VRTX opsiyon zinciri Vertex Pharmaceuticals Incorporated
Her satır bir strike'a karşılık gelir. Sol yarı call'ı, sağ yarı put'u gösterir. Bid/ask, alıcıların ve satıcıların şu anda belirlediği fiyatlardır; hacim bu seansta işlem gören kontrat sayısıdır; open interest mevcut açık kontratlardır. Vurgulanan satır hisse senedi fiyatına en yakın strike'tır.
Bu vade yaklaşık şu kadar bir hareket fiyatlıyor: ±18.9% (415.14–609.14) · ATM IV 34.3% · P/C açık pozisyon 1.23
| CALL'LAR | Strike | PUTLAR | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Alış | Sor | Hac. | 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 | Alış | Sor | Hac. | OI | IV | Δ | Γ | Θ | |
| 207.40 | 215.20 | 44.1% | 0.97 | 0.0005 | -0.007 | 300 | 0.0500 | 7.20 | 50.2% | -0.03 | 0.0005 | -0.034 | ||||
| 198.10 | 205.80 | 43.4% | 0.96 | 0.0005 | -0.012 | 310 | 0 | 4.90 | 43.8% | -0.04 | 0.0006 | -0.038 | ||||
| 188.80 | 196.60 | 42.8% | 0.95 | 0.0006 | -0.017 | 320 | 0.2000 | 6.90 | 5 | 44.9% | -0.05 | 0.0006 | -0.042 | |||
| 179.70 | 187.40 | 42.3% | 0.95 | 0.0007 | -0.022 | 330 | 0.0500 | 8.50 | 1 | 44.3% | -0.05 | 0.0007 | -0.046 | |||
| 170.60 | 178.40 | 41.7% | 0.94 | 0.0008 | -0.028 | 340 | 0.2500 | 8.90 | 1 | 42.6% | -0.06 | 0.0008 | -0.051 | |||
| 161.70 | 169.40 | 41.2% | 0.93 | 0.0009 | -0.035 | 350 | 0.7500 | 9.30 | 1 | 41.1% | -0.07 | 0.0010 | -0.056 | |||
| 152.80 | 160.60 | 40.6% | 0.92 | 0.0011 | -0.041 | 360 | 1.70 | 10.20 | 1 | 40.5% | -0.08 | 0.0011 | -0.062 | |||
| 144.00 | 151.80 | 39.8% | 0.91 | 0.0012 | -0.048 | 370 | 2.70 | 9.60 | 13 | 38.4% | -0.10 | 0.0012 | -0.067 | |||
| 135.50 | 143.30 | 39.4% | 0.89 | 0.0014 | -0.055 | 380 | 4.60 | 12.20 | 42 | 39.6% | -0.11 | 0.0014 | -0.073 | |||
| 127.10 | 134.90 | 38.8% | 0.88 | 0.0015 | -0.062 | 390 | 5.40 | 13.70 | 6 | 38.7% | -0.13 | 0.0015 | -0.080 | |||
| 119.00 | 126.80 | 2 | 38.4% | 0.86 | 0.0017 | -0.069 | 400 | 8.10 | 14.00 | 10 | 38.1% | -0.15 | 0.0017 | -0.086 | ||
| 111.10 | 119.00 | 38.1% | 0.84 | 0.0018 | -0.076 | 410 | 9.00 | 17.50 | 1 | 38.0% | -0.17 | 0.0019 | -0.092 | |||
| 103.50 | 111.30 | 37.7% | 0.82 | 0.0020 | -0.083 | 420 | 11.20 | 19.60 | 10 | 37.7% | -0.19 | 0.0021 | -0.098 | |||
| 95.80 | 103.80 | 2 | 37.2% | 0.80 | 0.0022 | -0.090 | 430 | 13.50 | 21.90 | 2 | 37.2% | -0.21 | 0.0023 | -0.104 | ||
| 88.50 | 96.50 | 36.7% | 0.77 | 0.0024 | -0.097 | 440 | 16.10 | 24.50 | 1 | 36.8% | -0.24 | 0.0025 | -0.110 | |||
| 81.40 | 89.50 | 2 | 36.3% | 0.74 | 0.0025 | -0.103 | 450 | 19.00 | 27.40 | 36.4% | -0.26 | 0.0026 | -0.115 | |||
| 74.60 | 82.80 | 1 | 35.8% | 0.72 | 0.0027 | -0.108 | 460 | 22.10 | 30.50 | 11 | 36.0% | -0.29 | 0.0028 | -0.120 | ||
| 68.10 | 76.30 | 35.4% | 0.69 | 0.0028 | -0.114 | 470 | 25.50 | 33.80 | 35.5% | -0.32 | 0.0030 | -0.125 | ||||
| 62.00 | 70.20 | 1 | 35.0% | 0.66 | 0.0030 | -0.118 | 480 | 29.30 | 37.70 | 2 | 35.2% | -0.35 | 0.0032 | -0.129 | ||
| 56.20 | 64.40 | 1 | 34.7% | 0.63 | 0.0031 | -0.121 | 490 | 33.50 | 40.20 | 18 | 34.3% | -0.39 | 0.0033 | -0.132 | ||
| 52.80 | 58.80 | 4 | 35.1% | 0.60 | 0.0032 | -0.124 | 500 | 39.70 | 43.10 | 17 | 14 | 34.1% | -0.42 | 0.0034 | -0.134 | |
| 46.20 | 54.10 | 34.4% | 0.56 | 0.0033 | -0.126 | 510 | 43.00 | 50.70 | 34.2% | -0.46 | 0.0035 | -0.135 | ||||
| 41.20 | 49.50 | 6 | 34.1% | 0.53 | 0.0033 | -0.127 | 520 | 48.30 | 56.70 | 34.3% | -0.49 | 0.0036 | -0.136 | |||
| 36.80 | 45.20 | 46 | 33.9% | 0.50 | 0.0034 | -0.127 | 530 | 54.00 | 62.30 | 11 | 34.1% | -0.53 | 0.0037 | -0.136 | ||
| 32.80 | 41.10 | 1 | 33.7% | 0.47 | 0.0034 | -0.126 | 540 | 60.00 | 68.20 | 33.9% | -0.56 | 0.0037 | -0.135 | |||
| 28.90 | 37.30 | 18 | 33.5% | 0.43 | 0.0034 | -0.125 | 550 | 66.20 | 74.50 | 33.7% | -0.60 | 0.0037 | -0.133 | |||
| 25.40 | 33.10 | 6 | 33.0% | 0.40 | 0.0033 | -0.122 | 560 | 73.00 | 81.00 | 33.5% | -0.63 | 0.0037 | -0.131 | |||
| 22.10 | 30.50 | 6 | 33.0% | 0.37 | 0.0033 | -0.119 | 570 | 79.50 | 87.80 | 2 | 33.1% | -0.66 | 0.0037 | -0.128 | ||
| 19.20 | 27.50 | 32.8% | 0.34 | 0.0032 | -0.116 | 580 | 87.00 | 95.00 | 33.0% | -0.70 | 0.0036 | -0.124 | ||||
| 16.90 | 24.10 | 11 | 32.5% | 0.32 | 0.0031 | -0.112 | 590 | 94.30 | 102.00 | 32.4% | -0.73 | 0.0036 | -0.120 | |||
| 14.80 | 21.40 | 11 | 32.3% | 0.29 | 0.0030 | -0.107 | 600 | 102.20 | 110.20 | 32.4% | -0.76 | 0.0035 | -0.116 | |||
| 12.80 | 18.20 | 1 | 6 | 31.8% | 0.27 | 0.0028 | -0.103 | 610 | 111.00 | 118.70 | 32.8% | -0.79 | 0.0034 | -0.112 | ||
| 10.90 | 18.30 | 1 | 32.6% | 0.24 | 0.0027 | -0.098 | 620 | 119.00 | 126.80 | 32.3% | -0.82 | 0.0034 | -0.107 | |||
| 8.40 | 16.80 | 32.2% | 0.22 | 0.0026 | -0.092 | 630 | 128.00 | 135.60 | 32.5% | -0.85 | 0.0033 | -0.103 | ||||
| 7.00 | 15.30 | 32.2% | 0.20 | 0.0024 | -0.087 | 640 | 137.00 | 144.60 | 32.6% | -0.87 | 0.0032 | -0.098 | ||||
| 6.00 | 13.90 | 3 | 32.3% | 0.18 | 0.0023 | -0.082 | 650 | 146.00 | 153.80 | 32.5% | -0.90 | 0.0031 | -0.091 | |||
| 4.30 | 12.80 | 32.0% | 0.16 | 0.0022 | -0.077 | 660 | 155.40 | 163.20 | 32.7% | -0.92 | 0.0030 | -0.084 | ||||
| 3.30 | 11.70 | 3 | 32.0% | 0.15 | 0.0020 | -0.072 | 670 | 165.00 | 172.70 | 32.9% | -0.94 | 0.0029 | -0.084 | |||
| 2.45 | 10.90 | 32.1% | 0.13 | 0.0019 | -0.067 | 680 | 174.70 | 182.50 | 33.4% | -0.96 | 0.0027 | -0.076 | ||||
| 1.00 | 9.50 | 1 | 32.3% | 0.11 | 0.0016 | -0.058 | 700 | 194.50 | 202.20 | 34.9% | -0.99 | 0.0010 | -0.072 | |||
| 0.0500 | 8.80 | 33.0% | 0.09 | 0.0014 | -0.049 | 720 | 214.00 | 223.00 | 37.7% | -1.00 | 0.0000 | -0.072 | ||||
| 0.0500 | 8.40 | 34.6% | 0.07 | 0.0012 | -0.041 | 740 | 234.50 | 242.20 | 39.3% | -1.00 | 0.0000 | -0.072 | ||||
| 0 | 4.90 | 32.6% | 0.06 | 0.0010 | -0.035 | 760 | 254.50 | 262.20 | 41.4% | -1.00 | 0.0000 | -0.072 | ||||
Gösterilen kullanım fiyatları: dayanak varlık fiyatının ±%50'si dahilinde. İçsel değer = call'lar için max(0, fiyat − kullanım fiyatı), put'lar için max(0, kullanım fiyatı − fiyat); dışsal değer = opsiyon fiyatı − içsel değer. Borsa akışı tarafından hesaplanan Yunan değerleri ve IV.
Volatilite gülümsemesi — Apr 16, 2027
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.