אופציות למתחילים

קריאת טבלת האופציות בעיתון

מידי יום מתפרסמים בעיתון 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
קריאת טבלת האופציות בעיתון565קריאת טבלת האופציות בעיתון