T optieketen AT&T 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 ±9.3% (21.09–25.43) · ATM IV 27.4% · P/C open interest 0.64
| 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 | |
| 10.95 | 12.55 | 1 | 10 | 109.7% | 0.99 | 0.0033 | -0.001 | 12 | 0 | 0.0800 | 7 | 79.5% | -0.01 | 0.0034 | -0.001 | |
| 9.55 | 11.60 | 10 | 71.8% | 0.99 | 0.0043 | -0.001 | 13 | 0 | 0.0600 | 5,637 | 68.0% | -0.01 | 0.0043 | -0.001 | ||
| 8.70 | 10.50 | 1 | 67.5% | 0.99 | 0.0057 | -0.002 | 14 | 0 | 0.0700 | 107 | 61.8% | -0.01 | 0.0057 | -0.002 | ||
| 8.05 | 9.70 | 1 | 4 | 86.6% | 0.98 | 0.0076 | -0.002 | 15 | 0 | 0.0600 | 4 | 1,241 | 53.2% | -0.02 | 0.0076 | -0.002 |
| 6.60 | 8.55 | 43.6% | 0.98 | 0.0104 | -0.002 | 16 | 0 | 0.0400 | 1 | 401 | 43.8% | -0.02 | 0.0104 | -0.002 | ||
| 5.60 | 7.85 | 55.8% | 0.97 | 0.0147 | -0.002 | 17 | 0 | 0.0600 | 1,683 | 40.1% | -0.03 | 0.0148 | -0.002 | |||
| 5.40 | 6.20 | 55 | 52.6% | 0.96 | 0.0217 | -0.002 | 18 | 0.0100 | 0.0900 | 21 | 1,483 | 37.2% | -0.04 | 0.0218 | -0.002 | |
| 4.15 | 5.90 | 20 | 55.4% | 0.94 | 0.0334 | -0.003 | 19 | 0.0300 | 0.0900 | 51 | 1,224 | 32.0% | -0.06 | 0.0338 | -0.003 | |
| 3.70 | 3.85 | 25 | 752 | 34.5% | 0.91 | 0.0532 | -0.004 | 20 | 0.1200 | 0.2500 | 16 | 5,908 | 34.3% | -0.09 | 0.0538 | -0.004 |
| 2.69 | 3.05 | 2,902 | 30.8% | 0.85 | 0.0826 | -0.005 | 21 | 0.0800 | 0.3000 | 28 | 5,436 | 27.0% | -0.16 | 0.0839 | -0.005 | |
| 1.98 | 2.30 | 112 | 5,663 | 31.1% | 0.75 | 0.1162 | -0.007 | 22 | 0.4200 | 0.5100 | 33 | 6,631 | 28.7% | -0.26 | 0.1185 | -0.007 |
| 1.28 | 1.44 | 16 | 5,395 | 26.8% | 0.61 | 0.1432 | -0.008 | 23 | 0.7200 | 0.9000 | 64 | 16.9K | 28.1% | -0.39 | 0.1472 | -0.008 |
| 0.6600 | 0.9300 | 70 | 7,667 | 24.9% | 0.46 | 0.1526 | -0.008 | 24 | 1.20 | 1.40 | 49 | 3,490 | 27.5% | -0.55 | 0.1588 | -0.009 |
| 0.4500 | 0.5400 | 258 | 11.6K | 26.0% | 0.32 | 0.1396 | -0.007 | 25 | 1.85 | 2.06 | 24 | 8,320 | 27.5% | -0.70 | 0.1488 | -0.008 |
| 0.2500 | 0.3200 | 143 | 22.4K | 25.8% | 0.21 | 0.1107 | -0.006 | 26 | 2.48 | 3.20 | 32 | 1,348 | 31.2% | -0.82 | 0.1231 | -0.006 |
| 0.1400 | 0.2000 | 95 | 16.4K | 27.5% | 0.13 | 0.0796 | -0.004 | 27 | 3.10 | 4.35 | 1 | 1,381 | 33.1% | -0.91 | 0.0930 | -0.005 |
| 0.0300 | 0.1300 | 18 | 5,246 | 27.0% | 0.08 | 0.0554 | -0.003 | 28 | 3.90 | 4.80 | 5 | -0.96 | 0.0613 | -0.004 | ||
| 0.0300 | 0.1500 | 11 | 2,722 | 31.9% | 0.06 | 0.0393 | -0.003 | 29 | 4.60 | 6.55 | 1 | 2 | 33.1% | -0.98 | 0.0335 | -0.002 |
| 0.0200 | 0.0800 | 20 | 8,355 | 32.0% | 0.04 | 0.0291 | -0.002 | 30 | 5.65 | 7.50 | 3 | 35 | 37.2% | -0.99 | 0.0168 | -0.001 |
| 0.0100 | 0.1200 | 1 | 529 | 37.2% | 0.03 | 0.0223 | -0.002 | 31 | 6.60 | 8.55 | 41.0% | -1.00 | 0.0082 | -0.000 | ||
| 0 | 0.0500 | 148 | 2,686 | 34.8% | 0.03 | 0.0177 | -0.002 | 32 | 7.60 | 9.50 | 3 | -1.00 | 0.0036 | -0.000 | ||
| 0 | 0.2500 | 158 | 49.6% | 0.02 | 0.0143 | -0.002 | 33 | 8.55 | 10.45 | -1.00 | 0.0018 | 0.000 | ||||
| 0 | 0.2800 | 115 | 54.2% | 0.02 | 0.0118 | -0.001 | 34 | 9.30 | 11.55 | -1.00 | 0.0009 | 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 — Dec 18, 2026
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.