BAC Optionskette Bank of America 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 ±11.8% (44.45–56.39) · ATM IV 25.4% · P/C Open Interest 1.54
| 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 | |
| 15.00 | 17.30 | 10 | 13 | 47.9% | 0.97 | 0.0065 | -0.001 | 35 | 0.0500 | 0.1900 | 2 | 1,685 | 35.7% | -0.03 | 0.0066 | -0.003 |
| 12.60 | 15.30 | 46.3% | 0.95 | 0.0102 | -0.002 | 37.5 | 0.1200 | 0.2600 | 3 | 60 | 32.9% | -0.05 | 0.0104 | -0.004 | ||
| 9.70 | 12.35 | 19 | 29.3% | 0.92 | 0.0160 | -0.004 | 40 | 0.2300 | 0.3900 | 8 | 649 | 30.4% | -0.08 | 0.0164 | -0.005 | |
| 7.30 | 9.80 | 3 | 1 | 23.0% | 0.88 | 0.0243 | -0.006 | 42.5 | 0.5400 | 0.6100 | 171 | 111 | 29.2% | -0.13 | 0.0249 | -0.007 |
| 5.55 | 7.50 | 8 | 55 | 24.1% | 0.80 | 0.0345 | -0.008 | 45 | 0.9500 | 1.03 | 81 | 1,335 | 27.9% | -0.20 | 0.0357 | -0.009 |
| 4.70 | 5.20 | 1 | 30 | 26.4% | 0.70 | 0.0450 | -0.010 | 47.5 | 1.42 | 1.69 | 95 | 280 | 25.9% | -0.31 | 0.0471 | -0.011 |
| 3.30 | 3.50 | 85 | 397 | 25.4% | 0.58 | 0.0531 | -0.011 | 50 | 2.52 | 2.62 | 615 | 8,746 | 25.5% | -0.44 | 0.0562 | -0.012 |
| 2.10 | 2.19 | 267 | 954 | 24.2% | 0.44 | 0.0557 | -0.011 | 52.5 | 3.80 | 3.95 | 8 | 2,618 | 24.7% | -0.58 | 0.0596 | -0.012 |
| 1.26 | 1.32 | 473 | 1,127 | 23.7% | 0.31 | 0.0514 | -0.010 | 55 | 4.85 | 6.95 | 5,194 | 27.7% | -0.72 | 0.0545 | -0.010 | |
| 0.6900 | 0.7600 | 60 | 1,325 | 23.3% | 0.21 | 0.0419 | -0.008 | 57.5 | 6.80 | 9.25 | 3,513 | 29.8% | -0.84 | 0.0424 | -0.007 | |
| 0.2600 | 0.4300 | 36 | 9,983 | 22.3% | 0.13 | 0.0307 | -0.006 | 60 | 9.45 | 10.45 | 3 | 7,853 | 27.2% | -0.92 | 0.0296 | -0.004 |
| 0.2000 | 0.2200 | 94 | 1,453 | 23.2% | 0.08 | 0.0209 | -0.004 | 62.5 | 11.20 | 13.80 | 761 | 32.5% | -0.98 | 0.0307 | -0.005 | |
| 0.0900 | 0.1600 | 115 | 5,158 | 23.9% | 0.05 | 0.0140 | -0.003 | 65 | 13.30 | 15.95 | 4,408 | 26.6% | -1.00 | 0.0000 | -0.007 | |
| 0 | 0.0700 | 27 | 819 | 22.0% | 0.03 | 0.0095 | -0.002 | 67.5 | 15.85 | 18.40 | 1 | 30.0% | -1.00 | 0.0000 | -0.007 | |
| 0.0300 | 0.2900 | 704 | 30.9% | 0.02 | 0.0068 | -0.002 | 70 | 18.40 | 20.90 | 2 | 35.2% | -1.00 | 0.0000 | -0.007 | ||
| 0 | 0.3100 | 695 | 33.4% | 0.02 | 0.0051 | -0.001 | 72.5 | 20.85 | 24.15 | 47.8% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.3000 | 562 | 35.7% | 0.01 | 0.0039 | -0.001 | 75 | 23.35 | 25.90 | 39.5% | -1.00 | 0.0000 | -0.007 | |||
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.