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Türev · TradFi (BTC ETF)

ABD spot Bitcoin ETF'lerinin opsiyonları — kurumsal tarafın BTC'ye borsa üstünden bakışı (CBOE, gecikmeli).
IBITFBTCBITBARKB
BITB FİYAT
$42.77
+1.62%
ATM IV
%38.0
VADE
5
CALL OI
9.1K
PUT OI
2.2K
PUT/CALL
0.25
18.09.26 17g16.10.26 45g18.12.26 108g15.01.27 136g19.03.27 199g
IV Gülümsemesi · seçili vade
CBOE0s ago
How is this computed?
ETF opsiyonlarının strike bazında örtük oynaklığı. BTC spot opsiyonlarıyla kıyaslayınca kurumsal (ETF) tarafın riski nasıl fiyatladığını gösterir.
Opsiyon Zinciri · max pain $37.00
BITB $42.77
CBOE0s ago
CALLSTRIKEPUT
OIIVΔSon·SonΔIVOI
181%640.034$0.05$55.00$0.00-0.96%69·
10%630.04$0.14$54.00$18.60-0.954%59·
38%590.048$0.05$53.00$0.00-0.946%55·
6%570.058$0.19$52.00$16.02-0.936%51·
87%530.071$0.35$51.00$10.68-0.923%51·
154%460.088$0.17$50.00$9.00-0.907%42·
23%450.109$0.33$49.00$8.20-0.885%42·
57%420.138$0.39$48.00$0.00-0.857%0·
28%420.176$0.32$47.00$0.00-0.819%0·
55%400.227$0.45$46.00$3.40-0.769%411
247%420.294$0.55$45.00$2.70-0.703%324
13%330.381$0.92$44.00$2.05-0.618%383
76%400.484$1.30$43.00$1.45-0.516%362
17%370.596$1.90$42.00$1.00-0.407%382
55%370.701$2.31$41.00$0.70-0.304%3411
52%470.789$3.19$40.00$0.48-0.219%3736
69%600.856$3.93$39.00$0.32-0.154%386
163%470.904$4.75$38.00$0.61-0.108%424
33%420.938$5.43$37.00$0.15-0.076%50520
43%480.962$7.60$36.00$0.15-0.054%5167
50%870.979$7.60$35.00$0.06-0.039%57118
16%610.989$3.40$34.00$1.00-0.029%6490
·%00.995$0.00$33.00$0.05-0.021%7150
·%00.999$0.00$32.00$0.30-0.016%7821
6%1091$11.98$31.00$0.42-0.012%8135
13%01$5.60$30.00$0.15-0.009%88155
How is this computed?
Her strike için call & put: açık pozisyon (OI), örtük oynaklık, delta, son fiyat. CBOE gecikmeli veri (~15 dk). Sol call, sağ put.