F rantai opsi Ford Motor Company
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 ±20.9% (11.17–17.08) · ATM IV 36.3% · P/C open interest 0.75
| 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 | |
| 5.30 | 7.55 | 9 | 65.9% | 0.98 | 0.0127 | 0.000 | 8 | 0 | 0.1600 | 1,096 | 48.1% | -0.03 | 0.0153 | -0.001 | ||
| 4.85 | 6.20 | 5 | 2 | 58.5% | 0.96 | 0.0238 | -0.000 | 9 | 0.0900 | 0.1400 | 4 | 56 | 43.0% | -0.06 | 0.0257 | -0.001 |
| 4.20 | 4.75 | 3 | 448 | 45.9% | 0.92 | 0.0387 | -0.001 | 10 | 0.1800 | 0.2100 | 15 | 7,697 | 40.0% | -0.09 | 0.0406 | -0.002 |
| 3.15 | 3.85 | 28 | 31.8% | 0.86 | 0.0576 | -0.002 | 11 | 0.3200 | 0.3800 | 10 | 1,974 | 38.7% | -0.15 | 0.0595 | -0.002 | |
| 2.66 | 2.84 | 5 | 2,654 | 37.6% | 0.79 | 0.0786 | -0.002 | 12 | 0.5400 | 0.5900 | 14 | 5,537 | 36.9% | -0.23 | 0.0799 | -0.003 |
| 2.07 | 2.20 | 594 | 37.0% | 0.69 | 0.0968 | -0.003 | 13 | 0.8700 | 0.9300 | 37 | 540 | 36.1% | -0.32 | 0.0974 | -0.003 | |
| 1.50 | 1.64 | 426 | 1,366 | 35.8% | 0.58 | 0.1078 | -0.003 | 14 | 1.34 | 1.43 | 141 | 649 | 36.7% | -0.43 | 0.1080 | -0.003 |
| 1.13 | 1.18 | 78 | 9,027 | 35.8% | 0.48 | 0.1099 | -0.004 | 15 | 1.92 | 2.01 | 94 | 1,522 | 36.6% | -0.54 | 0.1103 | -0.003 |
| 0.8000 | 0.8600 | 624 | 35.7% | 0.38 | 0.1043 | -0.003 | 16 | 2.53 | 2.65 | 70 | 35.5% | -0.63 | 0.1057 | -0.003 | ||
| 0.5600 | 0.6300 | 15 | 3,976 | 35.8% | 0.30 | 0.0940 | -0.003 | 17 | 3.25 | 3.45 | 549 | 35.7% | -0.71 | 0.0963 | -0.003 | |
| 0.4000 | 0.4800 | 5 | 620 | 36.5% | 0.24 | 0.0817 | -0.003 | 18 | 4.05 | 4.30 | 35.9% | -0.78 | 0.0845 | -0.002 | ||
| 0.3000 | 0.3600 | 168 | 37.3% | 0.18 | 0.0694 | -0.003 | 19 | 4.85 | 5.50 | 41.0% | -0.84 | 0.0718 | -0.002 | |||
| 0.2200 | 0.2600 | 1,418 | 2,400 | 37.7% | 0.14 | 0.0581 | -0.002 | 20 | 5.85 | 6.45 | 252 | 44.8% | -0.88 | 0.0594 | -0.001 | |
| 0.1600 | 0.2200 | 3 | 23 | 38.8% | 0.11 | 0.0483 | -0.002 | 21 | 6.15 | 7.60 | 34.1% | -0.91 | 0.0486 | -0.001 | ||
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 — Mar 19, 2027
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.