VLO rantai opsi Valero Energy Corporation
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±38.8% (224.36–509.36) · ATM IV 42.7% · P/C open interest 0.57
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | 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 | Bid | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 190.00 | 194.00 | 78 | 47.2% | 0.94 | 0.0006 | 0.000 | 185 | 3.80 | 7.50 | 19 | 46.3% | -0.06 | 0.0006 | -0.022 | ||
| 186.00 | 190.00 | 27 | 47.1% | 0.94 | 0.0006 | -0.002 | 190 | 6.00 | 7.70 | 14 | 47.2% | -0.06 | 0.0006 | -0.024 | ||
| 182.00 | 186.00 | 18 | 46.9% | 0.93 | 0.0006 | -0.004 | 195 | 6.60 | 8.30 | 429 | 46.9% | -0.07 | 0.0007 | -0.025 | ||
| 178.00 | 182.00 | 57 | 46.7% | 0.93 | 0.0007 | -0.005 | 200 | 7.40 | 8.70 | 1 | 21 | 46.5% | -0.07 | 0.0007 | -0.026 | |
| 170.30 | 174.00 | 88 | 46.2% | 0.92 | 0.0008 | -0.009 | 210 | 8.80 | 10.30 | 1 | 33 | 46.0% | -0.09 | 0.0008 | -0.029 | |
| 162.50 | 166.00 | 392 | 45.5% | 0.90 | 0.0009 | -0.013 | 220 | 9.10 | 12.00 | 22 | 44.5% | -0.10 | 0.0009 | -0.032 | ||
| 155.50 | 158.50 | 31 | 45.4% | 0.89 | 0.0010 | -0.017 | 230 | 12.30 | 14.00 | 2 | 45.1% | -0.11 | 0.0010 | -0.035 | ||
| 147.80 | 151.50 | 90 | 44.9% | 0.87 | 0.0011 | -0.021 | 240 | 14.30 | 16.00 | 3 | 44.6% | -0.13 | 0.0011 | -0.038 | ||
| 140.70 | 144.00 | 192 | 44.3% | 0.86 | 0.0012 | -0.025 | 250 | 16.80 | 18.50 | 1 | 76 | 44.4% | -0.14 | 0.0012 | -0.041 | |
| 134.00 | 137.50 | 2 | 43 | 44.3% | 0.84 | 0.0013 | -0.028 | 260 | 17.60 | 21.50 | 59 | 43.4% | -0.16 | 0.0013 | -0.043 | |
| 127.00 | 130.50 | 1 | 38 | 43.6% | 0.82 | 0.0014 | -0.032 | 270 | 20.50 | 24.00 | 20 | 43.1% | -0.18 | 0.0014 | -0.046 | |
| 121.50 | 124.50 | 36 | 44.0% | 0.81 | 0.0015 | -0.036 | 280 | 24.00 | 27.50 | 26 | 43.2% | -0.20 | 0.0015 | -0.049 | ||
| 115.40 | 118.50 | 27 | 43.8% | 0.79 | 0.0016 | -0.039 | 290 | 27.30 | 30.50 | 411 | 42.9% | -0.22 | 0.0016 | -0.051 | ||
| 109.50 | 112.50 | 1 | 1,148 | 43.5% | 0.77 | 0.0016 | -0.042 | 300 | 32.00 | 34.50 | 10 | 43.3% | -0.24 | 0.0017 | -0.054 | |
| 104.10 | 107.00 | 37 | 43.5% | 0.75 | 0.0017 | -0.045 | 310 | 35.00 | 38.50 | 2 | 42.8% | -0.26 | 0.0018 | -0.056 | ||
| 98.50 | 101.50 | 3 | 66 | 43.2% | 0.73 | 0.0018 | -0.048 | 320 | 39.80 | 42.50 | 40 | 7 | 42.9% | -0.28 | 0.0019 | -0.058 |
| 93.50 | 96.50 | 1 | 50 | 43.2% | 0.71 | 0.0019 | -0.051 | 330 | 43.60 | 47.00 | 42.6% | -0.30 | 0.0020 | -0.060 | ||
| 88.50 | 91.50 | 19 | 43.0% | 0.69 | 0.0019 | -0.053 | 340 | 48.50 | 51.50 | 3 | 42.5% | -0.32 | 0.0021 | -0.061 | ||
| 84.00 | 87.00 | 2 | 23 | 43.0% | 0.67 | 0.0020 | -0.055 | 350 | 53.60 | 56.50 | 7 | 42.5% | -0.34 | 0.0021 | -0.063 | |
| 80.00 | 82.50 | 49 | 43.0% | 0.65 | 0.0020 | -0.057 | 360 | 58.50 | 62.00 | 1 | 2 | 42.5% | -0.37 | 0.0022 | -0.064 | |
| 75.00 | 78.50 | 4 | 39 | 42.8% | 0.63 | 0.0021 | -0.059 | 370 | 64.00 | 67.50 | 11 | 42.5% | -0.39 | 0.0022 | -0.065 | |
| 71.50 | 74.50 | 4 | 39 | 42.9% | 0.61 | 0.0021 | -0.060 | 380 | 69.50 | 73.00 | 501 | 42.4% | -0.41 | 0.0023 | -0.066 | |
| 67.30 | 70.50 | 3 | 522 | 42.7% | 0.59 | 0.0022 | -0.061 | 390 | 75.50 | 79.00 | 1 | 1 | 42.4% | -0.43 | 0.0023 | -0.067 |
| 64.30 | 67.00 | 1 | 28 | 42.8% | 0.57 | 0.0022 | -0.062 | 400 | 81.50 | 85.00 | 1 | 42.4% | -0.46 | 0.0024 | -0.067 | |
| 60.50 | 63.50 | 10 | 42.7% | 0.55 | 0.0022 | -0.063 | 410 | 88.00 | 91.20 | 42.4% | -0.48 | 0.0024 | -0.067 | |||
| 57.00 | 60.00 | 1 | 118 | 42.5% | 0.53 | 0.0022 | -0.064 | 420 | 94.50 | 97.70 | 42.4% | -0.50 | 0.0024 | -0.067 | ||
| 54.30 | 57.00 | 3 | 2 | 42.6% | 0.51 | 0.0022 | -0.065 | 430 | 101.00 | 104.50 | 42.4% | -0.52 | 0.0025 | -0.067 | ||
| 51.10 | 54.00 | 1 | 18 | 42.5% | 0.49 | 0.0022 | -0.065 | 440 | 108.00 | 111.50 | 42.4% | -0.54 | 0.0025 | -0.067 | ||
| 48.50 | 51.00 | 1 | 4 | 42.4% | 0.47 | 0.0022 | -0.065 | 450 | 115.00 | 118.50 | 1 | 42.4% | -0.56 | 0.0025 | -0.067 | |
| 46.00 | 48.50 | 2 | 1 | 42.5% | 0.46 | 0.0022 | -0.065 | 460 | 122.00 | 125.50 | 42.3% | -0.58 | 0.0025 | -0.066 | ||
| 43.00 | 46.00 | 1 | 42.3% | 0.44 | 0.0022 | -0.065 | 470 | 129.50 | 133.00 | 42.4% | -0.60 | 0.0025 | -0.065 | |||
| 41.80 | 44.00 | 1 | 42.8% | 0.42 | 0.0022 | -0.065 | 480 | 137.00 | 140.50 | 42.4% | -0.62 | 0.0025 | -0.065 | |||
| 38.50 | 41.50 | 42.4% | 0.41 | 0.0021 | -0.064 | 490 | 145.00 | 148.50 | 42.6% | -0.64 | 0.0025 | -0.064 | ||||
| 36.50 | 39.50 | 42.4% | 0.39 | 0.0021 | -0.064 | 500 | 152.50 | 156.00 | 42.4% | -0.66 | 0.0025 | -0.063 | ||||
| 35.40 | 37.50 | 42.7% | 0.38 | 0.0021 | -0.063 | 510 | 160.50 | 164.00 | 42.4% | -0.68 | 0.0025 | -0.062 | ||||
| 32.50 | 35.50 | 2 | 2 | 42.3% | 0.36 | 0.0021 | -0.063 | 520 | 169.00 | 172.50 | 42.7% | -0.69 | 0.0025 | -0.061 | ||
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Jan 21, 2028
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.