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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.
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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 · 4 gün
spot $77.192 · call OI 10K · put OI 2K
CALLSTRIKEPUT
OIIVΔMark·MarkΔIVOI
·%41.50.001$188K$10.809-0.999%41.5·
103%40.40.004$386K$8.812-0.996%40.4·
·%39.80.008$885K$7.816-0.992%39.8·
150%39.20.015$1684K$6.824-0.985%39.2·
5.3K%38.50.03$3383K$5.842-0.97%38.5·
64%37.80.055$6782K$4.875-0.945%37.8·
154%37.00.097$12881K$3.936-0.903%37.0·
3K%36.20.164$23680K$3.044-0.836%36.2·
200%35.80.208$31579.5K$2.623-0.792%35.8·
151%35.40.26$41679K$2.224-0.74%35.454
156%34.90.319$54378.5K$1.851-0.681%34.95
350%34.50.386$70078K$1.508-0.614%34.58
346%34.00.46$89177.5K$1.199-0.54%34.0193
54%33.50.536$1.12077KATM$928-0.464%33.5407
·%33.30.614$1.39376.5K$701-0.386%33.3267
·%33.20.688$1.71176K$519-0.312%33.216
·%33.40.754$2.06975.5K$378-0.246%33.42
·%33.70.811$2.46475K$272-0.189%33.7671
·%35.00.892$3.33374K$141-0.108%35.0131
·%37.10.938$4.26973K$77-0.062%37.1104
·%39.90.963$5.23872K$46-0.037%39.9100
·%47.30.983$7.21570K$23-0.017%47.3·
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).