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 ±19.7% (34.61–51.56) · ATM IV 23.0% · P/C open interest 1.03
| 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 | |
| 18.60 | 21.40 | 2 | 0.98 | 0.0050 | 0.000 | 23 | 0 | 0.7000 | 37.5% | -0.05 | 0.0055 | -0.002 | ||||
| 17.80 | 18.80 | 1 | 35.8% | 0.96 | 0.0065 | 0.000 | 25 | 0 | 2.85 | 49.6% | -0.06 | 0.0072 | -0.002 | |||
| 14.00 | 16.90 | 1 | 31.0% | 0.93 | 0.0101 | -0.001 | 28 | 0 | 2.95 | 2 | 42.4% | -0.09 | 0.0105 | -0.003 | ||
| 12.30 | 15.10 | 12 | 29.9% | 0.90 | 0.0129 | -0.001 | 30 | 0 | 1.50 | 37 | 29.7% | -0.11 | 0.0133 | -0.003 | ||
| 9.80 | 12.70 | 6 | 28.6% | 0.85 | 0.0180 | -0.002 | 33 | 0 | 3.30 | 35 | 32.2% | -0.16 | 0.0184 | -0.003 | ||
| 8.30 | 11.10 | 13 | 27.5% | 0.81 | 0.0219 | -0.003 | 35 | 0.1000 | 3.50 | 56 | 28.9% | -0.20 | 0.0224 | -0.004 | ||
| 6.20 | 9.00 | 21 | 26.2% | 0.74 | 0.0283 | -0.003 | 38 | 1.60 | 3.40 | 237 | 26.9% | -0.28 | 0.0290 | -0.004 | ||
| 4.70 | 7.60 | 124 | 24.2% | 0.68 | 0.0325 | -0.004 | 40 | 1.45 | 3.20 | 240 | 21.0% | -0.34 | 0.0332 | -0.004 | ||
| 3.50 | 6.40 | 21 | 23.2% | 0.61 | 0.0360 | -0.004 | 42 | 2.15 | 4.90 | 251 | 22.9% | -0.41 | 0.0370 | -0.004 | ||
| 2.10 | 3.80 | 275 | 19.3% | 0.50 | 0.0392 | -0.004 | 45 | 3.40 | 6.20 | 92 | 21.1% | -0.52 | 0.0407 | -0.004 | ||
| 1.20 | 3.90 | 79 | 20.8% | 0.43 | 0.0394 | -0.004 | 47 | 4.70 | 7.30 | 108 | 20.8% | -0.60 | 0.0416 | -0.004 | ||
| 1.60 | 2.15 | 2 | 116 | 21.6% | 0.32 | 0.0369 | -0.004 | 50 | 7.60 | 8.80 | 2 | 21.2% | -0.71 | 0.0418 | -0.003 | |
| 0.2000 | 2.90 | 134 | 25.6% | 0.20 | 0.0284 | -0.003 | 55 | 11.90 | 13.20 | 2 | 23.1% | -0.89 | 0.0386 | -0.003 | ||
| 0 | 2.80 | 35 | 29.5% | 0.12 | 0.0198 | -0.002 | 60 | 14.50 | 19.50 | -0.98 | 0.0118 | 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 21, 2028
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.