스테이트 스트리트 컨슈머 디스크레셔너리 셀렉트 섹터 SPDR ETF, State Street Consumer Discretionary Select Sector SPDR ETF (XLY) 옵션 시장 분석
만기
AI 옵션 분석 생성 중
맥스 페인
$114
풋/콜 비율
1.71
ATM 내재변동성
48.4%
예상 변동폭
±3.6%
Open Interest 분포 (Strike별)
Call OIPut OIMax Pain현재가
| Strike | Call OI | Put OI |
|---|---|---|
| 80 | 2 | 0 |
| 85 | 2 | 0 |
| 90 | 3 | 0 |
| 99 | 1 | 3 |
| 100 | 1 | 4 |
| 101 | 0 | 10 |
| 103 | 0 | 18 |
| 104 | 0 | 125 |
| 105 | 0 | 49 |
| 106 | 0 | 110 |
| 107 | 0 | 153 |
| 108 | 0 | 298 |
| 109 | 6 | 22 |
| 110 | 8 | 160 |
| 110.5 | 0 | 32 |
| 111 | 32 | 28 |
| 111.5 | 1 | 41 |
| 112 | 7 | 90 |
| 112.5 | 26 | 211 |
| 113 | 119 | 117 |
| 113.5 | 62 | 198 |
| 114 | 25 | 23 |
| 114.5 | 22 | 19 |
| 115 | 45 | 30 |
| 115.5 | 52 | 21 |
| 116 | 46 | 8 |
| 116.5 | 39 | 9 |
| 117 | 56 | 5 |
| 117.5 | 52 | 0 |
| 118 | 58 | 5 |
| 118.5 | 54 | 0 |
| 119 | 54 | 0 |
| 120 | 153 | 0 |
| 121 | 37 | 0 |
| 122 | 81 | 0 |
| 123 | 1 | 0 |
| 124 | 2 | 0 |
| 125 | 2 | 0 |
Volume 분포 (Strike별)
Call VolPut Vol현재가
| Strike | Call Volume | Put Volume |
|---|---|---|
| 80 | 2 | 0 |
| 85 | 4 | 0 |
| 90 | 4 | 0 |
| 99 | 2 | 1 |
| 100 | 1 | 1 |
| 101 | 0 | 6 |
| 103 | 0 | 0 |
| 104 | 0 | 118 |
| 105 | 0 | 6 |
| 106 | 0 | 72 |
| 107 | 0 | 9 |
| 108 | 0 | 33 |
| 109 | 7 | 4 |
| 110 | 4 | 48 |
| 110.5 | 0 | 3 |
| 111 | 2 | 4 |
| 111.5 | 0 | 1 |
| 112 | 1 | 3 |
| 112.5 | 1 | 17 |
| 113 | 5 | 1 |
| 113.5 | 5 | 3 |
| 114 | 5 | 3 |
| 114.5 | 2 | 3 |
| 115 | 3 | 6 |
| 115.5 | 12 | 1 |
| 116 | 2 | 1 |
| 116.5 | 2 | 3 |
| 117 | 2 | 0 |
| 117.5 | 2 | 0 |
| 118 | 1 | 0 |
| 118.5 | 5 | 0 |
| 119 | 3 | 0 |
| 120 | 6 | 0 |
| 121 | 4 | 0 |
| 122 | 8 | 0 |
| 123 | 0 | 0 |
| 124 | 0 | 0 |
| 125 | 0 | 0 |
| Strike | Call (Bid/Ask) | Call OI | Call IV | Put (Bid/Ask) | Put OI | Put IV |
|---|---|---|---|---|---|---|
| $80 | $33.30/$36.90 | 2 | 196.1% | - | - | - |
| $85 | $28.30/$31.90 | 2 | 167.2% | - | - | - |
| $90 | $23.30/$26.90 | 3 | 139.5% | - | - | - |
| $99 | $14.30/$17.90 | 1 | 92.2% | $0.00/$1.15 | 3 | 127.9% |
| $100 | $14.50/$16.20 | 1 | 109.2% | $0.00/$0.05 | 4 | 67.2% |
| $101 | - | - | - | $0.00/$0.05 | 10 | 63.3% |
| $103 | - | - | - | $0.00/$0.05 | 18 | 54.7% |
| $104 | - | - | - | $0.00/$0.05 | 125 | 50.4% |
| $105 | - | - | - | $0.00/$0.05 | 49 | 51.4% |
| $106 | - | - | - | $0.00/$0.05 | 110 | 46.9% |
| $107 | - | - | - | $0.00/$0.05 | 153 | 42.2% |
| $108 | - | - | - | $0.00/$0.10 | 298 | 43.0% |
| $109 | $4.40/$8.00 | 6 | 108.3% | $0.00/$1.95 | 22 | 76.2% |
| $110 | $3.60/$6.20 | 8 | 76.3% | $0.05/$0.20 | 160 | 39.0% |
| $110.5 | - | - | - | $0.05/$1.50 | 32 | 58.1% |
| $111 | $2.65/$5.40 | 32 | 73.6% | $0.15/$0.30 | 28 | 37.5% |
| $111.5 | $1.90/$5.80 | 1 | 93.2% | $0.15/$0.65 | 41 | 46.5% |
| $112 | $1.45/$4.50 | 7 | 67.4% | $0.05/$0.40 | 90 | 34.5% |
| $112.5 | $2.45/$3.20 | 26 | 41.0% | $0.10/$1.75 | 211 | 68.4% |
| $113 | $2.00/$3.90 | 119 | 68.1% | $0.10/$2.25 | 117 | 76.1% |
| $113.5 Max Pain | $1.80/$2.55 | 62 | 41.5% | $0.10/$2.45 | 198 | 75.8% |
| $114 | $0.45/$3.80 | 25 | 79.5% | $0.75/$0.95 | 23 | 33.4% |
| $114.5 | $1.20/$2.15 | 22 | 45.9% | $0.25/$3.10 | 19 | 80.3% |
| $115 | $0.65/$2.00 | 45 | 48.4% | $1.05/$1.40 | 30 | 33.3% |
| $115.5 | $0.15/$1.65 | 52 | 45.7% | $0.40/$3.60 | 21 | 79.9% |
| $116 | $0.20/$2.80 | 46 | 78.8% | $1.55/$2.05 | 8 | 35.4% |
| $116.5 | $0.45/$0.70 | 39 | 31.7% | $0.35/$4.10 | 9 | 78.3% |
| $117 | $0.05/$1.25 | 56 | 50.3% | $1.80/$6.50 | 5 | 72.2% |
| $117.5 | $0.15/$0.60 | 52 | 36.8% | - | - | - |
| $118 | $0.05/$0.50 | 58 | 37.3% | $2.50/$7.20 | 5 | 73.7% |
| $118.5 | $0.05/$0.95 | 54 | 54.4% | - | - | - |
| $119 | $0.05/$0.35 | 54 | 38.6% | - | - | - |
| $120 | $0.05/$0.15 | 153 | 34.9% | - | - | - |
| $121 | $0.00/$2.25 | 37 | 77.3% | - | - | - |
| $122 | $0.00/$0.30 | 81 | 53.1% | - | - | - |
| $123 | $0.00/$0.05 | 1 | 39.6% | - | - | - |
| $124 | $0.00/$0.05 | 2 | 43.6% | - | - | - |
| $125 | $0.00/$0.05 | 2 | 47.3% | - | 0 | - |
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