Optiegrieken: inzicht in de prijsvorming van opties
Optiegrieken spelen een belangrijke rol bij de analyse van de prijsbewegingen van opties. Delta, gamma, vega en theta geven inzicht in hoe verschillende factoren, zoals de koers van de onderliggende waarde, de looptijd en de volatiliteit, de optiepremie beïnvloeden.
Bij het handelen in opties kunnen de optiegrieken helpen bij het begrijpen van prijsveranderingen onder verschillende marktomstandigheden. Zo geeft de delta inzicht in de gevoeligheid van de optieprijs voor veranderingen in de onderliggende waarde, terwijl theta de impact van tijdsverloop op de optieprijs weergeeft.
Op deze pagina vindt u artikelen waarin wij de functie van de optiegrieken toelichten en waarin we de invloed ervan op optieprijzen illustreren met praktijkvoorbeelden.
Ontdek de optiegrieken
Opties thema’s
Beursagenda
Manufacturing Production (Oct)
ECB Lagarde Speech
ECB President Lagarde Speech
MBA Mortgage Refinance Index
MBA 30-Year Mortgage Rate
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MBA Mortgage Applications
MBA Mortgage Market Index
MBA Purchase Index
Core Inflation Rate (Nov)
CPI (Nov)
CPI (Oct)
CPI s.a (Nov)
Employment Benefits (Q3)
Employment Cost – Benefits (Q3)
Employment Cost Index (Q3)
Employment Cost – Wages (Q3)
Employment Wages (Q3)
Inflation Rate (Nov)
Real Earnings (Oct)
Wholesale Sales (Sep)
Wholesale Inventories (Sep)
Wholesale Inventories (Oct)
EIA Distillate Stocks Change
EIA Distillate Fuel Production Change
EIA Cushing Crude Oil Stocks Change
EIA Crude Oil Stocks Change
EIA Crude Oil Imports Change
EIA Gasoline Production Change
EIA Gasoline Stocks Change
EIA Heating Oil Stocks Change
EIA Refinery Crude Runs Change
Imports
EIA Weekly Refinery Utilization Rates WoW
Thomson Reuters IPSOS PCSI (Dec)
17-Week Bill Auction
Atlanta Fed GDPNow (Q4)
Interest Rate Projection – 1st Yr
FOMC Economic Projections
Fed Interest Rate Decision
Interest Rate Projection – 3rd Yr
Interest Rate Projection – 2nd Yr
Budget Balance (Nov)
Budget Balance (Oct)
Monthly Budget Statement (Nov)
Interest Rate Projection – Current
Interest Rate Projection – Longer
Fed Press Conference
Press Conference
CFTC EUR speculative net positions
CFTC Nasdaq 100 speculative net positions
CFTC Aluminium Speculative net positions
CFTC Wheat speculative net positions
CFTC S&P 500 speculative net positions
CFTC Soybeans speculative net positions
CFTC Silver Speculative net positions
CFTC Natural Gas speculative net positions
CFTC Gold Speculative net positions
CFTC Crude Oil speculative net positions
CFTC Corn speculative net positions
CFTC Copper Speculative net positions
Eurogroup Meeting
Eurogroup Meeting
OPEC Monthly Report
PPI Ex Food, Energy and Trade (Nov)
Core PPI (Nov)
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Initial Jobless Claims
Continuing Jobless Claims
Producer Price Index (Nov)
Jobless Claims 4-Week Average
Exports (Sep)
Core PPI (Oct)
Producer Price Index (Oct)
PPI Ex Food, Energy and Trade (Oct)
Balance of Trade (Sep)
Imports (Sep)
Imports
Wholesale Sales (Sep)
Wholesale Inventories (Sep)
EIA Natural Gas Stocks Change
4-Week Bill Auction
8-Week Bill Auction
30-Year Mortgage Rate
15-Year Mortgage Rate
30-Year Bond Auction
Fed Balance Sheet
EcoFin Meeting
Balance of Trade (Oct)
Eurogroup Meeting
EcoFin Meeting
Fed Hammack Speech
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Fed Goolsbee Speech
Baker Hughes Oil Rig Count
CFTC EUR speculative net positions
CFTC Soybeans speculative net positions
CFTC Nasdaq 100 speculative net positions
CFTC Aluminium Speculative net positions
CFTC Wheat speculative net positions
CFTC Corn speculative net positions
CFTC Copper Speculative net positions
CFTC Crude Oil speculative net positions
CFTC Gold Speculative net positions
CFTC Natural Gas speculative net positions
CFTC S&P 500 speculative net positions
CFTC Silver Speculative net positions
Balance of Trade (Oct)
HCOB Composite PMI (Dec)
HCOB Manufacturing PMI (Dec)
HCOB Services PMI (Dec)
Industrial Production (Oct)
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NY Empire State Manufacturing Index (Dec)
NAHB Housing Market Index (Dec)
6-Month Bill Auction
3-Month Bill Auction
NOPA Crush Report
PMI (Dec)
Services PMI (Dec)
Manufacturing PMI (Dec)
ZEW Economic Sentiment Index (Dec)
Economic Sentiment (Dec)
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Balance of Trade (Oct)
Import Prices (Oct)
Import Prices (Nov)
Unemployment Rate (Oct)
Unemployment Rate (Nov)
Export Prices (Oct)
Export Prices (Nov)
U-6 Unemployment Rate (Oct)
Non Farm Payrolls (Nov)
Non Farm Payrolls (Oct)
Nonfarm Payrolls Private (Nov)
Nonfarm Payrolls Private (Oct)
U-6 Unemployment Rate (Nov)
Average Hourly Earnings (Nov)
Building Permits (Nov)
Housing Starts (Sep)
Housing Starts (Oct)
Housing Starts (Nov)
Building Permits (Oct)
Building Permits (Sep)
Participation Rate (Nov)
Manufacturing Payrolls (Oct)
Participation Rate (Oct)
Manufacturing Payrolls (Nov)
Average Hourly Earnings (Oct)
Government Payrolls (Nov)
Government Payrolls (Oct)
Retail Sales (Oct)
Average Weekly Hours (Nov)
Average Weekly Hours (Oct)
Retail Sales Ex Gas/Autos (Oct)
Retail Sales Ex Autos (Oct)
Redbook
Manufacturing Production (Oct)
Industrial Production (Nov)
Industrial Production (Oct)
Manufacturing Production (Nov)
Capacity Utilization (Oct)
Capacity Utilization (Nov)
S&P Global Composite PMI (Dec)
S&P Global Manufacturing PMI (Dec)
S&P Global Manufacturing PMI Flash (Dec)
S&P Global Services PMI (Dec)
S&P Global Services PMI Flash (Dec)
S&P Global Composite PMI Flash (Dec)
Retail Inventories Ex Autos (Sep)
Business Inventories (Sep)
API Crude Oil Stock Change
International Monetary Market (IMM) Date
CPI (Nov)
HICP
Inflation Rate (Nov)
Labour Cost Index (Q3)
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Core Inflation Rate (Nov)
Wage Growth (Q3)
MBA Mortgage Market Index
MBA Mortgage Applications
MBA Mortgage Refinance Index
MBA Purchase Index
MBA 30-Year Mortgage Rate
Retail Sales (Nov)
Retail Sales Ex Gas/Autos (Nov)
Retail Sales Ex Autos (Nov)
Fed Williams Speech
Business Inventories (Oct)
Retail Inventories Ex Autos (Oct)
EIA Gasoline Production Change
EIA Gasoline Stocks Change
EIA Heating Oil Stocks Change
EIA Refinery Crude Runs Change
EIA Crude Oil Imports Change
EIA Crude Oil Stocks Change
EIA Cushing Crude Oil Stocks Change
EIA Distillate Fuel Production Change
EIA Distillate Stocks Change
17-Week Bill Auction
Atlanta Fed GDPNow (Q4)
Fed Bostic Speech
20-Year Bond Auction
CFTC EUR speculative net positions
CFTC Corn speculative net positions
CFTC Copper Speculative net positions
CFTC Aluminium Speculative net positions
CFTC Wheat speculative net positions
CFTC S&P 500 speculative net positions
CFTC Soybeans speculative net positions
CFTC Silver Speculative net positions
CFTC Natural Gas speculative net positions
CFTC Nasdaq 100 speculative net positions
CFTC Gold Speculative net positions
CFTC Crude Oil speculative net positions
Unemployment Rate (Nov)
Construction Output (Oct)
Interest Rate Decision (Dec)
Marginal Lending Rate
Deposit Facility Rate
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Deposit Facility Rate (Dec)
ECB Interest Rate Decision
Inflation Rate (Nov)
Continuing Jobless Claims
Core Inflation Rate (Nov)
CPI (Nov)
CPI (Oct)
CPI s.a (Nov)
Current Account (Q3)
Initial Jobless Claims
Jobless Claims 4-Week Average
Philadelphia Fed Manufacturing Index (Dec)
Philly Fed Business Conditions (Dec)
Philly Fed CAPEX Index (Dec)
Philly Fed Employment (Dec)
Philly Fed New Orders (Dec)
Philly Fed Prices Paid (Dec)
Real Earnings (Nov)
Real Earnings (Oct)
ECB Press Conference
CB Employment Trends Index (Oct)
Leading Index (Sep)
EIA Natural Gas Stocks Change
Kansas Fed Manufacturing Index (Dec)
Kansas Fed Composite Index (Dec)
CPI (Oct)
8-Week Bill Auction
4-Week Bill Auction
30-Year Mortgage Rate
15-Year Mortgage Rate
5-Year TIPS Auction
Net Long-Term TIC Flows (Oct)
Overall Net Capital Flows (Oct)
Foreign Bond Investment (Oct)
Fed Balance Sheet
Consumer Confidence (Dec)
Current Account (Oct)
Current Account s.a (Oct)
Core PCE Price Index (Nov)
Core PCE Price Index (Oct)
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Corporate Profits (Q3)
PCE Price Index (Nov)
PCE Price Index (Oct)
Personal Income (Nov)
Personal Income (Oct)
Personal Spending (Nov)
Personal Spending (Oct)
Consumer Confidence (Dec)
Michigan Consumer Sentiment (Dec)
Michigan Consumer Expectations (Dec)
Michigan 5 Year Inflation Expectations (Dec)
Michigan Inflation Expectations (Dec)
Inflation Expectations (Dec)
Existing Home Sales
Existing Home Sales (Nov)
Michigan Current Conditions (Dec)
Atlanta Fed GDPNow (Q4)
Baker Hughes Oil Rig Count
