XLF opsiyon zinciri State Street Financial 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% (56.73–58.59) · ATM IV 13.5% · P/C açık pozisyon 0.33
| 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 | |
| 16.55 | 17.35 | 4 | 150.3% | 1.00 | 0.0014 | -0.002 | 41 | 0 | 0.0900 | 108.0% | -0.00 | 0.0014 | -0.004 | |||
| 15.40 | 15.85 | 2 | 1.00 | 0.0016 | -0.002 | 42 | 0 | 0.0300 | 87.8% | -0.00 | 0.0016 | -0.004 | ||||
| 14.55 | 15.35 | 2 | 132.8% | 1.00 | 0.0020 | -0.003 | 43 | 0 | 0.0300 | 81.9% | -0.00 | 0.0020 | -0.004 | |||
| 13.55 | 14.60 | 2 | 135.7% | 0.99 | 0.0024 | -0.003 | 44 | 0 | 0.0300 | 76.1% | -0.01 | 0.0024 | -0.004 | |||
| 12.40 | 12.85 | 4 | 0.99 | 0.0028 | -0.003 | 45 | 0 | 0.0300 | 70.4% | -0.01 | 0.0028 | -0.005 | ||||
| 10.75 | 12.45 | 0.99 | 0.0035 | -0.004 | 46 | 0 | 0.0300 | 64.8% | -0.01 | 0.0035 | -0.005 | |||||
| 10.40 | 11.30 | 4 | 90.0% | 0.99 | 0.0043 | -0.004 | 47 | 0 | 0.0300 | 59.3% | -0.01 | 0.0043 | -0.005 | |||
| 9.40 | 9.85 | 0.99 | 0.0053 | -0.005 | 48 | 0 | 0.0300 | 53.9% | -0.01 | 0.0054 | -0.006 | |||||
| 8.40 | 9.05 | 59.7% | 0.99 | 0.0068 | -0.005 | 49 | 0 | 0.0900 | 56.9% | -0.01 | 0.0068 | -0.006 | ||||
| 7.25 | 8.10 | 40.0% | 0.99 | 0.0088 | -0.006 | 50 | 0 | 0.1000 | 51.8% | -0.01 | 0.0088 | -0.007 | ||||
| 6.85 | 7.55 | 45.5% | 0.99 | 0.0101 | -0.006 | 50.5 | 0 | 0.9000 | 81.7% | -0.01 | 0.0102 | -0.007 | ||||
| 6.35 | 7.05 | 42.5% | 0.98 | 0.0117 | -0.006 | 51 | 0 | 0.3000 | 57.2% | -0.02 | 0.0118 | -0.007 | ||||
| 5.90 | 6.55 | 43.7% | 0.98 | 0.0137 | -0.007 | 51.5 | 0 | 2.14 | 101.6% | -0.02 | 0.0137 | -0.007 | ||||
| 5.40 | 6.05 | 40.6% | 0.98 | 0.0161 | -0.007 | 52 | 0 | 1.09 | 73.5% | -0.02 | 0.0162 | -0.008 | ||||
| 5.05 | 5.35 | 1 | 33.6% | 0.98 | 0.0192 | -0.007 | 52.5 | 0 | 1.09 | 69.0% | -0.02 | 0.0193 | -0.008 | |||
| 4.55 | 4.85 | 30.7% | 0.97 | 0.0232 | -0.008 | 53 | 0 | 0.2400 | 40.6% | -0.03 | 0.0233 | -0.008 | ||||
| 4.05 | 4.35 | 27.7% | 0.97 | 0.0285 | -0.008 | 53.5 | 0 | 0.7100 | 51.1% | -0.03 | 0.0286 | -0.009 | ||||
| 2.91 | 4.95 | 42.1% | 0.97 | 0.0357 | -0.008 | 54 | 0 | 2.16 | 75.8% | -0.03 | 0.0358 | -0.009 | ||||
| 2.90 | 3.75 | 32.2% | 0.96 | 0.0461 | -0.009 | 54.5 | 0 | 2.17 | 70.6% | -0.04 | 0.0462 | -0.009 | ||||
| 1.94 | 3.85 | 32.1% | 0.95 | 0.0623 | -0.010 | 55 | 0 | 0.9500 | 1 | 43.0% | -0.05 | 0.0624 | -0.010 | |||
| 1.97 | 2.36 | 0.93 | 0.0890 | -0.012 | 55.5 | 0.0200 | 0.0700 | 17.5% | -0.07 | 0.0897 | -0.012 | |||||
| 1.65 | 1.88 | 1 | 17.4% | 0.89 | 0.1338 | -0.015 | 56 | 0.0100 | 0.2800 | 2 | 3 | 20.2% | -0.11 | 0.1345 | -0.015 | |
| 1.20 | 1.42 | 15.7% | 0.83 | 0.2012 | -0.020 | 56.5 | 0.0700 | 0.3400 | 92 | 18.5% | -0.17 | 0.2026 | -0.021 | |||
| 0.6200 | 0.9900 | 4 | 6 | 11.1% | 0.72 | 0.2825 | -0.025 | 57 | 0.0100 | 0.2400 | 3 | 10.8% | -0.28 | 0.2851 | -0.026 | |
| 0.2900 | 0.8200 | 13.6% | 0.56 | 0.3471 | -0.029 | 57.5 | 0.1500 | 0.6000 | 20 | 1 | 13.4% | -0.44 | 0.3510 | -0.029 | ||
| 0.2100 | 0.5600 | 24 | 1,015 | 15.6% | 0.39 | 0.3438 | -0.027 | 58 | 0.3400 | 0.8700 | 3 | 350 | 12.2% | -0.62 | 0.3492 | -0.028 |
| 0.0100 | 0.4000 | 1 | 56 | 15.0% | 0.24 | 0.2721 | -0.022 | 58.5 | 0.8700 | 1.23 | 15.5% | -0.77 | 0.2840 | -0.023 | ||
| 0.0600 | 0.1200 | 21 | 6 | 14.3% | 0.14 | 0.1854 | -0.016 | 59 | 1.27 | 1.67 | 2 | 2 | 16.5% | -0.88 | 0.2058 | -0.018 |
| 0 | 0.0800 | 14.4% | 0.08 | 0.1192 | -0.012 | 59.5 | 1.73 | 1.98 | -0.94 | 0.1416 | -0.014 | |||||
| 0 | 0.0500 | 5 | 9 | 15.8% | 0.06 | 0.0795 | -0.009 | 60 | 2.22 | 2.46 | -0.97 | 0.0954 | -0.011 | |||
| 0 | 0.0500 | 18.4% | 0.04 | 0.0574 | -0.008 | 60.5 | 2.72 | 2.96 | -0.98 | 0.0632 | -0.009 | |||||
| 0 | 0.3000 | 1 | 31.3% | 0.04 | 0.0438 | -0.008 | 61 | 1.25 | 5.00 | -0.98 | 0.0455 | -0.009 | ||||
| 0 | 0.8900 | 49.0% | 0.03 | 0.0347 | -0.007 | 61.5 | 3.50 | 4.15 | -0.99 | 0.0344 | -0.008 | |||||
| 0 | 2.13 | 76.3% | 0.03 | 0.0283 | -0.007 | 62 | 4.00 | 6.30 | 67.6% | -0.99 | 0.0260 | -0.007 | ||||
| 0 | 0.6400 | 50.4% | 0.02 | 0.0235 | -0.007 | 62.5 | 4.50 | 5.15 | -0.99 | 0.0202 | -0.007 | |||||
| 0 | 0.4300 | 47.8% | 0.02 | 0.0199 | -0.007 | 63 | 5.00 | 5.85 | 38.1% | -0.99 | 0.0159 | -0.007 | ||||
| 0 | 2.13 | 88.4% | 0.02 | 0.0171 | -0.006 | 63.5 | 5.50 | 6.15 | -0.99 | 0.0128 | -0.007 | |||||
| 0 | 0.4300 | 53.7% | 0.02 | 0.0148 | -0.006 | 64 | 4.55 | 8.30 | 43.3% | -1.00 | 0.0105 | -0.007 | ||||
| 0 | 0.0900 | 40.7% | 0.02 | 0.0130 | -0.006 | 64.5 | 6.70 | 7.15 | 45.9% | -1.00 | 0.0087 | -0.007 | ||||
| 0 | 0.4300 | 59.4% | 0.01 | 0.0115 | -0.006 | 65 | 6.45 | 8.30 | -1.00 | 0.0074 | -0.007 | |||||
| 0 | 0.6800 | 73.1% | 0.01 | 0.0092 | -0.006 | 66 | 7.45 | 9.30 | -1.00 | 0.0053 | -0.006 | |||||
| 0 | 0.8800 | 84.7% | 0.01 | 0.0075 | -0.005 | 67 | 8.50 | 10.30 | 53.7% | -1.00 | 0.0040 | -0.006 | ||||
| 0 | 0.9500 | 92.4% | 0.01 | 0.0063 | -0.005 | 68 | 9.70 | 11.30 | 71.2% | -1.00 | 0.0030 | -0.006 | ||||
| 0 | 2.13 | 126.6% | 0.01 | 0.0054 | -0.005 | 69 | 10.40 | 12.80 | 84.7% | -1.00 | 0.0023 | -0.006 | ||||
| 0 | 0.7500 | 97.2% | 0.01 | 0.0046 | -0.005 | 70 | 11.35 | 13.75 | 85.5% | -1.00 | 0.0018 | -0.006 | ||||
| 0 | 0.6800 | 99.8% | 0.01 | 0.0040 | -0.005 | 71 | 12.35 | 14.75 | 90.3% | -1.00 | 0.0014 | -0.006 | ||||
| 0 | 0.6800 | 104.7% | 0.01 | 0.0035 | -0.004 | 72 | 13.35 | 15.75 | 94.9% | -1.00 | 0.0011 | -0.006 | ||||
| 0 | 0.2300 | 87.8% | 0.01 | 0.0031 | -0.004 | 73 | 14.20 | 16.80 | 94.2% | -1.00 | 0.0009 | -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 10, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.