CCL Optionskette Carnival Corporation & plc
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 ±4.0% (22.86–24.77) · ATM IV 30.1% · P/C Open Interest 0.61
| 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 | |
| 7.45 | 9.95 | 2 | 1.00 | 0.0018 | -0.000 | 15 | 0 | 1.26 | 280.9% | -0.00 | 0.0018 | -0.001 | ||||
| 6.75 | 9.65 | 2 | 269.8% | 1.00 | 0.0031 | -0.001 | 16 | 0 | 0.7500 | 212.8% | -0.00 | 0.0031 | -0.002 | |||
| 6.50 | 7.55 | 7 | 170.2% | 0.99 | 0.0065 | -0.003 | 17 | 0 | 1.00 | 205.6% | -0.01 | 0.0065 | -0.004 | |||
| 5.30 | 6.45 | 119.2% | 0.99 | 0.0116 | -0.005 | 18 | 0 | 0.9500 | 2 | 176.7% | -0.01 | 0.0116 | -0.005 | |||
| 3.40 | 5.75 | 0.98 | 0.0193 | -0.006 | 19 | 0 | 0.7500 | 139.9% | -0.02 | 0.0194 | -0.007 | |||||
| 3.30 | 4.95 | 2 | 12 | 115.9% | 0.97 | 0.0322 | -0.008 | 20 | 0 | 0.0500 | 5 | 36 | 59.2% | -0.03 | 0.0323 | -0.009 |
| 2.55 | 2.90 | 91 | 6 | 0.95 | 0.0564 | -0.009 | 21 | 0 | 0.0700 | 36 | 47.9% | -0.05 | 0.0567 | -0.010 | ||
| 1.60 | 1.97 | 6 | 61 | 0.90 | 0.1198 | -0.013 | 22 | 0.0200 | 0.1400 | 5 | 69 | 40.5% | -0.10 | 0.1207 | -0.014 | |
| 0.8300 | 1.18 | 26 | 75 | 36.8% | 0.72 | 0.2397 | -0.026 | 23 | 0.1900 | 0.2500 | 220 | 1,144 | 38.2% | -0.28 | 0.2419 | -0.027 |
| 0.3700 | 0.9200 | 117 | 312 | 33.9% | 0.59 | 0.2794 | -0.031 | 23.5 | 0.3600 | 0.5000 | 58 | 137 | 37.1% | -0.42 | 0.2821 | -0.031 |
| 0.3300 | 0.4900 | 802 | 250 | 32.6% | 0.44 | 0.2865 | -0.031 | 24 | 0.3300 | 0.7600 | 48 | 959 | 27.5% | -0.56 | 0.2891 | -0.031 |
| 0.2200 | 0.2900 | 233 | 364 | 35.7% | 0.31 | 0.2572 | -0.027 | 24.5 | 0.7600 | 1.12 | 27 | 248 | 31.6% | -0.70 | 0.2594 | -0.027 |
| 0.1100 | 0.1600 | 122 | 740 | 35.5% | 0.20 | 0.2037 | -0.021 | 25 | 1.24 | 1.58 | 45 | 592 | 44.4% | -0.81 | 0.2071 | -0.021 |
| 0.0100 | 0.1100 | 31 | 231 | 34.4% | 0.12 | 0.1439 | -0.015 | 25.5 | 1.72 | 2.23 | 6 | 227 | 53.4% | -0.89 | 0.1508 | -0.015 |
| 0.0300 | 0.0500 | 82 | 426 | 37.4% | 0.07 | 0.0968 | -0.011 | 26 | 2.11 | 2.71 | 6 | 160 | 60.3% | -0.94 | 0.1067 | -0.012 |
| 0 | 0.1000 | 3 | 69 | 45.6% | 0.05 | 0.0664 | -0.008 | 26.5 | 2.59 | 3.20 | 23 | 68.7% | -0.96 | 0.0757 | -0.009 | |
| 0.0100 | 0.0300 | 41 | 453 | 43.3% | 0.04 | 0.0472 | -0.006 | 27 | 2.92 | 3.65 | 3 | 169 | 46.5% | -0.98 | 0.0531 | -0.007 |
| 0.0100 | 0.0200 | 3 | 75 | 46.2% | 0.03 | 0.0348 | -0.005 | 27.5 | 3.60 | 5.00 | 8 | 2 | 116.1% | -0.99 | 0.0354 | -0.006 |
| 0 | 0.0300 | 1,848 | 50.9% | 0.02 | 0.0265 | -0.004 | 28 | 4.15 | 4.50 | 9 | 21 | 73.4% | -0.99 | 0.0238 | -0.005 | |
| 0 | 0.7500 | 10 | 113.8% | 0.02 | 0.0207 | -0.004 | 28.5 | 4.40 | 6.25 | 3 | 133.8% | -1.00 | 0.0150 | -0.004 | ||
| 0 | 0.0700 | 66 | 68.4% | 0.01 | 0.0165 | -0.003 | 29 | 4.80 | 6.40 | 21 | 129.3% | -1.00 | 0.0095 | -0.004 | ||
| 0 | 0.7500 | 127.2% | 0.01 | 0.0134 | -0.003 | 29.5 | 5.35 | 7.90 | 174.6% | -1.00 | 0.0062 | -0.004 | ||||
| 0 | 0.0300 | 3 | 73 | 68.3% | 0.01 | 0.0110 | -0.003 | 30 | 6.00 | 6.70 | 4 | 112.7% | -1.00 | 0.0039 | -0.004 | |
| 0 | 1.01 | 2 | 153.7% | 0.01 | 0.0092 | -0.003 | 30.5 | 6.05 | 8.55 | 159.2% | -1.00 | 0.0023 | -0.004 | |||
| 0 | 0.0600 | 50 | 197 | 84.5% | 0.01 | 0.0077 | -0.002 | 31 | 7.05 | 8.50 | 1 | 160.5% | -1.00 | 0.0013 | -0.004 | |
| 0 | 0.7700 | 152.6% | 0.01 | 0.0066 | -0.002 | 31.5 | 7.05 | 9.55 | 1 | 171.8% | -1.00 | 0.0008 | -0.004 | |||
| 0 | 0.7900 | 286 | 159.5% | 0.01 | 0.0057 | -0.002 | 32 | 8.00 | 9.50 | 2 | 3 | 172.5% | -1.00 | 0.0006 | -0.004 | |
| 0 | 0.8600 | 193 | 174.5% | 0.00 | 0.0043 | -0.002 | 33 | 8.55 | 11.05 | 2 | 189.3% | -1.00 | 0.0002 | -0.004 | ||
| 0 | 0.8900 | 187 | 186.8% | 0.00 | 0.0033 | -0.001 | 34 | 9.55 | 11.75 | 2 | 182.8% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.4000 | 1 | 161.5% | 0.00 | 0.0026 | -0.001 | 35 | 10.20 | 12.50 | 2 | 2 | 141.7% | -1.00 | 0.0000 | -0.004 | |
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 11, 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.