USO optieketen United States Oil Fund, LP

Vervaldatum Cboe delayed options data · per 12:42 UTC

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 ±6.5% (149.91–170.81) · ATM IV 44.4% · P/C open interest 4.79

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
38.30	40.80				0.99	0.0014	-0.021	122	0	0.0700	72	31	63.2%	-0.01	0.0014	-0.021
37.30	39.75				0.99	0.0015	-0.023	123	0.0100	0.6200			84.6%	-0.01	0.0015	-0.022
36.30	39.45			68.5%	0.99	0.0016	-0.024	124	0	0.7700			85.6%	-0.01	0.0016	-0.024
35.35	38.70			77.0%	0.99	0.0018	-0.025	125	0	0.5900			79.4%	-0.01	0.0018	-0.025
34.35	36.95				0.98	0.0020	-0.027	126	0.0400	0.6200			78.9%	-0.01	0.0020	-0.027
33.35	36.10				0.98	0.0021	-0.029	127	0.0100	0.2500	1	1	65.7%	-0.02	0.0021	-0.029
32.35	34.80				0.98	0.0024	-0.031	128	0.0100	0.5700			73.0%	-0.02	0.0024	-0.031
31.35	33.90				0.98	0.0026	-0.033	129	0.0600	0.2300			63.1%	-0.02	0.0026	-0.033
31.40	32.35			57.2%	0.98	0.0028	-0.035	130	0.1200	0.1900	4	18	61.9%	-0.02	0.0028	-0.035
29.40	32.00				0.98	0.0031	-0.037	131	0.0200	0.3700	2	2	62.4%	-0.02	0.0031	-0.037
28.40	31.00				0.97	0.0034	-0.039	132	0.0300	0.3000	3	4	58.8%	-0.03	0.0034	-0.039
27.45	30.15			41.2%	0.97	0.0037	-0.042	133	0.0900	0.3000	2	3	58.6%	-0.03	0.0037	-0.042
26.45	29.05				0.97	0.0041	-0.045	134	0.0700	0.3800	2	3	58.1%	-0.03	0.0041	-0.045
25.50	28.60			57.8%	0.97	0.0045	-0.048	135	0.0600	0.3100	4	107	54.3%	-0.03	0.0045	-0.048
24.50	27.70	8	3	57.7%	0.96	0.0050	-0.051	136	0.1000	0.3300	2	5	53.8%	-0.04	0.0050	-0.051
23.55	26.00	41	26		0.96	0.0055	-0.055	137	0.1300	0.3900	20	19	53.8%	-0.04	0.0055	-0.055
22.55	25.45	50	3	49.7%	0.95	0.0061	-0.059	138	0.0900	0.3800	7	116	50.9%	-0.05	0.0061	-0.059
21.60	24.35	44	3	46.7%	0.95	0.0067	-0.063	139	0.1200	0.4100	20	51	50.1%	-0.05	0.0067	-0.063
20.65	23.35	8	8	45.9%	0.94	0.0074	-0.068	140	0.3500	0.4100	3,769	3,001	52.0%	-0.06	0.0074	-0.068
19.95	22.35	52	11	49.2%	0.94	0.0082	-0.073	141	0.2800	0.5200	6	3	50.5%	-0.06	0.0082	-0.073
19.85	20.95	137	45	53.5%	0.93	0.0091	-0.079	142	0.2800	0.5500	2,280	2,277	48.8%	-0.07	0.0091	-0.079
17.95	20.55	87	12	47.7%	0.92	0.0100	-0.085	143	0.3900	0.7700	10	21	50.7%	-0.08	0.0100	-0.085
16.90	19.65	12		46.2%	0.91	0.0110	-0.091	144	0.3400	0.8500	7	7	48.9%	-0.09	0.0110	-0.091
17.00	18.40	18	7	52.5%	0.90	0.0121	-0.099	145	0.6300	0.7300	10	67	48.4%	-0.10	0.0122	-0.099
15.85	17.80	25	14	52.2%	0.89	0.0133	-0.106	146	0.6500	1.08	14	18	49.5%	-0.11	0.0134	-0.106
14.25	16.65	4	1	43.3%	0.88	0.0146	-0.115	147	0.7400	0.9800	27	82	47.1%	-0.12	0.0146	-0.115
13.70	15.70	4	2	45.3%	0.86	0.0160	-0.123	148	0.9000	1.02	14	20	46.3%	-0.14	0.0160	-0.123
13.55	15.10	1	2	51.8%	0.85	0.0174	-0.132	149	1.07	1.18	11	16	46.3%	-0.15	0.0174	-0.132
11.90	13.60	8	11	41.2%	0.83	0.0188	-0.141	150	1.17	1.36	51	57	45.7%	-0.17	0.0188	-0.142
11.55	13.30			47.6%	0.81	0.0203	-0.151	151	1.27	1.77	75	81	46.4%	-0.19	0.0203	-0.151
11.20	11.85	7	14	46.0%	0.79	0.0217	-0.160	152	1.40	1.86	143	128	45.0%	-0.21	0.0218	-0.161
9.95	11.50	3	10	45.4%	0.76	0.0231	-0.170	153	1.61	2.30	84	179	45.8%	-0.23	0.0232	-0.170
9.70	10.35	2	13	45.7%	0.74	0.0245	-0.179	154	1.79	2.28	103	73	43.8%	-0.26	0.0245	-0.179
8.70	9.75	86	101	44.6%	0.71	0.0257	-0.187	155	2.19	2.58	105	352	44.3%	-0.28	0.0258	-0.188
8.25	9.45	9	8	47.5%	0.69	0.0269	-0.195	156	2.38	3.45	53	57	46.3%	-0.31	0.0269	-0.196
7.45	8.20	95	100	43.9%	0.66	0.0279	-0.202	157	2.70	4.20		2	47.9%	-0.34	0.0279	-0.203
6.50	8.00	5	23	44.3%	0.63	0.0287	-0.208	158	3.15	3.60	11	7	43.7%	-0.37	0.0288	-0.209
5.95	7.00	39	37	42.6%	0.60	0.0294	-0.213	159	3.45	4.05	25	30	43.3%	-0.40	0.0294	-0.214
5.95	6.45	54	44	45.0%	0.57	0.0299	-0.217	160	3.95	4.55	70	60	43.8%	-0.43	0.0299	-0.218
5.40	5.85	54	55	44.6%	0.54	0.0302	-0.220	161	4.45	4.90	85	86	43.4%	-0.46	0.0302	-0.220
4.75	5.50	57	65	44.6%	0.51	0.0303	-0.222	162	5.05	5.60	65	65	44.6%	-0.49	0.0303	-0.222
4.50	5.45	20	21	45.3%	0.50	0.0302	-0.222	162.5	5.40	5.80	2	1	44.7%	-0.50	0.0303	-0.222
4.40	5.20	32	33	45.7%	0.48	0.0302	-0.222	163	5.65	6.10	43	42	44.8%	-0.52	0.0302	-0.222
4.10	4.80	14	53	46.5%	0.45	0.0299	-0.221	164	5.85	7.15			45.3%	-0.55	0.0300	-0.222
3.65	4.15	62	45	45.2%	0.42	0.0294	-0.219	165	6.45	7.90	1	1	46.0%	-0.58	0.0295	-0.220
2.95	4.00	28	25	44.8%	0.39	0.0288	-0.216	166	7.00	8.10	5	5	43.8%	-0.61	0.0289	-0.217
2.71	3.70	46	107	45.5%	0.37	0.0281	-0.212	167	7.75	9.50			47.6%	-0.63	0.0282	-0.213
2.66	3.25	36	21	44.7%	0.35	0.0276	-0.210	167.5	8.05	9.50			45.9%	-0.65	0.0278	-0.211
2.35	3.30	38	23	44.9%	0.34	0.0272	-0.208	168	8.25	10.10			46.5%	-0.66	0.0273	-0.208
2.44	3.05	38	38	47.0%	0.32	0.0262	-0.203	169	9.50	10.80			49.1%	-0.68	0.0264	-0.203
2.23	2.75	68	92	47.2%	0.29	0.0252	-0.197	170	9.90	11.55			47.8%	-0.71	0.0253	-0.198
1.96	2.89	16	6	49.2%	0.27	0.0241	-0.191	171	10.60	12.30			47.6%	-0.73	0.0242	-0.191
1.82	2.09	95	110	46.8%	0.25	0.0230	-0.184	172	11.45	13.05			48.0%	-0.75	0.0231	-0.185
1.57	2.21	8	67	47.3%	0.24	0.0224	-0.181	172.5	11.30	13.50			45.4%	-0.76	0.0226	-0.182
1.57	2.22	62	47	48.5%	0.23	0.0219	-0.177	173	12.20	13.90			48.2%	-0.77	0.0220	-0.178
1.53	1.94	117	63	49.0%	0.21	0.0207	-0.170	174	12.85	15.05			49.4%	-0.79	0.0209	-0.171
1.30	1.66	237	113	48.1%	0.20	0.0196	-0.164	175	13.60	15.90			49.2%	-0.80	0.0197	-0.165

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 — Oct 28, 2026

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Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.

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USO optieketen United States Oil Fund, LP

Volatiliteitsglimlach — Oct 28, 2026

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