BABA Optionskette Alibaba Group Holding Limited
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 ±18.9% (88.47–129.62) · ATM IV 40.7% · P/C Open Interest 0.53
| 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 | |
| 53.10 | 55.65 | 0.99 | 0.0006 | 0.000 | 55 | 0 | 0.2200 | 54.6% | -0.01 | 0.0006 | -0.003 | |||||
| 48.25 | 50.70 | 0.99 | 0.0010 | 0.000 | 60 | 0.0200 | 0.2700 | 1 | 50.4% | -0.01 | 0.0010 | -0.004 | ||||
| 43.40 | 46.05 | 0.98 | 0.0015 | 0.000 | 65 | 0.1300 | 0.3700 | 387 | 48.4% | -0.02 | 0.0015 | -0.005 | ||||
| 38.70 | 41.00 | 0.97 | 0.0023 | -0.002 | 70 | 0.2900 | 0.3600 | 3 | 169 | 44.5% | -0.03 | 0.0024 | -0.007 | |||
| 34.05 | 36.30 | 1 | 0.95 | 0.0036 | -0.006 | 75 | 0.5300 | 0.6100 | 9 | 1,021 | 43.3% | -0.05 | 0.0036 | -0.011 | ||
| 29.55 | 31.80 | 40 | 32.8% | 0.93 | 0.0052 | -0.011 | 80 | 0.9400 | 1.08 | 14 | 325 | 42.8% | -0.07 | 0.0053 | -0.015 | |
| 26.80 | 27.55 | 11 | 43.0% | 0.89 | 0.0072 | -0.017 | 85 | 1.48 | 1.66 | 8 | 234 | 41.6% | -0.11 | 0.0073 | -0.021 | |
| 22.65 | 23.50 | 48 | 41.8% | 0.84 | 0.0094 | -0.023 | 90 | 2.35 | 2.57 | 9 | 1,428 | 41.0% | -0.16 | 0.0096 | -0.026 | |
| 19.00 | 19.55 | 13 | 40.8% | 0.78 | 0.0114 | -0.029 | 95 | 3.65 | 3.85 | 1 | 379 | 41.0% | -0.23 | 0.0117 | -0.032 | |
| 15.85 | 16.30 | 1 | 152 | 41.1% | 0.71 | 0.0132 | -0.034 | 100 | 5.25 | 5.50 | 2 | 736 | 40.7% | -0.30 | 0.0136 | -0.037 |
| 12.75 | 13.25 | 1 | 1,121 | 40.3% | 0.64 | 0.0145 | -0.038 | 105 | 7.35 | 7.60 | 928 | 40.8% | -0.37 | 0.0150 | -0.040 | |
| 10.40 | 10.80 | 15 | 725 | 40.6% | 0.56 | 0.0152 | -0.041 | 110 | 9.85 | 10.10 | 32 | 320 | 40.8% | -0.45 | 0.0158 | -0.042 |
| 8.50 | 8.80 | 120 | 938 | 41.3% | 0.49 | 0.0153 | -0.041 | 115 | 12.85 | 13.05 | 3 | 447 | 41.3% | -0.53 | 0.0160 | -0.043 |
| 6.85 | 7.10 | 254 | 540 | 41.6% | 0.42 | 0.0149 | -0.041 | 120 | 16.15 | 16.40 | 976 | 41.6% | -0.60 | 0.0157 | -0.042 | |
| 5.55 | 5.70 | 146 | 576 | 42.1% | 0.36 | 0.0140 | -0.040 | 125 | 19.60 | 20.25 | 138 | 42.0% | -0.67 | 0.0151 | -0.041 | |
| 4.35 | 4.60 | 81 | 809 | 42.3% | 0.30 | 0.0130 | -0.037 | 130 | 23.50 | 24.10 | 542 | 42.2% | -0.73 | 0.0141 | -0.038 | |
| 3.45 | 3.70 | 245 | 3,723 | 42.7% | 0.25 | 0.0118 | -0.035 | 135 | 27.65 | 28.15 | 44 | 42.3% | -0.78 | 0.0131 | -0.035 | |
| 2.76 | 2.94 | 118 | 2,253 | 43.0% | 0.21 | 0.0106 | -0.032 | 140 | 32.05 | 32.80 | 35 | 43.8% | -0.82 | 0.0120 | -0.032 | |
| 2.20 | 2.36 | 2 | 597 | 43.5% | 0.18 | 0.0094 | -0.029 | 145 | 36.70 | 37.20 | 22 | 44.4% | -0.86 | 0.0109 | -0.029 | |
| 1.78 | 1.92 | 33 | 763 | 44.1% | 0.15 | 0.0082 | -0.025 | 150 | 41.35 | 41.85 | 30 | 45.1% | -0.90 | 0.0100 | -0.026 | |
| 1.43 | 1.58 | 20 | 475 | 44.6% | 0.12 | 0.0072 | -0.023 | 155 | 45.65 | 47.40 | 4 | 47.7% | -0.93 | 0.0091 | -0.022 | |
| 1.16 | 1.27 | 92 | 615 | 45.1% | 0.10 | 0.0062 | -0.020 | 160 | 50.65 | 52.10 | 1 | 23 | 49.2% | -0.95 | 0.0082 | -0.021 |
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 — Feb 19, 2027
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.