ALL Optionskette The Allstate Corporation
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 ±7.1% (232.21–267.61) · ATM IV 30.4% · P/C Open Interest 2.08
| 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 | |
| 88.50 | 92.50 | 74.3% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 2.15 | 92.7% | -0.00 | 0.0001 | -0.001 | ||||
| 83.50 | 87.30 | 64.7% | 1.00 | 0.0001 | 0.000 | 165 | 0 | 2.15 | 87.3% | -0.00 | 0.0001 | -0.002 | ||||
| 78.60 | 82.50 | 65.6% | 1.00 | 0.0002 | 0.000 | 170 | 0 | 2.15 | 9 | 82.0% | -0.00 | 0.0002 | -0.003 | |||
| 73.50 | 77.60 | 60.6% | 1.00 | 0.0002 | 0.000 | 175 | 0 | 2.15 | 4 | 76.9% | -0.00 | 0.0002 | -0.004 | |||
| 68.60 | 72.30 | 52.0% | 0.99 | 0.0004 | 0.000 | 180 | 0 | 2.20 | 5 | 72.2% | -0.00 | 0.0004 | -0.006 | |||
| 63.60 | 67.60 | 52.6% | 0.99 | 0.0006 | 0.000 | 185 | 0 | 2.20 | 63 | 67.3% | -0.01 | 0.0006 | -0.008 | |||
| 58.70 | 62.30 | 1 | 44.8% | 0.99 | 0.0008 | -0.004 | 190 | 0 | 2.25 | 87 | 62.7% | -0.01 | 0.0008 | -0.011 | ||
| 53.70 | 56.50 | 2 | 0.98 | 0.0012 | -0.009 | 195 | 0 | 2.30 | 128 | 58.2% | -0.01 | 0.0012 | -0.016 | |||
| 48.80 | 51.40 | 12 | 0.98 | 0.0018 | -0.016 | 200 | 0 | 0.5500 | 13 | 223 | 40.3% | -0.02 | 0.0018 | -0.022 | ||
| 39.20 | 41.80 | 7 | 27.5% | 0.95 | 0.0035 | -0.035 | 210 | 0.3500 | 0.8500 | 5 | 2,028 | 38.1% | -0.05 | 0.0035 | -0.040 | |
| 29.80 | 33.00 | 31 | 33.3% | 0.91 | 0.0065 | -0.063 | 220 | 0.7500 | 1.30 | 3 | 390 | 34.0% | -0.09 | 0.0065 | -0.067 | |
| 21.50 | 24.00 | 7 | 562 | 32.5% | 0.82 | 0.0106 | -0.097 | 230 | 1.80 | 2.65 | 1,285 | 1,678 | 32.3% | -0.18 | 0.0107 | -0.100 |
| 14.20 | 16.10 | 36 | 635 | 31.3% | 0.69 | 0.0151 | -0.129 | 240 | 4.50 | 5.10 | 1,281 | 518 | 32.0% | -0.31 | 0.0152 | -0.131 |
| 9.20 | 10.00 | 36 | 440 | 32.1% | 0.53 | 0.0177 | -0.143 | 250 | 6.70 | 9.50 | 20 | 92 | 28.7% | -0.47 | 0.0179 | -0.144 |
| 4.70 | 5.40 | 42 | 397 | 30.3% | 0.35 | 0.0169 | -0.131 | 260 | 13.20 | 15.10 | 2 | 28.9% | -0.65 | 0.0173 | -0.132 | |
| 2.05 | 2.65 | 156 | 383 | 29.4% | 0.21 | 0.0132 | -0.099 | 270 | 21.40 | 23.80 | 32.8% | -0.80 | 0.0136 | -0.101 | ||
| 1.00 | 1.35 | 177 | 19 | 30.4% | 0.11 | 0.0086 | -0.065 | 280 | 29.30 | 32.50 | 31.3% | -0.90 | 0.0092 | -0.066 | ||
| 0.1000 | 0.9000 | 18 | 30.5% | 0.05 | 0.0050 | -0.038 | 290 | 39.40 | 42.20 | 37.3% | -0.97 | 0.0058 | -0.040 | |||
| 0 | 2.25 | 1 | 42.7% | 0.03 | 0.0026 | -0.021 | 300 | 48.30 | 52.10 | 35.5% | -1.00 | 0.0020 | -0.020 | |||
| 0 | 2.20 | 5 | 48.2% | 0.01 | 0.0014 | -0.011 | 310 | 58.40 | 62.10 | 41.7% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 2.15 | 53.3% | 0.01 | 0.0007 | -0.006 | 320 | 68.70 | 72.10 | 49.6% | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 1.15 | 51.8% | 0.00 | 0.0003 | -0.003 | 330 | 78.10 | 82.10 | 45.3% | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 2.15 | 63.1% | 0.00 | 0.0002 | -0.002 | 340 | 88.20 | 92.10 | 53.0% | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 2.15 | 67.7% | 0.00 | 0.0001 | -0.001 | 350 | 98.30 | 101.70 | -1.00 | 0.0000 | -0.020 | |||||
| 0 | 2.15 | 72.1% | 0.00 | 0.0000 | -0.001 | 360 | 108.30 | 112.10 | 63.2% | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 2.15 | 76.3% | 0.00 | 0.0000 | -0.000 | 370 | 118.40 | 122.10 | 68.8% | -1.00 | 0.0000 | -0.020 | ||||
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.