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 ±14.0% (58.45–77.55) · ATM IV 29.1% · P/C Open Interest 1.08
| 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 | |
| 31.05 | 34.25 | 20 | 1.00 | 0.0005 | 0.000 | 35 | 0 | 0.2500 | 40 | 5,007 | 55.2% | -0.01 | 0.0014 | -0.002 | ||
| 28.05 | 31.50 | 29 | 1.00 | 0.0009 | 0.000 | 38 | 0.0100 | 0.1500 | 1,962 | 45.1% | -0.01 | 0.0019 | -0.002 | |||
| 26.10 | 29.10 | 2 | 475 | 0.99 | 0.0014 | 0.000 | 40 | 0.0500 | 0.2900 | 1 | 5,946 | 46.7% | -0.02 | 0.0023 | -0.003 | |
| 23.10 | 26.35 | 663 | 0.99 | 0.0025 | 0.000 | 43 | 0 | 0.2400 | 5,821 | 38.7% | -0.02 | 0.0034 | -0.003 | |||
| 21.15 | 24.05 | 837 | 0.98 | 0.0037 | 0.000 | 45 | 0.1500 | 0.4100 | 1 | 5,883 | 41.2% | -0.03 | 0.0044 | -0.004 | ||
| 19.75 | 21.75 | 321 | 0.97 | 0.0052 | 0.000 | 47 | 0.1700 | 0.5000 | 5,072 | 39.0% | -0.04 | 0.0058 | -0.005 | |||
| 16.85 | 18.80 | 3,939 | 0.95 | 0.0081 | -0.002 | 50 | 0.3000 | 0.4800 | 1 | 7,420 | 34.7% | -0.06 | 0.0086 | -0.006 | ||
| 14.90 | 16.45 | 709 | 0.92 | 0.0110 | -0.004 | 52.5 | 0.6000 | 0.7200 | 4 | 3,630 | 34.7% | -0.09 | 0.0118 | -0.008 | ||
| 12.85 | 14.65 | 1 | 9,735 | 29.6% | 0.89 | 0.0146 | -0.007 | 55 | 0.8600 | 1.01 | 46 | 17.9K | 33.4% | -0.13 | 0.0155 | -0.010 |
| 11.50 | 12.25 | 4 | 3,519 | 32.0% | 0.84 | 0.0187 | -0.010 | 57.5 | 1.15 | 1.63 | 9,422 | 32.9% | -0.18 | 0.0195 | -0.013 | |
| 9.10 | 10.85 | 18 | 14.8K | 31.8% | 0.78 | 0.0229 | -0.012 | 60 | 1.45 | 2.16 | 5 | 9,984 | 31.0% | -0.23 | 0.0235 | -0.015 |
| 7.20 | 8.95 | 1 | 3,643 | 30.3% | 0.72 | 0.0268 | -0.015 | 62.5 | 2.05 | 3.10 | 5 | 2,367 | 30.7% | -0.30 | 0.0271 | -0.016 |
| 5.95 | 7.15 | 30 | 10.2K | 30.3% | 0.64 | 0.0298 | -0.017 | 65 | 3.00 | 3.90 | 8 | 1,154 | 29.9% | -0.37 | 0.0298 | -0.017 |
| 4.20 | 5.90 | 33 | 8,034 | 29.1% | 0.57 | 0.0317 | -0.018 | 67.5 | 3.90 | 5.10 | 46 | 356 | 29.0% | -0.45 | 0.0315 | -0.018 |
| 4.00 | 4.50 | 85 | 11.2K | 31.1% | 0.49 | 0.0323 | -0.018 | 70 | 5.35 | 7.40 | 12 | 119 | 32.0% | -0.53 | 0.0319 | -0.017 |
| 2.91 | 3.30 | 15 | 359 | 29.7% | 0.41 | 0.0317 | -0.018 | 72.5 | 7.60 | 8.15 | 6 | 31.6% | -0.60 | 0.0312 | -0.016 | |
| 2.26 | 2.57 | 60 | 6,238 | 30.0% | 0.34 | 0.0299 | -0.017 | 75 | 9.25 | 9.85 | 61 | 31.2% | -0.67 | 0.0297 | -0.015 | |
| 1.64 | 2.14 | 65 | 30.6% | 0.27 | 0.0273 | -0.015 | 77.5 | 10.90 | 11.80 | 30.6% | -0.74 | 0.0275 | -0.013 | |||
| 1.27 | 1.49 | 12 | 2,583 | 30.2% | 0.22 | 0.0242 | -0.013 | 80 | 13.10 | 13.95 | 31.9% | -0.80 | 0.0248 | -0.011 | ||
| 0.5400 | 1.05 | 3 | 513 | 30.8% | 0.14 | 0.0177 | -0.010 | 85 | 17.45 | 19.15 | 36.8% | -0.88 | 0.0186 | -0.007 | ||
| 0.4000 | 0.6800 | 31 | 685 | 32.7% | 0.09 | 0.0125 | -0.007 | 90 | 22.15 | 23.85 | 39.7% | -0.93 | 0.0127 | -0.003 | ||
| 0.1500 | 0.5000 | 20 | 12 | 33.4% | 0.06 | 0.0089 | -0.006 | 95 | 26.30 | 29.35 | 42.9% | -0.96 | 0.0083 | 0.000 | ||
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.