WMT optieketen Walmart 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 ±25.8% (78.66–133.41) · ATM IV 27.6% · P/C open interest 0.79
| 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 | |
| 51.85 | 55.90 | 830 | 32.0% | 0.98 | 0.0014 | 0.000 | 55 | 0.1700 | 0.5700 | 1,283 | 33.0% | -0.02 | 0.0014 | -0.002 | ||
| 48.15 | 51.45 | 10 | 605 | 35.4% | 0.97 | 0.0019 | 0.000 | 60 | 0.4200 | 0.7100 | 101 | 31.8% | -0.04 | 0.0020 | -0.003 | |
| 42.50 | 47.50 | 5 | 1,414 | 30.6% | 0.95 | 0.0026 | 0.000 | 65 | 0 | 1.10 | 1,083 | 28.1% | -0.05 | 0.0027 | -0.004 | |
| 40.35 | 41.80 | 326 | 32.0% | 0.93 | 0.0035 | -0.000 | 70 | 1.17 | 1.52 | 500 | 30.6% | -0.07 | 0.0037 | -0.005 | ||
| 36.15 | 38.05 | 3 | 688 | 31.7% | 0.91 | 0.0046 | -0.002 | 75 | 1.77 | 2.14 | 1,563 | 30.0% | -0.10 | 0.0048 | -0.006 | |
| 32.50 | 34.00 | 16 | 956 | 31.1% | 0.88 | 0.0057 | -0.004 | 80 | 2.61 | 2.96 | 1,051 | 29.6% | -0.13 | 0.0060 | -0.008 | |
| 26.50 | 31.50 | 12 | 688 | 28.7% | 0.84 | 0.0069 | -0.005 | 85 | 2.93 | 4.55 | 300 | 1,286 | 28.9% | -0.17 | 0.0074 | -0.009 |
| 24.25 | 26.25 | 15 | 511 | 27.5% | 0.80 | 0.0081 | -0.007 | 90 | 4.45 | 5.75 | 11 | 2,471 | 28.7% | -0.22 | 0.0087 | -0.010 |
| 23.45 | 24.80 | 2 | 133 | 28.8% | 0.77 | 0.0087 | -0.008 | 92.5 | 5.60 | 5.95 | 290 | 28.3% | -0.24 | 0.0094 | -0.011 | |
| 22.00 | 23.20 | 3 | 752 | 28.7% | 0.75 | 0.0092 | -0.008 | 95 | 6.40 | 6.80 | 1,808 | 28.2% | -0.27 | 0.0101 | -0.011 | |
| 20.50 | 21.35 | 6 | 479 | 28.1% | 0.72 | 0.0098 | -0.009 | 97.5 | 7.30 | 7.70 | 239 | 28.0% | -0.30 | 0.0107 | -0.012 | |
| 19.00 | 19.80 | 30 | 2,092 | 28.2% | 0.70 | 0.0102 | -0.010 | 100 | 7.75 | 8.55 | 10 | 3,118 | 27.2% | -0.33 | 0.0114 | -0.012 |
| 16.10 | 17.80 | 298 | 1,140 | 28.0% | 0.65 | 0.0110 | -0.011 | 105 | 10.15 | 10.70 | 150 | 8,183 | 27.2% | -0.39 | 0.0125 | -0.013 |
| 14.05 | 15.00 | 89 | 1,220 | 27.7% | 0.59 | 0.0116 | -0.011 | 110 | 12.85 | 13.20 | 3,979 | 27.2% | -0.45 | 0.0134 | -0.013 | |
| 11.45 | 12.35 | 10 | 1,288 | 26.5% | 0.53 | 0.0119 | -0.012 | 115 | 15.65 | 16.00 | 415 | 26.9% | -0.52 | 0.0142 | -0.014 | |
| 10.00 | 10.50 | 30 | 4,016 | 26.8% | 0.48 | 0.0120 | -0.012 | 120 | 18.65 | 19.40 | 1,510 | 26.9% | -0.58 | 0.0148 | -0.014 | |
| 8.65 | 8.90 | 9 | 874 | 26.9% | 0.43 | 0.0118 | -0.012 | 125 | 22.00 | 22.85 | 1,948 | 26.7% | -0.65 | 0.0153 | -0.014 | |
| 7.15 | 7.50 | 12 | 4,580 | 26.7% | 0.38 | 0.0115 | -0.012 | 130 | 25.70 | 26.60 | 1,224 | 26.5% | -0.71 | 0.0158 | -0.014 | |
| 5.90 | 6.35 | 3 | 862 | 26.6% | 0.34 | 0.0110 | -0.011 | 135 | 29.60 | 30.60 | 146 | 26.1% | -0.78 | 0.0164 | -0.014 | |
| 5.15 | 5.50 | 1 | 896 | 27.0% | 0.30 | 0.0104 | -0.011 | 140 | 32.65 | 36.10 | 100 | 381 | 25.8% | -0.84 | 0.0166 | -0.014 |
| 4.35 | 4.70 | 3 | 1,618 | 27.1% | 0.26 | 0.0097 | -0.010 | 145 | 37.80 | 39.90 | 85 | -0.91 | 0.0176 | -0.015 | ||
| 3.45 | 4.00 | 10 | 5,275 | 26.9% | 0.23 | 0.0090 | -0.009 | 150 | 42.60 | 45.20 | 114 | -0.96 | 0.0142 | -0.013 | ||
| 3.05 | 3.40 | 503 | 27.3% | 0.20 | 0.0083 | -0.009 | 155 | 47.55 | 50.30 | -0.99 | 0.0045 | -0.014 | ||||
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 — Jan 21, 2028
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.