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 ±12.9% (51.24–66.39) · ATM IV 32.0% · P/C Open Interest 1.13
| 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 | |
| 27.40 | 30.70 | 13 | 1.00 | 0.0007 | 0.000 | 30 | 0 | 0.0500 | 1,994 | 55.8% | -0.01 | 0.0010 | -0.002 | |||
| 24.45 | 28.25 | 2 | 71.2% | 0.99 | 0.0011 | 0.000 | 33 | 0 | 0.1100 | 309 | 53.6% | -0.01 | 0.0016 | -0.002 | ||
| 22.50 | 26.20 | 18 | 64.0% | 0.99 | 0.0015 | 0.000 | 35 | 0.0100 | 0.1000 | 4,860 | 48.6% | -0.01 | 0.0021 | -0.002 | ||
| 19.45 | 23.35 | 11 | 56.4% | 0.99 | 0.0025 | 0.000 | 38 | 0.0100 | 0.1400 | 6 | 1,963 | 43.6% | -0.02 | 0.0034 | -0.003 | |
| 18.80 | 21.10 | 290 | 67.1% | 0.98 | 0.0036 | 0.000 | 40 | 0 | 0.2500 | 5,935 | 42.5% | -0.02 | 0.0047 | -0.004 | ||
| 15.75 | 17.75 | 505 | 52.2% | 0.97 | 0.0064 | -0.002 | 43 | 0.0500 | 0.2500 | 12 | 5,823 | 36.8% | -0.04 | 0.0079 | -0.005 | |
| 13.90 | 15.60 | 814 | 46.0% | 0.95 | 0.0095 | -0.003 | 45 | 0.1500 | 0.3200 | 10 | 5,360 | 35.4% | -0.06 | 0.0111 | -0.007 | |
| 11.95 | 14.05 | 294 | 45.0% | 0.93 | 0.0137 | -0.006 | 47 | 0.1600 | 0.7500 | 2 | 4,971 | 36.2% | -0.09 | 0.0154 | -0.009 | |
| 9.45 | 10.40 | 1 | 3,808 | 34.6% | 0.87 | 0.0221 | -0.010 | 50 | 0.5700 | 0.9100 | 16 | 8,230 | 33.3% | -0.15 | 0.0236 | -0.013 |
| 7.55 | 8.30 | 2 | 722 | 34.2% | 0.80 | 0.0300 | -0.014 | 52.5 | 1.18 | 1.40 | 6 | 4,456 | 33.2% | -0.22 | 0.0310 | -0.016 |
| 5.75 | 6.45 | 1 | 9,808 | 33.2% | 0.71 | 0.0372 | -0.018 | 55 | 1.78 | 2.31 | 202 | 19.4K | 32.9% | -0.31 | 0.0374 | -0.019 |
| 4.45 | 4.75 | 21 | 4,277 | 33.1% | 0.61 | 0.0423 | -0.020 | 57.5 | 2.76 | 3.30 | 15 | 9,676 | 32.3% | -0.41 | 0.0417 | -0.020 |
| 3.15 | 3.50 | 274 | 14.0K | 32.6% | 0.50 | 0.0441 | -0.021 | 60 | 3.95 | 4.55 | 316 | 15.1K | 31.5% | -0.52 | 0.0431 | -0.020 |
| 2.15 | 2.66 | 91 | 5,479 | 33.0% | 0.40 | 0.0426 | -0.020 | 62.5 | 5.35 | 6.15 | 53 | 2,662 | 30.8% | -0.62 | 0.0413 | -0.019 |
| 1.60 | 1.73 | 371 | 10.9K | 32.8% | 0.30 | 0.0385 | -0.018 | 65 | 7.30 | 7.85 | 7 | 1,250 | 31.0% | -0.71 | 0.0372 | -0.017 |
| 1.00 | 1.19 | 196 | 7,791 | 32.4% | 0.22 | 0.0328 | -0.016 | 67.5 | 7.75 | 9.80 | 406 | 17.7% | -0.79 | 0.0316 | -0.014 | |
| 0.7000 | 0.8200 | 106 | 11.7K | 32.9% | 0.16 | 0.0267 | -0.013 | 70 | 11.10 | 12.30 | 155 | 30.8% | -0.84 | 0.0258 | -0.011 | |
| 0.2300 | 0.6100 | 17 | 857 | 31.6% | 0.12 | 0.0212 | -0.011 | 72.5 | 13.00 | 14.60 | 17 | 26.9% | -0.89 | 0.0204 | -0.008 | |
| 0.2200 | 0.4000 | 8 | 6,517 | 32.8% | 0.09 | 0.0166 | -0.009 | 75 | 15.10 | 17.05 | 61 | -0.92 | 0.0160 | -0.006 | ||
| 0.1700 | 0.3000 | 19 | 111 | 34.1% | 0.07 | 0.0130 | -0.007 | 77.5 | 17.45 | 19.40 | -0.94 | 0.0137 | -0.004 | |||
| 0.1000 | 0.4000 | 2 | 2,809 | 37.6% | 0.05 | 0.0103 | -0.006 | 80 | 19.70 | 21.85 | 2 | -0.96 | 0.0138 | -0.005 | ||
| 0 | 0.2700 | 568 | 38.8% | 0.03 | 0.0067 | -0.004 | 85 | 24.05 | 27.95 | -0.99 | 0.0080 | -0.008 | ||||
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 — Jan 15, 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.