O optieketen Realty Income Corporation
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 ±16.3% (51.53–71.63) · ATM IV 18.2% · P/C open interest 0.74
| 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 | |
| 26.50 | 31.50 | 1.00 | 0.0000 | 0.000 | 32.5 | 0.2000 | 0.5500 | 156 | 33.3% | -0.03 | 0.0034 | -0.002 | ||||
| 24.00 | 29.00 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 1.35 | 2 | 34.3% | -0.04 | 0.0044 | -0.002 | ||||
| 21.50 | 26.50 | 1.00 | 0.0006 | 0.000 | 37.5 | 0.4500 | 0.7500 | 180 | 29.8% | -0.06 | 0.0058 | -0.002 | ||||
| 19.00 | 24.00 | 32 | 0.99 | 0.0028 | 0.000 | 40 | 0.4500 | 1.05 | 97 | 28.2% | -0.07 | 0.0074 | -0.002 | |||
| 16.80 | 21.50 | 6 | 0.98 | 0.0073 | 0.000 | 42.5 | 0.7000 | 1.00 | 245 | 25.9% | -0.09 | 0.0095 | -0.003 | |||
| 15.50 | 18.00 | 19 | 21.8% | 0.95 | 0.0128 | -0.002 | 45 | 0.7500 | 1.20 | 178 | 23.7% | -0.12 | 0.0120 | -0.003 | ||
| 13.20 | 15.90 | 68 | 23.0% | 0.91 | 0.0172 | -0.003 | 47.5 | 1.00 | 1.50 | 162 | 22.4% | -0.15 | 0.0149 | -0.003 | ||
| 11.10 | 13.60 | 169 | 21.6% | 0.86 | 0.0204 | -0.003 | 50 | 1.35 | 1.90 | 676 | 21.3% | -0.19 | 0.0181 | -0.004 | ||
| 9.00 | 11.70 | 102 | 20.7% | 0.80 | 0.0237 | -0.004 | 52.5 | 1.75 | 2.55 | 619 | 20.6% | -0.24 | 0.0216 | -0.004 | ||
| 7.20 | 9.80 | 153 | 19.8% | 0.73 | 0.0270 | -0.004 | 55 | 2.50 | 3.20 | 412 | 20.0% | -0.30 | 0.0252 | -0.004 | ||
| 5.60 | 8.30 | 182 | 19.5% | 0.66 | 0.0298 | -0.004 | 57.5 | 3.10 | 3.90 | 527 | 18.7% | -0.36 | 0.0283 | -0.004 | ||
| 5.10 | 5.90 | 28 | 495 | 18.8% | 0.58 | 0.0318 | -0.004 | 60 | 4.10 | 5.20 | 258 | 18.8% | -0.43 | 0.0307 | -0.004 | |
| 3.80 | 4.60 | 1 | 582 | 18.0% | 0.50 | 0.0327 | -0.004 | 62.5 | 5.10 | 6.60 | 50 | 1,319 | 18.4% | -0.51 | 0.0319 | -0.004 |
| 3.20 | 3.90 | 59 | 1,234 | 18.9% | 0.43 | 0.0324 | -0.004 | 65 | 7.10 | 7.80 | 23 | 18.8% | -0.58 | 0.0318 | -0.004 | |
| 2.00 | 3.10 | 7 | 1,048 | 17.9% | 0.35 | 0.0309 | -0.004 | 67.5 | 8.50 | 10.00 | 78 | 19.5% | -0.65 | 0.0304 | -0.003 | |
| 1.75 | 2.15 | 10 | 1,161 | 17.8% | 0.29 | 0.0284 | -0.004 | 70 | 10.00 | 11.60 | 14 | 18.6% | -0.71 | 0.0281 | -0.003 | |
| 1.25 | 1.85 | 143 | 18.2% | 0.24 | 0.0255 | -0.004 | 72.5 | 11.20 | 13.70 | 3 | 17.4% | -0.77 | 0.0252 | -0.002 | ||
| 0.7500 | 1.40 | 736 | 17.6% | 0.19 | 0.0224 | -0.003 | 75 | 13.70 | 15.40 | 12 | 17.9% | -0.81 | 0.0221 | -0.002 | ||
| 0.4000 | 1.70 | 5 | 358 | 17.1% | 0.12 | 0.0165 | -0.002 | 80 | 17.00 | 21.00 | 3 | 19.1% | -0.89 | 0.0171 | -0.000 | |
| 0.2000 | 1.40 | 104 | 21.9% | 0.08 | 0.0119 | -0.002 | 85 | 21.50 | 26.00 | 21.2% | -0.95 | 0.0141 | 0.000 | |||
| 0 | 0.7000 | 237 | 20.3% | 0.05 | 0.0085 | -0.001 | 90 | 26.10 | 31.00 | 2 | 22.7% | -0.99 | 0.0080 | 0.000 | ||
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.