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 ±18.4% (22.00–31.93) · ATM IV 31.7% · P/C Open Interest 0.86
| 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 | |
| 10.55 | 12.90 | 3 | 1.00 | 0.0031 | 0.000 | 15 | 0 | 0.1500 | 148 | 42.8% | -0.02 | 0.0065 | -0.001 | |||
| 9.50 | 12.15 | 0.99 | 0.0059 | 0.000 | 16 | 0.0200 | 0.1800 | 2 | 40.8% | -0.03 | 0.0088 | -0.001 | ||||
| 8.30 | 11.00 | 0.98 | 0.0100 | 0.000 | 17 | 0.0600 | 0.2200 | 7 | 39.2% | -0.04 | 0.0118 | -0.002 | ||||
| 8.40 | 9.20 | 67 | 0.96 | 0.0152 | -0.000 | 18 | 0.1300 | 0.2800 | 232 | 38.2% | -0.06 | 0.0158 | -0.002 | |||
| 7.45 | 8.25 | 0.94 | 0.0209 | -0.001 | 19 | 0.2200 | 0.3700 | 130 | 37.4% | -0.08 | 0.0206 | -0.003 | ||||
| 6.60 | 7.35 | 79 | 0.91 | 0.0267 | -0.002 | 20 | 0.3400 | 0.4900 | 289 | 36.6% | -0.11 | 0.0264 | -0.003 | |||
| 5.75 | 6.50 | 89 | 25.5% | 0.87 | 0.0327 | -0.003 | 21 | 0.4900 | 0.6500 | 159 | 35.9% | -0.14 | 0.0329 | -0.004 | ||
| 4.95 | 5.75 | 78 | 28.3% | 0.83 | 0.0392 | -0.003 | 22 | 0.6800 | 0.8600 | 167 | 35.2% | -0.18 | 0.0397 | -0.004 | ||
| 4.55 | 4.95 | 50 | 2,705 | 31.7% | 0.79 | 0.0459 | -0.004 | 23 | 0.9200 | 1.12 | 3,184 | 34.6% | -0.23 | 0.0466 | -0.005 | |
| 3.80 | 4.25 | 108 | 30.9% | 0.73 | 0.0522 | -0.005 | 24 | 1.13 | 1.45 | 157 | 33.6% | -0.28 | 0.0529 | -0.005 | ||
| 3.20 | 3.65 | 1,904 | 31.1% | 0.67 | 0.0576 | -0.005 | 25 | 1.50 | 1.84 | 3,293 | 33.4% | -0.34 | 0.0585 | -0.006 | ||
| 2.49 | 3.10 | 33 | 30.0% | 0.61 | 0.0616 | -0.006 | 26 | 1.96 | 2.30 | 44 | 33.4% | -0.40 | 0.0627 | -0.006 | ||
| 2.02 | 2.58 | 339 | 29.8% | 0.55 | 0.0640 | -0.006 | 27 | 2.49 | 2.83 | 130 | 33.5% | -0.47 | 0.0651 | -0.006 | ||
| 1.62 | 2.16 | 2,278 | 29.9% | 0.49 | 0.0645 | -0.006 | 28 | 3.05 | 3.45 | 424 | 33.7% | -0.53 | 0.0657 | -0.006 | ||
| 1.28 | 1.83 | 438 | 30.1% | 0.43 | 0.0634 | -0.006 | 29 | 3.65 | 4.10 | 68 | 33.5% | -0.59 | 0.0645 | -0.006 | ||
| 1.21 | 1.47 | 10 | 1,496 | 31.3% | 0.37 | 0.0609 | -0.006 | 30 | 4.35 | 4.80 | 76 | 33.7% | -0.65 | 0.0619 | -0.005 | |
| 0.8300 | 1.11 | 380 | 32.7% | 0.28 | 0.0533 | -0.005 | 32 | 5.85 | 6.65 | 8 | 36.4% | -0.74 | 0.0543 | -0.004 | ||
| 0.3700 | 0.7300 | 3,143 | 33.5% | 0.17 | 0.0398 | -0.004 | 35 | 8.40 | 9.20 | 13 | 37.9% | -0.85 | 0.0419 | -0.003 | ||
| 0.2200 | 0.4500 | 40 | 32.9% | 0.13 | 0.0317 | -0.003 | 37 | 10.25 | 11.10 | 12 | 40.4% | -0.90 | 0.0334 | -0.002 | ||
| 0.0900 | 0.4400 | 143 | 36.3% | 0.08 | 0.0219 | -0.002 | 40 | 13.15 | 14.00 | 44.9% | -0.95 | 0.0210 | 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 — 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.