PGR optieketen The Progressive 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 ±22.9% (168.86–269.36) · ATM IV 24.2% · P/C open interest 0.59
| 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 | |
| 108.00 | 112.00 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 3.40 | 2 | 38.3% | -0.04 | 0.0010 | -0.007 | ||||
| 103.00 | 107.50 | 1 | 1.00 | 0.0001 | 0.000 | 115 | 0.2500 | 3.60 | 5 | 18 | 37.1% | -0.04 | 0.0012 | -0.007 | ||
| 98.00 | 102.50 | 10 | 1.00 | 0.0002 | 0.000 | 120 | 0.5500 | 3.80 | 1 | 35.9% | -0.05 | 0.0014 | -0.008 | |||
| 93.50 | 98.00 | 1.00 | 0.0004 | 0.000 | 125 | 0 | 5.00 | 1 | 35.0% | -0.06 | 0.0017 | -0.009 | ||||
| 88.50 | 93.50 | 5 | 1.00 | 0.0007 | 0.000 | 130 | 1.10 | 4.80 | 2 | 34.4% | -0.07 | 0.0019 | -0.010 | |||
| 84.00 | 88.50 | 1 | 1.00 | 0.0012 | 0.000 | 135 | 1.00 | 4.80 | 3 | 32.0% | -0.08 | 0.0022 | -0.011 | |||
| 79.00 | 84.00 | 21 | 0.99 | 0.0014 | 0.000 | 140 | 1.50 | 6.50 | 11 | 33.0% | -0.09 | 0.0025 | -0.012 | |||
| 74.50 | 79.30 | 0.98 | 0.0017 | 0.000 | 145 | 3.60 | 7.00 | 3 | 33.9% | -0.11 | 0.0028 | -0.013 | ||||
| 70.00 | 75.00 | 34 | 21.8% | 0.97 | 0.0020 | 0.000 | 150 | 2.50 | 7.50 | 44 | 31.1% | -0.12 | 0.0032 | -0.014 | ||
| 66.00 | 71.00 | 24.6% | 0.96 | 0.0023 | -0.002 | 155 | 3.00 | 8.00 | 32 | 29.9% | -0.14 | 0.0036 | -0.015 | |||
| 62.00 | 66.00 | 15 | 23.6% | 0.95 | 0.0027 | -0.003 | 160 | 4.00 | 8.50 | 3 | 29.2% | -0.16 | 0.0040 | -0.016 | ||
| 58.00 | 62.00 | 1 | 24.4% | 0.93 | 0.0031 | -0.005 | 165 | 4.50 | 9.00 | 16 | 27.9% | -0.18 | 0.0045 | -0.017 | ||
| 54.00 | 58.50 | 29 | 25.2% | 0.92 | 0.0035 | -0.006 | 170 | 5.50 | 10.10 | 17 | 27.5% | -0.20 | 0.0049 | -0.018 | ||
| 50.00 | 55.00 | 5 | 25.6% | 0.90 | 0.0040 | -0.008 | 175 | 6.50 | 11.50 | 150 | 27.1% | -0.23 | 0.0054 | -0.018 | ||
| 46.50 | 51.00 | 56 | 25.5% | 0.87 | 0.0045 | -0.010 | 180 | 8.00 | 12.00 | 97 | 26.2% | -0.26 | 0.0058 | -0.019 | ||
| 43.00 | 47.50 | 3 | 25.6% | 0.85 | 0.0050 | -0.011 | 185 | 9.00 | 13.30 | 81 | 25.5% | -0.29 | 0.0062 | -0.020 | ||
| 39.50 | 44.50 | 30 | 25.9% | 0.82 | 0.0055 | -0.013 | 190 | 10.50 | 15.50 | 109 | 25.4% | -0.32 | 0.0067 | -0.020 | ||
| 36.00 | 40.50 | 44 | 25.1% | 0.79 | 0.0060 | -0.015 | 195 | 12.50 | 17.10 | 135 | 25.1% | -0.35 | 0.0070 | -0.021 | ||
| 33.00 | 37.50 | 91 | 25.2% | 0.76 | 0.0065 | -0.016 | 200 | 14.40 | 19.00 | 141 | 24.8% | -0.39 | 0.0074 | -0.021 | ||
| 27.50 | 31.00 | 64 | 24.8% | 0.69 | 0.0073 | -0.019 | 210 | 18.50 | 23.50 | 115 | 24.2% | -0.46 | 0.0078 | -0.021 | ||
| 22.50 | 27.00 | 183 | 25.3% | 0.62 | 0.0079 | -0.020 | 220 | 23.00 | 28.00 | 207 | 23.0% | -0.53 | 0.0080 | -0.020 | ||
| 18.00 | 21.50 | 225 | 24.5% | 0.55 | 0.0082 | -0.021 | 230 | 29.00 | 33.50 | 55 | 22.6% | -0.60 | 0.0080 | -0.019 | ||
| 14.00 | 18.50 | 1 | 88 | 24.7% | 0.48 | 0.0082 | -0.022 | 240 | 35.00 | 40.00 | 32 | 22.1% | -0.66 | 0.0076 | -0.017 | |
| 11.40 | 14.40 | 271 | 24.4% | 0.41 | 0.0080 | -0.021 | 250 | 42.50 | 47.00 | 14 | 22.0% | -0.72 | 0.0074 | -0.016 | ||
| 8.00 | 12.50 | 69 | 24.2% | 0.35 | 0.0075 | -0.020 | 260 | 50.00 | 54.50 | 8 | 21.2% | -0.78 | 0.0073 | -0.015 | ||
| 7.00 | 9.60 | 48 | 24.4% | 0.29 | 0.0069 | -0.019 | 270 | 58.50 | 63.00 | 7 | 20.6% | -0.84 | 0.0068 | -0.013 | ||
| 4.80 | 8.40 | 2 | 154 | 24.5% | 0.25 | 0.0063 | -0.018 | 280 | 67.50 | 71.70 | 1 | -0.89 | 0.0058 | -0.009 | ||
| 2.50 | 7.50 | 20 | 24.2% | 0.21 | 0.0056 | -0.017 | 290 | 77.00 | 81.00 | -0.93 | 0.0046 | -0.005 | ||||
| 3.00 | 6.10 | 73 | 25.3% | 0.18 | 0.0050 | -0.015 | 300 | 86.00 | 90.50 | -0.95 | 0.0035 | -0.000 | ||||
| 1.00 | 6.00 | 2 | 25.1% | 0.15 | 0.0044 | -0.014 | 310 | 95.50 | 100.50 | 1 | -0.97 | 0.0025 | 0.000 | |||
| 0 | 4.40 | 24 | 23.7% | 0.13 | 0.0039 | -0.013 | 320 | 105.50 | 110.00 | -0.99 | 0.0017 | 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.