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
%43.0
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 $60.50
FBTC $66.20
| CALL | STRIKE | PUT | ||||||
|---|---|---|---|---|---|---|---|---|
| OI | IV | Δ | Son | · | Son | Δ | IV | OI |
| 6 | %77 | 0.046 | $0.50 | $85.00 | $0.00 | -0.959 | %83 | · |
| 29 | %53 | 0.077 | $0.15 | $80.00 | $0.00 | -0.927 | %71 | · |
| · | %60 | 0.087 | $0.00 | $79.00 | $0.00 | -0.917 | %68 | · |
| · | %57 | 0.098 | $0.00 | $78.00 | $0.00 | -0.906 | %65 | · |
| · | %50 | 0.111 | $0.00 | $77.00 | $0.00 | -0.893 | %63 | · |
| · | %47 | 0.126 | $0.00 | $76.00 | $0.00 | -0.878 | %57 | · |
| 60 | %50 | 0.144 | $0.40 | $75.00 | $0.00 | -0.86 | %59 | · |
| 11 | %46 | 0.165 | $0.67 | $74.00 | $0.00 | -0.838 | %55 | · |
| 15 | %45 | 0.177 | $1.21 | $73.50 | $0.00 | -0.826 | %56 | · |
| 13 | %46 | 0.191 | $0.70 | $73.00 | $6.10 | -0.813 | %53 | 1 |
| 12 | %44 | 0.205 | $0.91 | $72.50 | $0.00 | -0.798 | %55 | · |
| 25 | %43 | 0.221 | $1.40 | $72.00 | $0.00 | -0.782 | %52 | · |
| 18 | %42 | 0.238 | $1.50 | $71.50 | $0.00 | -0.764 | %50 | · |
| 6 | %45 | 0.257 | $1.07 | $71.00 | $0.00 | -0.745 | %51 | · |
| 84 | %44 | 0.3 | $0.98 | $70.00 | $0.00 | -0.702 | %50 | · |
| · | %44 | 0.351 | $2.98 | $69.00 | $2.80 | -0.651 | %44 | 1 |
| 2 | %44 | 0.379 | $2.25 | $68.50 | $0.00 | -0.623 | %47 | · |
| · | %42 | 0.408 | $0.00 | $68.00 | $3.20 | -0.593 | %46 | 1 |
| 1 | %43 | 0.44 | $2.78 | $67.50 | $2.90 | -0.562 | %44 | · |
| 5 | %44 | 0.472 | $3.10 | $67.00 | $1.44 | -0.529 | %43 | 1 |
| · | %42 | 0.505 | $0.00 | $66.50 | $2.40 | -0.496 | %46 | 6 |
| 1 | %43 | 0.538 | $2.46 | $66.00 | $2.38 | -0.462 | %43 | 4 |
| 20 | %42 | 0.605 | $4.90 | $65.00 | $0.93 | -0.396 | %42 | 15 |
| 6 | %38 | 0.667 | $6.15 | $64.00 | $1.09 | -0.333 | %41 | 10 |
| 5 | %39 | 0.722 | $6.65 | $63.00 | $1.06 | -0.278 | %41 | 15 |
| · | %39 | 0.747 | $0.00 | $62.50 | $0.00 | -0.253 | %42 | · |
| 2 | %38 | 0.77 | $6.90 | $62.00 | $0.87 | -0.23 | %42 | 4 |
| 19 | %37 | 0.809 | $8.30 | $61.00 | $0.42 | -0.19 | %43 | 1 |
| 9 | %38 | 0.826 | $1.23 | $60.50 | $0.49 | -0.173 | %43 | 10 |
| 24 | %35 | 0.842 | $9.15 | $60.00 | $0.47 | -0.158 | %46 | 9 |
| 5 | %37 | 0.856 | $1.43 | $59.50 | $0.00 | -0.144 | %45 | · |
| 12 | %30 | 0.868 | $10.25 | $59.00 | $0.30 | -0.131 | %47 | 4 |
| 1 | %23 | 0.88 | $3.50 | $58.50 | $0.00 | -0.12 | %49 | · |
| 6 | %46 | 0.89 | $11.00 | $58.00 | $0.47 | -0.109 | %50 | 3 |
| 1 | %0 | 0.899 | $8.98 | $57.50 | $0.00 | -0.1 | %58 | · |
| 1 | %0 | 0.908 | $7.50 | $57.00 | $0.25 | -0.092 | %56 | 3 |
| 2 | %0 | 0.915 | $5.18 | $56.50 | $1.90 | -0.084 | %59 | 2 |
| · | %0 | 0.922 | $0.00 | $56.00 | $1.65 | -0.077 | %61 | 1 |
| 2 | %43 | 0.928 | $13.81 | $55.50 | $0.00 | -0.071 | %63 | · |
| · | %0 | 0.934 | $0.00 | $55.00 | $0.21 | -0.065 | %61 | 14 |
| · | %0 | 0.939 | $0.00 | $54.50 | $0.00 | -0.06 | %68 | · |
| · | %0 | 0.944 | $0.00 | $54.00 | $1.00 | -0.056 | %82 | 2 |
| · | %0 | 0.948 | $0.00 | $53.50 | $0.90 | -0.051 | %84 | 3 |
| · | %0 | 0.952 | $0.00 | $53.00 | $1.80 | -0.048 | %74 | 2 |
| · | %0 | 0.955 | $0.00 | $52.50 | $0.00 | -0.044 | %77 | · |
| · | %0 | 0.958 | $0.00 | $52.00 | $0.00 | -0.041 | %79 | · |
| · | %0 | 0.961 | $0.00 | $51.50 | $1.29 | -0.038 | %82 | 1 |
| · | %0 | 0.964 | $0.00 | $51.00 | $0.00 | -0.035 | %91 | · |
| · | %0 | 0.966 | $0.00 | $50.50 | $0.96 | -0.033 | %85 | 11 |
| 1 | %0 | 0.969 | $19.00 | $50.00 | $0.27 | -0.03 | %102 | 37 |
| · | %0 | 0.971 | $0.00 | $49.50 | $0.00 | -0.028 | %105 | · |
| · | %0 | 0.973 | $0.00 | $49.00 | $0.00 | -0.026 | %108 | · |
| · | %0 | 0.976 | $0.00 | $48.00 | $0.00 | -0.023 | %98 | · |
| · | %0 | 0.979 | $0.00 | $47.00 | $0.00 | -0.02 | %119 | · |
▸ Nasıl hesaplanır?
Her strike için call & put: açık pozisyon (OI), örtük oynaklık, delta, son fiyat. CBOE gecikmeli veri (~15 dk). Sol call, sağ put.