CRM Optionskette Salesforce, Inc.

Verfall Cboe delayed options data · Stand 21:51 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 ±9.8% (217.47–264.51) · ATM IV 41.6% · 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
116.30	120.30		9	109.6%	1.00	0.0001	0.000	125	0	0.1000		262	85.9%	-0.00	0.0001	-0.006
111.25	115.25		24	100.5%	1.00	0.0001	0.000	130	0	0.0600		595	77.1%	-0.00	0.0001	-0.007
106.45	109.50		9		1.00	0.0002	0.000	135	0	0.3500		1,574	88.6%	-0.00	0.0002	-0.008
101.50	104.55		40	67.8%	1.00	0.0002	0.000	140	0	2.10		1,912	111.0%	-0.00	0.0002	-0.009
96.50	99.55		73	55.8%	1.00	0.0003	0.000	145	0	1.00		779	91.9%	-0.00	0.0003	-0.010
91.45	94.75		70	65.1%	0.99	0.0003	0.000	150	0	0.2400		1,362	70.6%	-0.01	0.0003	-0.011
86.70	89.70		131	67.5%	0.99	0.0004	-0.002	155	0	0.5100		376	73.3%	-0.01	0.0004	-0.013
81.55	84.90		255	63.4%	0.99	0.0005	-0.005	160	0	0.6000		3,600	70.4%	-0.01	0.0005	-0.015
76.55	79.90	4	288	58.0%	0.99	0.0006	-0.008	165	0.0100	0.1600	8	943	55.5%	-0.01	0.0006	-0.018
71.70	74.75	10	430	52.7%	0.99	0.0008	-0.012	170	0.0400	0.4800		1,041	60.1%	-0.01	0.0008	-0.021
66.80	70.00		329	55.6%	0.98	0.0010	-0.016	175	0	0.4600		736	54.8%	-0.02	0.0010	-0.024
62.00	65.20		2,113	56.2%	0.98	0.0013	-0.021	180	0.1600	0.6000	15	1,791	54.9%	-0.02	0.0013	-0.029
56.85	60.25		606	50.2%	0.97	0.0017	-0.027	185	0.2500	0.5300	12	825	50.8%	-0.03	0.0017	-0.034
52.10	55.00	2	556	45.6%	0.96	0.0022	-0.035	190	0.4500	0.6400	122	1,161	49.6%	-0.04	0.0022	-0.042
47.30	50.50	3	5,304	47.2%	0.95	0.0029	-0.045	195	0.5400	0.7400	56	1,692	46.7%	-0.05	0.0029	-0.051
42.70	45.80		856	46.8%	0.94	0.0038	-0.057	200	0.8200	0.9400	74	2,499	45.3%	-0.06	0.0038	-0.063
37.90	41.05			44.1%	0.92	0.0049	-0.072	205	1.13	1.30	186	15	44.2%	-0.08	0.0049	-0.077
33.60	36.50	5	978	43.8%	0.89	0.0061	-0.090	210	1.59	1.91	218	2,412	43.6%	-0.11	0.0062	-0.095
29.35	32.30	10		43.6%	0.85	0.0075	-0.109	215	2.30	2.56	237	59	42.9%	-0.15	0.0076	-0.113
27.45	30.20	1		43.6%	0.83	0.0083	-0.119	217.5	2.70	3.05	15	5	42.6%	-0.17	0.0083	-0.123
24.90	27.90	11	1,698	41.1%	0.81	0.0090	-0.129	220	3.20	3.50	212	4,105	42.5%	-0.19	0.0091	-0.132
23.35	26.20		8	42.5%	0.78	0.0097	-0.138	222.5	3.60	4.10	243	20	42.0%	-0.22	0.0098	-0.142
21.45	24.40			42.4%	0.76	0.0104	-0.147	225	4.00	4.95	54	26	41.8%	-0.24	0.0105	-0.151
19.70	22.30	2		41.6%	0.73	0.0111	-0.156	227.5	4.35	5.65	3	17	40.4%	-0.27	0.0112	-0.159
18.95	20.00	66	2,796	42.2%	0.70	0.0117	-0.164	230	5.80	6.40	281	2,582	42.0%	-0.30	0.0118	-0.167
16.35	19.00		2	41.4%	0.67	0.0123	-0.170	232.5	6.30	8.30		7	43.2%	-0.33	0.0124	-0.173
15.45	17.30	1	7	42.2%	0.64	0.0127	-0.176	235	7.40	9.35	48	13	43.5%	-0.37	0.0129	-0.179
14.00	15.75	2	2	41.9%	0.60	0.0131	-0.180	237.5	8.50	9.25	22	10	41.2%	-0.40	0.0133	-0.183
12.80	13.65	273	4,566	40.8%	0.57	0.0134	-0.184	240	9.55	11.05	148	3,663	42.3%	-0.43	0.0136	-0.186
11.55	12.55	47	6	41.2%	0.54	0.0136	-0.185	242.5	9.90	12.65	3	54	41.3%	-0.47	0.0138	-0.188
10.40	11.25	367	86	41.3%	0.50	0.0137	-0.186	245	11.95	13.20		1	41.3%	-0.50	0.0139	-0.188
8.10	10.25	80	146	39.0%	0.47	0.0137	-0.185	247.5	13.10	15.35	21		42.1%	-0.54	0.0139	-0.187
8.30	9.10	192	4,159	40.9%	0.44	0.0136	-0.183	250	14.70	16.90	22	940	42.4%	-0.57	0.0138	-0.185
6.65	8.85	9	19	40.8%	0.40	0.0134	-0.179	252.5	15.65	18.35		8	41.1%	-0.60	0.0136	-0.181
5.75	7.20	3	14	39.2%	0.37	0.0131	-0.175	255	17.60	20.20			42.0%	-0.64	0.0134	-0.177
5.15	7.00	18	2	40.6%	0.34	0.0127	-0.169	257.5	19.15	21.70			41.3%	-0.67	0.0130	-0.171
5.15	5.65	107	7,023	40.8%	0.31	0.0123	-0.163	260	21.40	23.65	5	1,720	42.5%	-0.70	0.0126	-0.165
3.40	5.50		23	39.4%	0.28	0.0118	-0.156	262.5	22.65	25.35			40.9%	-0.73	0.0121	-0.158
4.00	4.40	536	37	40.8%	0.26	0.0112	-0.148	265	24.75	27.30			41.3%	-0.75	0.0116	-0.150
3.00	3.35	398	4,239	40.6%	0.21	0.0100	-0.132	270	28.50	31.50		193	41.0%	-0.80	0.0104	-0.134
2.09	2.49	27	18	40.6%	0.17	0.0087	-0.114	275	32.55	35.85			40.7%	-0.85	0.0091	-0.116
1.63	1.91	83	2,883	40.5%	0.13	0.0074	-0.097	280	36.95	40.20		62	40.2%	-0.88	0.0079	-0.099
1.23	1.50	4	6	41.0%	0.10	0.0062	-0.081	285	41.50	44.85			40.3%	-0.91	0.0067	-0.083
0.8900	1.11	48	895	41.0%	0.08	0.0051	-0.067	290	46.45	49.60		13	41.9%	-0.94	0.0057	-0.069
0.3700	0.7500	14	1,458	41.6%	0.05	0.0033	-0.044	300	56.00	58.95				-0.98	0.0042	-0.044
0.1700	0.5000	192	1,207	40.4%	0.03	0.0021	-0.029	310	66.05	69.15			44.9%	-1.00	0.0014	-0.029
0.0800	0.4400		443	42.4%	0.02	0.0014	-0.019	320	75.50	79.25				-1.00	0.0000	-0.029
0	0.3100	1	486	46.3%	0.01	0.0009	-0.013	330	85.95	89.15				-1.00	0.0000	-0.029
0.0300	0.1100	18	43	45.5%	0.01	0.0006	-0.009	340	96.00	99.15			56.6%	-1.00	0.0000	-0.029
0	0.5600	2	16	58.2%	0.00	0.0004	-0.007	350	106.05	109.15			62.7%	-1.00	0.0000	-0.029

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.

CallsPuts

CRM Optionskette Salesforce, Inc.

Volatility Smile — Nov 20, 2026

Zyklischer Konsum

ETF

Technologie

Finanzdienstleistungen

Industrie

Defensiver Konsum