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 ±7.7% (64.81–75.67) · ATM IV 32.4% · 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 | |
| 14.40 | 17.50 | 62.0% | 0.93 | 0.0107 | -0.025 | 55 | 0 | 1.00 | 5 | 63.2% | -0.07 | 0.0108 | -0.026 | |||
| 10.10 | 12.60 | 53.8% | 0.88 | 0.0194 | -0.031 | 60 | 0 | 0.7500 | 1 | 42.1% | -0.12 | 0.0195 | -0.032 | |||
| 8.00 | 8.90 | 5 | 5 | 35.4% | 0.84 | 0.0266 | -0.034 | 62.5 | 0 | 1.75 | 10 | 44.9% | -0.16 | 0.0268 | -0.035 | |
| 5.50 | 7.90 | 10 | 40.1% | 0.78 | 0.0364 | -0.037 | 65 | 0 | 1.80 | 47 | 35.5% | -0.23 | 0.0368 | -0.038 | ||
| 3.60 | 6.50 | 1 | 40.6% | 0.68 | 0.0487 | -0.040 | 67.5 | 1.30 | 1.75 | 15 | 34.0% | -0.32 | 0.0494 | -0.041 | ||
| 2.75 | 3.20 | 45 | 32.4% | 0.55 | 0.0591 | -0.041 | 70 | 2.30 | 2.60 | 371 | 32.4% | -0.45 | 0.0602 | -0.042 | ||
| 1.70 | 2.00 | 9 | 71 | 32.1% | 0.40 | 0.0592 | -0.039 | 72.5 | 3.60 | 4.40 | 23 | 34.2% | -0.61 | 0.0609 | -0.040 | |
| 0.8500 | 1.20 | 2 | 15 | 31.1% | 0.28 | 0.0494 | -0.036 | 75 | 4.40 | 6.50 | 16 | 30.0% | -0.73 | 0.0514 | -0.036 | |
| 0.2500 | 1.10 | 1 | 621 | 33.4% | 0.20 | 0.0380 | -0.032 | 77.5 | 6.00 | 8.60 | 8 | 23.1% | -0.81 | 0.0400 | -0.033 | |
| 0 | 0.7500 | 3,056 | 33.7% | 0.15 | 0.0289 | -0.028 | 80 | 8.90 | 10.70 | 28.6% | -0.87 | 0.0308 | -0.029 | |||
| 0 | 1.60 | 49.1% | 0.11 | 0.0223 | -0.025 | 82.5 | 10.50 | 13.30 | -0.90 | 0.0241 | -0.026 | |||||
| 0 | 0.7500 | 220 | 44.8% | 0.09 | 0.0175 | -0.023 | 85 | 12.80 | 15.90 | -0.93 | 0.0192 | -0.023 | ||||
| 0 | 0.7500 | 54.6% | 0.06 | 0.0114 | -0.019 | 90 | 17.80 | 22.00 | 53.3% | -0.96 | 0.0131 | -0.019 | ||||
| 0 | 1.00 | 67.7% | 0.04 | 0.0079 | -0.016 | 95 | 22.80 | 27.00 | 62.2% | -0.98 | 0.0090 | -0.016 | ||||
| 0 | 1.00 | 76.1% | 0.03 | 0.0057 | -0.014 | 100 | 27.80 | 32.00 | 70.4% | -0.99 | 0.0062 | -0.013 | ||||
| 0 | 0.5500 | 74.7% | 0.03 | 0.0043 | -0.012 | 105 | 32.80 | 37.00 | 78.0% | -0.99 | 0.0037 | -0.011 | ||||
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.