RIO オプションチェーン Rio Tinto Group
Cboe delayed options data · 基準日時: 22:01 UTC
各行は1つのストライク価格を表します。左半分はコール、右半分はプットです。ビッド/アスクは現在の買い手と売り手の提示値、出来高はこのセッションで取引された枚数、オープン・インタレストは未決済建玉です。ハイライトされた行は現在の株価に最も近いストライクです。
この限月が織り込む変動幅はおよそ ±27.1% (65.47–114.06) · ATM IV 31.3% · P/C オープンインタレスト 0.68
| コール | ストライク | プット | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 買値 | 質問する | 出来高 | 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 | 買値 | 質問する | 出来高 | OI | IV | Δ | Γ | Θ | |
| 44.70 | 47.10 | 43.0% | 0.98 | 0.0017 | 0.000 | 45 | 0.3000 | 1.55 | 34 | 43.0% | -0.05 | 0.0026 | -0.005 | |||
| 42.30 | 44.70 | 41.4% | 0.97 | 0.0021 | 0.000 | 47.5 | 0.4500 | 2.45 | 47 | 45.0% | -0.06 | 0.0030 | -0.006 | |||
| 39.90 | 42.40 | 77 | 40.6% | 0.97 | 0.0027 | -0.000 | 50 | 0.6500 | 1.90 | 45 | 40.6% | -0.07 | 0.0034 | -0.006 | ||
| 37.60 | 40.10 | 2 | 40.1% | 0.96 | 0.0033 | -0.001 | 52.5 | 1.20 | 2.80 | 150 | 43.0% | -0.08 | 0.0039 | -0.006 | ||
| 35.30 | 37.80 | 59 | 38.9% | 0.94 | 0.0040 | -0.002 | 55 | 1.50 | 2.55 | 40 | 40.3% | -0.10 | 0.0044 | -0.007 | ||
| 33.00 | 36.10 | 6 | 40.0% | 0.93 | 0.0048 | -0.003 | 57.5 | 1.50 | 3.40 | 86 | 40.0% | -0.11 | 0.0050 | -0.007 | ||
| 30.90 | 33.90 | 103 | 39.0% | 0.91 | 0.0056 | -0.004 | 60 | 2.00 | 3.50 | 110 | 38.7% | -0.12 | 0.0057 | -0.008 | ||
| 28.70 | 31.80 | 37.7% | 0.89 | 0.0064 | -0.005 | 62.5 | 2.00 | 4.10 | 11 | 37.3% | -0.14 | 0.0064 | -0.009 | |||
| 26.70 | 29.70 | 19 | 36.8% | 0.87 | 0.0072 | -0.006 | 65 | 2.45 | 4.50 | 525 | 36.4% | -0.16 | 0.0072 | -0.009 | ||
| 24.70 | 27.80 | 35 | 36.1% | 0.85 | 0.0081 | -0.007 | 67.5 | 2.95 | 5.00 | 39 | 35.6% | -0.18 | 0.0080 | -0.009 | ||
| 22.90 | 26.00 | 87 | 35.7% | 0.82 | 0.0088 | -0.008 | 70 | 4.10 | 5.60 | 118 | 36.0% | -0.20 | 0.0088 | -0.010 | ||
| 21.10 | 23.90 | 46 | 34.4% | 0.80 | 0.0095 | -0.009 | 72.5 | 4.10 | 6.30 | 57 | 34.4% | -0.23 | 0.0096 | -0.011 | ||
| 19.40 | 22.20 | 128 | 33.9% | 0.77 | 0.0102 | -0.009 | 75 | 5.40 | 7.00 | 411 | 34.7% | -0.26 | 0.0104 | -0.011 | ||
| 17.80 | 20.40 | 70 | 33.1% | 0.74 | 0.0108 | -0.010 | 77.5 | 5.60 | 7.80 | 59 | 33.2% | -0.28 | 0.0111 | -0.011 | ||
| 16.30 | 19.00 | 156 | 33.0% | 0.71 | 0.0114 | -0.010 | 80 | 6.50 | 8.70 | 595 | 32.8% | -0.31 | 0.0118 | -0.012 | ||
| 14.90 | 17.50 | 115 | 32.5% | 0.68 | 0.0119 | -0.010 | 82.5 | 7.50 | 9.60 | 233 | 32.3% | -0.35 | 0.0125 | -0.012 | ||
| 13.60 | 15.30 | 158 | 31.0% | 0.65 | 0.0124 | -0.011 | 85 | 8.50 | 10.70 | 29 | 31.9% | -0.38 | 0.0130 | -0.012 | ||
| 12.40 | 14.80 | 52 | 31.9% | 0.62 | 0.0127 | -0.011 | 87.5 | 9.70 | 11.80 | 50 | 31.6% | -0.41 | 0.0135 | -0.012 | ||
| 11.20 | 13.60 | 219 | 31.6% | 0.59 | 0.0130 | -0.011 | 90 | 11.00 | 12.80 | 178 | 31.1% | -0.44 | 0.0138 | -0.012 | ||
| 10.20 | 12.50 | 60 | 31.4% | 0.55 | 0.0133 | -0.012 | 92.5 | 12.30 | 14.40 | 35 | 31.2% | -0.48 | 0.0140 | -0.012 | ||
| 9.40 | 11.40 | 119 | 31.4% | 0.52 | 0.0134 | -0.012 | 95 | 13.80 | 15.90 | 332 | 31.2% | -0.51 | 0.0141 | -0.012 | ||
| 8.30 | 10.60 | 80 | 31.1% | 0.49 | 0.0134 | -0.012 | 97.5 | 15.30 | 17.40 | 29 | 31.0% | -0.54 | 0.0141 | -0.012 | ||
| 7.50 | 9.20 | 898 | 30.4% | 0.47 | 0.0134 | -0.012 | 100 | 16.80 | 19.00 | 78 | 30.8% | -0.57 | 0.0141 | -0.011 | ||
| 6.00 | 8.30 | 447 | 30.9% | 0.41 | 0.0131 | -0.012 | 105 | 20.40 | 22.00 | 322 | 30.3% | -0.63 | 0.0137 | -0.011 | ||
| 4.80 | 7.10 | 170 | 31.0% | 0.36 | 0.0125 | -0.011 | 110 | 24.10 | 26.30 | 60 | 31.1% | -0.68 | 0.0131 | -0.010 | ||
| 4.00 | 6.10 | 161 | 31.3% | 0.32 | 0.0118 | -0.011 | 115 | 27.90 | 30.50 | 21 | 31.5% | -0.73 | 0.0124 | -0.009 | ||
| 3.50 | 5.30 | 269 | 32.0% | 0.28 | 0.0111 | -0.011 | 120 | 31.80 | 34.70 | 61 | 31.3% | -0.77 | 0.0115 | -0.008 | ||
| 2.55 | 4.30 | 1 | 172 | 31.2% | 0.24 | 0.0102 | -0.010 | 125 | 36.20 | 39.10 | 3 | 31.9% | -0.81 | 0.0106 | -0.006 | |
| 2.50 | 4.00 | 170 | 32.7% | 0.21 | 0.0094 | -0.009 | 130 | 40.60 | 43.60 | 32.3% | -0.84 | 0.0096 | -0.005 | |||
表示中のストライク:原資産価格の±50%以内。本質的価値=コールはmax(0, 価格-ストライク)、プットはmax(0, ストライク-価格);時間的価値=オプション価格-本質的価値。 取引所フィードで算出されたギリシャ指標およびIV。
ボラティリティスマイル — Jan 21, 2028
ボラティリティページ →この限月のストライク別インプライドボラティリティ。アウト・オブ・ザ・マネーのプットは通常コールよりIVが高くなります — これがスキューです。
コールプット