PM optieketen Philip Morris International 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 ±10.8% (179.35–222.75) · ATM IV 27.7% · P/C open interest 0.96
| 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 | |
| 96.00 | 98.20 | 1 | 66.5% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 1.35 | 1,349 | 72.8% | -0.00 | 0.0002 | -0.003 | ||
| 90.30 | 93.90 | 7 | 60.8% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 0.0500 | 1 | 335 | 44.4% | -0.00 | 0.0003 | -0.003 | |
| 85.60 | 89.00 | 101 | 61.3% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.4000 | 217 | 52.6% | -0.01 | 0.0003 | -0.004 | ||
| 80.60 | 84.10 | 5 | 57.3% | 1.00 | 0.0003 | 0.000 | 120 | 0 | 0.2500 | 1 | 535 | 46.0% | -0.01 | 0.0004 | -0.004 | |
| 75.70 | 79.10 | 200 | 53.5% | 0.99 | 0.0004 | 0.000 | 125 | 0 | 0.4000 | 1 | 404 | 45.5% | -0.01 | 0.0006 | -0.005 | |
| 70.80 | 73.70 | 149 | 44.9% | 0.99 | 0.0005 | 0.000 | 130 | 0.0500 | 0.4000 | 694 | 42.9% | -0.01 | 0.0007 | -0.006 | ||
| 65.80 | 69.30 | 286 | 47.2% | 0.99 | 0.0007 | 0.000 | 135 | 0 | 0.5500 | 1 | 561 | 40.9% | -0.01 | 0.0009 | -0.007 | |
| 61.00 | 64.40 | 191 | 45.2% | 0.99 | 0.0010 | 0.000 | 140 | 0 | 0.4500 | 546 | 36.5% | -0.02 | 0.0012 | -0.009 | ||
| 55.70 | 59.40 | 247 | 38.6% | 0.98 | 0.0013 | 0.000 | 145 | 0 | 0.7500 | 1,775 | 32.1% | -0.02 | 0.0017 | -0.011 | ||
| 51.70 | 54.40 | 1 | 2,022 | 41.0% | 0.97 | 0.0018 | -0.002 | 150 | 0.2000 | 0.5500 | 1,143 | 33.1% | -0.03 | 0.0022 | -0.014 | |
| 46.80 | 49.70 | 119 | 38.8% | 0.96 | 0.0025 | -0.006 | 155 | 0.4000 | 0.9000 | 7 | 871 | 33.3% | -0.05 | 0.0030 | -0.017 | |
| 42.00 | 44.90 | 377 | 36.3% | 0.95 | 0.0034 | -0.011 | 160 | 0.4000 | 1.20 | 3 | 1,175 | 31.3% | -0.06 | 0.0039 | -0.021 | |
| 37.70 | 39.90 | 519 | 34.7% | 0.93 | 0.0046 | -0.018 | 165 | 1.00 | 2.15 | 3 | 1,114 | 33.3% | -0.08 | 0.0051 | -0.026 | |
| 33.00 | 35.60 | 1 | 1,105 | 33.4% | 0.90 | 0.0061 | -0.025 | 170 | 1.45 | 1.95 | 9 | 1,113 | 30.2% | -0.11 | 0.0065 | -0.032 |
| 28.40 | 31.20 | 630 | 31.6% | 0.87 | 0.0077 | -0.032 | 175 | 2.00 | 2.65 | 7 | 995 | 29.3% | -0.15 | 0.0081 | -0.038 | |
| 24.60 | 25.70 | 1,046 | 28.8% | 0.82 | 0.0095 | -0.040 | 180 | 3.10 | 3.50 | 545 | 1,007 | 29.1% | -0.20 | 0.0097 | -0.045 | |
| 20.60 | 22.70 | 470 | 29.6% | 0.77 | 0.0113 | -0.046 | 185 | 4.20 | 4.90 | 111 | 650 | 28.2% | -0.25 | 0.0114 | -0.050 | |
| 16.70 | 19.20 | 1,144 | 28.6% | 0.71 | 0.0129 | -0.052 | 190 | 5.70 | 6.20 | 39 | 659 | 28.1% | -0.31 | 0.0129 | -0.055 | |
| 14.30 | 16.30 | 2 | 814 | 29.8% | 0.64 | 0.0142 | -0.057 | 195 | 7.40 | 8.00 | 4 | 214 | 27.5% | -0.38 | 0.0142 | -0.058 |
| 11.50 | 12.10 | 132 | 1,981 | 27.6% | 0.56 | 0.0151 | -0.060 | 200 | 9.50 | 10.30 | 39 | 264 | 27.8% | -0.46 | 0.0149 | -0.059 |
| 7.00 | 7.60 | 45 | 1,846 | 27.1% | 0.41 | 0.0150 | -0.058 | 210 | 15.20 | 15.80 | 25 | 26.7% | -0.60 | 0.0148 | -0.056 | |
| 4.00 | 4.40 | 96 | 1,668 | 26.7% | 0.28 | 0.0130 | -0.050 | 220 | 21.20 | 23.30 | 25.6% | -0.73 | 0.0127 | -0.046 | ||
| 1.90 | 2.70 | 16 | 665 | 26.6% | 0.18 | 0.0100 | -0.039 | 230 | 28.80 | 31.10 | 10 | 23.1% | -0.83 | 0.0097 | -0.033 | |
| 1.10 | 1.60 | 53 | 795 | 27.4% | 0.11 | 0.0071 | -0.028 | 240 | 38.50 | 40.90 | 27.0% | -0.90 | 0.0072 | -0.022 | ||
| 0.6000 | 1.15 | 214 | 28.8% | 0.07 | 0.0048 | -0.020 | 250 | 47.20 | 50.40 | -0.95 | 0.0066 | -0.020 | ||||
| 0.2000 | 0.8000 | 257 | 29.3% | 0.05 | 0.0033 | -0.015 | 260 | 57.00 | 60.50 | -0.99 | 0.0052 | -0.019 | ||||
| 0.1000 | 0.6500 | 573 | 31.1% | 0.03 | 0.0024 | -0.012 | 270 | 67.00 | 70.50 | -1.00 | 0.0000 | -0.034 | ||||
| 0.0500 | 0.4000 | 36 | 31.6% | 0.02 | 0.0018 | -0.010 | 280 | 77.00 | 80.70 | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.5000 | 24 | 34.9% | 0.02 | 0.0014 | -0.008 | 290 | 86.80 | 90.90 | -1.00 | 0.0000 | -0.034 | ||||
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 15, 2027
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.