מידי יום מתפרסמים באתרים הכלכליים תוצאות המסחר באופציות, כדוגמת טבלה מס' 2, שאותה נסביר מיד.
טור 1 – שם האופציה
האופציות ממוינות כמו באופציות שקל-דולר.
מיון ראשון – סדרה.
מיון שני – מידרג.
מיון שלישי – בכל מידרג אופציית ה-call ראשונה.
(המידרג הראשון בכל סידרה הוא 001. במידרג זה אין אופציית put מהסיבה הפשוטה שניתן להרוויח בגינה לכל היותר 100 ש”ח וזאת רק אם המדד ירד ל – 0!)
טור 2 – מחיר הפרמיה, נקוב בשקלים.
טורים 3-9 – בדומה לאופציות שקל – דולר.
טורים +10 – לא יוסברו בספר זה.
טבלה #2: תוצאות המסחר באופציות מעו”ף / חוזים על הריבית ליום 10.07.00 | ||||||||||||||||
15 | 14 | 13 | 12 | 11 | 10 | 9 | 8 | 7 | 6 | 5 | 4 | 3 | 2 | 1 | ||
VEGA | THETA | DELTA | הפרש מ- b & s | תקן גלומה | שווי b & s | פוזיציות פתוחות | תמורה בשקלים | מחזור ביחידות | מחיר גבוה | מחיר נמוך | שינוי באחוזים | שער קובע | שער הסיס | שם האופציה | ||
— | — | 98.1 | 0.2% | 13.00% | 54829 | 6152 | — | 488 | 55000 | 54750 | -2.67 | 54931 | 56550 | F JUL | .שורות אלו לא רלוונטיות. הן מתייחסות לחוזים עתידיים |
מדד המעו”ף:
9/7/00 550.71 10/7/00 545.96 |
— | — | 1694.0 | 3.1% | 38.90% | 55192 | 78 | — | — | — | — | — | 56905 | 56905 | F AUG | ||
— | — | — | — | — | — | — | — | — | — | — | — | ט.נקבע | ט.נקבע | F SEP | ||
— | — | 100.0 | -0.2% | — | 54496 | 2082 | 109 | 2 | 54400 | 54400 | -3.30 | 54400 | 56254 | C 001 JUL | ||
— | -9.9 | 100.0 | 15.9% | — | 12774 | 28 | — | — | — | — | — | 14800 | 14800 | C 420 JUL | ||
— | — | — | -1.0% | 47.03% | — | 532 | — | — | — | — | — | 9 | 9 | P 420 JUL | ||
— | -10.1 | 100.0 | 2.2% | — | 11778 | 40 | — | — | — | — | — | 12040 | 12040 | C 430 JUL | ||
— | — | — | 99900.0% | 44.10% | 0 | 314 | — | — | — | — | — | 10 | 10 | P 430 JUL | ||
— | -10.4 | 100.0 | 14.1% | — | 10783 | 76 | — | — | — | — | — | 12300 | 12300 | C 440 JUL | ||
— | — | — | 9900.0% | 37.30% | 0 | 104 | — | — | — | — | — | 5 | 5 | P 440 JUL | ||
0.1 | -10.7 | 100.0 | -3.8% | — | 9787 | 50 | — | — | — | — | — | 9420 | 9420 | C 450 JUL | ||
0.1 | -0.1 | — | 12943.5% | 42.30% | 0 | 364 | — | — | — | — | — | 30 | 30 | P 450 JUL | ||
0.4 | -11.1 | 99.9 | 20.4% | 113.20% | 8792 | 92 | — | — | — | — | — | 10584 | 10584 | C 460 JUL | ||
0.4 | -0.3 | -0.1 | 952.6% | 33.00% | 1 | 498 | — | — | — | — | — | 10 | 10 | P 460 JUL | ||
1.3 | -11.9 | 99.7 | 18.0% | 93.90% | 7799 | 88 | — | — | — | — | — | 9200 | 9200 | C 470 JUL | ||
1.3 | -0.9 | -0.3 | 424.8% | 31.70% | 3 | 960 | — | — | — | — | — | 18 | 18 | P 470 JUL | ||
3.2 | -13.5 | 99.0 | 7.5% | 58.20% | 6810 | 172 | 73 | 10 | 7320 | 7320 | -13.30 | 7320 | 8443 | C 480 JUL | ||
3.2 | -2.2 | -1.0 | 162.2% | 29.80% | 11 | 2253 | 7 | 208 | 50 | 25 | -6.67 | 28 | 30 | P 480 JUL | ||
6.9 | -16.2 | 97.6 | 1.7% | 34.60% | 5833 | 278 | 142 | 24 | 6080 | 5900 | -21.97 | 5930 | 7600 | C 490 JUL | ||
6.9 | -4.6 | -2.4 | 40.6% | 27.50% | 29 | 5092 | 34 | 804 | 85 | 35 | -19.61 | 41 | 51 | P 490 JUL | ||
12.9 | -20.4 | 94.8 | 9.9% | 46.60% | 4879 | 656 | — | — | — | — | — | 5360 | 5360 | C 500 JUL | ||
12.9 | -8.6 | -5.2 | 2.1% | 26.10% | 70 | 7494 | 82 | 1134 | 110 | 40 | -26.53 | 72 | 98 | P 500 JUL | ||
21.3 | -26.0 | 90.0 | 4.4% | 32.90% | 3965 | 1748 | 190 | 46 | 4200 | 4000 | -30.55 | 4139 | 5960 | C 510 JUL | ||
21.3 | -14.0 | -10.0 | -17.4% | 24.70% | 153 | 14670 | 153 | 1236 | 170 | 90 | -13.70 | 126 | 146 | P 510 JUL | ||
30.9 | -32.3 | 82/8 | 1.9% | 27.90% | 3115 | 4192 | 2122 | 670 | 3360 | 3040 | -5.56 | 3175 | 3362 | C 520 JUL | ||
30.9 | -20.0 | -17.2 | -27.0% | 23.30% | 299 | 13356 | 1187 | 5012 | 310 | 160 | -13.49 | 218 | 252 | P 520 JUL | ||
40.0 | -37.8 | 73.1 | -0.1% | 25.90% | 2354 | 6186 | 1046 | 440 | 2600 | 2240 | -7.44 | 2352 | 2541 * | C 530 JUL | ||
40.0 | -25.3 | -26.9 | -31.9% | 21.60% | 533 | 21060 | 4731 | 11224 | 530 | 300 | -17.50 | 363 | 440 | P 530 JUL | ||
46.3 | -41.0 | 61.5 | -3.6% | 24.70% | 1704 | 11966 | 8008 | 4806 | 1980 | 1360 | -7.54 | 1643 | 1777 | C 540 JUL | ||
46.3 | -28.3 | -38.5 | -24.0% | 21.40% | 878 | 21724 | 8450 | 11814 | 840 | 540 | 2.45 | 668 | 652 | P 540 JUL | ||
48.4 | -41.0 | 49.0 | -9.3% | 23.70% | 1176 | 15562 | 10251 | 9334 | 1340 | 960 | -9.50 | 1067 | 1479 | C 550 JUL | ||
48.4 | -28.0 | -51.0 | -19.4% | 20.60% | 1347 | 16627 | 13513 | 12212 | 1300 | 900 | -0.91 | 1085 | 1095 | P 550 JUL | ||
45.7 | -37.6 | 36.8 | -20.2% | 22.60% | 772 | 17332 | 7102 | 11294 | 830 | 540 | -14.80 | 616 | 723 | C 560 JUL | ||
45.7 | -24.4 | -63.2 | -14.9% | 19.60% | 1938 | 7482 | 5448 | 3296 | 1840 | 1350 | 3.58 | 1650 | 1593 | P 560 JUL | ||
39.3 | -31.6 | 26.0 | -35.5% | 21.40% | 481 | 20498 | 4383 | 14084 | 420 | 250 | -16.22 | 310 | 370 | C 570 JUL | ||
39.3 | -18.2 | -74.0 | -10.1% | 18.50% | 2643 | 5230 | 4747 | 2040 | 2600 | 2000 | 3.98 | 2375 | 2284 | P 570 JUL | ||
30.9 | -24.5 | 17.2 | -53.5% | 20.40% | 284 | 26570 | 1057 | 7544 | 200 | 120 | -24.14 | 132 | 174 * | C 580 JUL | ||
30.9 | -10.9 | -82.8 | -6.7% | 16.50% | 3442 | 2628 | 717 | 230 | 3320 | 2880 | 5.00 | 3213 | 3060 | P 580 JUL | ||
22.4 | -17.5 | 10.7 | -58.4% | 21.00% | 159 | 21432 | 179 | 2534 | 90 | 55 | -17.50 | 66 | 80 | C 590 JUL | ||
22.4 | -3.6 | -89.3 | -7.1% | — | 4312 | 828 | 405 | 100 | 4300 | 3800 | 4.38 | 4006 | 3838 | P 590 JUL | ||
15.0 | -11.6 | 6.3 | -52.3% | 22.50% | 84 | 15120 | 115 | 2870 | 50 | 30 | -20.00 | 40 | 50 | C 600 JUL | ||
15.0 | 2.5 | -93.7 | -3.9% | — | 5233 | 334 | 91 | 18 | 5080 | 4640 | 16.62 | 5031 | 4314 | P 600 JUL | ||
9.3 | -7.1 | 3.4 | -28.7% | 24.60% | 42 | 3256 | 23 | 802 | 35 | 25 | -23.08 | 30 | 39 | C 610 JUL | ||
9.3 | 7.2 | -96.6 | -3.9% | — | 6187 | 30 | 155 | 26 | 5980 | 5900 | 24.59 | 5949 | 4775 | P 610 JUL | ||
— | — | 100.0 | -1.1% | — | 54497 | 1744 | — | — | — | — | — | 55116 | 55116 | C 001 AGU | ||
3.4 | -11.2 | 99.4 | -19.5% | 89.90% | 11082 | 16 | — | — | — | — | — | 13240 | 13240 | C 440 AGU | ||
3.4 | -0.9 | -0.6 | 335.2% | 31.70% | 10 | 256 | — | — | — | — | — | 45 | 45 | P 440 AGU | ||
6.0 | -12.1 | 98.8 | 1.2% | 35.50% | 10104 | — | 102 | 10 | 10220 | 10220 | — | 10220 | ט.נקבע | C 450 AGU | ||
6.0 | -1.5 | -1.2 | 39.7% | 27.30% | 21 | 134 | — | — | — | — | — | 30 | 30 | P 450 AGU | ||
10.1 | -13.3 | 97.8 | 19.2% | 72.40% | 9135 | 28 | — | — | — | — | — | 10890 | 10890 | C 460 AGU | ||
10.1 | -2.6 | -2.2 | -28.3% | 24.70% | 42 | 544 | — | — | — | — | — | 30 | 30 | P 460 AGU | ||
15.7 | -14.9 | 96.3 | 17.8% | 62.70% | 8181 | 8 | — | — | — | — | — | 9640 | 9640 | C 470 AGU | ||
15.7 | -3.9 | -3.7 | -41.5% | 23.60% | 77 | 126 | — | — | — | — | — | 45 | 45 | P 470 AGU | ||
22.9 | -16.9 | 94.0 | 3.2% | 33.70% | 7248 | 24 | 75 | 10 | 7480 | 7480 | -7.20 | 7480 | 8060 | C 480 AGU | ||
22.9 | -5.7 | -6.0 | -1.7% | 26.40% | 134 | 92 | 20 | 136 | 180 | 130 | 42.00 | 142 | 100 | P 480 AGU | ||
31.7 | -19.2 | 90.0 | 6.2% | 22.10% | 6346 | 42 | 12 | 2 | 6240 | 6240 | -19.59 | 6240 | 7760 | C 490 AGU | ||
31.7 | -7.7 | -9.1 | -10.4% | 25.30% | 221 | 482 | 6 | 28 | 200 | 165 | 80.00 | 198 | 110 | P 490 AGU | ||
41.5 | -21.6 | 86.8 | 3.2% | 29.90% | 5485 | 70 | 181 | 32 | 5720 | 5560 | -11.56 | 5660 | 6400 | C 500 AGU | ||
41.5 | -9.9 | -13.2 | -15.4% | 24.70% | 349 | 1128 | 56 | 176 | 340 | 280 | -2.96 | 295 | 304 | P 500 AGU | ||
51.5 | -24.0 | 81.6 | 2.6% | 28.30% | 4674 | 48 | 67 | 14 | 4820 | 4760 | -22.53 | 4797 | 6192 | C 510 AGU | מדד המעו”ף: 545.96
סטיית תקן: 26.00 שער ריבית: 9.00% |
|
51.5 | -12.1 | -18.4 | -15.9% | 24.30% | 527 | 658 | 252 | 546 | 530 | 310 | 19.41 | 443 | 371 | P 510 AGU | ||
60.9 | -26.0 | 75.5 | 0.5% | 26.30% | 3923 | 48 | 498 | 124 | 4260 | 3900 | -18.38 | 3944 | 4832 | C 520 AGU | ||
60.9 | -13.9 | -24.5 | -17.4% | 23.80% | 765 | 3644 | 626 | 968 | 710 | 500 | 2.93 | 632 | 614 * | P 520 AGU | ||
68.7 | -27.5 | 68.6 | -0.2% | 25.90% | 3241 | 130 | 464 | 142 | 3480 | 3080 | -28.79 | 3233 | 4540 | C 530 AGU | ||
68.7 | -15.1 | -31.4 | -16.8% | 23.30% | 1072 | 1200 | 216 | 236 | 1010 | 840 | 8.52 | 892 | 822 | P 530 AGU | ||
74.3 | -28.3 | 61.1 | -5.4% | 24.10% | 2633 | 276 | 715 | 272 | 2880 | 2480 | -30.66 | 2492 | 3594 | C 540 AGU | ||
74.3 | -15.6 | -38.9 | -14.2% | 23.20% | 1454 | 1344 | 416 | 344 | 1300 | 1140 | 3.06 | 1248 | 1211 * | P 540 AGU | ||
77.1 | -28.2 | 53.3 | -4.3% | 24.80% | 2102 | 660 | 2055 | 1004 | 2540 | 1900 | -28.36 | 2011 | 2807 | C 550 AGU | ||
77.1 | -15.3 | -46.7 | -15.4% | 22.20% | 1912 | 1434 | 241 | 148 | 1800 | 1170 | 2.60 | 1618 | 1577 | P 550 AGU | ||
76.8 | -27.2 | 45.6 | -13.0% | 23.20% | 1650 | 1292 | 966 | 640 | 1680 | 1400 | -23.06 | 1435 | 1865 | C 560 AGU | ||
76.8 | -14.1 | -54.4 | -14.0% | 21.50% | 2449 | 688 | 161 | 76 | 2360 | 1900 | 34.91 | 2106 | 1561 | P 560 AGU | ||
73.9 | -25.5 | 38.1 | -20.8% | 22.40% | 1272 | 1162 | 767 | 708 | 1260 | 1000 | -11.11 | 1008 | 1134 | C 570 AGU | ||
73.9 | -12.2 | -61.9 | -10.7% | 21.50% | 3060 | 178 | 122 | 44 | 3000 | 2600 | 22.06 | 2733 | 2239 | P 570 AGU | ||
68.5 | -23.2 | 31.2 | -27.4% | 22.10% | 963 | 3430 | 514 | 690 | 850 | 670 | -13.06 | 699 | 804 | C 580 AGU | ||
68.5 | -9.6 | -68.8 | -12.2% | 19.00% | 3740 | 156 | 770 | 234 | 3300 | 3280 | 34.08 | 3285 | 2450 | P 580 AGU | ||
61.5 | -20.4 | 24.9 | -33.8% | 21.90% | 716 | 3478 | 282 | 560 | 670 | 450 | -7.06 | 474 | 510 | C 590 AGU | ||
61.5 | -6.6 | -75.1 | -12.6% | 15.00% | 4482 | 274 | 141 | 36 | 3940 | 3900 | 27.22 | 3917 | 3079 | P 590 AGU | ||
53.5 | -17.5 | 19.5 | -40.9% | 21.70% | 523 | 5334 | 129 | 386 | 420 | 290 | -15.57 | 309 | 366 | C 600 AGU | ||
53.5 | -3.5 | -80.5 | -8.8% | 14.10% | 5279 | 126 | 164 | 34 | 5020 | 4740 | 17.30 | 4813 | 4103 | P 600 AGU | ||
45.1 | -14.6 | 15.0 | -50.9% | 21.20% | 375 | 1558 | 10 | 50 | 220 | 180 | -18.22 | 184 | 225 | C 610 AGU | ||
45.1 | -0.3 | -85.0 | -31.4% | — | 6120 | 4 | — | — | — | — | — | 4200 | 4200 | P 610 AGU | ||
— | — | — | — | — | — | 308 | 17135 | 314 | 54700 | 54400 | -2.98 | 54438 | 56109 | C 001 SEP | ||
— | — | — | — | — | — | — | — | — | — | — | — | ט.נקבע | ט.נקבע | C 490 SEP | ||
— | — | — | — | — | — | 764 | 129 | 290 | 470 | 420 | 16.10 | 447 | 385 | P 490 SEP | ||
— | — | — | — | — | — | 14 | — | — | — | — | — | 7700 | 7700 | C 500 SEP | ||
— | — | — | — | — | — | 130 | 52 | 88 | 650 | 450 | 48.89 | 606 | 407 | P 500 SEP | ||
— | — | — | — | — | — | — | — | — | — | — | — | ט.נקבע | ט.נקבע | C 510 SEP | ||
— | — | — | — | — | — | 64 | — | — | — | — | — | 600 | 600 | P 510 SEP | ||
— | — | — | — | — | — | 22 | — | — | — | — | — | 6220 | 6220 | C 520 SEP | ||
— | — | — | — | — | — | 150 | — | — | — | — | — | 808 | 808 | P 520 SEP | ||
— | — | — | — | — | — | 16 | — | — | — | — | — | 5210 | 5210 | C 530 SEP | ||
— | — | — | — | — | — | 428 | — | — | — | — | — | 903 | 903 | P 530 SEP | ||
— | — | — | — | — | — | 22 | — | — | — | — | — | 4380 | 4380 | C 540 SEP | ||
— | — | — | — | — | — | 4 | — | — | — | — | — | 1180 | 1180 | P 540 SEP | ||
— | — | — | — | — | — | 4 | — | — | — | — | — | 3700 | 3700 | C 550 SEP | ||
— | — | — | — | — | — | 72 | — | — | — | — | — | 1380 | 1380 | P 550 SEP | ||
— | — | — | — | — | — | — | — | — | — | — | — | ט.נקבע | ט.נקבע | C 560 SEP | ||
— | — | — | — | — | — | 30 | — | — | — | — | — | 1673 | 1673 | P 560 SEP | ||
— | — | — | — | — | — | 144 | 50 | 28 | 1850 | 1720 | -31.39 | 1777 | 2590 | C 570 SEP | ||
— | — | — | — | — | — | 54 | 29 | 10 | 2880 | 2880 | 37.14 | 2880 | 2100 | P 570 SEP | ||
— | — | — | — | — | — | 20 | 45 | 32 | 1420 | 1350 | -38.37 | 1410 | 2288 | C 580 SEP | ||
— | — | — | — | — | — | 38 | — | — | — | — | — | 2820 | 2820 | P 580 SEP | ||
— | — | — | — | — | — | 94 | 199 | 198 | 1120 | 980 | -45.97 | 992 | 7461836 | C 590 SEP | ||
— | — | — | — | — | — | 26 | — | — | — | — | — | 3333 | 3333 | P 590 SEP | ||
— | — | — | — | — | — | 82 | 26 | 34 | 790 | 720 | -15.80 | 746 | 886 | C 600 SEP | ||
— | — | — | — | — | — | 14 | — | — | — | — | — | 3600 | 3600 | P 600 SEP | ||
— | — | — | — | — | — | 462 | 63 | 124 | 610 | 500 | -21.50 | 504 | 642 | C 610 SEP | ||
— | — | — | — | — | — | 40 | 109 | 20 | 5460 | 5460 | 30.78 | 5460 | 4175 | P 610 SEP | ||
— | — | — | — | — | — | 11 | — | — | 92 | 92 | — | 92 | 92 | ISF OCT | ||
— | — | — | — | — | — | — | — | — | — | — | — | ט.נקבע | ט.נקבע | ISF JAN | ||
— | — | — | — | — | — | — | — | — | — | — | — | ט.נקבע | ט.נקבע | ISF APR | ||
— | — | — | — | — | — | — | — | — | — | — | ט.נקבע | ט.נקבע | ISF JUL |