MRK optieketen Merck & Co., Inc.
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 ±29.2% (106.31–194.16) · ATM IV 32.3% · P/C open interest 1.13
| 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 | |
| 69.95 | 73.00 | 118 | 28.5% | 0.96 | 0.0014 | 0.000 | 80 | 1.10 | 1.61 | 333 | 37.7% | -0.04 | 0.0015 | -0.006 | ||
| 65.20 | 68.90 | 123 | 29.5% | 0.95 | 0.0017 | 0.000 | 85 | 1.44 | 2.21 | 353 | 37.3% | -0.06 | 0.0018 | -0.007 | ||
| 61.45 | 64.45 | 142 | 31.5% | 0.94 | 0.0021 | 0.000 | 90 | 1.87 | 2.55 | 720 | 36.1% | -0.07 | 0.0022 | -0.008 | ||
| 57.10 | 60.35 | 85 | 31.4% | 0.92 | 0.0025 | -0.000 | 95 | 2.50 | 3.15 | 942 | 35.6% | -0.08 | 0.0026 | -0.009 | ||
| 53.40 | 56.50 | 724 | 32.5% | 0.91 | 0.0029 | -0.002 | 100 | 3.00 | 3.95 | 2,374 | 34.9% | -0.10 | 0.0030 | -0.010 | ||
| 49.70 | 52.50 | 616 | 32.5% | 0.89 | 0.0034 | -0.004 | 105 | 3.80 | 4.90 | 507 | 34.6% | -0.12 | 0.0035 | -0.011 | ||
| 45.10 | 48.90 | 20 | 662 | 31.4% | 0.86 | 0.0039 | -0.006 | 110 | 4.80 | 5.90 | 1,441 | 34.2% | -0.15 | 0.0040 | -0.013 | |
| 42.05 | 45.25 | 3 | 532 | 31.9% | 0.84 | 0.0044 | -0.008 | 115 | 5.90 | 7.15 | 906 | 33.9% | -0.17 | 0.0045 | -0.014 | |
| 38.35 | 41.90 | 2,151 | 31.6% | 0.81 | 0.0049 | -0.009 | 120 | 7.10 | 8.55 | 613 | 33.5% | -0.20 | 0.0050 | -0.015 | ||
| 35.65 | 38.60 | 20 | 901 | 31.9% | 0.78 | 0.0053 | -0.011 | 125 | 8.50 | 10.05 | 933 | 33.1% | -0.23 | 0.0055 | -0.016 | |
| 32.95 | 35.60 | 566 | 32.2% | 0.75 | 0.0057 | -0.013 | 130 | 10.45 | 11.85 | 342 | 33.2% | -0.26 | 0.0060 | -0.017 | ||
| 30.20 | 32.70 | 627 | 32.1% | 0.72 | 0.0061 | -0.014 | 135 | 11.95 | 13.85 | 294 | 32.8% | -0.30 | 0.0064 | -0.018 | ||
| 27.30 | 29.95 | 1,432 | 31.8% | 0.68 | 0.0064 | -0.016 | 140 | 13.95 | 16.90 | 189 | 33.3% | -0.33 | 0.0068 | -0.019 | ||
| 25.25 | 27.55 | 190 | 32.1% | 0.65 | 0.0067 | -0.017 | 145 | 16.75 | 19.00 | 237 | 33.4% | -0.37 | 0.0071 | -0.019 | ||
| 23.25 | 24.90 | 2 | 458 | 32.0% | 0.62 | 0.0069 | -0.018 | 150 | 18.80 | 20.90 | 67 | 32.5% | -0.40 | 0.0074 | -0.020 | |
| 20.80 | 23.35 | 276 | 32.2% | 0.58 | 0.0071 | -0.018 | 155 | 21.10 | 23.65 | 31 | 32.2% | -0.44 | 0.0076 | -0.020 | ||
| 18.85 | 20.90 | 672 | 31.8% | 0.55 | 0.0072 | -0.019 | 160 | 24.00 | 27.55 | 25 | 33.0% | -0.48 | 0.0078 | -0.020 | ||
| 17.35 | 19.70 | 322 | 32.4% | 0.52 | 0.0072 | -0.019 | 165 | 27.00 | 30.05 | 91 | 32.5% | -0.51 | 0.0079 | -0.020 | ||
| 15.40 | 17.55 | 292 | 31.8% | 0.49 | 0.0072 | -0.019 | 170 | 30.50 | 33.90 | 13 | 33.1% | -0.55 | 0.0080 | -0.020 | ||
| 14.10 | 16.65 | 147 | 32.4% | 0.46 | 0.0072 | -0.019 | 175 | 33.50 | 36.90 | 32.6% | -0.58 | 0.0081 | -0.019 | |||
| 12.90 | 15.25 | 240 | 32.5% | 0.43 | 0.0071 | -0.019 | 180 | 37.50 | 40.75 | 3 | 33.2% | -0.62 | 0.0081 | -0.019 | ||
| 11.50 | 14.05 | 26 | 32.5% | 0.40 | 0.0070 | -0.019 | 185 | 41.00 | 43.50 | 32.4% | -0.65 | 0.0081 | -0.018 | |||
| 10.40 | 12.85 | 44 | 32.5% | 0.37 | 0.0068 | -0.019 | 190 | 45.00 | 48.30 | 33.4% | -0.68 | 0.0081 | -0.018 | |||
| 9.45 | 11.45 | 66 | 32.3% | 0.35 | 0.0066 | -0.019 | 195 | 49.00 | 52.20 | 33.4% | -0.71 | 0.0081 | -0.017 | |||
| 8.65 | 10.80 | 22 | 32.7% | 0.33 | 0.0064 | -0.018 | 200 | 53.00 | 56.60 | 33.8% | -0.74 | 0.0081 | -0.017 | |||
| 7.05 | 9.00 | 32.7% | 0.28 | 0.0060 | -0.018 | 210 | 61.50 | 64.65 | 33.6% | -0.80 | 0.0083 | -0.016 | ||||
| 5.80 | 7.65 | 4 | 33.0% | 0.25 | 0.0056 | -0.017 | 220 | 70.50 | 74.00 | 34.7% | -0.86 | 0.0081 | -0.016 | |||
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.