BYD Optionskette Boyd Gaming 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 ±4.8% (73.02–80.36) · ATM IV 27.9% · P/C Open Interest 0.99
| 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 | |
| 31.00 | 33.80 | 167.7% | 1.00 | 0.0008 | -0.003 | 45 | 0 | 0.8000 | 1 | 155.8% | -0.01 | 0.0010 | -0.008 | |||
| 28.40 | 31.30 | 149.8% | 1.00 | 0.0011 | -0.004 | 47.5 | 0 | 0.8000 | 1 | 142.3% | -0.01 | 0.0013 | -0.009 | |||
| 25.80 | 28.80 | 132.9% | 0.99 | 0.0015 | -0.006 | 50 | 0 | 0.3500 | 110.5% | -0.01 | 0.0017 | -0.010 | ||||
| 20.90 | 23.70 | 107.7% | 0.99 | 0.0028 | -0.010 | 55 | 0 | 0.7500 | 3 | 103.7% | -0.02 | 0.0031 | -0.013 | |||
| 15.90 | 18.80 | 86.7% | 0.98 | 0.0057 | -0.015 | 60 | 0 | 0.7500 | 81.3% | -0.03 | 0.0061 | -0.018 | ||||
| 11.20 | 13.10 | 1 | 55.4% | 0.95 | 0.0126 | -0.023 | 65 | 0 | 0.7500 | 5 | 59.9% | -0.05 | 0.0132 | -0.026 | ||
| 6.10 | 8.80 | 44.8% | 0.89 | 0.0313 | -0.036 | 70 | 0 | 1.40 | 656 | 47.8% | -0.12 | 0.0321 | -0.038 | |||
| 3.90 | 5.80 | 1 | 30.6% | 0.82 | 0.0516 | -0.044 | 72.5 | 0 | 0.8000 | 33 | 28.6% | -0.19 | 0.0524 | -0.045 | ||
| 2.00 | 4.00 | 1 | 30.3% | 0.68 | 0.0824 | -0.051 | 75 | 0.3000 | 1.35 | 2 | 223 | 24.6% | -0.33 | 0.0827 | -0.051 | |
| 0.6000 | 2.40 | 1 | 28.0% | 0.45 | 0.1020 | -0.050 | 77.5 | 0.7500 | 3.60 | 116 | 27.8% | -0.57 | 0.1012 | -0.049 | ||
| 0.3500 | 0.7000 | 24 | 753 | 25.1% | 0.23 | 0.0764 | -0.039 | 80 | 2.70 | 4.50 | 923 | 22.1% | -0.78 | 0.0748 | -0.037 | |
| 0.1000 | 0.3500 | 7 | 224 | 27.0% | 0.12 | 0.0446 | -0.028 | 82.5 | 4.70 | 7.40 | 5 | 100 | 30.2% | -0.89 | 0.0433 | -0.026 |
| 0 | 0.7000 | 227 | 39.2% | 0.07 | 0.0260 | -0.020 | 85 | 6.50 | 9.10 | 120 | -0.94 | 0.0257 | -0.018 | |||
| 0 | 0.7500 | 163 | 47.9% | 0.04 | 0.0159 | -0.015 | 87.5 | 8.90 | 11.60 | 108 | -0.97 | 0.0199 | -0.015 | |||
| 0 | 0.2000 | 153 | 41.7% | 0.03 | 0.0102 | -0.011 | 90 | 12.10 | 14.00 | 10 | -0.99 | 0.0149 | -0.016 | |||
| 0 | 0.9500 | 53 | 65.8% | 0.02 | 0.0069 | -0.009 | 92.5 | 13.90 | 16.50 | 7 | -1.00 | 0.0063 | -0.017 | |||
| 0 | 0.9500 | 102 | 72.5% | 0.01 | 0.0048 | -0.007 | 95 | 16.50 | 19.20 | -1.00 | 0.0020 | -0.018 | ||||
| 0 | 2.15 | 98.0% | 0.01 | 0.0035 | -0.006 | 97.5 | 18.80 | 22.00 | -1.00 | 0.0000 | -0.018 | |||||
| 0 | 0.9500 | 168 | 85.0% | 0.01 | 0.0026 | -0.005 | 100 | 21.30 | 24.00 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.5500 | 449 | 86.4% | 0.00 | 0.0015 | -0.003 | 105 | 26.30 | 29.00 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.4000 | 30 | 91.0% | 0.00 | 0.0009 | -0.002 | 110 | 31.30 | 34.80 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.9500 | 1 | 117.1% | 0.00 | 0.0006 | -0.002 | 115 | 36.40 | 39.10 | -1.00 | 0.0000 | -0.018 | ||||
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 — Sep 18, 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.