XLE opsiyon zinciri State Street Energy 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: ±1.6% (64.42–66.50) · ATM IV 26.6% · P/C açık pozisyon 0.88
| 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 | |
| 28.10 | 31.40 | 45 | 47 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0100 | 287.7% | 0.00 | 0.0000 | -0.000 | |||
| 23.20 | 26.75 | 8 | 8 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.4200 | 370.4% | -0.00 | 0.0000 | -0.000 | |||
| 18.90 | 21.35 | 14 | 13 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0100 | 4 | 9 | 177.6% | -0.00 | 0.0001 | -0.000 | |
| 16.90 | 19.35 | 188 | 185 | 1.00 | 0.0001 | 0.000 | 47 | 0 | 0.0100 | 1 | 158.2% | -0.00 | 0.0001 | -0.000 | ||
| 15.65 | 17.85 | 188 | 188 | 1.00 | 0.0002 | 0.000 | 48 | 0 | 0.2200 | 159.7% | -0.00 | 0.0002 | -0.000 | |||
| 14.65 | 17.20 | 4 | 37 | 1.00 | 0.0002 | 0.000 | 49 | 0 | 0.0100 | 4 | 139.6% | -0.00 | 0.0002 | -0.001 | ||
| 13.90 | 15.55 | 9 | 21 | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.0100 | 19 | 130.5% | -0.00 | 0.0003 | -0.001 | ||
| 12.95 | 14.55 | 9 | 11 | 1.00 | 0.0004 | 0.000 | 51 | 0 | 0.0100 | 57 | 121.5% | -0.00 | 0.0004 | -0.001 | ||
| 11.90 | 13.45 | 9 | 1.00 | 0.0005 | 0.000 | 52 | 0 | 0.0100 | 1 | 21 | 112.7% | -0.00 | 0.0005 | -0.001 | ||
| 10.90 | 12.55 | 13 | 14 | 1.00 | 0.0007 | 0.000 | 53 | 0 | 0.2200 | 32 | 112.1% | -0.00 | 0.0007 | -0.001 | ||
| 10.45 | 12.00 | 12 | 14 | 1.00 | 0.0008 | 0.000 | 53.5 | 0 | 0.2200 | 14 | 107.5% | -0.00 | 0.0008 | -0.001 | ||
| 10.00 | 11.40 | 35 | 1.00 | 0.0010 | 0.000 | 54 | 0 | 0.2200 | 2,009 | 102.9% | -0.00 | 0.0010 | -0.001 | |||
| 10.45 | 10.95 | 2 | 65 | 124.8% | 1.00 | 0.0011 | -0.000 | 54.5 | 0 | 0.2200 | 2 | 55 | 98.4% | -0.00 | 0.0011 | -0.001 |
| 9.55 | 10.50 | 11 | 22 | 1.00 | 0.0013 | -0.000 | 55 | 0 | 0.2200 | 1 | 1,402 | 93.9% | -0.00 | 0.0013 | -0.002 | |
| 7.80 | 10.25 | 3 | 12 | 1.00 | 0.0016 | -0.001 | 55.5 | 0 | 0.2200 | 3 | 106 | 89.4% | -0.00 | 0.0016 | -0.002 | |
| 8.90 | 9.70 | 11 | 19 | 132.0% | 1.00 | 0.0019 | -0.001 | 56 | 0 | 0.2200 | 2 | 124 | 84.9% | -0.00 | 0.0019 | -0.002 |
| 7.60 | 9.05 | 15 | 38 | 1.00 | 0.0023 | -0.001 | 56.5 | 0 | 0.2100 | 14 | 80 | 80.5% | -0.00 | 0.0023 | -0.002 | |
| 7.90 | 8.40 | 3 | 195 | 69.7% | 1.00 | 0.0027 | -0.002 | 57 | 0 | 0.0100 | 3 | 87 | 70.2% | -0.00 | 0.0027 | -0.003 |
| 7.15 | 7.95 | 7 | 112 | 1.00 | 0.0033 | -0.002 | 57.5 | 0 | 0.0100 | 6 | 90 | 66.1% | -0.00 | 0.0033 | -0.003 | |
| 6.95 | 7.60 | 4 | 158 | 102.8% | 1.00 | 0.0041 | -0.003 | 58 | 0 | 0.0200 | 4 | 82 | 67.2% | -0.00 | 0.0041 | -0.003 |
| 6.45 | 6.90 | 5 | 2,075 | 72.9% | 0.99 | 0.0051 | -0.003 | 58.5 | 0 | 0.0200 | 9 | 169 | 62.8% | -0.00 | 0.0051 | -0.004 |
| 5.95 | 6.50 | 6 | 118 | 81.4% | 0.99 | 0.0065 | -0.004 | 59 | 0 | 0.0100 | 7 | 3,164 | 53.8% | -0.01 | 0.0064 | -0.005 |
| 5.45 | 6.00 | 14 | 70 | 75.8% | 0.99 | 0.0082 | -0.005 | 59.5 | 0 | 0.0100 | 14 | 398 | 49.7% | -0.01 | 0.0082 | -0.005 |
| 4.95 | 5.40 | 10 | 238 | 57.8% | 0.99 | 0.0106 | -0.006 | 60 | 0 | 0.0200 | 15 | 2,389 | 49.7% | -0.01 | 0.0106 | -0.006 |
| 4.50 | 5.00 | 5 | 111 | 68.5% | 0.99 | 0.0140 | -0.007 | 60.5 | 0 | 0.0100 | 21 | 5,208 | 41.5% | -0.01 | 0.0140 | -0.008 |
| 3.95 | 4.40 | 4 | 385 | 47.8% | 0.99 | 0.0187 | -0.009 | 61 | 0 | 0.0300 | 12 | 552 | 43.4% | -0.01 | 0.0187 | -0.010 |
| 3.50 | 4.00 | 3 | 116 | 56.5% | 0.98 | 0.0257 | -0.011 | 61.5 | 0 | 0.0200 | 9 | 582 | 36.5% | -0.02 | 0.0256 | -0.012 |
| 3.00 | 3.40 | 85 | 689 | 42.9% | 0.97 | 0.0364 | -0.015 | 62 | 0 | 0.0300 | 83 | 4,065 | 34.1% | -0.03 | 0.0363 | -0.015 |
| 2.34 | 2.98 | 138 | 1,020 | 28.1% | 0.96 | 0.0537 | -0.020 | 62.5 | 0.0100 | 0.0400 | 65 | 376 | 32.2% | -0.04 | 0.0536 | -0.021 |
| 1.90 | 2.48 | 53 | 12.2K | 30.0% | 0.94 | 0.0832 | -0.030 | 63 | 0.0200 | 0.0500 | 640 | 3,578 | 29.0% | -0.06 | 0.0831 | -0.030 |
| 1.57 | 2.00 | 62 | 1,610 | 34.4% | 0.90 | 0.1332 | -0.048 | 63.5 | 0.0300 | 0.0800 | 296 | 6,422 | 26.3% | -0.10 | 0.1337 | -0.048 |
| 1.04 | 1.48 | 332 | 3,367 | 25.2% | 0.83 | 0.2060 | -0.077 | 64 | 0.1000 | 0.1400 | 271 | 500 | 26.0% | -0.17 | 0.2074 | -0.077 |
| 0.6000 | 1.11 | 555 | 1,333 | 23.9% | 0.71 | 0.2829 | -0.114 | 64.5 | 0.2000 | 0.2800 | 209 | 149 | 26.0% | -0.29 | 0.2860 | -0.115 |
| 0.5500 | 0.6500 | 1,882 | 4,825 | 27.1% | 0.55 | 0.3249 | -0.139 | 65 | 0.2500 | 0.6200 | 1,579 | 1,238 | 26.2% | -0.45 | 0.3299 | -0.141 |
| 0.1600 | 0.2400 | 788 | 2,159 | 26.7% | 0.26 | 0.2546 | -0.107 | 66 | 0.7900 | 1.30 | 60 | 37 | 25.9% | -0.75 | 0.2583 | -0.110 |
| 0 | 0.0700 | 3,482 | 2,673 | 27.8% | 0.09 | 0.1201 | -0.044 | 67 | 1.63 | 2.06 | 3 | -0.92 | 0.1208 | -0.042 | ||
| 0.0100 | 0.0400 | 83 | 3,200 | 32.7% | 0.03 | 0.0488 | -0.017 | 68 | 2.60 | 3.05 | -0.98 | 0.0473 | -0.015 | |||
| 0 | 0.0300 | 11 | 132 | 40.0% | 0.02 | 0.0239 | -0.010 | 69 | 3.55 | 4.05 | -0.99 | 0.0212 | -0.010 | |||
| 0 | 0.0100 | 11 | 72 | 40.0% | 0.01 | 0.0140 | -0.007 | 70 | 4.55 | 5.05 | -0.99 | 0.0116 | -0.008 | |||
| 0 | 0.0200 | 11 | 78.3% | 0.00 | 0.0024 | -0.002 | 75 | 7.95 | 10.75 | -1.00 | 0.0013 | -0.006 | ||||
| 0 | 0.0200 | 10 | 108.9% | 0.00 | 0.0008 | -0.001 | 80 | 12.90 | 15.35 | -1.00 | 0.0003 | -0.006 | ||||
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 — Sep 04, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.