STZ optieketen Constellation Brands, 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 ±22.2% (101.92–160.22) · ATM IV 30.1% · P/C open interest 2.39
| 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 | |
| 59.80 | 63.50 | 1 | 42.2% | 0.98 | 0.0012 | 0.000 | 70 | 0 | 2.40 | 6 | 45.3% | -0.03 | 0.0014 | -0.004 | ||
| 55.20 | 59.00 | 41.5% | 0.97 | 0.0017 | 0.000 | 75 | 0.5000 | 1.20 | 2 | 38.1% | -0.04 | 0.0018 | -0.005 | |||
| 50.60 | 53.50 | 3 | 35.9% | 0.95 | 0.0023 | 0.000 | 80 | 0.5000 | 3.10 | 1 | 41.2% | -0.05 | 0.0024 | -0.007 | ||
| 46.20 | 49.20 | 35.8% | 0.94 | 0.0030 | -0.002 | 85 | 0.3000 | 3.20 | 5 | 37.0% | -0.07 | 0.0031 | -0.008 | |||
| 41.80 | 45.50 | 1 | 36.2% | 0.92 | 0.0038 | -0.004 | 90 | 1.00 | 2.55 | 8 | 33.3% | -0.09 | 0.0039 | -0.010 | ||
| 37.60 | 40.30 | 2 | 32.9% | 0.89 | 0.0047 | -0.006 | 95 | 1.95 | 3.20 | 8 | 33.3% | -0.12 | 0.0048 | -0.012 | ||
| 33.60 | 37.70 | 19 | 34.9% | 0.86 | 0.0056 | -0.009 | 100 | 1.95 | 4.10 | 22 | 31.3% | -0.15 | 0.0058 | -0.014 | ||
| 29.80 | 32.90 | 1 | 32.5% | 0.82 | 0.0066 | -0.011 | 105 | 2.20 | 6.20 | 81 | 31.4% | -0.18 | 0.0068 | -0.015 | ||
| 26.70 | 29.40 | 4 | 32.7% | 0.78 | 0.0076 | -0.013 | 110 | 5.20 | 6.40 | 623 | 31.9% | -0.23 | 0.0078 | -0.017 | ||
| 23.50 | 25.50 | 2 | 31.6% | 0.74 | 0.0085 | -0.015 | 115 | 5.70 | 8.00 | 1 | 580 | 30.3% | -0.27 | 0.0087 | -0.018 | |
| 20.40 | 22.60 | 18 | 31.4% | 0.69 | 0.0093 | -0.017 | 120 | 8.40 | 9.80 | 162 | 31.1% | -0.32 | 0.0096 | -0.019 | ||
| 16.80 | 21.10 | 68 | 31.6% | 0.64 | 0.0100 | -0.018 | 125 | 10.10 | 12.00 | 47 | 30.5% | -0.37 | 0.0103 | -0.020 | ||
| 14.20 | 18.50 | 211 | 31.1% | 0.59 | 0.0105 | -0.019 | 130 | 11.00 | 14.60 | 39 | 29.0% | -0.42 | 0.0109 | -0.021 | ||
| 12.00 | 16.40 | 155 | 31.1% | 0.54 | 0.0108 | -0.020 | 135 | 13.50 | 18.00 | 41 | 29.5% | -0.48 | 0.0113 | -0.021 | ||
| 10.00 | 14.40 | 71 | 30.9% | 0.49 | 0.0109 | -0.020 | 140 | 18.10 | 19.70 | 22 | 29.8% | -0.53 | 0.0115 | -0.021 | ||
| 9.10 | 12.10 | 22 | 31.1% | 0.44 | 0.0108 | -0.020 | 145 | 19.50 | 23.50 | 62 | 28.5% | -0.59 | 0.0116 | -0.020 | ||
| 7.00 | 10.90 | 58 | 30.7% | 0.39 | 0.0106 | -0.020 | 150 | 23.10 | 26.70 | 15 | 28.3% | -0.64 | 0.0114 | -0.019 | ||
| 5.10 | 8.90 | 40 | 29.2% | 0.35 | 0.0102 | -0.019 | 155 | 26.50 | 30.20 | 27.6% | -0.69 | 0.0111 | -0.018 | |||
| 4.50 | 7.70 | 6 | 29.7% | 0.31 | 0.0098 | -0.018 | 160 | 31.40 | 34.80 | 29.8% | -0.73 | 0.0109 | -0.016 | |||
| 4.20 | 5.80 | 1 | 29.3% | 0.27 | 0.0092 | -0.017 | 165 | 34.80 | 38.20 | 1 | 27.8% | -0.78 | 0.0107 | -0.015 | ||
| 2.65 | 5.80 | 29.4% | 0.24 | 0.0086 | -0.016 | 170 | 40.10 | 43.10 | 30.5% | -0.82 | 0.0106 | -0.015 | ||||
| 1.40 | 5.70 | 2 | 29.4% | 0.21 | 0.0079 | -0.015 | 175 | 43.50 | 47.50 | 28.7% | -0.86 | 0.0103 | -0.014 | |||
| 1.10 | 3.60 | 2 | 27.3% | 0.18 | 0.0072 | -0.013 | 180 | 49.10 | 52.20 | 31.4% | -0.90 | 0.0096 | -0.013 | |||
| 1.00 | 3.50 | 32 | 28.6% | 0.15 | 0.0066 | -0.012 | 185 | 52.50 | 56.50 | -0.93 | 0.0083 | -0.010 | ||||
| 1.35 | 2.60 | 3 | 29.1% | 0.13 | 0.0060 | -0.011 | 190 | 57.50 | 61.50 | -0.95 | 0.0065 | -0.005 | ||||
| 0.5000 | 3.40 | 30.4% | 0.12 | 0.0054 | -0.010 | 195 | 62.50 | 66.50 | -0.97 | 0.0046 | 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 — Sep 17, 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.