| ردیف | نرخ اعمال | نماد | GammaEx | BS | دلتا | IV% | آخرین قیمت | آخرین قیمت | IV% | دلتا | BS | GammaEx | نماد |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 150,000 ریال | ضفزر709 | 0 | 248,067 | 0.936 | 500 % | 264,010 | 121 | 209 % | -0.003 | 121 | 0 | طفزر709 |
| 2 | 160,000 ریال | ضفزر710 | 0 | 240,813 | 0.926 | 500 % | 255,000 | 1 | 134 % | -0 | 1 | 0 | طفزر710 |
| 3 | 170,000 ریال | ضفزر711 | 0 | 231,236 | 0.921 | 474 % | 231,236 | 1,000 | 242 % | -0.015 | 1,000 | 0 | طفزر711 |
| 4 | 180,000 ریال | ضفزر712 | 0 | 227,019 | 0.906 | 500 % | 235,000 | - | - | - | - | - | طفزر712 |
| 5 | 190,000 ریال | ضفزر713 | 0 | 220,469 | 0.895 | 500 % | 225,000 | 240 | 173 % | -0.006 | 240 | 0 | طفزر713 |
| 6 | 200,000 ریال | ضفزر714 | 0 | 214,000 | 0.884 | 499 % | 214,000 | 430 | 174 % | -0.01 | 430 | 0 | طفزر714 |
| 7 | 210,000 ریال | ضفزر715 | 0 | 206,001 | 0.874 | 485 % | 206,001 | 800 | 179 % | -0.017 | 800 | 0 | طفزر715 |
| 8 | 220,000 ریال | ضفزر716 | 0 | 190,000 | 0.873 | 415 % | 190,000 | 1,000 | 173 % | -0.021 | 1,000 | 0 | طفزر716 |
| 9 | 230,000 ریال | ضفزر717 | 0 | 180,000 | 0.865 | 391 % | 180,000 | 199 | 127 % | -0.007 | 199 | 0 | طفزر717 |
| 10 | 240,000 ریال | ضفزر718 | 0 | 170,160 | 0.856 | 369 % | 170,160 | 190 | 117 % | -0.007 | 190 | 0 | طفزر718 |
| 11 | 250,000 ریال | ضفزر719 | - | - | - | - | 120 | 102 % | -0.005 | 120 | 0 | طفزر719 | |
| 12 | 260,000 ریال | ضفزر720 | 0 | 154,800 | 0.83 | 353 % | 154,800 | 185 | 98 % | -0.008 | 185 | 0 | طفزر720 |
| 13 | 270,000 ریال | ضفزر721 | 0 | 143,100 | 0.822 | 322 % | 143,100 | - | - | - | - | - | طفزر721 |
| 14 | 280,000 ریال | ضفزر722 | - | - | - | - | 470 | 94 % | -0.02 | 470 | 0 | طفزر722 | |
| 15 | 290,000 ریال | ضفزر723 | 0 | 125,150 | 0.794 | 292 % | 125,150 | 300 | 79 % | -0.015 | 300 | 0 | طفزر723 |
| 16 | 300,000 ریال | ضفزر724 | 0 | 114,000 | 0.782 | 266 % | 114,000 | - | - | - | - | - | طفزر724 |
| 17 | 310,000 ریال | ضفزر725 | - | - | - | - | 700 | 73 % | -0.035 | 700 | 0 | طفزر725 | |
| 18 | 320,000 ریال | ضفزر726 | 0 | 97,999 | 0.744 | 247 % | 97,999 | 1,090 | 70 % | -0.053 | 1,090 | 0 | طفزر726 |
| 19 | 330,000 ریال | ضفزر727 | 0 | 90,000 | 0.723 | 237 % | 90,000 | - | - | - | - | - | طفزر727 |
| 20 | 340,000 ریال | ضفزر728 | 0 | 79,000 | 0.703 | 213 % | 79,000 | 2,500 | 64 % | -0.114 | 2,500 | 0 | طفزر728 |
| 21 | 350,000 ریال | ضفزر729 | 0 | 71,780 | 0.676 | 206 % | 71,780 | 4,000 | 63 % | -0.169 | 4,000 | 0 | طفزر729 |
| 22 | 360,000 ریال | ضفزر730 | 0 | 76,800 | 0.648 | 247 % | 76,800 | - | - | - | - | - | طفزر730 |
| 23 | 370,000 ریال | ضفزر731 | 0 | 53,120 | 0.616 | 172 % | 53,120 | 7,700 | 56 % | -0.308 | 7,700 | 0 | طفزر731 |
| 24 | 380,000 ریال | ضفزر732 | 0 | 50,000 | 0.583 | 178 % | 50,000 | - | - | - | - | - | طفزر732 |
| 25 | 390,000 ریال | ضفزر733 | 0 | 42,010 | 0.545 | 164 % | 42,010 | - | - | - | - | - | طفزر733 |
| 26 | 400,000 ریال | ضفزر734 | - | - | - | - | - | - | - | - | - | طفزر734 |
| ردیف | نرخ اعمال | نماد | GammaEx | BS | دلتا | IV% | آخرین قیمت | آخرین قیمت | IV% | دلتا | BS | GammaEx | نماد |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 270,000 ریال | ضفزر811 | 0 | 189,900 | 0.81 | 299 % | 189,900 | 110 | 47 % | -0.006 | 110 | 0 | طفزر811 |
| 2 | 280,000 ریال | ضفزر812 | 0 | 182,000 | 0.799 | 289 % | 182,000 | 360 | 51 % | -0.015 | 360 | 0 | طفزر812 |
| 3 | 290,000 ریال | ضفزر813 | 0 | 185,990 | 0.792 | 312 % | 185,990 | - | - | - | - | - | طفزر813 |
| 4 | 300,000 ریال | ضفزر814 | 0 | 160,111 | 0.773 | 253 % | 160,111 | - | - | - | - | - | طفزر814 |
| 5 | 310,000 ریال | ضفزر815 | 0 | 156,399 | 0.761 | 255 % | 156,399 | 8,000 | 79 % | -0.141 | 8,000 | 0 | طفزر815 |
| 6 | 320,000 ریال | ضفزر816 | 0 | 150,099 | 0.748 | 250 % | 150,099 | - | - | - | - | - | طفزر816 |
| 7 | 330,000 ریال | ضفزر817 | 0 | 140,000 | 0.733 | 236 % | 140,000 | 8,000 | 65 % | -0.168 | 8,000 | 0 | طفزر817 |
| 8 | 340,000 ریال | ضفزر818 | 0 | 135,123 | 0.719 | 234 % | 135,123 | 7,000 | 55 % | -0.174 | 7,000 | 0 | طفزر818 |
| 9 | 350,000 ریال | ضفزر819 | 0 | 133,000 | 0.708 | 239 % | 133,000 | 11,200 | 59 % | -0.233 | 11,200 | 0 | طفزر819 |
| 10 | 360,000 ریال | ضفزر820 | 0 | 122,200 | 0.689 | 223 % | 122,200 | - | - | - | - | - | طفزر820 |
| 11 | 370,000 ریال | ضفزر821 | 0 | 119,100 | 0.677 | 225 % | 119,100 | 19,999 | 64 % | -0.336 | 19,999 | 0 | طفزر821 |
| Strike | Call Gamma | Put Gamma |
| 150000 | 0.0014 | 0.0002 |
| 160000 | 0.0016 | 0 |
| 170000 | 0.0018 | 0.0009 |
| 180000 | 0.0019 | 0 |
| 190000 | 0.0021 | 0.0006 |
| 200000 | 0.0023 | 0.0009 |
| 210000 | 0.0025 | 0.0013 |
| 220000 | 0.0029 | 0.0017 |
| 230000 | 0.0032 | 0.0009 |
| 240000 | 0.0035 | 0.001 |
| 250000 | 0 | 0.0009 |
| 260000 | 0.0041 | 0.0013 |
| 270000 | 0.0047 | 0 |
| 280000 | 0 | 0.0029 |
| 290000 | 0.0056 | 0.0028 |
| 300000 | 0.0064 | 0 |
| 310000 | 0 | 0.0061 |
| 320000 | 0.0075 | 0.0089 |
| 330000 | 0.0082 | 0 |
| 340000 | 0.0094 | 0.0173 |
| 350000 | 0.0101 | 0.0229 |
| 360000 | 0.0087 | 0 |
| 370000 | 0.0128 | 0.0364 |
| 380000 | 0.0126 | 0 |
| 390000 | 0.0139 | 0 |
| 400000 | 0 | 0 |