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 ±16.6% (35.27–49.27) · ATM IV 21.9% · P/C open interest 0.85
| 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 | |
| 16.90 | 18.60 | 38.7% | 0.97 | 0.0057 | 0.000 | 25 | 0.0500 | 0.7000 | 38.8% | -0.04 | 0.0065 | -0.002 | ||||
| 13.90 | 15.80 | 32.3% | 0.95 | 0.0094 | -0.000 | 28 | 0.0500 | 0.8000 | 32.9% | -0.07 | 0.0102 | -0.002 | ||||
| 12.10 | 13.90 | 29.8% | 0.92 | 0.0127 | -0.001 | 30 | 0.1000 | 0.9000 | 29.9% | -0.09 | 0.0135 | -0.003 | ||||
| 9.40 | 11.20 | 26.2% | 0.88 | 0.0191 | -0.002 | 33 | 0.3500 | 1.15 | 1 | 26.9% | -0.14 | 0.0201 | -0.004 | |||
| 7.80 | 9.60 | 2 | 25.5% | 0.84 | 0.0246 | -0.003 | 35 | 0.5500 | 1.45 | 15 | 25.1% | -0.18 | 0.0256 | -0.004 | ||
| 5.60 | 7.20 | 2 | 23.6% | 0.75 | 0.0342 | -0.004 | 38 | 1.10 | 2.15 | 3 | 23.3% | -0.27 | 0.0352 | -0.004 | ||
| 4.30 | 5.60 | 3 | 21.9% | 0.68 | 0.0404 | -0.004 | 40 | 1.70 | 2.65 | 1 | 22.0% | -0.35 | 0.0415 | -0.005 | ||
| 3.00 | 3.90 | 6 | 22.1% | 0.55 | 0.0470 | -0.005 | 43 | 3.30 | 3.80 | 6 | 21.7% | -0.48 | 0.0483 | -0.005 | ||
| 2.20 | 2.95 | 16 | 21.6% | 0.46 | 0.0480 | -0.005 | 45 | 4.50 | 4.90 | 1 | 19 | 21.6% | -0.57 | 0.0498 | -0.005 | |
| 1.50 | 2.25 | 13 | 21.2% | 0.37 | 0.0460 | -0.004 | 47 | 5.30 | 6.50 | 5 | 20.6% | -0.67 | 0.0498 | -0.004 | ||
| 0.7500 | 1.60 | 15 | 21.2% | 0.27 | 0.0395 | -0.004 | 50 | 7.40 | 9.00 | 20.1% | -0.79 | 0.0493 | -0.004 | |||
| 0.1000 | 0.7500 | 1 | 20.3% | 0.15 | 0.0268 | -0.003 | 55 | 11.80 | 13.20 | -0.94 | 0.0283 | -0.002 | ||||
| 0.0500 | 0.6000 | 23.6% | 0.09 | 0.0174 | -0.002 | 60 | 16.50 | 18.80 | -0.99 | 0.0066 | 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 — Sep 17, 2027
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.