ALLY Optionskette Ally Financial 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 ±9.9% (33.87–41.32) · ATM IV 30.3% · P/C Open Interest 3.31
| 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 | |
| 11.70 | 13.50 | 52.5% | 0.98 | 0.0072 | -0.003 | 25 | 0 | 0.1500 | 10 | 53.2% | -0.03 | 0.0079 | -0.005 | |||
| 7.10 | 8.30 | 39.2% | 0.93 | 0.0256 | -0.008 | 30 | 0.2000 | 0.3000 | 21 | 729 | 42.0% | -0.08 | 0.0239 | -0.008 | ||
| 3.10 | 3.60 | 4 | 31.2% | 0.72 | 0.0658 | -0.014 | 35 | 0.9000 | 1.10 | 1 | 506 | 34.4% | -0.29 | 0.0666 | -0.015 | |
| 2.55 | 3.10 | 44 | 33.3% | 0.65 | 0.0744 | -0.015 | 36 | 1.20 | 1.45 | 20 | 41 | 33.6% | -0.36 | 0.0759 | -0.016 | |
| 1.95 | 2.25 | 1 | 1 | 30.4% | 0.57 | 0.0809 | -0.016 | 37 | 1.35 | 1.85 | 12 | 250 | 30.6% | -0.44 | 0.0832 | -0.016 |
| 1.50 | 1.75 | 50 | 30.4% | 0.49 | 0.0844 | -0.015 | 38 | 1.80 | 2.40 | 111 | 30.2% | -0.52 | 0.0873 | -0.016 | ||
| 1.05 | 1.35 | 16 | 29.8% | 0.40 | 0.0838 | -0.015 | 39 | 2.35 | 3.10 | 131 | 30.4% | -0.61 | 0.0875 | -0.015 | ||
| 0.7500 | 1.00 | 93 | 29.6% | 0.32 | 0.0791 | -0.013 | 40 | 3.00 | 3.90 | 3,894 | 31.0% | -0.69 | 0.0833 | -0.014 | ||
| 0.5500 | 0.7000 | 3 | 223 | 29.5% | 0.25 | 0.0709 | -0.012 | 41 | 3.60 | 4.70 | 53 | 29.7% | -0.77 | 0.0751 | -0.012 | |
| 0.3500 | 0.5500 | 155 | 29.7% | 0.19 | 0.0609 | -0.010 | 42 | 4.40 | 5.60 | 56 | 30.2% | -0.83 | 0.0644 | -0.010 | ||
| 0.2000 | 0.5500 | 2 | 66 | 31.5% | 0.15 | 0.0505 | -0.008 | 43 | 5.40 | 6.50 | 4 | 32.5% | -0.88 | 0.0525 | -0.008 | |
| 0.0500 | 0.4000 | 57 | 30.2% | 0.11 | 0.0411 | -0.007 | 44 | 6.10 | 7.40 | 11 | 27.8% | -0.92 | 0.0412 | -0.006 | ||
| 0.0500 | 0.3000 | 293 | 31.2% | 0.09 | 0.0335 | -0.006 | 45 | 7.00 | 8.50 | 6 | 30.8% | -0.94 | 0.0323 | -0.005 | ||
| 0.0500 | 0.3500 | 1 | 428 | 35.0% | 0.07 | 0.0277 | -0.005 | 46 | 7.90 | 9.50 | 9 | 29.2% | -0.95 | 0.0256 | -0.004 | |
| 0 | 0.5000 | 16 | 39.8% | 0.06 | 0.0230 | -0.005 | 47 | 8.80 | 10.30 | 26 | -0.96 | 0.0203 | -0.003 | |||
| 0 | 0.5000 | 131 | 42.5% | 0.05 | 0.0193 | -0.004 | 48 | 9.80 | 11.70 | 39.0% | -0.97 | 0.0161 | -0.002 | |||
| 0 | 0.4500 | 33 | 44.0% | 0.04 | 0.0162 | -0.004 | 49 | 10.70 | 12.70 | 1 | 44.7% | -0.98 | 0.0127 | -0.002 | ||
| 0 | 0.4500 | 103 | 46.5% | 0.03 | 0.0136 | -0.004 | 50 | 11.70 | 13.70 | 1 | 47.3% | -0.98 | 0.0100 | -0.001 | ||
| 0 | 0.4000 | 38 | 56.4% | 0.01 | 0.0058 | -0.002 | 55 | 16.70 | 18.70 | 59.2% | -1.00 | 0.0028 | 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 — Dec 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.