AEP Optionskette American Electric Power Company, Inc.
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 ±5.3% (118.52–131.82) · ATM IV 21.9% · P/C Open Interest 0.56
| 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 | |
| 43.50 | 47.40 | 1 | 77.8% | 0.99 | 0.0014 | -0.011 | 80 | 0 | 0.6500 | 5 | 82.0% | -0.02 | 0.0018 | -0.021 | ||
| 38.50 | 42.40 | 67.6% | 0.98 | 0.0017 | -0.011 | 85 | 0 | 0.6500 | 72.3% | -0.02 | 0.0022 | -0.021 | ||||
| 33.40 | 37.40 | 53.3% | 0.98 | 0.0023 | -0.012 | 90 | 0 | 0.6500 | 22 | 63.0% | -0.03 | 0.0029 | -0.022 | |||
| 28.50 | 32.60 | 10 | 54.4% | 0.98 | 0.0031 | -0.013 | 95 | 0 | 0.7000 | 1 | 54.9% | -0.03 | 0.0039 | -0.022 | ||
| 23.60 | 27.50 | 2 | 45.3% | 0.97 | 0.0044 | -0.015 | 100 | 0 | 0.8000 | 70 | 47.5% | -0.04 | 0.0055 | -0.023 | ||
| 20.20 | 22.20 | 5 | 51.3% | 0.96 | 0.0066 | -0.017 | 105 | 0 | 0.7500 | 104 | 38.3% | -0.06 | 0.0082 | -0.024 | ||
| 15.40 | 17.20 | 18 | 42.5% | 0.94 | 0.0110 | -0.020 | 110 | 0.1500 | 0.6000 | 1 | 432 | 29.9% | -0.08 | 0.0132 | -0.026 | |
| 10.60 | 12.30 | 32 | 33.7% | 0.90 | 0.0209 | -0.027 | 115 | 0.5500 | 0.7500 | 4 | 584 | 25.2% | -0.14 | 0.0234 | -0.032 | |
| 6.30 | 7.00 | 3 | 677 | 24.4% | 0.77 | 0.0400 | -0.043 | 120 | 1.40 | 1.55 | 8 | 1,063 | 22.6% | -0.28 | 0.0402 | -0.044 |
| 3.10 | 3.40 | 18 | 1,555 | 22.1% | 0.53 | 0.0540 | -0.053 | 125 | 3.30 | 3.50 | 15 | 2,152 | 21.6% | -0.51 | 0.0510 | -0.049 |
| 1.15 | 1.30 | 37 | 3,704 | 21.0% | 0.28 | 0.0450 | -0.042 | 130 | 6.50 | 6.80 | 1 | 57 | 21.5% | -0.75 | 0.0420 | -0.039 |
| 0.3500 | 0.6000 | 20 | 899 | 22.1% | 0.12 | 0.0253 | -0.025 | 135 | 9.50 | 11.10 | 17 | -0.89 | 0.0237 | -0.022 | ||
| 0.0500 | 0.4500 | 729 | 25.0% | 0.06 | 0.0132 | -0.016 | 140 | 13.50 | 16.00 | 2 | -0.95 | 0.0123 | -0.013 | |||
| 0.0500 | 0.2000 | 1 | 101 | 27.1% | 0.04 | 0.0083 | -0.013 | 145 | 18.90 | 20.80 | 1 | -0.96 | 0.0077 | -0.010 | ||
| 0 | 0.7500 | 226 | 39.1% | 0.03 | 0.0058 | -0.012 | 150 | 24.20 | 26.30 | -0.97 | 0.0054 | -0.008 | ||||
| 0 | 0.6500 | 56 | 43.2% | 0.02 | 0.0043 | -0.011 | 155 | 28.40 | 32.30 | -0.98 | 0.0040 | -0.007 | ||||
| 0 | 0.2000 | 32 | 39.6% | 0.02 | 0.0033 | -0.010 | 160 | 33.40 | 37.40 | -0.98 | 0.0030 | -0.005 | ||||
| 0 | 0.6500 | 13 | 52.7% | 0.02 | 0.0026 | -0.009 | 165 | 38.10 | 42.40 | -0.99 | 0.0024 | -0.004 | ||||
| 0 | 0.1000 | 1 | 43.5% | 0.01 | 0.0020 | -0.009 | 170 | 43.10 | 47.40 | -0.99 | 0.0019 | -0.003 | ||||
| 0 | 0.6000 | 60.5% | 0.01 | 0.0017 | -0.008 | 175 | 48.10 | 52.40 | -0.99 | 0.0015 | -0.001 | |||||
| 0 | 0.6000 | 64.5% | 0.01 | 0.0014 | -0.007 | 180 | 53.30 | 57.30 | -0.99 | 0.0013 | 0.000 | |||||
| 0 | 0.6000 | 1 | 68.4% | 0.01 | 0.0012 | -0.006 | 185 | 58.30 | 62.20 | -0.99 | 0.0010 | 0.000 | ||||
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 — Nov 20, 2026
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.