AI Optionskette C3.ai, 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 ±10.0% (9.54–11.66) · ATM IV 61.4% · 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 | |
| 4.70 | 5.60 | 2 | 182.3% | 0.99 | 0.0095 | -0.001 | 5.5 | 0 | 0.0800 | 179.6% | -0.01 | 0.0095 | -0.003 | |||
| 4.15 | 5.05 | 0.98 | 0.0129 | -0.001 | 6 | 0 | 0.0800 | 158.6% | -0.02 | 0.0129 | -0.004 | |||||
| 3.70 | 4.55 | 2 | 119.3% | 0.98 | 0.0177 | -0.002 | 6.5 | 0 | 0.0800 | 2 | 139.2% | -0.02 | 0.0177 | -0.004 | ||
| 2.57 | 4.15 | 1 | 0.97 | 0.0247 | -0.003 | 7 | 0 | 0.0800 | 2 | 121.0% | -0.03 | 0.0247 | -0.004 | |||
| 2.86 | 3.25 | 11 | 371 | 0.97 | 0.0353 | -0.004 | 7.5 | 0 | 0.0300 | 18 | 2,042 | 87.0% | -0.03 | 0.0354 | -0.005 | |
| 1.65 | 3.10 | 33 | 0.95 | 0.0524 | -0.005 | 8 | 0 | 0.0900 | 124 | 89.9% | -0.05 | 0.0525 | -0.006 | |||
| 1.11 | 2.67 | 30 | 0.93 | 0.0809 | -0.006 | 8.5 | 0.0100 | 0.1100 | 211 | 79.4% | -0.07 | 0.0811 | -0.008 | |||
| 1.63 | 1.80 | 6 | 98 | 73.7% | 0.88 | 0.1257 | -0.009 | 9 | 0.0300 | 0.1400 | 4 | 208 | 69.8% | -0.12 | 0.1260 | -0.010 |
| 1.01 | 1.58 | 49 | 70.2% | 0.80 | 0.1849 | -0.013 | 9.5 | 0.1000 | 0.2600 | 107 | 70.0% | -0.20 | 0.1856 | -0.013 | ||
| 0.8900 | 0.9900 | 160 | 6,622 | 69.3% | 0.69 | 0.2438 | -0.016 | 10 | 0.2500 | 0.3400 | 57 | 8,548 | 65.3% | -0.31 | 0.2448 | -0.017 |
| 0.5000 | 0.7000 | 4 | 243 | 62.8% | 0.56 | 0.2798 | -0.018 | 10.5 | 0.3800 | 0.5400 | 10 | 273 | 59.9% | -0.44 | 0.2812 | -0.018 |
| 0.3500 | 0.4400 | 182 | 1,955 | 64.3% | 0.42 | 0.2783 | -0.018 | 11 | 0.6500 | 0.8500 | 25 | 60.8% | -0.58 | 0.2800 | -0.018 | |
| 0.2100 | 0.3600 | 1 | 143 | 70.1% | 0.30 | 0.2439 | -0.016 | 11.5 | 0.8900 | 1.29 | 3 | 59.3% | -0.70 | 0.2459 | -0.016 | |
| 0.1400 | 0.2000 | 22 | 775 | 69.2% | 0.21 | 0.1952 | -0.014 | 12 | 1.29 | 1.69 | 42 | 57.7% | -0.80 | 0.1973 | -0.013 | |
| 0.0700 | 0.1400 | 175 | 6,647 | 70.3% | 0.15 | 0.1494 | -0.011 | 12.5 | 1.79 | 2.09 | 26 | 562 | 57.6% | -0.86 | 0.1512 | -0.011 |
| 0.0500 | 0.0800 | 16 | 43 | 71.6% | 0.11 | 0.1135 | -0.010 | 13 | 2.00 | 2.91 | 72.1% | -0.90 | 0.1150 | -0.009 | ||
| 0.0200 | 0.1200 | 1 | 34 | 82.6% | 0.08 | 0.0874 | -0.008 | 13.5 | 2.46 | 3.35 | 1 | 3 | 55.3% | -0.92 | 0.0886 | -0.007 |
| 0.0300 | 0.0600 | 22 | 141 | 83.3% | 0.06 | 0.0686 | -0.007 | 14 | 2.94 | 4.45 | 140.7% | -0.94 | 0.0700 | -0.005 | ||
| 0 | 0.1100 | 3 | 95.1% | 0.05 | 0.0549 | -0.006 | 14.5 | 3.40 | 4.35 | -0.95 | 0.0576 | -0.004 | ||||
| 0.0200 | 0.0900 | 41 | 3,417 | 102.9% | 0.04 | 0.0448 | -0.006 | 15 | 4.05 | 4.75 | 135 | -0.96 | 0.0484 | -0.004 | ||
| 0 | 0.1100 | 110.3% | 0.04 | 0.0371 | -0.005 | 15.5 | 4.40 | 5.30 | -0.97 | 0.0414 | -0.003 | |||||
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 — Sep 18, 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.