| 1.00 | 1.95 | 20.8% | 0.34 | 0.0527 | -0.006 | 48 | 4.40 | 5.70 | 19.3% | -0.68 | 0.0542 | -0.005 | ||||
| 0.7500 | 1.80 | 395 | 21.3% | 0.30 | 0.0493 | -0.005 | 49 | 5.10 | 6.70 | 20.2% | -0.72 | 0.0511 | -0.005 | |||
| 0.5500 | 1.55 | 21.3% | 0.26 | 0.0455 | -0.005 | 50 | 5.80 | 7.50 | 19.8% | -0.76 | 0.0474 | -0.004 | ||||
| 0.0500 | 0.7500 | 2 | 21.8% | 0.14 | 0.0278 | -0.004 | 55 | 10.20 | 12.00 | 20.0% | -0.89 | 0.0282 | -0.002 | |||
| 0.0500 | 0.5500 | 25.9% | 0.08 | 0.0169 | -0.003 | 60 | 14.80 | 17.10 | 19.3% | -0.95 | 0.0152 | -0.000 | ||||
| 0 | 0.2500 | 26.1% | 0.05 | 0.0108 | -0.002 | 65 | 19.70 | 22.10 | -0.98 | 0.0114 | -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.