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 ±24.4% (98.15–161.45) · ATM IV 30.5% · P/C open interest 1.14
| 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 | |
| 58.50 | 63.50 | 23.2% | 0.99 | 0.0013 | 0.000 | 70 | 0 | 2.95 | 44.7% | -0.03 | 0.0014 | -0.004 | ||||
| 55.30 | 58.40 | 34.9% | 0.98 | 0.0018 | 0.000 | 75 | 0 | 3.10 | 41.2% | -0.04 | 0.0019 | -0.005 | ||||
| 50.50 | 53.30 | 3 | 29.9% | 0.96 | 0.0024 | 0.000 | 80 | 0.0500 | 1.60 | 32.2% | -0.05 | 0.0025 | -0.006 | |||
| 46.20 | 50.00 | 34.1% | 0.95 | 0.0031 | -0.002 | 85 | 0.2500 | 3.50 | 35.5% | -0.07 | 0.0032 | -0.008 | ||||
| 41.00 | 46.00 | 31.7% | 0.92 | 0.0039 | -0.004 | 90 | 1.55 | 3.50 | 34.9% | -0.10 | 0.0040 | -0.009 | ||||
| 38.00 | 42.00 | 33.7% | 0.90 | 0.0048 | -0.006 | 95 | 1.35 | 3.50 | 30.9% | -0.12 | 0.0049 | -0.011 | ||||
| 34.50 | 37.10 | 1 | 14 | 32.0% | 0.87 | 0.0057 | -0.009 | 100 | 2.95 | 4.20 | 31.4% | -0.15 | 0.0058 | -0.013 | ||
| 30.90 | 34.50 | 33.3% | 0.83 | 0.0066 | -0.011 | 105 | 3.90 | 6.10 | 32.0% | -0.19 | 0.0068 | -0.014 | ||||
| 27.00 | 29.90 | 30.7% | 0.79 | 0.0075 | -0.013 | 110 | 5.10 | 7.50 | 10 | 31.5% | -0.23 | 0.0078 | -0.016 | |||
| 24.00 | 27.50 | 31.7% | 0.75 | 0.0083 | -0.014 | 115 | 6.60 | 9.00 | 13 | 30.9% | -0.28 | 0.0087 | -0.017 | |||
| 21.00 | 24.50 | 31.3% | 0.70 | 0.0091 | -0.016 | 120 | 7.80 | 12.10 | 31.3% | -0.32 | 0.0095 | -0.018 | ||||
| 18.20 | 21.50 | 30.7% | 0.66 | 0.0097 | -0.017 | 125 | 10.30 | 13.00 | 11 | 30.2% | -0.37 | 0.0102 | -0.019 | |||
| 15.80 | 19.50 | 3 | 31.0% | 0.61 | 0.0102 | -0.018 | 130 | 12.50 | 15.50 | 7 | 29.9% | -0.43 | 0.0108 | -0.019 | ||
| 14.00 | 15.90 | 10 | 29.9% | 0.56 | 0.0105 | -0.018 | 135 | 14.50 | 19.50 | 41 | 30.4% | -0.48 | 0.0113 | -0.020 | ||
| 12.10 | 13.90 | 3 | 29.9% | 0.51 | 0.0107 | -0.019 | 140 | 19.00 | 20.80 | 22 | 30.2% | -0.53 | 0.0116 | -0.020 | ||
| 10.30 | 12.10 | 1 | 25 | 29.7% | 0.46 | 0.0107 | -0.019 | 145 | 20.50 | 23.50 | 62 | 28.0% | -0.59 | 0.0118 | -0.019 | |
| 8.80 | 10.50 | 3 | 56 | 29.6% | 0.41 | 0.0105 | -0.018 | 150 | 24.00 | 27.20 | 15 | 28.2% | -0.64 | 0.0118 | -0.019 | |
| 7.30 | 9.00 | 43 | 29.3% | 0.37 | 0.0102 | -0.018 | 155 | 27.50 | 30.50 | 27.4% | -0.69 | 0.0117 | -0.018 | |||
| 5.60 | 7.80 | 28.7% | 0.33 | 0.0098 | -0.017 | 160 | 31.50 | 34.90 | 28.0% | -0.74 | 0.0114 | -0.017 | ||||
| 5.00 | 6.70 | 29.0% | 0.29 | 0.0093 | -0.016 | 165 | 35.50 | 38.70 | 27.3% | -0.79 | 0.0108 | -0.015 | ||||
| 3.70 | 5.70 | 28.3% | 0.26 | 0.0088 | -0.015 | 170 | 39.50 | 44.00 | 28.3% | -0.83 | 0.0102 | -0.013 | ||||
| 3.30 | 5.50 | 29.4% | 0.23 | 0.0082 | -0.014 | 175 | 44.00 | 47.60 | 26.3% | -0.87 | 0.0103 | -0.012 | ||||
| 2.60 | 4.20 | 28.5% | 0.20 | 0.0076 | -0.013 | 180 | 48.50 | 53.50 | 29.3% | -0.92 | 0.0118 | -0.013 | ||||
| 0.8000 | 3.60 | 26.3% | 0.17 | 0.0070 | -0.012 | 185 | 53.50 | 56.70 | -0.96 | 0.0124 | -0.014 | |||||
| 0.9500 | 3.50 | 27.8% | 0.15 | 0.0064 | -0.011 | 190 | 58.00 | 61.50 | -0.98 | 0.0046 | -0.021 | |||||
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.