PM opsiyon zinciri Philip Morris International Inc.
Her satır bir strike'a karşılık gelir. Sol yarı call'ı, sağ yarı put'u gösterir. Bid/ask, alıcıların ve satıcıların şu anda belirlediği fiyatlardır; hacim bu seansta işlem gören kontrat sayısıdır; open interest mevcut açık kontratlardır. Vurgulanan satır hisse senedi fiyatına en yakın strike'tır.
Bu vade yaklaşık şu kadar bir hareket fiyatlıyor: ±7.0% (186.95–215.25) · ATM IV 29.6% · P/C açık pozisyon 0.74
| CALL'LAR | Strike | PUTLAR | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Alış | Sor | Hac. | 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 | Alış | Sor | Hac. | OI | IV | Δ | Γ | Θ | |
| 95.00 | 98.40 | 106.7% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 2.15 | 30 | 131.6% | -0.00 | 0.0001 | -0.003 | |||
| 89.70 | 93.40 | 89.5% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 207 | 123.4% | -0.00 | 0.0001 | -0.003 | |||
| 85.00 | 88.40 | 91.2% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 2.15 | 79 | 115.6% | -0.00 | 0.0002 | -0.004 | |||
| 80.10 | 83.50 | 38 | 88.4% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 1.25 | 277 | 97.4% | -0.00 | 0.0002 | -0.004 | ||
| 75.00 | 78.50 | 39 | 79.3% | 1.00 | 0.0003 | 0.000 | 125 | 0 | 0.8500 | 317 | 84.8% | -0.00 | 0.0003 | -0.005 | ||
| 69.70 | 73.50 | 64.4% | 1.00 | 0.0003 | 0.000 | 130 | 0 | 0.8500 | 286 | 78.7% | -0.00 | 0.0003 | -0.006 | |||
| 65.10 | 68.60 | 13 | 70.0% | 0.99 | 0.0004 | 0.000 | 135 | 0 | 0.4000 | 577 | 64.6% | -0.01 | 0.0004 | -0.007 | ||
| 60.10 | 63.60 | 16 | 63.8% | 0.99 | 0.0006 | -0.001 | 140 | 0 | 0.2000 | 13 | 354 | 54.0% | -0.01 | 0.0006 | -0.008 | |
| 55.20 | 58.60 | 22 | 59.3% | 0.99 | 0.0008 | -0.003 | 145 | 0 | 0.1500 | 813 | 47.5% | -0.01 | 0.0008 | -0.010 | ||
| 50.30 | 53.70 | 4 | 56.1% | 0.99 | 0.0011 | -0.005 | 150 | 0 | 2.15 | 846 | 67.9% | -0.01 | 0.0011 | -0.012 | ||
| 44.90 | 48.70 | 38 | 44.7% | 0.98 | 0.0015 | -0.009 | 155 | 0 | 2.20 | 870 | 62.2% | -0.02 | 0.0015 | -0.014 | ||
| 40.30 | 43.80 | 39 | 45.8% | 0.98 | 0.0021 | -0.013 | 160 | 0 | 0.4500 | 1,302 | 40.8% | -0.02 | 0.0022 | -0.018 | ||
| 36.10 | 38.90 | 74 | 47.3% | 0.97 | 0.0031 | -0.018 | 165 | 0.0500 | 0.3000 | 1,244 | 34.7% | -0.03 | 0.0031 | -0.023 | ||
| 31.50 | 34.10 | 219 | 44.9% | 0.95 | 0.0045 | -0.026 | 170 | 0.1000 | 0.7500 | 2 | 1,051 | 37.2% | -0.05 | 0.0045 | -0.030 | |
| 26.50 | 29.50 | 237 | 40.7% | 0.93 | 0.0067 | -0.037 | 175 | 0.4000 | 0.9000 | 92 | 1,216 | 33.8% | -0.07 | 0.0067 | -0.041 | |
| 22.30 | 24.10 | 29 | 389 | 36.2% | 0.89 | 0.0096 | -0.052 | 180 | 0.9000 | 1.10 | 15 | 1,483 | 32.0% | -0.11 | 0.0097 | -0.055 |
| 19.90 | 22.60 | 37.0% | 0.87 | 0.0113 | -0.061 | 182.5 | 1.10 | 2.00 | 33.5% | -0.13 | 0.0114 | -0.064 | ||||
| 17.60 | 19.20 | 4 | 497 | 31.3% | 0.83 | 0.0132 | -0.070 | 185 | 1.55 | 1.85 | 27 | 469 | 31.4% | -0.17 | 0.0133 | -0.073 |
| 15.80 | 17.60 | 32.9% | 0.80 | 0.0151 | -0.079 | 187.5 | 1.80 | 2.45 | 30.9% | -0.20 | 0.0152 | -0.081 | ||||
| 13.90 | 15.80 | 6 | 640 | 32.8% | 0.76 | 0.0169 | -0.087 | 190 | 2.35 | 3.00 | 28 | 658 | 30.4% | -0.24 | 0.0171 | -0.090 |
| 12.50 | 14.00 | 33.4% | 0.71 | 0.0187 | -0.095 | 192.5 | 3.00 | 3.60 | 3 | 29.9% | -0.29 | 0.0189 | -0.097 | |||
| 10.80 | 12.30 | 1,147 | 33.0% | 0.67 | 0.0202 | -0.101 | 195 | 3.80 | 4.50 | 9 | 142 | 29.9% | -0.34 | 0.0205 | -0.103 | |
| 8.90 | 10.00 | 20 | 30.2% | 0.61 | 0.0215 | -0.105 | 197.5 | 4.80 | 6.10 | 1 | 31.2% | -0.39 | 0.0218 | -0.107 | ||
| 7.80 | 8.30 | 129 | 3,306 | 30.1% | 0.56 | 0.0223 | -0.108 | 200 | 5.80 | 6.40 | 24 | 285 | 29.2% | -0.45 | 0.0227 | -0.110 |
| 6.50 | 8.20 | 1 | 32.3% | 0.50 | 0.0227 | -0.109 | 202.5 | 6.80 | 8.00 | 1 | 29.3% | -0.50 | 0.0232 | -0.111 | ||
| 5.20 | 6.80 | 22 | 31.3% | 0.45 | 0.0226 | -0.107 | 205 | 8.10 | 9.50 | 20 | 29.2% | -0.56 | 0.0231 | -0.109 | ||
| 3.60 | 5.30 | 44 | 28.7% | 0.39 | 0.0220 | -0.104 | 207.5 | 9.70 | 10.90 | 29.0% | -0.62 | 0.0226 | -0.106 | |||
| 3.60 | 3.90 | 34 | 7,380 | 29.3% | 0.34 | 0.0210 | -0.099 | 210 | 11.00 | 12.70 | 49 | 28.3% | -0.67 | 0.0217 | -0.101 | |
| 2.70 | 3.60 | 3 | 29.8% | 0.29 | 0.0196 | -0.093 | 212.5 | 13.00 | 14.60 | 29.0% | -0.72 | 0.0204 | -0.095 | |||
| 1.90 | 2.85 | 27 | 28.9% | 0.25 | 0.0181 | -0.085 | 215 | 14.20 | 17.20 | 28.8% | -0.77 | 0.0189 | -0.088 | |||
| 1.15 | 2.75 | 29.3% | 0.21 | 0.0163 | -0.077 | 217.5 | 16.20 | 18.20 | 25.1% | -0.81 | 0.0172 | -0.080 | ||||
| 1.45 | 1.60 | 140 | 1,494 | 29.2% | 0.17 | 0.0146 | -0.070 | 220 | 18.00 | 21.00 | 13 | 25.9% | -0.84 | 0.0155 | -0.072 | |
| 0.4000 | 1.95 | 29.1% | 0.14 | 0.0128 | -0.062 | 222.5 | 20.20 | 22.80 | 20.3% | -0.88 | 0.0138 | -0.064 | ||||
| 0.5000 | 1.25 | 1 | 28.8% | 0.12 | 0.0112 | -0.054 | 225 | 22.50 | 25.10 | -0.90 | 0.0122 | -0.057 | ||||
| 0.6000 | 1.20 | 31.1% | 0.10 | 0.0096 | -0.047 | 227.5 | 25.70 | 28.00 | 30.8% | -0.93 | 0.0108 | -0.050 | ||||
| 0.4500 | 1.00 | 13 | 1,266 | 31.4% | 0.08 | 0.0082 | -0.041 | 230 | 28.00 | 30.30 | 29.9% | -0.94 | 0.0093 | -0.043 | ||
| 0.2000 | 0.8000 | 32.4% | 0.06 | 0.0060 | -0.032 | 235 | 32.10 | 35.10 | -0.97 | 0.0075 | -0.034 | |||||
| 0.2000 | 0.7500 | 1 | 74 | 32.0% | 0.04 | 0.0045 | -0.026 | 240 | 37.00 | 40.10 | -0.99 | 0.0045 | -0.027 | |||
| 0.1000 | 0.6000 | 36.6% | 0.03 | 0.0035 | -0.022 | 245 | 42.70 | 45.40 | 37.9% | -1.00 | 0.0026 | -0.022 | ||||
| 0 | 0.9000 | 96 | 41.5% | 0.03 | 0.0028 | -0.020 | 250 | 47.00 | 50.70 | -1.00 | 0.0012 | -0.022 | ||||
| 0 | 0.6500 | 42.0% | 0.02 | 0.0023 | -0.018 | 255 | 52.70 | 55.40 | 44.0% | -1.00 | 0.0005 | -0.022 | ||||
| 0 | 0.8500 | 28 | 46.9% | 0.02 | 0.0020 | -0.017 | 260 | 57.00 | 60.40 | -1.00 | 0.0001 | -0.022 | ||||
| 0 | 0.7000 | 50.8% | 0.02 | 0.0015 | -0.015 | 270 | 67.00 | 70.60 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 2.15 | 2 | 68.5% | 0.01 | 0.0011 | -0.013 | 280 | 76.90 | 80.90 | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2500 | 52.6% | 0.01 | 0.0009 | -0.012 | 290 | 87.00 | 90.70 | -1.00 | 0.0000 | -0.022 | |||||
Gösterilen kullanım fiyatları: dayanak varlık fiyatının ±%50'si dahilinde. İçsel değer = call'lar için max(0, fiyat − kullanım fiyatı), put'lar için max(0, kullanım fiyatı − fiyat); dışsal değer = opsiyon fiyatı − içsel değer. Borsa akışı tarafından hesaplanan Yunan değerleri ve IV.
Volatilite gülümsemesi — Nov 20, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.