CRM Optionskette Salesforce, Inc.

Verfall Cboe delayed options data · Stand 15:35 UTC

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 ±9.7% (217.17–263.57) · ATM IV 41.3% · P/C Open Interest 0.88

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
113.90	117.95		9	77.7%	1.00	0.0002	0.000	125	0	0.1000		262	84.7%	-0.00	0.0002	-0.009
109.40	112.75		24	90.6%	1.00	0.0002	0.000	130	0	0.0600		595	76.0%	-0.00	0.0002	-0.009
104.35	107.85		9	85.8%	1.00	0.0002	0.000	135	0	0.2200		1,574	82.3%	-0.00	0.0002	-0.011
99.65	102.80		40	86.7%	0.99	0.0003	0.000	140	0	0.6600		1,912	89.9%	-0.01	0.0003	-0.012
94.65	97.90		73	83.0%	0.99	0.0003	-0.001	145	0	0.3100		779	76.2%	-0.01	0.0003	-0.013
89.45	92.90		70	72.3%	0.99	0.0004	-0.003	150	0	0.2000		1,362	67.8%	-0.01	0.0004	-0.014
84.65	87.95		131	72.6%	0.99	0.0005	-0.005	155	0	0.4400		376	70.5%	-0.01	0.0005	-0.016
79.75	83.00		255	69.9%	0.99	0.0006	-0.008	160	0	0.3200		3,600	63.1%	-0.01	0.0006	-0.018
74.70	78.05	4	288	64.6%	0.99	0.0008	-0.011	165	0.0100	0.3500		943	59.8%	-0.01	0.0008	-0.021
69.85	72.50		430	50.2%	0.98	0.0009	-0.015	170	0.0300	0.4900		1,041	58.7%	-0.02	0.0009	-0.023
64.95	68.20		329	59.9%	0.98	0.0012	-0.019	175	0.0700	0.3900		736	53.4%	-0.02	0.0012	-0.027
60.05	63.30		2,113	57.0%	0.98	0.0015	-0.024	180	0.1600	0.5300	14	1,791	52.6%	-0.02	0.0015	-0.032
54.80	58.30		606	49.5%	0.97	0.0019	-0.031	185	0.3000	0.5600	4	825	50.3%	-0.03	0.0020	-0.038
50.45	52.95		556	47.8%	0.96	0.0025	-0.039	190	0.4600	0.6800	83	1,161	48.5%	-0.04	0.0025	-0.046
45.70	48.00	3	5,304	45.4%	0.95	0.0033	-0.050	195	0.6800	0.9000	27	1,692	47.2%	-0.05	0.0033	-0.056
40.95	43.85		856	47.0%	0.93	0.0042	-0.063	200	0.9900	1.13	30	2,499	45.7%	-0.07	0.0042	-0.069
36.40	39.50			46.7%	0.90	0.0054	-0.079	205	1.36	1.62	8	15	44.9%	-0.10	0.0054	-0.084
31.90	34.55		978	43.4%	0.87	0.0067	-0.097	210	1.96	2.15	171	2,412	44.0%	-0.13	0.0067	-0.102
27.70	30.65			43.8%	0.84	0.0081	-0.116	215	2.67	3.05	9	59	43.5%	-0.17	0.0082	-0.120
25.65	28.90			44.1%	0.81	0.0089	-0.126	217.5	3.00	3.50	2	5	42.8%	-0.19	0.0089	-0.130
24.35	25.90	8	1,698	42.8%	0.79	0.0096	-0.135	220	3.65	4.00	82	4,105	42.7%	-0.21	0.0097	-0.139
22.15	24.50		8	42.9%	0.76	0.0103	-0.145	222.5	4.20	4.75	130	20	42.6%	-0.24	0.0104	-0.148
20.20	23.05			43.1%	0.74	0.0110	-0.153	225	4.90	5.40	31	26	42.4%	-0.27	0.0111	-0.157
18.90	21.30	2		43.8%	0.71	0.0116	-0.161	227.5	5.45	6.30	2	17	42.0%	-0.30	0.0117	-0.164
17.45	18.55	44	2,796	41.8%	0.68	0.0122	-0.168	230	6.45	7.00	242	2,582	41.9%	-0.33	0.0123	-0.171
16.10	16.85		2	41.8%	0.64	0.0126	-0.174	232.5	7.35	7.95		7	41.8%	-0.36	0.0128	-0.177
14.60	15.85	1	7	42.5%	0.61	0.0130	-0.179	235	8.40	8.90	4	13	41.5%	-0.39	0.0132	-0.182
13.05	14.25	2	2	41.7%	0.58	0.0133	-0.182	237.5	9.40	10.25	1	10	41.7%	-0.43	0.0135	-0.185
11.80	12.65	147	4,566	41.2%	0.54	0.0136	-0.185	240	10.70	11.25	36	3,663	41.4%	-0.46	0.0137	-0.187
10.60	11.55	18	6	41.3%	0.51	0.0137	-0.185	242.5	11.75	12.75		54	41.3%	-0.49	0.0138	-0.188
9.55	10.40	311	86	41.3%	0.48	0.0137	-0.185	245	13.35	13.90		1	41.2%	-0.53	0.0139	-0.187
8.75	9.20	11	146	41.4%	0.44	0.0136	-0.183	247.5	14.55	15.65	21		41.2%	-0.56	0.0138	-0.185
7.85	8.20	78	4,159	41.4%	0.41	0.0134	-0.180	250	16.05	16.90	20	940	40.5%	-0.60	0.0136	-0.182
6.70	7.45		19	41.1%	0.38	0.0131	-0.176	252.5	17.70	18.80		8	41.0%	-0.63	0.0133	-0.178
5.90	6.65	1	14	41.0%	0.35	0.0127	-0.171	255	19.35	20.45			40.7%	-0.66	0.0130	-0.173
5.25	5.75		2	40.8%	0.32	0.0123	-0.165	257.5	21.20	22.20			40.7%	-0.69	0.0126	-0.167
4.60	5.10	82	7,023	40.8%	0.29	0.0118	-0.158	260	22.60	24.50	5	1,720	40.7%	-0.72	0.0121	-0.160
4.05	4.60		23	41.1%	0.26	0.0112	-0.150	262.5	23.90	26.80			40.2%	-0.75	0.0116	-0.152
3.50	4.00	264	37	40.9%	0.24	0.0107	-0.142	265	25.90	28.15			38.6%	-0.77	0.0110	-0.144
2.71	3.05	338	4,239	41.0%	0.19	0.0094	-0.126	270	29.80	33.15		193	40.0%	-0.82	0.0098	-0.128
2.00	2.28	7	18	40.9%	0.15	0.0082	-0.109	275	34.25	37.55			40.4%	-0.86	0.0086	-0.111
1.52	1.73	35	2,883	41.1%	0.12	0.0070	-0.093	280	38.65	42.05		62	39.9%	-0.89	0.0074	-0.094
1.13	1.39	1	6	41.6%	0.10	0.0058	-0.079	285	43.35	46.50			38.9%	-0.92	0.0064	-0.080
0.8200	0.9900	28	895	41.5%	0.08	0.0048	-0.066	290	48.20	51.25		13	38.9%	-0.94	0.0054	-0.068
0.2900	0.7500	9	1,458	42.2%	0.05	0.0033	-0.047	300	58.10	61.05			39.8%	-0.97	0.0038	-0.048
0.1600	0.5600	4	1,207	44.4%	0.03	0.0023	-0.034	310	67.85	70.95				-0.99	0.0021	-0.033
0.0800	0.4300		443	46.4%	0.02	0.0016	-0.025	320	77.85	81.00				-1.00	0.0007	-0.028
0.0300	0.2800		486	47.2%	0.02	0.0011	-0.019	330	87.85	90.90				-1.00	0.0001	-0.028
0.0300	0.3600	10	43	52.6%	0.01	0.0008	-0.015	340	97.85	101.00				-1.00	0.0000	-0.028
0	0.2300	2	16	52.7%	0.01	0.0006	-0.012	350	107.85	110.95				-1.00	0.0000	-0.028

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 — Nov 20, 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.

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CRM Optionskette Salesforce, Inc.

Volatility Smile — Nov 20, 2026

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