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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 · 17 gün
spot $77.192 · call OI 18.9K · put OI 28K
CALLSTRIKEPUT
OIIVΔMark·MarkΔIVOI
392%44.60.036$10192K$14.909-0.964%44.6·
2K%42.60.05$14190K$12.949-0.95%42.6·
730%40.80.071$20588K$11.014-0.929%40.8·
1.3K%39.90.086$25287K$10.060-0.914%39.9·
1.2K%39.10.105$31286K$9.120-0.895%39.1·
1.9K%38.40.128$39085K$8.198-0.872%38.4·
1.1K%37.80.156$49084K$7.298-0.844%37.8·
1.7K%37.20.19$61883K$6.427-0.81%37.2·
585%36.70.231$78382K$5.591-0.769%36.7448
2.8K%36.20.279$99181K$4.799-0.721%36.2471
1.4K%35.90.334$1.25180K$4.059-0.666%35.9599
2.5K%35.60.395$1.57179K$3.379-0.605%35.61K
631%35.50.46$1.95978K$2.767-0.54%35.52.4K
198%35.40.528$2.41977KATM$2.227-0.472%35.44.6K
138%35.50.596$2.95676K$1.765-0.404%35.53.8K
256%35.70.661$3.56975K$1.378-0.339%35.72.5K
·%36.10.722$4.25474K$1.062-0.278%36.12K
·%36.60.775$5.00473K$812-0.225%36.62K
·%37.20.821$5.80972K$617-0.179%37.2811
·%38.90.889$7.54870K$357-0.111%38.92.1K
·%41.20.931$9.40468K$212-0.069%41.24K
·%44.20.956$11.32666K$134-0.044%44.21.3K
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).