C Optionskette Citigroup Inc.
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 ±22.2% (95.75–150.25) · ATM IV 29.4% · P/C Open Interest 1.90
| 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 | |
| 57.70 | 60.55 | 40.5% | 0.97 | 0.0014 | 0.000 | 65 | 0.4700 | 0.6700 | 498 | 40.3% | -0.03 | 0.0014 | -0.004 | |||
| 53.10 | 55.95 | 39.0% | 0.96 | 0.0018 | 0.000 | 70 | 0.7200 | 0.8500 | 5 | 69 | 38.7% | -0.04 | 0.0019 | -0.005 | ||
| 48.50 | 51.40 | 37.2% | 0.95 | 0.0024 | -0.001 | 75 | 0.8000 | 1.10 | 5 | 36.3% | -0.05 | 0.0025 | -0.007 | |||
| 44.40 | 47.15 | 11 | 37.7% | 0.94 | 0.0031 | -0.003 | 80 | 1.30 | 1.60 | 39 | 36.1% | -0.07 | 0.0032 | -0.008 | ||
| 40.00 | 42.65 | 35.7% | 0.91 | 0.0040 | -0.005 | 85 | 1.73 | 1.96 | 174 | 34.5% | -0.09 | 0.0041 | -0.009 | |||
| 35.90 | 38.40 | 11 | 34.6% | 0.89 | 0.0050 | -0.007 | 90 | 2.27 | 2.64 | 740 | 33.4% | -0.12 | 0.0051 | -0.011 | ||
| 31.65 | 34.35 | 10 | 33.1% | 0.86 | 0.0061 | -0.009 | 95 | 2.98 | 3.90 | 1,408 | 33.3% | -0.15 | 0.0062 | -0.013 | ||
| 27.70 | 30.30 | 436 | 31.7% | 0.82 | 0.0072 | -0.011 | 100 | 3.95 | 4.95 | 723 | 32.5% | -0.19 | 0.0074 | -0.015 | ||
| 24.20 | 26.65 | 17 | 31.1% | 0.78 | 0.0083 | -0.013 | 105 | 5.30 | 5.70 | 4 | 6,485 | 31.2% | -0.23 | 0.0086 | -0.016 | |
| 21.70 | 23.30 | 32 | 31.6% | 0.73 | 0.0094 | -0.015 | 110 | 6.70 | 7.15 | 731 | 30.4% | -0.28 | 0.0098 | -0.017 | ||
| 18.75 | 20.20 | 5 | 31.1% | 0.68 | 0.0104 | -0.017 | 115 | 8.60 | 8.95 | 1,184 | 30.1% | -0.33 | 0.0109 | -0.018 | ||
| 16.05 | 17.20 | 1,026 | 30.4% | 0.62 | 0.0111 | -0.018 | 120 | 10.65 | 11.05 | 2,594 | 29.6% | -0.39 | 0.0118 | -0.019 | ||
| 13.50 | 14.60 | 58 | 29.8% | 0.57 | 0.0117 | -0.018 | 125 | 12.90 | 13.50 | 591 | 29.1% | -0.45 | 0.0125 | -0.020 | ||
| 11.45 | 12.20 | 22 | 139 | 29.4% | 0.51 | 0.0120 | -0.019 | 130 | 15.40 | 16.30 | 332 | 28.6% | -0.51 | 0.0130 | -0.020 | |
| 9.45 | 9.95 | 6 | 242 | 28.6% | 0.46 | 0.0120 | -0.019 | 135 | 18.60 | 19.35 | 470 | 28.6% | -0.57 | 0.0132 | -0.019 | |
| 7.80 | 8.75 | 174 | 28.9% | 0.40 | 0.0118 | -0.018 | 140 | 21.65 | 22.50 | 183 | 27.8% | -0.64 | 0.0133 | -0.019 | ||
| 6.45 | 7.05 | 2,829 | 28.5% | 0.35 | 0.0114 | -0.017 | 145 | 25.15 | 27.45 | 86 | 29.2% | -0.70 | 0.0134 | -0.018 | ||
| 5.20 | 5.80 | 1 | 189 | 28.2% | 0.31 | 0.0108 | -0.016 | 150 | 28.90 | 30.20 | 73 | 27.4% | -0.75 | 0.0134 | -0.017 | |
| 4.25 | 4.80 | 29 | 313 | 28.2% | 0.26 | 0.0101 | -0.015 | 155 | 32.70 | 35.25 | 107 | 28.1% | -0.81 | 0.0134 | -0.017 | |
| 3.45 | 3.95 | 364 | 28.1% | 0.22 | 0.0093 | -0.014 | 160 | 37.10 | 39.50 | 2 | 27.9% | -0.86 | 0.0127 | -0.016 | ||
| 2.75 | 3.15 | 12 | 174 | 27.8% | 0.19 | 0.0085 | -0.013 | 165 | 41.70 | 44.25 | 28.5% | -0.91 | 0.0110 | -0.013 | ||
| 2.10 | 2.63 | 906 | 27.7% | 0.16 | 0.0076 | -0.011 | 170 | 46.20 | 48.45 | -0.95 | 0.0083 | -0.007 | ||||
| 1.50 | 2.24 | 1,147 | 27.5% | 0.14 | 0.0068 | -0.010 | 175 | 50.90 | 53.70 | -0.97 | 0.0054 | -0.002 | ||||
| 1.22 | 1.75 | 365 | 27.4% | 0.11 | 0.0060 | -0.009 | 180 | 55.40 | 58.90 | -0.99 | 0.0030 | 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 — Sep 17, 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.