XLP optieketen State Street Consumer Staples Select Sector SPDR ETF
Elke rij is één strike. De linkerhelft is de call, de rechterhelft de put. Bied/laat zijn de huidige prijzen van kopers en verkopers; volume is het aantal verhandelde contracten in deze sessie; open interest zijn de uitstaande contracten. De gemarkeerde rij ligt het dichtst bij de aandelenkoers.
Deze vervaldatum inprijst een beweging van ongeveer ±7.3% (80.83–93.59) · ATM IV 13.9% · P/C open interest 3.90
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Biedprijs | Vraag | 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 | Biedprijs | Vraag | Vol | OI | IV | Δ | Γ | Θ | |
| 40.05 | 45.05 | 0.99 | 0.0009 | 0.000 | 45 | 0 | 5.00 | 30.1K | 94.3% | -0.01 | 0.0010 | -0.002 | ||||
| 35.15 | 40.15 | 1 | 0.99 | 0.0014 | 0.000 | 50 | 0 | 5.00 | 2 | 82.4% | -0.01 | 0.0014 | -0.003 | |||
| 30.25 | 35.25 | 29.7% | 0.98 | 0.0021 | 0.000 | 55 | 0 | 5.00 | 71.5% | -0.02 | 0.0021 | -0.003 | ||||
| 25.35 | 30.35 | 28.4% | 0.97 | 0.0033 | 0.000 | 60 | 0 | 0.2000 | 3 | 29.3% | -0.02 | 0.0032 | -0.003 | |||
| 21.45 | 26.45 | 25.5% | 0.97 | 0.0046 | -0.000 | 64 | 0 | 5.00 | 2 | 54.1% | -0.03 | 0.0047 | -0.004 | |||
| 20.45 | 25.45 | 50 | 23.7% | 0.96 | 0.0050 | -0.000 | 65 | 0 | 5.00 | 12 | 52.2% | -0.04 | 0.0051 | -0.004 | ||
| 19.55 | 24.55 | 25.2% | 0.96 | 0.0055 | -0.001 | 66 | 0 | 5.00 | 4 | 50.4% | -0.04 | 0.0056 | -0.004 | |||
| 18.55 | 23.55 | 23.6% | 0.96 | 0.0061 | -0.001 | 67 | 0 | 5.00 | 1 | 48.6% | -0.04 | 0.0062 | -0.004 | |||
| 17.70 | 22.65 | 2 | 24.9% | 0.95 | 0.0068 | -0.001 | 68 | 0 | 5.00 | 46.9% | -0.05 | 0.0069 | -0.004 | |||
| 16.50 | 21.50 | 18.5% | 0.95 | 0.0075 | -0.002 | 69 | 0.0700 | 0.3700 | 45 | 22.9% | -0.05 | 0.0077 | -0.005 | |||
| 15.70 | 20.70 | 6 | 22.3% | 0.94 | 0.0084 | -0.002 | 70 | 0 | 5.00 | 1,220 | 43.4% | -0.06 | 0.0086 | -0.005 | ||
| 14.75 | 19.75 | 12 | 21.7% | 0.94 | 0.0094 | -0.002 | 71 | 0 | 5.00 | 1 | 41.6% | -0.06 | 0.0096 | -0.005 | ||
| 13.75 | 18.75 | 2 | 20.3% | 0.93 | 0.0105 | -0.003 | 72 | 0 | 5.00 | 66 | 39.9% | -0.07 | 0.0108 | -0.005 | ||
| 12.90 | 17.85 | 20.7% | 0.92 | 0.0118 | -0.003 | 73 | 0 | 5.00 | 21 | 38.2% | -0.08 | 0.0121 | -0.006 | |||
| 11.85 | 16.85 | 1 | 19.0% | 0.91 | 0.0132 | -0.004 | 74 | 0 | 5.00 | 68 | 36.5% | -0.09 | 0.0137 | -0.006 | ||
| 11.00 | 16.00 | 9 | 19.4% | 0.90 | 0.0149 | -0.004 | 75 | 0.2000 | 2.55 | 10 | 30 | 27.5% | -0.10 | 0.0154 | -0.006 | |
| 10.15 | 15.10 | 1 | 13 | 19.3% | 0.89 | 0.0167 | -0.005 | 76 | 0 | 2.00 | 37 | 23.2% | -0.11 | 0.0174 | -0.007 | |
| 9.25 | 14.25 | 175 | 19.1% | 0.87 | 0.0188 | -0.005 | 77 | 0 | 5.00 | 99 | 31.4% | -0.13 | 0.0196 | -0.007 | ||
| 8.30 | 13.30 | 3 | 18.1% | 0.86 | 0.0210 | -0.006 | 78 | 0 | 5.00 | 6 | 53 | 29.6% | -0.15 | 0.0221 | -0.008 | |
| 8.10 | 13.05 | 3 | 22.1% | 0.84 | 0.0235 | -0.007 | 79 | 0 | 5.00 | 5 | 146 | 27.9% | -0.17 | 0.0247 | -0.009 | |
| 7.25 | 12.15 | 37 | 21.3% | 0.82 | 0.0261 | -0.007 | 80 | 0 | 5.00 | 15 | 3,882 | 26.2% | -0.19 | 0.0276 | -0.009 | |
| 5.90 | 10.80 | 52 | 17.4% | 0.79 | 0.0288 | -0.008 | 81 | 0 | 5.00 | 97 | 24.5% | -0.22 | 0.0306 | -0.010 | ||
| 5.05 | 9.90 | 93 | 16.6% | 0.76 | 0.0316 | -0.009 | 82 | 0.3000 | 4.95 | 295 | 23.6% | -0.25 | 0.0336 | -0.010 | ||
| 4.35 | 9.25 | 2 | 65 | 16.8% | 0.73 | 0.0343 | -0.009 | 83 | 0 | 5.00 | 86 | 20.9% | -0.28 | 0.0366 | -0.011 | |
| 3.70 | 8.60 | 131 | 16.9% | 0.69 | 0.0368 | -0.010 | 84 | 0 | 5.00 | 1 | 509 | 19.1% | -0.32 | 0.0395 | -0.011 | |
| 1.96 | 6.90 | 5 | 4,016 | 11.3% | 0.66 | 0.0390 | -0.011 | 85 | 2.00 | 4.95 | 1,514 | 631 | 22.7% | -0.36 | 0.0421 | -0.012 |
| 2.66 | 7.60 | 7 | 226 | 17.8% | 0.62 | 0.0408 | -0.011 | 86 | 0 | 5.00 | 48 | 381 | 15.2% | -0.40 | 0.0442 | -0.012 |
| 1.41 | 6.35 | 1 | 625 | 14.5% | 0.58 | 0.0422 | -0.011 | 87 | 0.0500 | 4.95 | 47 | 83 | 13.4% | -0.45 | 0.0459 | -0.013 |
| 1.00 | 4.95 | 9 | 996 | 12.7% | 0.53 | 0.0430 | -0.011 | 88 | 1.61 | 6.55 | 49 | 7 | 18.3% | -0.49 | 0.0469 | -0.013 |
| 2.21 | 7.15 | 15 | 650 | 22.5% | 0.49 | 0.0434 | -0.012 | 89 | 1.56 | 6.50 | 1 | 15.6% | -0.54 | 0.0473 | -0.013 | |
| 0.0500 | 4.95 | 21 | 838 | 14.5% | 0.45 | 0.0432 | -0.011 | 90 | 2.50 | 7.40 | 262 | 17.0% | -0.59 | 0.0470 | -0.012 | |
| 0 | 5.00 | 71 | 16.3% | 0.41 | 0.0425 | -0.011 | 91 | 2.91 | 7.80 | 6 | 15.9% | -0.63 | 0.0461 | -0.012 | ||
| 0 | 5.00 | 48 | 28 | 17.6% | 0.37 | 0.0413 | -0.011 | 92 | 3.25 | 8.15 | 14.1% | -0.68 | 0.0445 | -0.011 | ||
| 0.0500 | 4.95 | 1 | 22 | 19.4% | 0.33 | 0.0397 | -0.011 | 93 | 4.55 | 9.45 | 17.2% | -0.72 | 0.0424 | -0.011 | ||
| 0.0500 | 4.95 | 1 | 34 | 20.8% | 0.29 | 0.0377 | -0.010 | 94 | 4.95 | 9.85 | 15.1% | -0.75 | 0.0398 | -0.010 | ||
| 0 | 1.60 | 21 | 8 | 13.1% | 0.26 | 0.0355 | -0.010 | 95 | 5.70 | 10.60 | 14.6% | -0.79 | 0.0368 | -0.009 | ||
| 0 | 5.00 | 1 | 33 | 23.3% | 0.23 | 0.0331 | -0.009 | 96 | 6.65 | 11.60 | 15.6% | -0.82 | 0.0336 | -0.008 | ||
| 0 | 5.00 | 1 | 7 | 24.6% | 0.20 | 0.0306 | -0.009 | 97 | 7.25 | 12.25 | 13.2% | -0.84 | 0.0304 | -0.007 | ||
| 0 | 5.00 | 7 | 25.9% | 0.18 | 0.0281 | -0.008 | 98 | 7.95 | 12.95 | -0.87 | 0.0274 | -0.006 | ||||
| 0 | 5.00 | 4 | 27.1% | 0.16 | 0.0257 | -0.007 | 99 | 9.85 | 14.80 | 20.4% | -0.89 | 0.0248 | -0.005 | |||
| 0 | 5.00 | 407 | 28.3% | 0.14 | 0.0235 | -0.007 | 100 | 10.30 | 15.25 | 16.4% | -0.91 | 0.0231 | -0.005 | |||
| 0 | 5.00 | 1,114 | 33.7% | 0.08 | 0.0148 | -0.005 | 105 | 15.05 | 20.05 | -0.98 | 0.0219 | -0.011 | ||||
| 0 | 5.00 | 1 | 38.5% | 0.06 | 0.0099 | -0.004 | 110 | 20.40 | 25.35 | 26.7% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 5.00 | 1 | 42.9% | 0.04 | 0.0072 | -0.004 | 115 | 25.25 | 30.20 | 28.4% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 5.00 | 22 | 47.0% | 0.04 | 0.0055 | -0.004 | 120 | 30.20 | 35.15 | 30.6% | -1.00 | 0.0000 | -0.013 | |||
Getoonde uitoefenprijzen: binnen ±50% van de koers van de onderliggende waarde. Intrinsieke waarde = max(0, koers − uitoefenprijs) voor calls, max(0, uitoefenprijs − koers) voor puts; extrinsieke waarde = optieprijs − intrinsieke waarde. Grieken en IV zoals berekend door de beursfeed.
Volatiliteitsglimlach — Mar 19, 2027
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.