XLB opsiyon zinciri State Street Materials Select Sector SPDR ETF
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: ±4.8% (48.63–53.51) · ATM IV 20.1% · P/C açık pozisyon 0.65
| 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 | |
| 19.05 | 22.95 | 1.00 | 0.0010 | 0.000 | 30 | 0 | 0.0700 | 79.2% | -0.00 | 0.0010 | -0.002 | |||||
| 14.05 | 18.00 | 1 | 0.99 | 0.0025 | -0.001 | 35 | 0 | 0.1300 | 63.9% | -0.01 | 0.0025 | -0.003 | ||||
| 13.10 | 17.05 | 0.99 | 0.0031 | -0.001 | 36 | 0 | 0.1600 | 1 | 61.8% | -0.01 | 0.0031 | -0.003 | ||||
| 12.10 | 16.00 | 0.99 | 0.0038 | -0.001 | 37 | 0 | 0.2100 | 60.4% | -0.01 | 0.0038 | -0.003 | |||||
| 11.10 | 15.00 | 0.99 | 0.0047 | -0.002 | 38 | 0 | 0.2700 | 58.8% | -0.01 | 0.0047 | -0.003 | |||||
| 10.10 | 14.00 | 0.98 | 0.0058 | -0.002 | 39 | 0 | 0.3200 | 56.4% | -0.02 | 0.0059 | -0.004 | |||||
| 10.00 | 12.40 | 39.0% | 0.98 | 0.0074 | -0.003 | 40 | 0 | 0.3900 | 3 | 54.3% | -0.02 | 0.0074 | -0.004 | |||
| 9.40 | 10.90 | 0.97 | 0.0095 | -0.004 | 41 | 0 | 0.4400 | 51.3% | -0.02 | 0.0095 | -0.005 | |||||
| 8.45 | 9.95 | 30.7% | 0.97 | 0.0122 | -0.004 | 42 | 0 | 0.5200 | 48.8% | -0.03 | 0.0123 | -0.006 | ||||
| 7.45 | 8.95 | 26.7% | 0.96 | 0.0160 | -0.005 | 43 | 0 | 0.5700 | 1 | 45.3% | -0.04 | 0.0161 | -0.006 | |||
| 6.65 | 7.75 | 22.7% | 0.95 | 0.0212 | -0.007 | 44 | 0.0600 | 0.2000 | 2 | 28 | 33.6% | -0.05 | 0.0213 | -0.008 | ||
| 5.50 | 7.00 | 20 | 25.1% | 0.93 | 0.0283 | -0.008 | 45 | 0 | 0.5300 | 125 | 35.4% | -0.07 | 0.0285 | -0.009 | ||
| 4.70 | 5.90 | 11 | 24.3% | 0.91 | 0.0383 | -0.010 | 46 | 0.1100 | 0.2500 | 2 | 18 | 27.8% | -0.09 | 0.0386 | -0.010 | |
| 4.30 | 5.25 | 3 | 20.9% | 0.90 | 0.0446 | -0.011 | 46.5 | 0 | 0.6900 | 31.2% | -0.10 | 0.0449 | -0.011 | |||
| 4.00 | 4.75 | 134 | 23.4% | 0.88 | 0.0519 | -0.011 | 47 | 0.2000 | 0.2800 | 1,432 | 25.6% | -0.12 | 0.0524 | -0.012 | ||
| 3.45 | 4.10 | 16.9% | 0.86 | 0.0604 | -0.013 | 47.5 | 0.2500 | 0.5800 | 28.2% | -0.14 | 0.0610 | -0.013 | ||||
| 3.05 | 3.75 | 228 | 19.7% | 0.83 | 0.0702 | -0.014 | 48 | 0.3000 | 0.4000 | 25 | 112 | 24.1% | -0.17 | 0.0709 | -0.014 | |
| 2.60 | 3.35 | 19.5% | 0.80 | 0.0810 | -0.015 | 48.5 | 0.2200 | 0.5000 | 21.8% | -0.20 | 0.0819 | -0.015 | ||||
| 2.48 | 2.87 | 81 | 21.6% | 0.76 | 0.0927 | -0.016 | 49 | 0.4600 | 0.4900 | 744 | 3,407 | 21.8% | -0.24 | 0.0939 | -0.016 | |
| 2.22 | 2.37 | 21.2% | 0.71 | 0.1048 | -0.017 | 49.5 | 0.5700 | 0.7100 | 22.2% | -0.29 | 0.1062 | -0.017 | ||||
| 1.89 | 2.00 | 1 | 2,165 | 20.9% | 0.66 | 0.1162 | -0.018 | 50 | 0.6900 | 0.8500 | 1,635 | 21.4% | -0.34 | 0.1180 | -0.018 | |
| 1.54 | 1.70 | 20.5% | 0.60 | 0.1258 | -0.018 | 50.5 | 0.8500 | 0.9700 | 78 | 20.4% | -0.40 | 0.1281 | -0.019 | |||
| 1.24 | 1.38 | 5 | 4,060 | 19.9% | 0.54 | 0.1322 | -0.018 | 51 | 1.08 | 1.17 | 82 | 261 | 20.2% | -0.47 | 0.1351 | -0.019 |
| 0.9700 | 1.14 | 56 | 19.7% | 0.47 | 0.1343 | -0.018 | 51.5 | 1.30 | 1.47 | 20.2% | -0.53 | 0.1378 | -0.019 | |||
| 0.7800 | 0.8800 | 67 | 696 | 19.4% | 0.41 | 0.1317 | -0.018 | 52 | 1.55 | 1.75 | 8 | 19.7% | -0.60 | 0.1358 | -0.018 | |
| 0.5900 | 0.7600 | 19.8% | 0.35 | 0.1248 | -0.017 | 52.5 | 1.90 | 2.07 | 19.9% | -0.67 | 0.1295 | -0.017 | ||||
| 0.4500 | 0.5400 | 355 | 476 | 19.1% | 0.29 | 0.1147 | -0.016 | 53 | 2.12 | 2.81 | 22.3% | -0.72 | 0.1200 | -0.016 | ||
| 0.3500 | 0.4200 | 54 | 19.3% | 0.24 | 0.1029 | -0.014 | 53.5 | 2.30 | 3.25 | 21.0% | -0.78 | 0.1085 | -0.015 | |||
| 0.2600 | 0.3500 | 22 | 221 | 19.7% | 0.20 | 0.0906 | -0.013 | 54 | 2.91 | 3.55 | 22.3% | -0.82 | 0.0965 | -0.014 | ||
| 0.2000 | 0.5700 | 23.8% | 0.16 | 0.0787 | -0.012 | 54.5 | 3.35 | 4.00 | 23.1% | -0.86 | 0.0848 | -0.012 | ||||
| 0.1400 | 0.2200 | 24 | 2,749 | 20.2% | 0.13 | 0.0677 | -0.011 | 55 | 3.85 | 4.30 | 22.3% | -0.89 | 0.0742 | -0.011 | ||
| 0 | 0.6100 | 25.7% | 0.11 | 0.0580 | -0.009 | 55.5 | 4.00 | 5.20 | 24.9% | -0.91 | 0.0642 | -0.010 | ||||
| 0 | 0.5400 | 2 | 26.6% | 0.09 | 0.0493 | -0.008 | 56 | 4.50 | 5.70 | 26.8% | -0.93 | 0.0558 | -0.009 | |||
| 0 | 0.4800 | 27.4% | 0.08 | 0.0420 | -0.007 | 56.5 | 4.95 | 6.15 | 26.8% | -0.95 | 0.0474 | -0.008 | ||||
| 0 | 0.4800 | 29.1% | 0.06 | 0.0357 | -0.007 | 57 | 4.10 | 8.10 | 30.3% | -0.96 | 0.0431 | -0.007 | ||||
| 0 | 0.3900 | 30.7% | 0.05 | 0.0259 | -0.005 | 58 | 5.10 | 9.10 | 33.7% | -0.98 | 0.0286 | -0.005 | ||||
| 0 | 0.3100 | 32.0% | 0.03 | 0.0189 | -0.004 | 59 | 6.10 | 10.10 | 37.0% | -1.00 | 0.0142 | -0.004 | ||||
| 0 | 0.2400 | 33.0% | 0.02 | 0.0139 | -0.003 | 60 | 7.10 | 11.10 | 40.1% | -1.00 | 0.0024 | -0.004 | ||||
| 0 | 0.1900 | 34.1% | 0.02 | 0.0104 | -0.003 | 61 | 8.10 | 12.10 | 43.1% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.1500 | 35.0% | 0.01 | 0.0078 | -0.002 | 62 | 9.10 | 13.10 | 46.1% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.1100 | 35.5% | 0.01 | 0.0059 | -0.002 | 63 | 10.10 | 14.10 | 48.9% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0900 | 36.6% | 0.01 | 0.0046 | -0.001 | 64 | 11.10 | 15.10 | 51.7% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0600 | 10 | 36.5% | 0.01 | 0.0035 | -0.001 | 65 | 12.50 | 15.45 | 46.2% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 38.5% | 0.00 | 0.0028 | -0.001 | 66 | 13.10 | 17.10 | 57.0% | -1.00 | 0.0000 | -0.004 | ||||
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 — Nov 20, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.