DECK Optionskette Deckers Outdoor 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 ±17.8% (68.93–98.73) · ATM IV 41.7% · P/C Open Interest 1.95
| 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 | |
| 37.90 | 41.70 | 55.5% | 0.99 | 0.0014 | 0.000 | 45 | 0 | 0.5000 | 249 | 63.3% | -0.01 | 0.0014 | -0.004 | |||
| 33.40 | 36.80 | 12 | 57.2% | 0.98 | 0.0024 | 0.000 | 50 | 0 | 0.9500 | 234 | 61.1% | -0.03 | 0.0024 | -0.007 | ||
| 29.40 | 31.80 | 11 | 57.9% | 0.96 | 0.0040 | 0.000 | 55 | 0.1000 | 2.25 | 577 | 64.5% | -0.04 | 0.0040 | -0.010 | ||
| 25.00 | 27.50 | 16 | 56.8% | 0.93 | 0.0062 | -0.005 | 60 | 0.6000 | 1.00 | 1 | 369 | 48.8% | -0.07 | 0.0063 | -0.014 | |
| 20.60 | 23.10 | 3 | 52.5% | 0.89 | 0.0092 | -0.012 | 65 | 1.10 | 1.45 | 140 | 471 | 45.8% | -0.12 | 0.0094 | -0.019 | |
| 16.50 | 18.00 | 2 | 32 | 45.2% | 0.83 | 0.0128 | -0.018 | 70 | 2.00 | 2.25 | 53 | 120 | 44.2% | -0.18 | 0.0130 | -0.024 |
| 12.90 | 14.50 | 1 | 9 | 44.7% | 0.75 | 0.0164 | -0.025 | 75 | 2.90 | 3.70 | 12 | 269 | 42.3% | -0.26 | 0.0168 | -0.029 |
| 9.80 | 10.90 | 1 | 134 | 42.6% | 0.65 | 0.0193 | -0.030 | 80 | 4.90 | 5.60 | 12 | 619 | 42.5% | -0.36 | 0.0199 | -0.033 |
| 6.60 | 7.90 | 30 | 17 | 41.3% | 0.55 | 0.0209 | -0.033 | 85 | 7.20 | 8.10 | 9 | 193 | 42.1% | -0.46 | 0.0218 | -0.034 |
| 5.20 | 5.90 | 2 | 167 | 41.2% | 0.45 | 0.0210 | -0.033 | 90 | 10.20 | 11.10 | 2 | 284 | 42.2% | -0.57 | 0.0222 | -0.033 |
| 3.60 | 4.20 | 192 | 40.7% | 0.36 | 0.0198 | -0.032 | 95 | 12.80 | 14.40 | 3 | 529 | 39.0% | -0.67 | 0.0213 | -0.031 | |
| 2.45 | 3.20 | 2 | 71 | 41.3% | 0.28 | 0.0177 | -0.029 | 100 | 16.50 | 18.50 | 166 | 38.7% | -0.75 | 0.0195 | -0.027 | |
| 1.00 | 2.30 | 96 | 42.3% | 0.22 | 0.0152 | -0.025 | 105 | 21.60 | 23.00 | 43 | 43.2% | -0.82 | 0.0173 | -0.022 | ||
| 1.10 | 1.70 | 308 | 42.7% | 0.17 | 0.0127 | -0.022 | 110 | 25.40 | 27.10 | 31 | 34.2% | -0.88 | 0.0149 | -0.017 | ||
| 0.7000 | 1.20 | 256 | 42.9% | 0.13 | 0.0105 | -0.018 | 115 | 29.30 | 32.30 | 50 | -0.93 | 0.0131 | -0.011 | |||
| 0.5000 | 1.50 | 272 | 46.5% | 0.10 | 0.0085 | -0.015 | 120 | 34.20 | 36.90 | 8 | -0.97 | 0.0120 | -0.009 | |||
| 0.2500 | 1.50 | 238 | 50.4% | 0.07 | 0.0069 | -0.013 | 125 | 39.20 | 43.10 | 2 | 3 | -0.99 | 0.0051 | -0.022 | ||
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 — Dec 18, 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.