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DERIVATIVES / 06

Türev · Opsiyon Zinciri

Her strike için call ve put açık pozisyon, örtük oynaklık, delta ve teorik fiyat. Ortada ATM (para-başı) satırı vurgulu.
BTCETH
02.09 1g03.09 2g04.09 3g05.09 4g11.09 10g18.09 17g25.09 24g30.10 59g27.11 87g25.12 115g26.03 206g25.06 297g
Zincir · 2 gün
spot $77.192 · call OI 41.8K · put OI 56.5K
CALLSTRIKEPUT
OIIVΔMark·MarkΔIVOI
10.1K%55.30.004$485K$7.812-0.996%55.3·
1.6K%51.70.007$684K$6.814-0.993%51.7320
5.4K%47.80.011$983K$5.817-0.989%47.8·
3.8K%43.80.018$1582K$4.823-0.982%43.8·
1.6K%39.90.034$2781K$3.835-0.966%39.9·
2.5K%38.00.048$3880.5K$3.346-0.952%38.0·
2.1K%36.30.068$5580K$2.863-0.932%36.360
2.4K%34.70.1$8279.5K$2.391-0.9%34.7470
4.3K%33.30.147$12779K$1.935-0.853%33.3205
1.6K%32.70.179$15978.8K$1.717-0.821%32.7128
2.2K%32.20.216$19978.5K$1.507-0.784%32.2511
987%31.70.26$25078.3K$1.308-0.74%31.7137
1.1K%31.30.31$31278K$1.120-0.69%31.31.8K
373%31.00.365$38977.8K$947-0.635%31.040
1.4K%30.70.426$48177.5K$789-0.574%30.75.4K
100%30.60.489$58977.3KATM$648-0.511%30.6·
·%30.50.553$71677K$524-0.447%30.57.6K
·%30.50.617$86076.8K$418-0.383%30.5·
147%30.50.677$1.02276.5K$330-0.323%30.55.2K
·%31.00.781$1.39076K$199-0.219%31.05.9K
·%31.70.859$1.80975.5K$117-0.141%31.73.5K
80%32.80.911$2.26175K$69-0.089%32.810.5K
80%35.90.964$3.21874K$26-0.036%35.94.8K
·%40.30.983$4.20473K$12-0.017%40.34.8K
·%45.70.99$5.19972K$8-0.01%45.75K
How is this computed?
Sol yarı CALL, sağ yarı PUT. OI = açık pozisyon, IV = örtük oynaklık, Δ = delta, Mark = OKX IV'sinden Black-Scholes teorik fiyatı (OKX USD mark vermediğinden). Sarı satır = ATM (spota en yakın strike).