XLP rantai opsi State Street Consumer Staples Select Sector SPDR ETF
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±5.9% (80.36–90.44) · ATM IV 15.8% · P/C open interest 5.23
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | 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 | Bid | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 38.35 | 42.20 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.7500 | 80.1% | -0.00 | 0.0005 | -0.001 | |||||
| 34.20 | 36.80 | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.4500 | 62.4% | -0.00 | 0.0007 | -0.002 | |||||
| 28.35 | 32.05 | 1.00 | 0.0007 | 0.000 | 55 | 0 | 0.2600 | 48.1% | -0.01 | 0.0012 | -0.002 | |||||
| 23.90 | 26.15 | 0.99 | 0.0016 | 0.000 | 60 | 0 | 0.0800 | 33.5% | -0.01 | 0.0020 | -0.002 | |||||
| 18.55 | 22.10 | 0.99 | 0.0034 | 0.000 | 65 | 0.0100 | 0.1200 | 28.6% | -0.02 | 0.0035 | -0.003 | |||||
| 14.90 | 16.05 | 0.97 | 0.0070 | 0.000 | 70 | 0.0500 | 0.1600 | 1 | 23.5% | -0.03 | 0.0070 | -0.004 | ||||
| 10.20 | 10.90 | 0.94 | 0.0163 | -0.002 | 75 | 0.1800 | 0.2500 | 186 | 19.3% | -0.07 | 0.0167 | -0.006 | ||||
| 5.90 | 6.40 | 6 | 15.3% | 0.82 | 0.0394 | -0.009 | 80 | 0.5400 | 0.8300 | 26 | 16.9% | -0.19 | 0.0409 | -0.011 | ||
| 2.53 | 2.96 | 1 | 28 | 15.3% | 0.56 | 0.0632 | -0.015 | 85 | 2.16 | 2.44 | 1 | 16.3% | -0.46 | 0.0681 | -0.016 | |
| 0.7900 | 0.9400 | 17 | 15.1% | 0.26 | 0.0532 | -0.012 | 90 | 5.35 | 6.05 | 63 | 17.7% | -0.79 | 0.0583 | -0.012 | ||
| 0.2200 | 0.3300 | 2 | 16.4% | 0.10 | 0.0263 | -0.007 | 95 | 9.80 | 10.70 | 21.2% | -0.95 | 0.0220 | -0.002 | |||
| 0.0700 | 0.1800 | 18.9% | 0.05 | 0.0128 | -0.005 | 100 | 13.90 | 16.10 | 22.5% | -0.98 | 0.0075 | 0.000 | ||||
| 0.0400 | 0.1500 | 22.6% | 0.03 | 0.0077 | -0.004 | 105 | 18.20 | 21.10 | -0.99 | 0.0038 | 0.000 | |||||
| 0.0400 | 0.1500 | 26.8% | 0.02 | 0.0054 | -0.004 | 110 | 23.60 | 26.20 | 26.4% | -0.99 | 0.0025 | 0.000 | ||||
| 0.0300 | 0.1400 | 30.2% | 0.02 | 0.0041 | -0.003 | 115 | 28.45 | 31.50 | 36.9% | -1.00 | 0.0018 | 0.000 | ||||
| 0.0200 | 0.1200 | 32.9% | 0.02 | 0.0032 | -0.003 | 120 | 34.55 | 36.50 | 54.2% | -1.00 | 0.0014 | 0.000 | ||||
| 0 | 0.1000 | 34.7% | 0.01 | 0.0026 | -0.003 | 125 | 39.10 | 41.25 | 52.1% | -1.00 | 0.0011 | 0.000 | ||||
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Nov 20, 2026
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.