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: ±2.4% (57.13–59.90) · ATM IV 14.5% · P/C açık pozisyon 2.42
| 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 | |
| 27.35 | 29.30 | 1 | 1.00 | 0.0002 | 0.000 | 30 | 0 | 0.0200 | 359 | 121.7% | -0.00 | 0.0002 | -0.001 | |||
| 22.35 | 24.30 | 61 | 1.00 | 0.0004 | 0.000 | 35 | 0 | 0.0200 | 35.4K | 95.4% | -0.00 | 0.0004 | -0.001 | |||
| 21.35 | 22.75 | 86 | 1.00 | 0.0005 | 0.000 | 36 | 0 | 0.0200 | 63 | 90.6% | -0.00 | 0.0005 | -0.001 | |||
| 20.35 | 22.05 | 4 | 1.00 | 0.0006 | 0.000 | 37 | 0 | 0.0200 | 766 | 85.9% | -0.00 | 0.0006 | -0.002 | |||
| 19.35 | 20.75 | 179 | 1.00 | 0.0007 | 0.000 | 38 | 0 | 0.0200 | 64 | 81.3% | -0.00 | 0.0007 | -0.002 | |||
| 18.35 | 20.05 | 113 | 1.00 | 0.0008 | 0.000 | 39 | 0 | 0.0200 | 45 | 76.8% | -0.00 | 0.0008 | -0.002 | |||
| 17.35 | 19.05 | 94 | 1.00 | 0.0010 | 0.000 | 40 | 0 | 0.0200 | 5,296 | 72.5% | -0.00 | 0.0010 | -0.002 | |||
| 16.35 | 18.05 | 199 | 1.00 | 0.0012 | 0.000 | 41 | 0 | 0.0200 | 13.3K | 68.2% | -0.00 | 0.0012 | -0.002 | |||
| 16.25 | 16.85 | 82 | 1.00 | 0.0014 | 0.000 | 42 | 0 | 0.0200 | 20.4K | 64.0% | -0.00 | 0.0014 | -0.002 | |||
| 14.35 | 16.05 | 120 | 1.00 | 0.0017 | 0.000 | 43 | 0 | 0.0100 | 205.3K | 55.7% | -0.00 | 0.0017 | -0.002 | |||
| 13.35 | 15.05 | 21 | 1.00 | 0.0020 | 0.000 | 44 | 0 | 0.0200 | 34.0K | 55.8% | -0.00 | 0.0021 | -0.003 | |||
| 13.50 | 13.75 | 5,613 | 59.7% | 0.99 | 0.0025 | 0.000 | 45 | 0 | 0.0200 | 50.5K | 51.8% | -0.01 | 0.0025 | -0.003 | ||
| 12.55 | 12.75 | 10 | 60.0% | 0.99 | 0.0031 | 0.000 | 46 | 0 | 0.0300 | 77.2K | 50.3% | -0.01 | 0.0031 | -0.003 | ||
| 11.55 | 11.75 | 24 | 55.1% | 0.99 | 0.0038 | 0.000 | 47 | 0.0100 | 0.0300 | 8 | 57.4K | 48.0% | -0.01 | 0.0038 | -0.003 | |
| 10.55 | 10.75 | 1,404 | 50.2% | 0.99 | 0.0048 | 0.000 | 48 | 0.0100 | 0.0300 | 225.4K | 43.9% | -0.01 | 0.0048 | -0.004 | ||
| 9.55 | 9.80 | 15.8K | 48.8% | 0.99 | 0.0061 | 0.000 | 49 | 0.0100 | 0.0300 | 90.7K | 39.9% | -0.01 | 0.0061 | -0.004 | ||
| 8.55 | 8.80 | 9 | 41.3K | 43.9% | 0.99 | 0.0079 | -0.000 | 50 | 0.0100 | 0.0200 | 129 | 92.2K | 34.6% | -0.01 | 0.0079 | -0.004 |
| 7.55 | 7.75 | 28.2K | 36.1% | 0.98 | 0.0104 | -0.001 | 51 | 0.0100 | 0.0400 | 1 | 88.6K | 33.1% | -0.02 | 0.0105 | -0.005 | |
| 6.60 | 6.80 | 3 | 71.6K | 36.6% | 0.98 | 0.0142 | -0.002 | 52 | 0.0100 | 0.0300 | 1 | 43.2K | 28.1% | -0.02 | 0.0143 | -0.005 |
| 6.05 | 6.25 | 1 | 29.3% | 0.98 | 0.0168 | -0.003 | 52.5 | 0.0100 | 0.0400 | 27.1% | -0.02 | 0.0169 | -0.006 | |||
| 5.55 | 5.75 | 24.6K | 27.1% | 0.97 | 0.0200 | -0.003 | 53 | 0.0200 | 0.0500 | 5 | 29.8K | 26.5% | -0.03 | 0.0203 | -0.006 | |
| 5.05 | 5.25 | 24.9% | 0.97 | 0.0243 | -0.004 | 53.5 | 0.0200 | 0.0500 | 46 | 24.4% | -0.03 | 0.0246 | -0.007 | |||
| 4.60 | 4.75 | 1 | 42.2K | 25.0% | 0.96 | 0.0300 | -0.005 | 54 | 0.0300 | 0.0600 | 36 | 51.6K | 23.3% | -0.04 | 0.0304 | -0.007 |
| 4.10 | 4.30 | 4 | 14 | 24.4% | 0.95 | 0.0377 | -0.006 | 54.5 | 0.0300 | 0.0600 | 22 | 21.2% | -0.05 | 0.0382 | -0.008 | |
| 3.65 | 3.75 | 57 | 107.8K | 21.9% | 0.94 | 0.0482 | -0.007 | 55 | 0.0500 | 0.0600 | 1,239 | 20.0K | 19.8% | -0.06 | 0.0490 | -0.009 |
| 3.15 | 3.30 | 20.8% | 0.92 | 0.0628 | -0.009 | 55.5 | 0.0700 | 0.0800 | 52 | 687 | 18.8% | -0.08 | 0.0639 | -0.010 | ||
| 2.69 | 2.80 | 22 | 30.2K | 19.1% | 0.90 | 0.0829 | -0.011 | 56 | 0.1000 | 0.1100 | 2,151 | 94.1K | 18.0% | -0.10 | 0.0840 | -0.012 |
| 2.23 | 2.37 | 3 | 18.4% | 0.86 | 0.1096 | -0.013 | 56.5 | 0.1300 | 0.1500 | 489 | 1,940 | 16.8% | -0.14 | 0.1112 | -0.015 | |
| 1.80 | 1.91 | 106 | 44.1K | 17.1% | 0.81 | 0.1426 | -0.016 | 57 | 0.1800 | 0.2100 | 6,293 | 68.2K | 15.7% | -0.19 | 0.1450 | -0.017 |
| 1.39 | 1.49 | 39 | 16.0% | 0.74 | 0.1791 | -0.019 | 57.5 | 0.2700 | 0.3100 | 115 | 1,000 | 15.1% | -0.27 | 0.1824 | -0.020 | |
| 1.03 | 1.10 | 2,304 | 57.0K | 15.1% | 0.64 | 0.2124 | -0.021 | 58 | 0.4100 | 0.4400 | 3,702 | 98.8K | 14.5% | -0.36 | 0.2170 | -0.022 |
| 0.7300 | 0.7800 | 78 | 314 | 14.6% | 0.53 | 0.2333 | -0.022 | 58.5 | 0.6100 | 0.6500 | 6,148 | 481 | 14.3% | -0.47 | 0.2394 | -0.023 |
| 0.4900 | 0.5100 | 1,620 | 29.7K | 14.1% | 0.42 | 0.2329 | -0.022 | 59 | 0.8200 | 0.9000 | 41 | 522 | 13.4% | -0.60 | 0.2405 | -0.022 |
| 0.3100 | 0.3500 | 39 | 3,235 | 14.3% | 0.31 | 0.2097 | -0.019 | 59.5 | 1.12 | 1.24 | 27 | 13.0% | -0.71 | 0.2179 | -0.020 | |
| 0.1900 | 0.2200 | 4,935 | 31.7K | 14.3% | 0.22 | 0.1728 | -0.016 | 60 | 1.48 | 1.65 | 478 | 12.7% | -0.80 | 0.1796 | -0.016 | |
| 0.1100 | 0.1400 | 1 | 28 | 14.4% | 0.15 | 0.1326 | -0.013 | 60.5 | 1.93 | 2.09 | 12.9% | -0.88 | 0.1434 | -0.012 | ||
| 0.0700 | 0.0900 | 17 | 20.7K | 14.9% | 0.09 | 0.0961 | -0.009 | 61 | 2.36 | 2.55 | 21 | -0.94 | 0.1314 | -0.009 | ||
| 0.0400 | 0.0700 | 26 | 15.7% | 0.06 | 0.0669 | -0.007 | 61.5 | 2.87 | 3.05 | -0.98 | 0.0798 | -0.013 | ||||
| 0.0200 | 0.0500 | 65 | 3,708 | 16.2% | 0.04 | 0.0457 | -0.005 | 62 | 3.35 | 3.55 | -1.00 | 0.0190 | -0.019 | |||
| 0.0100 | 0.0300 | 39 | 701 | 18.0% | 0.02 | 0.0237 | -0.003 | 63 | 4.35 | 4.55 | 2 | 2 | -1.00 | 0.0000 | -0.024 | |
| 0.0100 | 0.0300 | 185 | 21.3% | 0.01 | 0.0147 | -0.002 | 64 | 5.35 | 5.55 | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 0.0100 | 603 | 10.5K | 20.4% | 0.01 | 0.0102 | -0.002 | 65 | 6.35 | 6.55 | 8 | -1.00 | 0.0000 | -0.025 | ||
| 0 | 0.0200 | 36 | 2,421 | 25.0% | 0.01 | 0.0074 | -0.002 | 66 | 7.35 | 7.55 | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.0200 | 232 | 27.7% | 0.01 | 0.0056 | -0.002 | 67 | 8.35 | 8.55 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.0200 | 1,790 | 30.4% | 0.01 | 0.0044 | -0.001 | 68 | 9.35 | 9.55 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.0200 | 300 | 33.0% | 0.00 | 0.0035 | -0.001 | 69 | 10.05 | 11.90 | 70.6% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 0.0200 | 4,098 | 35.5% | 0.00 | 0.0029 | -0.001 | 70 | 10.80 | 12.90 | 69.6% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 0.0100 | 221 | 44.1% | 0.00 | 0.0013 | -0.001 | 75 | 15.80 | 17.90 | 88.1% | -1.00 | 0.0000 | -0.026 | |||
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 18, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.