AMT Optionskette American Tower 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 ±7.8% (169.31–197.81) · ATM IV 32.9% · P/C Open Interest 0.47
| 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 | |
| 81.60 | 85.90 | 0.99 | 0.0004 | -0.002 | 100 | 0 | 2.15 | 128.5% | -0.01 | 0.0004 | -0.013 | |||||
| 76.70 | 80.80 | 0.99 | 0.0004 | -0.004 | 105 | 0 | 2.15 | 119.7% | -0.01 | 0.0004 | -0.013 | |||||
| 71.80 | 75.90 | 0.99 | 0.0005 | -0.005 | 110 | 0 | 2.15 | 111.2% | -0.01 | 0.0005 | -0.014 | |||||
| 66.90 | 70.90 | 0.99 | 0.0006 | -0.006 | 115 | 0 | 2.15 | 103.0% | -0.01 | 0.0006 | -0.015 | |||||
| 62.10 | 65.40 | 0.99 | 0.0008 | -0.007 | 120 | 0 | 2.15 | 95.2% | -0.01 | 0.0008 | -0.015 | |||||
| 56.70 | 60.90 | 0.99 | 0.0010 | -0.009 | 125 | 0 | 2.15 | 50 | 87.6% | -0.01 | 0.0010 | -0.016 | ||||
| 52.10 | 56.00 | 0.99 | 0.0012 | -0.010 | 130 | 0 | 2.15 | 80.3% | -0.01 | 0.0012 | -0.017 | |||||
| 47.10 | 51.00 | 1 | 0.98 | 0.0015 | -0.012 | 135 | 0 | 0.9500 | 11 | 61.7% | -0.02 | 0.0015 | -0.018 | |||
| 42.40 | 45.80 | 0.98 | 0.0019 | -0.013 | 140 | 0 | 0.9500 | 328 | 55.6% | -0.02 | 0.0019 | -0.019 | ||||
| 37.20 | 40.90 | 0.98 | 0.0024 | -0.015 | 145 | 0 | 1.20 | 2 | 129 | 52.1% | -0.02 | 0.0025 | -0.020 | |||
| 33.60 | 35.40 | 10 | 18 | 40.6% | 0.97 | 0.0033 | -0.018 | 150 | 0.1000 | 0.6000 | 2 | 619 | 41.2% | -0.03 | 0.0033 | -0.022 |
| 28.50 | 31.20 | 4 | 40.9% | 0.96 | 0.0047 | -0.022 | 155 | 0.1000 | 1.10 | 8 | 572 | 40.1% | -0.04 | 0.0047 | -0.026 | |
| 23.80 | 26.40 | 7 | 37.7% | 0.94 | 0.0072 | -0.032 | 160 | 0.2500 | 0.8000 | 356 | 304 | 34.2% | -0.07 | 0.0072 | -0.035 | |
| 19.30 | 20.80 | 1 | 33 | 30.7% | 0.89 | 0.0109 | -0.049 | 165 | 0.7500 | 1.40 | 14 | 318 | 33.3% | -0.11 | 0.0110 | -0.051 |
| 15.20 | 17.00 | 2 | 860 | 32.6% | 0.82 | 0.0154 | -0.070 | 170 | 1.30 | 1.80 | 319 | 650 | 30.4% | -0.18 | 0.0155 | -0.072 |
| 11.10 | 13.40 | 46 | 277 | 31.7% | 0.73 | 0.0194 | -0.090 | 175 | 2.80 | 3.40 | 94 | 194 | 32.3% | -0.28 | 0.0197 | -0.092 |
| 8.30 | 10.10 | 1 | 464 | 32.4% | 0.62 | 0.0225 | -0.103 | 180 | 4.40 | 6.40 | 41 | 124 | 34.6% | -0.39 | 0.0228 | -0.105 |
| 6.00 | 8.10 | 120 | 3,423 | 34.0% | 0.50 | 0.0238 | -0.107 | 185 | 6.70 | 7.70 | 38 | 182 | 31.7% | -0.50 | 0.0243 | -0.109 |
| 3.90 | 5.10 | 158 | 782 | 32.1% | 0.39 | 0.0230 | -0.102 | 190 | 8.90 | 11.60 | 3 | 32.1% | -0.62 | 0.0236 | -0.104 | |
| 2.30 | 2.90 | 48 | 223 | 30.6% | 0.28 | 0.0205 | -0.088 | 195 | 12.80 | 14.20 | 2 | 5 | 30.6% | -0.73 | 0.0213 | -0.090 |
| 1.40 | 1.60 | 388 | 1,084 | 29.4% | 0.19 | 0.0168 | -0.069 | 200 | 16.30 | 19.00 | 31.6% | -0.83 | 0.0178 | -0.071 | ||
| 0.1000 | 0.7000 | 15 | 246 | 28.4% | 0.08 | 0.0088 | -0.037 | 210 | 24.90 | 28.00 | 27.4% | -0.95 | 0.0103 | -0.040 | ||
| 0.0500 | 1.00 | 1 | 20 | 38.1% | 0.04 | 0.0048 | -0.025 | 220 | 34.80 | 38.10 | 34.8% | -0.99 | 0.0048 | -0.027 | ||
| 0 | 0.2000 | 50 | 34.6% | 0.03 | 0.0030 | -0.019 | 230 | 44.80 | 48.20 | 43.9% | -1.00 | 0.0012 | -0.022 | |||
| 0 | 0.3000 | 7 | 42.5% | 0.02 | 0.0020 | -0.016 | 240 | 54.60 | 58.40 | 50.5% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.3000 | 47.9% | 0.01 | 0.0014 | -0.013 | 250 | 64.50 | 68.50 | 56.8% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 1.35 | 1 | 67.2% | 0.01 | 0.0011 | -0.012 | 260 | 74.60 | 77.90 | -1.00 | 0.0000 | -0.022 | ||||
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.