BMY Optionskette Bristol-Myers Squibb Company
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 ±10.6% (60.52–74.88) · ATM IV 28.2% · P/C Open Interest 0.12
| 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 | |
| 30.60 | 34.70 | 1.00 | 0.0004 | 0.000 | 35 | 0 | 1.15 | 89.4% | -0.01 | 0.0009 | -0.002 | |||||
| 25.65 | 29.60 | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.7500 | 65.0% | -0.01 | 0.0016 | -0.002 | |||||
| 20.65 | 24.70 | 0.99 | 0.0018 | 0.000 | 45 | 0 | 0.3400 | 35 | 48.4% | -0.02 | 0.0029 | -0.003 | ||||
| 15.70 | 19.85 | 3 | 0.98 | 0.0048 | -0.002 | 50 | 0.0100 | 0.4300 | 1 | 36 | 39.5% | -0.03 | 0.0062 | -0.005 | ||
| 11.80 | 13.45 | 1 | 0.94 | 0.0138 | -0.008 | 55 | 0.1300 | 0.6400 | 1 | 359 | 33.1% | -0.08 | 0.0141 | -0.009 | ||
| 9.80 | 11.10 | 19 | 23.9% | 0.90 | 0.0210 | -0.012 | 57.5 | 0.3700 | 0.8200 | 6 | 46 | 31.2% | -0.12 | 0.0205 | -0.012 | |
| 7.70 | 8.80 | 37 | 25.1% | 0.83 | 0.0289 | -0.016 | 60 | 0.7700 | 1.34 | 18 | 354 | 31.2% | -0.18 | 0.0280 | -0.016 | |
| 6.30 | 6.80 | 10 | 276 | 28.1% | 0.75 | 0.0363 | -0.019 | 62.5 | 1.47 | 1.78 | 255 | 76 | 30.1% | -0.26 | 0.0357 | -0.019 |
| 4.80 | 5.30 | 25 | 1,114 | 29.3% | 0.64 | 0.0417 | -0.022 | 65 | 2.39 | 2.61 | 19 | 154 | 29.8% | -0.36 | 0.0420 | -0.022 |
| 3.30 | 4.00 | 60 | 226 | 27.9% | 0.54 | 0.0442 | -0.023 | 67.5 | 3.00 | 4.05 | 12 | 55 | 28.6% | -0.48 | 0.0453 | -0.023 |
| 2.49 | 2.81 | 35 | 5,849 | 29.2% | 0.43 | 0.0435 | -0.022 | 70 | 4.75 | 5.45 | 38 | 29.6% | -0.59 | 0.0450 | -0.023 | |
| 1.64 | 1.84 | 26 | 425 | 28.3% | 0.33 | 0.0400 | -0.021 | 72.5 | 5.30 | 8.40 | 32 | 30.1% | -0.69 | 0.0415 | -0.021 | |
| 1.11 | 1.25 | 402 | 1,712 | 28.6% | 0.25 | 0.0346 | -0.018 | 75 | 8.40 | 9.55 | 15 | 32.3% | -0.78 | 0.0358 | -0.018 | |
| 0.4000 | 1.23 | 32 | 45 | 29.2% | 0.18 | 0.0284 | -0.015 | 77.5 | 10.15 | 11.70 | 31.1% | -0.85 | 0.0289 | -0.014 | ||
| 0.2500 | 0.7100 | 10 | 168 | 28.6% | 0.12 | 0.0223 | -0.011 | 80 | 12.75 | 14.00 | 1 | 34.8% | -0.90 | 0.0218 | -0.010 | |
| 0.1500 | 0.2900 | 10 | 123 | 29.9% | 0.06 | 0.0125 | -0.007 | 85 | 17.40 | 18.85 | 38.7% | -0.96 | 0.0109 | -0.004 | ||
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.