ITB optieketen iShares U.S. Home Construction ETF
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 ±28.8% (66.12–119.52) · ATM IV 30.9% · P/C open interest 3.33
| 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 | |
| 43.00 | 47.00 | 10 | 31.3% | 0.96 | 0.0022 | 0.000 | 50 | 0.4000 | 1.40 | 901 | 38.4% | -0.04 | 0.0022 | -0.003 | ||
| 38.70 | 42.70 | 474 | 32.1% | 0.94 | 0.0030 | 0.000 | 55 | 0.6500 | 1.70 | 244 | 36.0% | -0.06 | 0.0031 | -0.004 | ||
| 34.50 | 38.70 | 10 | 32.5% | 0.91 | 0.0040 | -0.002 | 60 | 1.20 | 2.50 | 20 | 35.7% | -0.09 | 0.0042 | -0.006 | ||
| 30.80 | 34.70 | 2 | 32.8% | 0.88 | 0.0052 | -0.003 | 65 | 1.70 | 3.50 | 12 | 34.8% | -0.12 | 0.0054 | -0.007 | ||
| 27.10 | 31.00 | 10 | 32.6% | 0.85 | 0.0064 | -0.005 | 70 | 2.80 | 4.40 | 9 | 84 | 34.1% | -0.16 | 0.0067 | -0.009 | |
| 24.00 | 27.50 | 149 | 32.8% | 0.81 | 0.0075 | -0.007 | 75 | 3.20 | 6.40 | 745 | 33.3% | -0.20 | 0.0080 | -0.010 | ||
| 20.50 | 24.10 | 32 | 31.7% | 0.76 | 0.0086 | -0.008 | 80 | 5.90 | 7.00 | 1,762 | 33.2% | -0.25 | 0.0093 | -0.011 | ||
| 18.30 | 21.10 | 14 | 32.3% | 0.71 | 0.0096 | -0.010 | 85 | 6.00 | 9.60 | 174 | 31.4% | -0.30 | 0.0105 | -0.012 | ||
| 14.90 | 18.40 | 343 | 31.0% | 0.66 | 0.0105 | -0.011 | 90 | 9.70 | 11.00 | 2 | 236 | 32.2% | -0.36 | 0.0116 | -0.013 | |
| 12.50 | 15.90 | 27 | 30.6% | 0.60 | 0.0111 | -0.011 | 95 | 11.60 | 13.40 | 54 | 31.1% | -0.42 | 0.0125 | -0.013 | ||
| 10.00 | 15.00 | 79 | 31.4% | 0.55 | 0.0115 | -0.012 | 100 | 13.00 | 18.00 | 1,522 | 31.4% | -0.49 | 0.0133 | -0.013 | ||
| 9.50 | 14.00 | 32 | 31.3% | 0.53 | 0.0116 | -0.012 | 102 | 14.50 | 18.30 | 59 | 30.7% | -0.51 | 0.0135 | -0.014 | ||
| 9.00 | 13.50 | 113 | 31.0% | 0.52 | 0.0117 | -0.012 | 103 | 16.50 | 20.00 | 46 | 33.6% | -0.52 | 0.0137 | -0.014 | ||
| 8.50 | 13.50 | 8 | 31.2% | 0.51 | 0.0117 | -0.012 | 104 | 15.50 | 20.50 | 185 | 31.4% | -0.54 | 0.0138 | -0.014 | ||
| 8.50 | 12.40 | 21 | 30.7% | 0.50 | 0.0118 | -0.012 | 105 | 17.60 | 20.80 | 208 | 32.7% | -0.55 | 0.0139 | -0.014 | ||
| 8.00 | 11.40 | 25 | 29.7% | 0.49 | 0.0118 | -0.012 | 106 | 17.00 | 21.50 | 34 | 31.3% | -0.56 | 0.0140 | -0.013 | ||
| 7.50 | 11.20 | 1 | 29.6% | 0.48 | 0.0118 | -0.012 | 107 | 17.50 | 22.50 | 4 | 31.4% | -0.57 | 0.0141 | -0.013 | ||
| 7.50 | 11.40 | 7 | 30.6% | 0.47 | 0.0118 | -0.012 | 108 | 18.50 | 23.00 | 11 | 31.6% | -0.59 | 0.0142 | -0.013 | ||
| 7.00 | 11.00 | 30.2% | 0.46 | 0.0118 | -0.012 | 109 | 19.00 | 23.50 | 2 | 31.1% | -0.60 | 0.0143 | -0.013 | |||
| 8.00 | 11.50 | 186 | 32.6% | 0.44 | 0.0117 | -0.012 | 110 | 19.50 | 24.50 | 45 | 31.2% | -0.61 | 0.0143 | -0.013 | ||
| 6.50 | 9.70 | 5 | 29.4% | 0.43 | 0.0117 | -0.012 | 111 | 21.70 | 23.20 | 30.5% | -0.62 | 0.0144 | -0.013 | |||
| 6.00 | 11.00 | 31.0% | 0.42 | 0.0117 | -0.012 | 112 | 21.00 | 25.90 | 1 | 31.2% | -0.64 | 0.0145 | -0.013 | |||
| 6.00 | 10.50 | 31.1% | 0.42 | 0.0116 | -0.012 | 113 | 22.00 | 25.50 | 30.1% | -0.65 | 0.0146 | -0.013 | ||||
| 5.50 | 10.50 | 31.1% | 0.41 | 0.0116 | -0.012 | 114 | 23.80 | 27.40 | 33.0% | -0.66 | 0.0147 | -0.013 | ||||
| 5.00 | 10.00 | 84 | 30.5% | 0.40 | 0.0115 | -0.012 | 115 | 24.60 | 28.00 | 3 | 32.9% | -0.67 | 0.0148 | -0.013 | ||
| 6.70 | 8.30 | 31.1% | 0.39 | 0.0115 | -0.012 | 116 | 24.00 | 27.70 | 1 | 29.5% | -0.69 | 0.0148 | -0.013 | |||
| 4.50 | 9.50 | 30.4% | 0.38 | 0.0114 | -0.012 | 117 | 24.50 | 29.50 | 30.6% | -0.70 | 0.0149 | -0.013 | ||||
| 4.50 | 8.50 | 29.8% | 0.37 | 0.0113 | -0.011 | 118 | 26.70 | 29.20 | 1 | 31.0% | -0.71 | 0.0150 | -0.013 | |||
| 5.70 | 9.00 | 20 | 32.4% | 0.36 | 0.0112 | -0.011 | 119 | 26.50 | 31.00 | 31.0% | -0.72 | 0.0150 | -0.013 | |||
| 5.60 | 7.20 | 33 | 30.6% | 0.35 | 0.0112 | -0.011 | 120 | 28.40 | 30.40 | 5 | 30.6% | -0.74 | 0.0151 | -0.013 | ||
| 5.40 | 7.00 | 5 | 30.6% | 0.34 | 0.0111 | -0.011 | 121 | 28.00 | 32.50 | 30.7% | -0.75 | 0.0152 | -0.013 | |||
| 3.50 | 6.80 | 28.4% | 0.33 | 0.0110 | -0.011 | 122 | 30.00 | 32.40 | 31.1% | -0.76 | 0.0152 | -0.013 | ||||
| 4.10 | 6.70 | 29.6% | 0.32 | 0.0109 | -0.011 | 123 | 29.50 | 33.30 | 28.8% | -0.77 | 0.0152 | -0.013 | ||||
| 3.00 | 8.00 | 30.3% | 0.32 | 0.0108 | -0.011 | 124 | 31.70 | 35.00 | 32.7% | -0.79 | 0.0152 | -0.013 | ||||
| 3.00 | 8.00 | 13 | 30.8% | 0.31 | 0.0106 | -0.011 | 125 | 31.00 | 34.90 | 1 | 28.0% | -0.80 | 0.0151 | -0.012 | ||
| 4.50 | 5.90 | 30.5% | 0.30 | 0.0105 | -0.011 | 126 | 32.80 | 35.40 | 29.2% | -0.81 | 0.0150 | -0.012 | ||||
| 2.65 | 7.40 | 30.5% | 0.29 | 0.0104 | -0.011 | 127 | 33.50 | 36.70 | 29.7% | -0.82 | 0.0150 | -0.012 | ||||
| 3.70 | 7.00 | 31.8% | 0.28 | 0.0103 | -0.010 | 128 | 34.60 | 38.50 | 32.0% | -0.83 | 0.0148 | -0.012 | ||||
| 3.90 | 5.30 | 30.2% | 0.28 | 0.0102 | -0.010 | 129 | 35.50 | 38.10 | 29.3% | -0.84 | 0.0146 | -0.012 | ||||
| 3.30 | 5.00 | 1 | 23 | 29.4% | 0.27 | 0.0100 | -0.010 | 130 | 36.30 | 38.90 | 28.7% | -0.85 | 0.0144 | -0.011 | ||
| 3.00 | 4.40 | 1 | 30.1% | 0.23 | 0.0094 | -0.009 | 135 | 40.90 | 43.50 | 27.7% | -0.90 | 0.0124 | -0.009 | |||
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 — Jan 21, 2028
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.