CCJ Optionskette Cameco 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 ±23.2% (62.21–99.71) · ATM IV 45.4% · P/C Open Interest 1.31
| 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 | |
| 36.15 | 38.80 | 1 | 64.4% | 0.98 | 0.0022 | 0.000 | 45 | 0.0400 | 0.5400 | 56 | 52.5% | -0.03 | 0.0022 | -0.005 | ||
| 31.45 | 34.25 | 53 | 59.3% | 0.96 | 0.0036 | -0.003 | 50 | 0.1700 | 0.7900 | 5 | 49.1% | -0.04 | 0.0036 | -0.008 | ||
| 27.00 | 29.50 | 53.8% | 0.93 | 0.0056 | -0.007 | 55 | 0.7200 | 1.01 | 108 | 47.4% | -0.07 | 0.0056 | -0.012 | |||
| 22.95 | 25.05 | 1 | 51.2% | 0.89 | 0.0080 | -0.013 | 60 | 1.31 | 1.88 | 155 | 47.1% | -0.12 | 0.0082 | -0.016 | ||
| 18.40 | 21.10 | 2 | 47.0% | 0.83 | 0.0106 | -0.018 | 65 | 2.58 | 2.86 | 12 | 56 | 47.2% | -0.18 | 0.0108 | -0.021 | |
| 15.80 | 16.90 | 21 | 47.0% | 0.76 | 0.0130 | -0.023 | 70 | 3.55 | 4.55 | 2 | 282 | 46.0% | -0.25 | 0.0134 | -0.025 | |
| 12.80 | 13.70 | 38 | 46.4% | 0.68 | 0.0151 | -0.026 | 75 | 5.80 | 6.15 | 16 | 909 | 45.9% | -0.33 | 0.0156 | -0.028 | |
| 10.10 | 10.70 | 4 | 76 | 45.0% | 0.60 | 0.0165 | -0.029 | 80 | 7.85 | 8.85 | 7 | 677 | 45.9% | -0.41 | 0.0172 | -0.030 |
| 8.00 | 8.50 | 1 | 88 | 45.0% | 0.52 | 0.0171 | -0.030 | 85 | 10.55 | 11.65 | 23 | 970 | 45.5% | -0.50 | 0.0180 | -0.031 |
| 6.15 | 6.70 | 4 | 329 | 44.8% | 0.44 | 0.0170 | -0.029 | 90 | 13.70 | 14.50 | 84 | 296 | 44.5% | -0.58 | 0.0180 | -0.030 |
| 4.20 | 5.25 | 9 | 222 | 43.5% | 0.37 | 0.0162 | -0.028 | 95 | 16.90 | 18.20 | 348 | 43.8% | -0.66 | 0.0174 | -0.028 | |
| 3.60 | 4.10 | 10 | 755 | 44.9% | 0.30 | 0.0150 | -0.026 | 100 | 20.95 | 22.15 | 2 | 144 | 44.3% | -0.73 | 0.0162 | -0.026 |
| 2.70 | 3.25 | 9 | 376 | 45.1% | 0.25 | 0.0135 | -0.024 | 105 | 24.75 | 26.55 | 30 | 43.8% | -0.79 | 0.0148 | -0.023 | |
| 2.18 | 2.53 | 15 | 433 | 45.7% | 0.20 | 0.0120 | -0.022 | 110 | 29.15 | 30.90 | 35 | 43.6% | -0.84 | 0.0135 | -0.020 | |
| 1.74 | 2.01 | 5 | 114 | 46.4% | 0.17 | 0.0105 | -0.019 | 115 | 33.75 | 35.40 | 16 | 43.0% | -0.88 | 0.0122 | -0.018 | |
| 1.36 | 1.62 | 257 | 46.9% | 0.14 | 0.0091 | -0.017 | 120 | 38.40 | 40.20 | 9 | 41.3% | -0.92 | 0.0115 | -0.016 | ||
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 — Mar 19, 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.