XRT optieketen State Street SPDR S&P Retail 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 ±21.3% (69.05–106.35) · ATM IV 24.3% · P/C open interest 0.98
| 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 | |
| 38.60 | 48.60 | 2 | 36.6% | 0.97 | 0.0018 | 0.000 | 45 | 0 | 5.00 | 20 | 56.5% | -0.02 | 0.0016 | -0.002 | ||
| 34.25 | 44.25 | 110 | 36.8% | 0.95 | 0.0026 | 0.000 | 50 | 0 | 4.95 | 7 | 49.4% | -0.04 | 0.0025 | -0.003 | ||
| 29.70 | 39.70 | 20 | 33.5% | 0.93 | 0.0037 | 0.000 | 55 | 0 | 3.00 | 1 | 36.9% | -0.06 | 0.0037 | -0.004 | ||
| 25.35 | 35.35 | 33 | 31.4% | 0.90 | 0.0051 | -0.001 | 60 | 0 | 5.95 | 40.0% | -0.08 | 0.0052 | -0.005 | |||
| 21.30 | 31.30 | 185 | 30.3% | 0.87 | 0.0069 | -0.003 | 65 | 0.0500 | 10.00 | 43.0% | -0.12 | 0.0071 | -0.006 | |||
| 17.40 | 27.40 | 116 | 29.0% | 0.82 | 0.0088 | -0.005 | 70 | 0.0500 | 10.00 | 701 | 36.9% | -0.17 | 0.0092 | -0.007 | ||
| 13.45 | 23.45 | 5 | 26.5% | 0.77 | 0.0109 | -0.006 | 75 | 0 | 10.00 | 22 | 31.0% | -0.22 | 0.0114 | -0.009 | ||
| 12.70 | 22.70 | 2 | 26.2% | 0.75 | 0.0113 | -0.007 | 76 | 0 | 8.30 | 14 | 27.0% | -0.24 | 0.0119 | -0.009 | ||
| 12.70 | 22.70 | 12 | 28.3% | 0.74 | 0.0117 | -0.007 | 77 | 0 | 10.00 | 1 | 28.7% | -0.25 | 0.0123 | -0.009 | ||
| 10.75 | 20.75 | 186 | 23.9% | 0.73 | 0.0120 | -0.007 | 78 | 0.0500 | 10.00 | 27.6% | -0.26 | 0.0127 | -0.009 | |||
| 11.20 | 21.20 | 5 | 27.4% | 0.72 | 0.0124 | -0.007 | 79 | 2.50 | 12.45 | 11 | 27.4% | -0.28 | 0.0132 | -0.009 | ||
| 10.40 | 20.40 | 1 | 67 | 26.6% | 0.70 | 0.0128 | -0.008 | 80 | 0.7500 | 10.70 | 73 | 27.5% | -0.29 | 0.0136 | -0.009 | |
| 9.65 | 19.60 | 4 | 26.1% | 0.69 | 0.0131 | -0.008 | 81 | 0.1500 | 10.10 | 24 | 24.4% | -0.31 | 0.0140 | -0.010 | ||
| 9.65 | 19.60 | 2 | 27.7% | 0.68 | 0.0134 | -0.008 | 82 | 0.5500 | 10.50 | 1 | 24.4% | -0.32 | 0.0144 | -0.010 | ||
| 8.55 | 18.55 | 11 | 26.0% | 0.66 | 0.0138 | -0.008 | 83 | 0 | 10.00 | 52 | 19.1% | -0.34 | 0.0148 | -0.010 | ||
| 7.95 | 17.90 | 66 | 26.0% | 0.65 | 0.0141 | -0.009 | 84 | 1.75 | 11.70 | 2 | 25.4% | -0.35 | 0.0152 | -0.010 | ||
| 5.05 | 15.05 | 12 | 18.9% | 0.63 | 0.0143 | -0.009 | 85 | 2.55 | 12.50 | 28 | 26.4% | -0.37 | 0.0156 | -0.010 | ||
| 4.35 | 14.35 | 5 | 18.6% | 0.62 | 0.0146 | -0.009 | 86 | 0 | 10.00 | 3 | 17.5% | -0.38 | 0.0159 | -0.010 | ||
| 4.15 | 14.10 | 3 | 20.0% | 0.60 | 0.0148 | -0.009 | 87 | 0.0500 | 10.00 | 42 | 16.7% | -0.40 | 0.0163 | -0.010 | ||
| 5.30 | 15.30 | 33 | 23.9% | 0.59 | 0.0150 | -0.009 | 88 | 3.35 | 13.35 | 26 | 24.7% | -0.42 | 0.0166 | -0.011 | ||
| 5.60 | 15.60 | 35 | 25.9% | 0.57 | 0.0152 | -0.009 | 89 | 2.00 | 11.95 | 4 | 19.6% | -0.43 | 0.0169 | -0.011 | ||
| 5.40 | 15.35 | 8 | 26.6% | 0.56 | 0.0154 | -0.009 | 90 | 1.30 | 11.25 | 116 | 16.3% | -0.45 | 0.0172 | -0.011 | ||
| 4.75 | 14.75 | 25.9% | 0.54 | 0.0155 | -0.009 | 91 | 2.25 | 12.15 | 30 | 16.9% | -0.47 | 0.0175 | -0.011 | |||
| 4.25 | 14.25 | 78 | 25.7% | 0.53 | 0.0156 | -0.010 | 92 | 4.10 | 14.05 | 5 | 21.0% | -0.48 | 0.0177 | -0.011 | ||
| 3.40 | 13.40 | 6 | 24.5% | 0.51 | 0.0157 | -0.010 | 93 | 5.60 | 15.60 | 14 | 23.3% | -0.50 | 0.0179 | -0.011 | ||
| 3.45 | 13.45 | 12 | 25.6% | 0.50 | 0.0158 | -0.010 | 94 | 6.90 | 16.90 | 25.1% | -0.52 | 0.0182 | -0.011 | |||
| 3.25 | 13.20 | 1 | 7 | 26.0% | 0.48 | 0.0158 | -0.010 | 95 | 7.70 | 17.70 | 2 | 25.7% | -0.54 | 0.0184 | -0.011 | |
| 2.80 | 12.75 | 25.8% | 0.47 | 0.0158 | -0.010 | 96 | 8.25 | 18.20 | 25.5% | -0.55 | 0.0185 | -0.011 | ||||
| 2.45 | 12.40 | 25.8% | 0.46 | 0.0158 | -0.010 | 97 | 7.55 | 17.55 | 1 | 21.7% | -0.57 | 0.0186 | -0.011 | |||
| 1.40 | 11.35 | 1 | 23.8% | 0.44 | 0.0158 | -0.010 | 98 | 9.55 | 19.50 | 1 | 25.4% | -0.59 | 0.0188 | -0.011 | ||
| 1.75 | 11.70 | 25.6% | 0.43 | 0.0158 | -0.010 | 99 | 9.10 | 19.05 | 1 | 22.2% | -0.60 | 0.0189 | -0.011 | |||
| 0.4000 | 10.35 | 2 | 22.7% | 0.41 | 0.0157 | -0.009 | 100 | 10.80 | 20.75 | 31 | 25.1% | -0.62 | 0.0189 | -0.011 | ||
| 0 | 10.00 | 99 | 25.4% | 0.35 | 0.0150 | -0.009 | 105 | 14.45 | 24.40 | 13 | 25.0% | -0.71 | 0.0188 | -0.010 | ||
| 0 | 10.00 | 10 | 28.6% | 0.29 | 0.0139 | -0.008 | 110 | 18.85 | 28.85 | 2 | 26.5% | -0.78 | 0.0182 | -0.009 | ||
| 0 | 9.80 | 12 | 31.1% | 0.23 | 0.0126 | -0.008 | 115 | 23.05 | 33.05 | 26.4% | -0.86 | 0.0182 | -0.008 | |||
| 0 | 9.80 | 33.8% | 0.19 | 0.0112 | -0.007 | 120 | 27.50 | 37.50 | 26.3% | -0.93 | 0.0193 | -0.008 | ||||
| 0 | 9.80 | 8 | 36.2% | 0.15 | 0.0097 | -0.006 | 125 | 32.35 | 42.35 | 27.6% | -0.98 | 0.0089 | -0.008 | |||
| 0 | 9.80 | 9 | 38.5% | 0.12 | 0.0083 | -0.005 | 130 | 37.30 | 47.30 | 29.4% | -1.00 | 0.0000 | -0.008 | |||
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 — Jan 21, 2028
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.