CMCSA Optionskette Comcast 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 ±15.0% (22.74–30.76) · ATM IV 30.7% · P/C Open Interest 0.22
| 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 | |
| 11.25 | 12.55 | 193 | 62.4% | 0.99 | 0.0037 | 0.000 | 15 | 0 | 0.1000 | 243 | 47.6% | -0.02 | 0.0062 | -0.001 | ||
| 10.35 | 11.60 | 61.3% | 0.99 | 0.0056 | 0.000 | 16 | 0 | 0.1100 | 69 | 43.5% | -0.03 | 0.0082 | -0.002 | |||
| 8.45 | 10.35 | 102 | 46.4% | 0.98 | 0.0102 | 0.000 | 17.5 | 0.0500 | 0.1400 | 1,341 | 40.5% | -0.04 | 0.0125 | -0.002 | ||
| 7.65 | 8.35 | 7 | 43.8% | 0.96 | 0.0174 | -0.001 | 19 | 0.0500 | 0.2000 | 1,497 | 35.7% | -0.06 | 0.0193 | -0.003 | ||
| 6.80 | 7.45 | 674 | 43.1% | 0.94 | 0.0240 | -0.001 | 20 | 0.1700 | 0.2700 | 9,275 | 35.8% | -0.08 | 0.0259 | -0.003 | ||
| 5.90 | 6.50 | 115 | 39.7% | 0.91 | 0.0321 | -0.002 | 21 | 0.2100 | 0.3600 | 2,995 | 33.4% | -0.11 | 0.0345 | -0.004 | ||
| 4.60 | 5.20 | 1,136 | 36.2% | 0.85 | 0.0468 | -0.004 | 22.5 | 0.4600 | 0.7600 | 5,122 | 34.5% | -0.18 | 0.0500 | -0.005 | ||
| 3.50 | 3.85 | 1,913 | 32.8% | 0.76 | 0.0631 | -0.005 | 24 | 0.7700 | 0.9500 | 2,159 | 30.8% | -0.27 | 0.0657 | -0.006 | ||
| 2.80 | 3.25 | 2,447 | 32.5% | 0.69 | 0.0726 | -0.006 | 25 | 1.10 | 1.30 | 6,929 | 30.4% | -0.34 | 0.0743 | -0.006 | ||
| 2.22 | 2.61 | 2,504 | 31.7% | 0.61 | 0.0795 | -0.006 | 26 | 1.33 | 1.86 | 677 | 29.7% | -0.42 | 0.0803 | -0.007 | ||
| 1.57 | 1.98 | 10.0K | 32.6% | 0.49 | 0.0835 | -0.007 | 27.5 | 2.10 | 2.54 | 1,932 | 28.2% | -0.54 | 0.0825 | -0.007 | ||
| 1.04 | 1.22 | 1,038 | 30.8% | 0.37 | 0.0791 | -0.007 | 29 | 3.25 | 3.55 | 93 | 29.8% | -0.65 | 0.0774 | -0.006 | ||
| 0.7500 | 1.16 | 104.1K | 32.4% | 0.31 | 0.0730 | -0.006 | 30 | 3.85 | 4.40 | 910 | 29.5% | -0.72 | 0.0714 | -0.005 | ||
| 0.5400 | 0.7600 | 587 | 30.8% | 0.25 | 0.0653 | -0.006 | 31 | 4.60 | 5.10 | 22 | 27.9% | -0.77 | 0.0645 | -0.005 | ||
| 0.3800 | 0.5000 | 2,363 | 31.5% | 0.18 | 0.0530 | -0.005 | 32.5 | 5.80 | 6.40 | 484 | 26.2% | -0.84 | 0.0533 | -0.003 | ||
| 0.1500 | 0.3000 | 12.3K | 32.3% | 0.10 | 0.0347 | -0.003 | 35 | 8.05 | 8.65 | 105 | -0.92 | 0.0345 | -0.001 | |||
| 0.0400 | 0.1900 | 1,242 | 33.1% | 0.06 | 0.0220 | -0.002 | 37.5 | 10.45 | 11.10 | 32 | -0.97 | 0.0195 | 0.000 | |||
| 0 | 0.1200 | 7,742 | 33.9% | 0.04 | 0.0143 | -0.002 | 40 | 12.10 | 14.40 | 3 | -0.98 | 0.0105 | 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 — Jan 15, 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.