XRT opsiyon zinciri State Street SPDR S&P Retail 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: ±5.6% (82.05–91.78) · ATM IV 23.6% · P/C açık pozisyon 0.40
| 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 | |
| 35.75 | 38.85 | 106.1% | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.2000 | 87.9% | -0.00 | 0.0003 | -0.001 | ||||
| 30.85 | 33.90 | 93.2% | 1.00 | 0.0006 | 0.000 | 55 | 0 | 2.13 | 118.4% | -0.00 | 0.0006 | -0.002 | ||||
| 25.80 | 28.90 | 76.2% | 0.99 | 0.0012 | 0.000 | 60 | 0 | 2.13 | 100.3% | -0.01 | 0.0012 | -0.003 | ||||
| 20.80 | 23.95 | 62.5% | 0.99 | 0.0026 | -0.003 | 65 | 0 | 0.9500 | 67.5% | -0.01 | 0.0026 | -0.005 | ||||
| 16.45 | 18.35 | 49.5% | 0.97 | 0.0059 | -0.007 | 70 | 0 | 0.3100 | 2 | 42.1% | -0.03 | 0.0059 | -0.009 | |||
| 14.75 | 17.00 | 2 | 55.8% | 0.96 | 0.0082 | -0.009 | 72 | 0 | 0.5600 | 4 | 42.4% | -0.04 | 0.0082 | -0.011 | ||
| 13.75 | 15.80 | 50.7% | 0.96 | 0.0097 | -0.011 | 73 | 0.0100 | 0.7500 | 31 | 43.0% | -0.04 | 0.0098 | -0.012 | |||
| 12.80 | 15.00 | 50.2% | 0.95 | 0.0115 | -0.012 | 74 | 0.0500 | 0.6300 | 3 | 35 | 39.3% | -0.05 | 0.0116 | -0.014 | ||
| 11.80 | 13.45 | 41.7% | 0.94 | 0.0136 | -0.014 | 75 | 0.0800 | 0.2600 | 5 | 87 | 31.4% | -0.06 | 0.0137 | -0.015 | ||
| 10.95 | 12.90 | 44.6% | 0.93 | 0.0162 | -0.016 | 76 | 0.1000 | 0.7500 | 18 | 36.3% | -0.07 | 0.0162 | -0.017 | |||
| 9.90 | 11.80 | 40.3% | 0.91 | 0.0191 | -0.018 | 77 | 0.2300 | 0.3600 | 3 | 448 | 30.6% | -0.08 | 0.0192 | -0.019 | ||
| 9.00 | 10.35 | 34.2% | 0.90 | 0.0226 | -0.020 | 78 | 0.2000 | 0.7800 | 103 | 32.4% | -0.10 | 0.0227 | -0.021 | |||
| 8.15 | 9.40 | 33.1% | 0.88 | 0.0266 | -0.022 | 79 | 0.2800 | 0.8200 | 396 | 30.8% | -0.12 | 0.0267 | -0.024 | |||
| 7.30 | 8.45 | 29 | 31.7% | 0.85 | 0.0311 | -0.025 | 80 | 0.4900 | 0.5900 | 401 | 27.9% | -0.15 | 0.0313 | -0.026 | ||
| 6.45 | 7.20 | 16 | 27.9% | 0.82 | 0.0362 | -0.028 | 81 | 0.5500 | 0.7000 | 855 | 26.4% | -0.18 | 0.0365 | -0.028 | ||
| 5.65 | 6.30 | 759 | 26.9% | 0.79 | 0.0418 | -0.030 | 82 | 0.7500 | 0.9100 | 111 | 26.4% | -0.21 | 0.0420 | -0.031 | ||
| 5.30 | 6.50 | 30.6% | 0.77 | 0.0446 | -0.031 | 82.5 | 0.8700 | 1.17 | 36 | 27.3% | -0.23 | 0.0450 | -0.032 | |||
| 4.90 | 5.90 | 4 | 28.8% | 0.75 | 0.0475 | -0.032 | 83 | 0.9800 | 1.11 | 51 | 172 | 25.9% | -0.25 | 0.0479 | -0.033 | |
| 4.45 | 5.55 | 28.1% | 0.72 | 0.0504 | -0.034 | 83.5 | 1.04 | 1.28 | 25.6% | -0.28 | 0.0508 | -0.034 | ||||
| 4.15 | 4.55 | 4,140 | 24.6% | 0.70 | 0.0532 | -0.035 | 84 | 1.19 | 1.39 | 100 | 25.2% | -0.30 | 0.0536 | -0.035 | ||
| 3.80 | 4.85 | 27.9% | 0.67 | 0.0559 | -0.035 | 84.5 | 1.33 | 1.52 | 13 | 24.9% | -0.33 | 0.0563 | -0.036 | |||
| 3.50 | 3.80 | 20 | 24.1% | 0.64 | 0.0583 | -0.036 | 85 | 1.49 | 1.74 | 13 | 33 | 24.9% | -0.36 | 0.0588 | -0.037 | |
| 3.20 | 3.50 | 24.1% | 0.62 | 0.0605 | -0.037 | 85.5 | 1.60 | 2.15 | 25.5% | -0.38 | 0.0611 | -0.037 | ||||
| 2.87 | 3.15 | 19 | 23.5% | 0.59 | 0.0623 | -0.037 | 86 | 1.80 | 2.12 | 1 | 73 | 24.2% | -0.42 | 0.0630 | -0.038 | |
| 2.63 | 2.86 | 23.6% | 0.55 | 0.0637 | -0.038 | 86.5 | 2.01 | 2.37 | 24.2% | -0.45 | 0.0644 | -0.038 | ||||
| 2.37 | 2.60 | 1 | 494 | 23.5% | 0.52 | 0.0647 | -0.038 | 87 | 2.20 | 2.56 | 1 | 1 | 23.7% | -0.48 | 0.0654 | -0.038 |
| 2.10 | 2.36 | 23.4% | 0.49 | 0.0651 | -0.038 | 87.5 | 2.50 | 2.89 | 24.2% | -0.51 | 0.0660 | -0.038 | ||||
| 1.80 | 2.14 | 2 | 535 | 23.0% | 0.46 | 0.0650 | -0.037 | 88 | 2.76 | 3.10 | 1 | 23.8% | -0.55 | 0.0660 | -0.038 | |
| 1.75 | 1.92 | 23.7% | 0.42 | 0.0644 | -0.037 | 88.5 | 3.00 | 3.40 | 23.6% | -0.58 | 0.0654 | -0.037 | ||||
| 1.50 | 1.92 | 209 | 24.4% | 0.39 | 0.0633 | -0.036 | 89 | 3.40 | 3.70 | 24.0% | -0.61 | 0.0644 | -0.036 | |||
| 1.36 | 1.56 | 2 | 23.6% | 0.36 | 0.0618 | -0.035 | 89.5 | 3.55 | 4.05 | 23.2% | -0.64 | 0.0630 | -0.036 | |||
| 1.21 | 1.38 | 4 | 50 | 23.6% | 0.33 | 0.0598 | -0.034 | 90 | 4.10 | 4.35 | 2 | 24.1% | -0.67 | 0.0611 | -0.035 | |
| 1.07 | 1.26 | 23.8% | 0.31 | 0.0576 | -0.033 | 90.5 | 4.35 | 4.70 | 23.5% | -0.70 | 0.0589 | -0.033 | ||||
| 0.8800 | 1.16 | 47 | 23.7% | 0.28 | 0.0550 | -0.032 | 91 | 4.60 | 5.20 | 23.6% | -0.73 | 0.0564 | -0.032 | |||
| 0.8400 | 1.19 | 25.1% | 0.26 | 0.0523 | -0.030 | 91.5 | 4.80 | 5.80 | 23.8% | -0.75 | 0.0538 | -0.031 | ||||
| 0.7600 | 0.8300 | 121 | 742 | 23.8% | 0.23 | 0.0494 | -0.029 | 92 | 5.40 | 5.95 | 21 | 23.6% | -0.77 | 0.0510 | -0.029 | |
| 0.6500 | 0.8000 | 24.1% | 0.21 | 0.0466 | -0.028 | 92.5 | 5.65 | 6.75 | 25.3% | -0.80 | 0.0481 | -0.028 | ||||
| 0.5600 | 0.7500 | 97 | 24.4% | 0.19 | 0.0436 | -0.026 | 93 | 6.20 | 6.80 | 6 | 23.7% | -0.82 | 0.0453 | -0.027 | ||
| 0.4700 | 1.00 | 26.8% | 0.18 | 0.0408 | -0.025 | 93.5 | 6.55 | 7.55 | 25.7% | -0.83 | 0.0424 | -0.025 | ||||
| 0.4500 | 0.5600 | 21 | 24.6% | 0.16 | 0.0380 | -0.024 | 94 | 7.05 | 7.75 | 24.5% | -0.85 | 0.0397 | -0.024 | |||
| 0.2900 | 0.8600 | 5 | 27.9% | 0.13 | 0.0328 | -0.021 | 95 | 7.90 | 8.90 | 26.7% | -0.88 | 0.0346 | -0.021 | |||
| 0.2400 | 0.8100 | 88 | 29.3% | 0.11 | 0.0281 | -0.019 | 96 | 8.75 | 9.80 | 26.3% | -0.90 | 0.0299 | -0.019 | |||
| 0.0100 | 1.55 | 35.6% | 0.09 | 0.0240 | -0.017 | 97 | 9.45 | 12.00 | 36.5% | -0.92 | 0.0259 | -0.017 | ||||
| 0.0100 | 1.50 | 37.4% | 0.07 | 0.0204 | -0.015 | 98 | 10.00 | 12.95 | 34.4% | -0.94 | 0.0224 | -0.015 | ||||
| 0.0500 | 1.43 | 41.2% | 0.05 | 0.0148 | -0.012 | 100 | 12.00 | 14.90 | 37.9% | -0.96 | 0.0165 | -0.011 | ||||
| 0 | 1.33 | 49.3% | 0.02 | 0.0069 | -0.006 | 105 | 16.85 | 19.85 | 44.7% | -0.99 | 0.0063 | -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 — Nov 20, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.