Türev · TradFi (BTC ETF)
ABD spot Bitcoin ETF'lerinin opsiyonları — kurumsal tarafın BTC'ye borsa üstünden bakışı (CBOE, gecikmeli).
FBTC FİYAT
$66.20
-3.62%
ATM IV
%45.7
VADE
12
CALL OI
68K
PUT OI
42K
PUT/CALL
0.62
18.09.26 2g25.09.26 9g02.10.26 16g09.10.26 23g16.10.26 30g23.10.26 37g30.10.26 44g18.12.26 93g15.01.27 121g19.03.27 184g21.01.28 492g19.01.29 856g
IV Gülümsemesi · seçili vade
▸ Nasıl hesaplanır?
ETF opsiyonlarının strike bazında örtük oynaklığı. BTC spot opsiyonlarıyla kıyaslayınca kurumsal (ETF) tarafın riski nasıl fiyatladığını gösterir.
Opsiyon Zinciri · max pain $60.00
FBTC $66.20
| CALL | STRIKE | PUT | ||||||
|---|---|---|---|---|---|---|---|---|
| OI | IV | Δ | Son | · | Son | Δ | IV | OI |
| 14 | %191 | 0.006 | $0.25 | $86.00 | $0.00 | -0.996 | %202 | · |
| 117 | %117 | 0.007 | $0.02 | $85.00 | $18.58 | -0.995 | %179 | · |
| 23 | %178 | 0.008 | $0.21 | $84.00 | $26.48 | -0.994 | %193 | · |
| 1 | %171 | 0.009 | $4.40 | $83.00 | $0.00 | -0.993 | %182 | · |
| 14 | %183 | 0.011 | $0.40 | $82.00 | $0.00 | -0.991 | %170 | · |
| 19 | %167 | 0.013 | $0.50 | $81.00 | $0.00 | -0.989 | %167 | · |
| 256 | %162 | 0.015 | $0.06 | $80.00 | $9.64 | -0.987 | %134 | 2 |
| 60 | %160 | 0.018 | $0.65 | $79.00 | $0.00 | -0.983 | %148 | · |
| 58 | %135 | 0.022 | $0.68 | $78.00 | $22.54 | -0.98 | %140 | · |
| 73 | %103 | 0.027 | $0.05 | $77.00 | $18.05 | -0.975 | %136 | · |
| 70 | %88 | 0.034 | $0.05 | $76.00 | $0.00 | -0.968 | %120 | · |
| 173 | %95 | 0.042 | $0.15 | $75.00 | $9.10 | -0.96 | %103 | 3 |
| 68 | %81 | 0.054 | $0.25 | $74.00 | $0.00 | -0.948 | %114 | · |
| 18 | %79 | 0.069 | $0.13 | $73.00 | $6.98 | -0.933 | %105 | · |
| 26 | %70 | 0.079 | $0.27 | $72.50 | $6.55 | -0.923 | %100 | · |
| 307 | %71 | 0.09 | $0.10 | $72.00 | $6.26 | -0.912 | %68 | 1 |
| 16 | %64 | 0.104 | $0.40 | $71.50 | $5.83 | -0.898 | %73 | · |
| 120 | %66 | 0.12 | $0.20 | $71.00 | $14.17 | -0.882 | %91 | · |
| 627 | %60 | 0.161 | $0.30 | $70.00 | $3.60 | -0.841 | %77 | 79 |
| 44 | %57 | 0.221 | $0.53 | $69.00 | $2.26 | -0.781 | %70 | 14 |
| 35 | %56 | 0.259 | $0.53 | $68.50 | $1.21 | -0.743 | %65 | 20 |
| 167 | %54 | 0.303 | $0.53 | $68.00 | $1.75 | -0.699 | %44 | 29 |
| 13 | %65 | 0.354 | $0.90 | $67.50 | $0.70 | -0.647 | %61 | 12 |
| 13 | %54 | 0.412 | $0.87 | $67.00 | $1.77 | -0.589 | %54 | 123 |
| · | %53 | 0.475 | $1.03 | $66.50 | $1.05 | -0.526 | %57 | · |
| 3 | %50 | 0.54 | $1.31 | $66.00 | $1.30 | -0.461 | %41 | 20 |
| 724 | %44 | 0.665 | $1.60 | $65.00 | $0.74 | -0.336 | %43 | 223 |
| 70 | %40 | 0.767 | $2.55 | $64.00 | $0.40 | -0.233 | %59 | 5 |
| 207 | %0 | 0.841 | $3.25 | $63.00 | $0.35 | -0.159 | %59 | 8 |
| · | %0 | 0.868 | $0.00 | $62.50 | $0.00 | -0.132 | %59 | · |
| 87 | %0 | 0.89 | $4.24 | $62.00 | $0.20 | -0.109 | %65 | 55 |
| 3 | %0 | 0.909 | $4.60 | $61.50 | $0.25 | -0.091 | %61 | · |
| 111 | %0 | 0.924 | $5.40 | $61.00 | $0.05 | -0.076 | %84 | 85 |
| 248 | %0 | 0.946 | $6.02 | $60.00 | $0.10 | -0.054 | %82 | 608 |
| 519 | %0 | 0.961 | $7.77 | $59.00 | $0.30 | -0.039 | %100 | 28 |
| 137 | %0 | 0.971 | $8.76 | $58.00 | $0.19 | -0.029 | %138 | 51 |
| 101 | %0 | 0.978 | $9.58 | $57.00 | $0.20 | -0.021 | %119 | 22 |
| 75 | %0 | 0.984 | $10.51 | $56.00 | $0.12 | -0.016 | %120 | 84 |
| 102 | %0 | 0.987 | $13.80 | $55.00 | $0.03 | -0.013 | %155 | 198 |
| 115 | %0 | 0.99 | $15.20 | $54.00 | $0.09 | -0.01 | %178 | 14 |
| 21 | %0 | 0.992 | $15.57 | $53.00 | $0.01 | -0.008 | %182 | 36 |
| 7 | %0 | 0.994 | $11.36 | $52.00 | $0.01 | -0.006 | %213 | 52 |
| 15 | %0 | 0.995 | $6.00 | $51.00 | $0.93 | -0.005 | %226 | 29 |
| 53 | %0 | 0.996 | $17.20 | $50.00 | $0.05 | -0.004 | %215 | 142 |
| · | %0 | 0.997 | $0.00 | $49.00 | $0.55 | -0.003 | %252 | 12 |
| · | %0 | 0.997 | $0.00 | $48.00 | $0.16 | -0.003 | %266 | 146 |
| · | %0 | 0.998 | $0.00 | $47.00 | $0.13 | -0.002 | %252 | 20 |
▸ Nasıl hesaplanır?
Her strike için call & put: açık pozisyon (OI), örtük oynaklık, delta, son fiyat. CBOE gecikmeli veri (~15 dk). Sol call, sağ put.