MS rantai opsi Morgan Stanley
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 ±26.5% (131.25–225.85) · ATM IV 30.3% · P/C open interest 1.67
| 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 | |
| 88.35 | 91.95 | 29 | 42.1% | 0.97 | 0.0010 | 0.000 | 90 | 0.8100 | 1.41 | 13 | 39.1% | -0.03 | 0.0010 | -0.006 | ||
| 83.80 | 87.50 | 34 | 38.1% | 0.97 | 0.0012 | 0.000 | 95 | 1.18 | 1.65 | 39 | 38.4% | -0.04 | 0.0012 | -0.007 | ||
| 80.20 | 83.20 | 67 | 39.4% | 0.96 | 0.0014 | 0.000 | 100 | 1.40 | 2.11 | 310 | 37.7% | -0.05 | 0.0014 | -0.008 | ||
| 76.10 | 79.50 | 24 | 40.1% | 0.95 | 0.0016 | 0.000 | 105 | 1.84 | 2.37 | 19 | 36.8% | -0.06 | 0.0017 | -0.009 | ||
| 70.65 | 74.70 | 26 | 35.7% | 0.94 | 0.0019 | -0.002 | 110 | 2.32 | 3.10 | 544 | 36.6% | -0.07 | 0.0020 | -0.010 | ||
| 67.80 | 70.40 | 9 | 37.1% | 0.92 | 0.0022 | -0.003 | 115 | 2.67 | 3.50 | 515 | 35.4% | -0.09 | 0.0023 | -0.011 | ||
| 63.75 | 66.45 | 216 | 36.5% | 0.91 | 0.0026 | -0.005 | 120 | 3.55 | 4.00 | 828 | 34.9% | -0.10 | 0.0026 | -0.013 | ||
| 59.70 | 62.35 | 47 | 35.6% | 0.89 | 0.0029 | -0.007 | 125 | 3.95 | 4.85 | 2 | 1,149 | 34.1% | -0.12 | 0.0030 | -0.014 | |
| 55.75 | 58.45 | 67 | 34.8% | 0.87 | 0.0033 | -0.009 | 130 | 5.10 | 6.50 | 308 | 34.9% | -0.14 | 0.0034 | -0.015 | ||
| 51.00 | 54.80 | 1 | 34 | 33.3% | 0.85 | 0.0036 | -0.011 | 135 | 5.60 | 6.65 | 1,142 | 32.9% | -0.16 | 0.0038 | -0.017 | |
| 48.45 | 51.15 | 54 | 33.9% | 0.83 | 0.0040 | -0.012 | 140 | 6.60 | 8.65 | 1,811 | 33.3% | -0.18 | 0.0042 | -0.018 | ||
| 44.85 | 47.50 | 33 | 33.2% | 0.81 | 0.0044 | -0.014 | 145 | 7.75 | 10.00 | 123 | 32.9% | -0.21 | 0.0046 | -0.019 | ||
| 40.00 | 44.20 | 1,174 | 31.5% | 0.78 | 0.0048 | -0.015 | 150 | 8.95 | 10.90 | 1,449 | 31.9% | -0.23 | 0.0050 | -0.020 | ||
| 37.55 | 40.90 | 262 | 32.6% | 0.75 | 0.0052 | -0.017 | 155 | 11.00 | 12.75 | 3 | 919 | 32.2% | -0.26 | 0.0054 | -0.021 | |
| 35.30 | 37.00 | 7 | 428 | 31.4% | 0.72 | 0.0055 | -0.018 | 160 | 11.90 | 13.65 | 15 | 2,532 | 30.6% | -0.29 | 0.0058 | -0.022 |
| 32.25 | 34.85 | 1 | 276 | 31.6% | 0.70 | 0.0059 | -0.019 | 165 | 14.70 | 15.40 | 3 | 202 | 30.9% | -0.32 | 0.0062 | -0.023 |
| 29.65 | 32.00 | 2 | 690 | 31.3% | 0.66 | 0.0062 | -0.020 | 170 | 16.40 | 17.40 | 6 | 1,147 | 30.4% | -0.36 | 0.0066 | -0.023 |
| 27.50 | 30.00 | 449 | 31.7% | 0.63 | 0.0064 | -0.021 | 175 | 18.95 | 19.75 | 1,100 | 30.4% | -0.39 | 0.0069 | -0.024 | ||
| 24.05 | 26.80 | 431 | 30.2% | 0.60 | 0.0066 | -0.022 | 180 | 20.90 | 22.85 | 3 | 1,351 | 30.4% | -0.43 | 0.0072 | -0.024 | |
| 22.35 | 23.80 | 3 | 187 | 29.9% | 0.57 | 0.0068 | -0.022 | 185 | 22.80 | 25.40 | 201 | 29.7% | -0.46 | 0.0075 | -0.024 | |
| 20.25 | 21.40 | 6 | 1,960 | 29.7% | 0.54 | 0.0070 | -0.022 | 190 | 26.40 | 27.30 | 2,932 | 29.5% | -0.50 | 0.0077 | -0.024 | |
| 18.45 | 19.40 | 5 | 145 | 29.4% | 0.50 | 0.0070 | -0.023 | 195 | 29.10 | 30.40 | 663 | 29.2% | -0.54 | 0.0078 | -0.024 | |
| 16.45 | 17.70 | 7 | 1,275 | 29.2% | 0.47 | 0.0071 | -0.023 | 200 | 32.35 | 33.30 | 260 | 29.0% | -0.57 | 0.0080 | -0.024 | |
| 12.55 | 14.25 | 3 | 318 | 28.3% | 0.41 | 0.0070 | -0.022 | 210 | 38.95 | 40.30 | 674 | 28.8% | -0.65 | 0.0081 | -0.023 | |
| 10.20 | 11.50 | 24 | 656 | 28.2% | 0.35 | 0.0068 | -0.021 | 220 | 46.00 | 47.40 | 357 | 28.1% | -0.72 | 0.0084 | -0.022 | |
| 8.40 | 9.25 | 7 | 785 | 28.2% | 0.30 | 0.0064 | -0.020 | 230 | 53.30 | 55.75 | 36 | 27.4% | -0.79 | 0.0087 | -0.021 | |
| 6.75 | 7.45 | 1 | 978 | 28.1% | 0.25 | 0.0059 | -0.018 | 240 | 62.25 | 64.80 | 36 | 28.0% | -0.86 | 0.0086 | -0.022 | |
| 5.35 | 5.95 | 2 | 189 | 28.0% | 0.21 | 0.0054 | -0.016 | 250 | 70.90 | 73.45 | 1 | -0.92 | 0.0072 | -0.017 | ||
| 4.20 | 4.75 | 83 | 27.9% | 0.18 | 0.0048 | -0.015 | 260 | 80.00 | 83.00 | 17 | -0.96 | 0.0046 | -0.004 | |||
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.