ABBV Optionskette AbbVie Inc.
Cboe delayed options data · Stand 18:33 UTC
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±14.4% (248.06–331.45) · ATM IV 28.2% · P/C Open Interest 1.46
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 145.00 | 148.40 | 1 | 56.8% | 0.99 | 0.0002 | 0.000 | 145 | 0 | 0.3700 | 4 | 46.7% | -0.01 | 0.0002 | -0.005 | ||
| 140.15 | 143.50 | 5 | 55.1% | 0.99 | 0.0002 | 0.000 | 150 | 0 | 0.4100 | 21 | 45.2% | -0.01 | 0.0003 | -0.006 | ||
| 135.15 | 138.55 | 7 | 52.3% | 0.99 | 0.0003 | 0.000 | 155 | 0 | 0.4600 | 31 | 43.9% | -0.01 | 0.0003 | -0.007 | ||
| 130.20 | 133.70 | 6 | 50.4% | 0.99 | 0.0003 | 0.000 | 160 | 0.0800 | 0.5100 | 80 | 43.3% | -0.01 | 0.0004 | -0.007 | ||
| 125.45 | 128.75 | 15 | 49.2% | 0.99 | 0.0004 | 0.000 | 165 | 0.1100 | 0.5700 | 121 | 42.1% | -0.01 | 0.0004 | -0.008 | ||
| 120.55 | 123.80 | 15 | 47.3% | 0.99 | 0.0004 | 0.000 | 170 | 0.1500 | 0.6600 | 252 | 41.2% | -0.01 | 0.0005 | -0.009 | ||
| 115.65 | 119.05 | 12 | 45.9% | 0.99 | 0.0005 | 0.000 | 175 | 0.2100 | 0.7600 | 232 | 40.3% | -0.02 | 0.0006 | -0.010 | ||
| 110.85 | 114.15 | 30 | 44.5% | 0.98 | 0.0006 | 0.000 | 180 | 0.2800 | 0.8800 | 845 | 39.5% | -0.02 | 0.0007 | -0.011 | ||
| 106.50 | 109.20 | 20 | 44.4% | 0.98 | 0.0007 | -0.001 | 185 | 0.3600 | 1.01 | 101 | 38.6% | -0.02 | 0.0008 | -0.013 | ||
| 101.55 | 104.35 | 18 | 42.4% | 0.97 | 0.0009 | -0.003 | 190 | 0.4700 | 1.05 | 5 | 210 | 37.4% | -0.03 | 0.0009 | -0.014 | |
| 97.05 | 99.55 | 58 | 41.9% | 0.97 | 0.0010 | -0.006 | 195 | 0.5900 | 1.30 | 558 | 36.9% | -0.03 | 0.0011 | -0.016 | ||
| 91.65 | 94.85 | 3 | 74 | 39.1% | 0.96 | 0.0012 | -0.008 | 200 | 0.8000 | 1.49 | 1,202 | 36.3% | -0.04 | 0.0012 | -0.018 | |
| 82.85 | 85.70 | 148 | 38.9% | 0.95 | 0.0017 | -0.014 | 210 | 1.27 | 1.62 | 13 | 1,282 | 34.0% | -0.05 | 0.0017 | -0.022 | |
| 73.75 | 76.35 | 171 | 36.8% | 0.93 | 0.0023 | -0.021 | 220 | 1.86 | 2.31 | 6 | 1,799 | 32.9% | -0.07 | 0.0023 | -0.028 | |
| 64.45 | 67.65 | 166 | 34.8% | 0.90 | 0.0030 | -0.028 | 230 | 2.77 | 3.65 | 1 | 1,844 | 32.5% | -0.10 | 0.0030 | -0.035 | |
| 56.15 | 58.60 | 1 | 1,118 | 33.2% | 0.86 | 0.0038 | -0.036 | 240 | 3.85 | 5.35 | 2,151 | 31.8% | -0.14 | 0.0039 | -0.042 | |
| 47.80 | 49.50 | 1 | 272 | 30.8% | 0.82 | 0.0047 | -0.044 | 250 | 5.55 | 6.55 | 1,094 | 30.3% | -0.18 | 0.0048 | -0.050 | |
| 40.65 | 42.85 | 1 | 653 | 31.2% | 0.77 | 0.0056 | -0.052 | 260 | 7.85 | 8.65 | 31 | 762 | 29.5% | -0.24 | 0.0057 | -0.057 |
| 33.25 | 35.55 | 11 | 537 | 29.8% | 0.70 | 0.0064 | -0.059 | 270 | 10.65 | 11.80 | 78 | 447 | 29.0% | -0.30 | 0.0066 | -0.063 |
| 26.65 | 28.85 | 5 | 1,844 | 28.6% | 0.63 | 0.0071 | -0.064 | 280 | 14.25 | 15.65 | 15 | 324 | 28.5% | -0.37 | 0.0073 | -0.067 |
| 21.15 | 23.40 | 7 | 932 | 28.2% | 0.56 | 0.0075 | -0.066 | 290 | 18.85 | 20.00 | 23 | 183 | 28.1% | -0.45 | 0.0078 | -0.069 |
| 17.55 | 18.70 | 37 | 876 | 28.6% | 0.49 | 0.0077 | -0.067 | 300 | 23.85 | 25.25 | 2 | 49 | 27.6% | -0.53 | 0.0080 | -0.068 |
| 13.70 | 14.35 | 13 | 463 | 28.1% | 0.41 | 0.0076 | -0.065 | 310 | 29.30 | 31.20 | 4 | 26.8% | -0.60 | 0.0079 | -0.065 | |
| 10.00 | 11.30 | 49 | 1,139 | 27.6% | 0.34 | 0.0072 | -0.061 | 320 | 35.85 | 38.40 | 1 | 26.6% | -0.68 | 0.0075 | -0.060 | |
| 7.40 | 8.70 | 95 | 443 | 27.4% | 0.28 | 0.0067 | -0.055 | 330 | 43.25 | 45.60 | 1 | 26.0% | -0.74 | 0.0071 | -0.054 | |
| 5.05 | 6.40 | 6 | 214 | 26.8% | 0.22 | 0.0060 | -0.049 | 340 | 51.60 | 54.15 | 26.4% | -0.81 | 0.0067 | -0.049 | ||
| 3.50 | 4.80 | 18 | 80 | 26.6% | 0.17 | 0.0052 | -0.042 | 350 | 59.65 | 62.75 | 25.3% | -0.86 | 0.0063 | -0.045 | ||
| 2.25 | 3.75 | 23 | 26.5% | 0.14 | 0.0044 | -0.035 | 360 | 68.80 | 72.05 | 24.7% | -0.92 | 0.0062 | -0.041 | |||
| 1.70 | 2.82 | 42 | 26.8% | 0.10 | 0.0036 | -0.029 | 370 | 78.30 | 81.50 | -0.97 | 0.0055 | -0.044 | ||||
| 0.9000 | 2.31 | 13 | 26.8% | 0.08 | 0.0029 | -0.023 | 380 | 88.10 | 91.55 | -0.99 | 0.0016 | -0.029 | ||||
| 0.5500 | 1.80 | 6 | 27.0% | 0.06 | 0.0024 | -0.019 | 390 | 98.05 | 101.45 | -1.00 | 0.0000 | -0.029 | ||||
| 0.5100 | 1.24 | 16 | 27.2% | 0.04 | 0.0019 | -0.015 | 400 | 108.05 | 111.25 | -1.00 | 0.0000 | -0.029 | ||||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Mar 19, 2027
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.
CallsPuts