D Optionskette Dominion Energy, Inc.
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 ±5.0% (59.23–65.53) · ATM IV 21.1% · P/C Open Interest 0.40
| 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 | |
| 19.00 | 21.20 | 53.8% | 0.99 | 0.0021 | -0.001 | 42.5 | 0 | 0.0500 | 55.3% | -0.01 | 0.0021 | -0.003 | ||||
| 16.50 | 18.70 | 42.7% | 0.99 | 0.0033 | -0.002 | 45 | 0 | 0.1000 | 1 | 52.6% | -0.01 | 0.0033 | -0.004 | |||
| 14.00 | 16.30 | 44.8% | 0.98 | 0.0053 | -0.004 | 47.5 | 0 | 0.1000 | 45.0% | -0.02 | 0.0053 | -0.006 | ||||
| 11.50 | 13.80 | 36.1% | 0.97 | 0.0087 | -0.006 | 50 | 0 | 0.5000 | 3 | 50.8% | -0.03 | 0.0087 | -0.008 | |||
| 9.10 | 11.30 | 32.9% | 0.95 | 0.0145 | -0.009 | 52.5 | 0 | 0.5000 | 45 | 42.0% | -0.05 | 0.0146 | -0.010 | |||
| 6.80 | 8.80 | 8 | 30.0% | 0.92 | 0.0248 | -0.013 | 55 | 0.1000 | 0.5000 | 2 | 77 | 34.8% | -0.08 | 0.0251 | -0.014 | |
| 5.30 | 6.20 | 1 | 32.8% | 0.86 | 0.0432 | -0.017 | 57.5 | 0.2500 | 0.5000 | 40 | 27.6% | -0.14 | 0.0436 | -0.018 | ||
| 3.20 | 3.60 | 26 | 24.3% | 0.74 | 0.0730 | -0.022 | 60 | 0.6500 | 0.8000 | 11 | 227 | 23.9% | -0.26 | 0.0745 | -0.023 | |
| 1.50 | 1.75 | 100 | 20.8% | 0.53 | 0.1038 | -0.024 | 62.5 | 1.40 | 1.65 | 3 | 46 | 21.4% | -0.48 | 0.1076 | -0.024 | |
| 0.5500 | 0.6500 | 67 | 538 | 19.6% | 0.27 | 0.0923 | -0.018 | 65 | 2.90 | 3.20 | 15 | 127 | 20.5% | -0.75 | 0.1001 | -0.020 |
| 0.1000 | 0.2000 | 8 | 685 | 18.6% | 0.12 | 0.0520 | -0.011 | 67.5 | 4.20 | 5.30 | 1 | -0.93 | 0.0635 | -0.013 | ||
| 0 | 0.0500 | 27 | 43 | 18.0% | 0.05 | 0.0260 | -0.007 | 70 | 6.40 | 8.80 | -0.99 | 0.0164 | -0.009 | |||
| 0 | 0.2500 | 1 | 29.9% | 0.03 | 0.0134 | -0.004 | 72.5 | 9.00 | 11.20 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.2500 | 9 | 35.2% | 0.01 | 0.0074 | -0.003 | 75 | 11.50 | 13.70 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.4500 | 50.3% | 0.01 | 0.0027 | -0.001 | 80 | 16.50 | 18.70 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.0500 | 42.8% | 0.00 | 0.0012 | -0.001 | 85 | 21.50 | 23.70 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.4500 | 68.4% | 0.00 | 0.0006 | -0.000 | 90 | 26.50 | 28.70 | -1.00 | 0.0000 | -0.008 | |||||
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.