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
%44.8
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 $57.00
FBTC $66.20
| CALL | STRIKE | PUT | ||||||
|---|---|---|---|---|---|---|---|---|
| OI | IV | Δ | Son | · | Son | Δ | IV | OI |
| 33 | %112 | 0.021 | $0.26 | $85.00 | $0.00 | -0.985 | %95 | · |
| · | %101 | 0.03 | $0.00 | $82.00 | $0.00 | -0.974 | %80 | · |
| · | %97 | 0.035 | $0.00 | $81.00 | $0.00 | -0.97 | %96 | · |
| 45 | %65 | 0.04 | $0.14 | $80.00 | $0.00 | -0.964 | %90 | · |
| · | %89 | 0.047 | $0.00 | $79.00 | $0.00 | -0.958 | %86 | · |
| · | %74 | 0.055 | $0.00 | $78.00 | $0.00 | -0.95 | %81 | · |
| · | %81 | 0.064 | $0.00 | $77.00 | $0.00 | -0.94 | %77 | · |
| · | %65 | 0.076 | $0.00 | $76.00 | $0.00 | -0.928 | %63 | · |
| 63 | %56 | 0.091 | $0.26 | $75.00 | $6.80 | -0.913 | %71 | 7 |
| 8 | %53 | 0.109 | $0.60 | $74.00 | $0.00 | -0.895 | %68 | · |
| 10 | %51 | 0.12 | $0.94 | $73.50 | $0.00 | -0.884 | %65 | · |
| 17 | %48 | 0.132 | $0.32 | $73.00 | $0.00 | -0.872 | %0 | · |
| 7 | %49 | 0.146 | $0.56 | $72.50 | $0.00 | -0.858 | %63 | · |
| 17 | %49 | 0.161 | $0.76 | $72.00 | $0.00 | -0.842 | %62 | · |
| 13 | %48 | 0.178 | $0.80 | $71.50 | $0.00 | -0.825 | %51 | · |
| 30 | %42 | 0.198 | $0.55 | $71.00 | $0.00 | -0.805 | %56 | · |
| 73 | %42 | 0.244 | $0.60 | $70.00 | $3.95 | -0.759 | %57 | · |
| 5 | %40 | 0.302 | $0.85 | $69.00 | $0.00 | -0.701 | %52 | · |
| 5 | %46 | 0.335 | $1.31 | $68.50 | $0.00 | -0.667 | %51 | · |
| 2 | %45 | 0.372 | $1.39 | $68.00 | $2.10 | -0.631 | %49 | 3 |
| 8 | %42 | 0.411 | $1.30 | $67.50 | $1.20 | -0.591 | %48 | 1 |
| · | %44 | 0.452 | $0.00 | $67.00 | $2.45 | -0.55 | %48 | 29 |
| · | %45 | 0.495 | $0.00 | $66.50 | $1.80 | -0.506 | %45 | 10 |
| · | %44 | 0.539 | $1.84 | $66.00 | $1.03 | -0.462 | %46 | 12 |
| 57 | %42 | 0.625 | $2.99 | $65.00 | $1.31 | -0.376 | %48 | 24 |
| 4 | %41 | 0.702 | $5.30 | $64.00 | $0.83 | -0.298 | %48 | 13 |
| · | %39 | 0.768 | $0.00 | $63.00 | $0.70 | -0.233 | %43 | 25 |
| · | %39 | 0.795 | $0.00 | $62.50 | $0.00 | -0.205 | %43 | · |
| 23 | %43 | 0.82 | $4.60 | $62.00 | $0.45 | -0.18 | %47 | 5 |
| 115 | %35 | 0.841 | $6.40 | $61.50 | $0.80 | -0.159 | %44 | 1 |
| 23 | %40 | 0.86 | $5.42 | $61.00 | $0.35 | -0.14 | %51 | 1 |
| 7 | %37 | 0.876 | $6.65 | $60.50 | $1.86 | -0.123 | %49 | 1 |
| 139 | %0 | 0.891 | $7.31 | $60.00 | $0.32 | -0.109 | %49 | 31 |
| 4 | %0 | 0.903 | $1.57 | $59.50 | $0.00 | -0.097 | %55 | · |
| 23 | %45 | 0.914 | $3.33 | $59.00 | $0.76 | -0.086 | %60 | 6 |
| 2 | %0 | 0.924 | $10.40 | $58.50 | $0.00 | -0.076 | %76 | · |
| 72 | %0 | 0.932 | $10.75 | $58.00 | $0.00 | -0.068 | %78 | · |
| 18 | %0 | 0.939 | $3.20 | $57.50 | $0.00 | -0.06 | %67 | · |
| 129 | %0 | 0.946 | $10.62 | $57.00 | $0.00 | -0.054 | %78 | · |
| 1 | %0 | 0.952 | $2.57 | $56.50 | $3.19 | -0.048 | %76 | 2 |
| 12 | %0 | 0.956 | $11.95 | $56.00 | $0.42 | -0.043 | %79 | 10 |
| 1 | %0 | 0.961 | $12.90 | $55.50 | $2.62 | -0.039 | %94 | 1 |
| 5 | %0 | 0.965 | $12.10 | $55.00 | $0.11 | -0.035 | %72 | 58 |
| · | %0 | 0.968 | $0.00 | $54.50 | $2.20 | -0.032 | %77 | · |
| · | %0 | 0.971 | $0.00 | $54.00 | $1.63 | -0.029 | %105 | 5 |
| 2 | %0 | 0.974 | $14.40 | $53.50 | $0.00 | -0.026 | %95 | · |
| · | %0 | 0.976 | $0.00 | $53.00 | $1.35 | -0.023 | %112 | 1 |
| 2 | %0 | 0.978 | $4.64 | $52.50 | $1.43 | -0.021 | %108 | · |
| 2 | %0 | 0.98 | $4.99 | $52.00 | $0.20 | -0.019 | %105 | 3 |
| · | %0 | 0.982 | $0.00 | $51.50 | $0.04 | -0.018 | %108 | 6 |
| 2 | %0 | 0.984 | $17.76 | $51.00 | $0.04 | -0.016 | %124 | 20 |
| · | %0 | 0.985 | $0.00 | $50.50 | $0.00 | -0.015 | %122 | · |
| · | %0 | 0.986 | $0.00 | $50.00 | $0.06 | -0.013 | %132 | 60 |
| · | %0 | 0.988 | $0.00 | $49.00 | $0.00 | -0.011 | %139 | · |
| 16 | %0 | 0.99 | $22.44 | $48.00 | $0.55 | -0.009 | %146 | 2 |
| 16 | %0 | 0.992 | $23.42 | $47.00 | $0.00 | -0.008 | %154 | · |
▸ Nasıl hesaplanır?
Her strike için call & put: açık pozisyon (OI), örtük oynaklık, delta, son fiyat. CBOE gecikmeli veri (~15 dk). Sol call, sağ put.