BITO Optionskette ProShares Bitcoin ETF
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 ±5.7% (10.26–11.51) · ATM IV 36.1% · P/C Open Interest 0.10
| 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 | |
| 4.00 | 7.00 | 243.2% | 0.98 | 0.0120 | -0.006 | 5.5 | 0 | 0.7500 | 334.0% | -0.02 | 0.0116 | -0.006 | ||||
| 3.65 | 6.20 | 175.5% | 0.98 | 0.0152 | -0.006 | 6 | 0 | 0.7500 | 299.9% | -0.02 | 0.0147 | -0.006 | ||||
| 3.65 | 6.00 | 286.9% | 0.98 | 0.0194 | -0.006 | 6.5 | 0 | 0.7500 | 268.6% | -0.02 | 0.0188 | -0.006 | ||||
| 3.20 | 4.60 | 116.1% | 0.97 | 0.0251 | -0.006 | 7 | 0 | 0.7500 | 239.4% | -0.03 | 0.0244 | -0.006 | ||||
| 2.62 | 4.15 | 0.97 | 0.0332 | -0.006 | 7.5 | 0 | 0.7500 | 212.1% | -0.03 | 0.0324 | -0.006 | |||||
| 2.62 | 3.40 | 3 | 1 | 130.4% | 0.96 | 0.0450 | -0.006 | 8 | 0 | 0.1500 | 14 | 112.2% | -0.04 | 0.0439 | -0.006 | |
| 2.10 | 2.65 | 3 | 3 | 0.95 | 0.0630 | -0.007 | 8.5 | 0 | 0.6500 | 3 | 152.0% | -0.05 | 0.0616 | -0.006 | ||
| 1.70 | 2.12 | 1 | 12 | 61.7% | 0.93 | 0.0925 | -0.007 | 9 | 0 | 0.1900 | 34 | 82.6% | -0.07 | 0.0908 | -0.007 | |
| 1.16 | 1.62 | 1 | 6 | 36.4% | 0.91 | 0.1461 | -0.007 | 9.5 | 0.0100 | 0.0500 | 9 | 44 | 47.3% | -0.10 | 0.1439 | -0.007 |
| 0.7000 | 1.12 | 1 | 13 | 32.7% | 0.85 | 0.2554 | -0.008 | 10 | 0.0500 | 0.1200 | 13 | 150 | 45.3% | -0.15 | 0.2526 | -0.008 |
| 0.4400 | 0.6200 | 10 | 84 | 36.3% | 0.71 | 0.4539 | -0.009 | 10.5 | 0.0300 | 0.2000 | 8 | 78 | 31.4% | -0.29 | 0.4510 | -0.009 |
| 0.2000 | 0.2700 | 3 | 3,108 | 34.1% | 0.45 | 0.5498 | -0.010 | 11 | 0.3000 | 0.4800 | 2 | 277 | 38.1% | -0.55 | 0.5474 | -0.010 |
| 0.0600 | 0.0900 | 122 | 215 | 32.5% | 0.21 | 0.4020 | -0.007 | 11.5 | 0.5700 | 0.9700 | 31 | 1 | 43.8% | -0.79 | 0.4005 | -0.007 |
| 0 | 0.0300 | 75 | 573 | 34.4% | 0.08 | 0.1973 | -0.004 | 12 | 0.8800 | 1.39 | 1 | 5 | 30.9% | -0.92 | 0.1967 | -0.004 |
| 0 | 0.0200 | 237 | 37.8% | 0.04 | 0.1009 | -0.002 | 12.5 | 0.4300 | 3.35 | 92.9% | -0.96 | 0.1007 | -0.002 | |||
| 0 | 0.1000 | 78 | 63.4% | 0.03 | 0.0672 | -0.002 | 13 | 1.82 | 3.45 | 141.7% | -0.97 | 0.0673 | -0.002 | |||
| 0 | 0.0800 | 20 | 54.3% | 0.02 | 0.0494 | -0.002 | 13.5 | 2.02 | 3.20 | -0.97 | 0.0498 | -0.002 | ||||
| 0 | 0.0100 | 1,774 | 56.2% | 0.02 | 0.0383 | -0.002 | 14 | 1.78 | 4.35 | -0.98 | 0.0390 | -0.002 | ||||
| 0 | 0.0200 | 2 | 69.0% | 0.02 | 0.0307 | -0.002 | 14.5 | 2.75 | 4.35 | -0.98 | 0.0316 | -0.002 | ||||
| 0 | 0.0200 | 21 | 75.7% | 0.02 | 0.0253 | -0.002 | 15 | 2.28 | 6.00 | 86.8% | -0.98 | 0.0262 | -0.002 | |||
| 0 | 0.0900 | 87.0% | 0.01 | 0.0213 | -0.002 | 15.5 | 3.90 | 5.10 | -0.98 | 0.0222 | -0.002 | |||||
| 0 | 0.7500 | 189.7% | 0.01 | 0.0182 | -0.002 | 16 | 4.40 | 5.60 | 1 | -0.99 | 0.0191 | -0.002 | ||||
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 — Oct 30, 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.