DKNG Optionskette DraftKings Inc.
Cboe delayed options data · Stand 21:57 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 ±8.4% (22.43–26.54) · ATM IV 51.4% · P/C Open Interest 0.35
| 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 | |
| 11.65 | 12.45 | 153.3% | 1.00 | 0.0014 | 0.000 | 12.5 | 0 | 0.1000 | 396 | 165.8% | -0.00 | 0.0014 | -0.002 | |||
| 9.25 | 10.00 | 68 | 141.7% | 0.99 | 0.0033 | 0.000 | 15 | 0 | 0.0800 | 6,503 | 120.9% | -0.01 | 0.0033 | -0.002 | ||
| 8.15 | 9.05 | 118.3% | 0.99 | 0.0048 | 0.000 | 16 | 0 | 0.1100 | 112.7% | -0.01 | 0.0048 | -0.003 | ||||
| 7.15 | 8.20 | 120.0% | 0.99 | 0.0071 | 0.000 | 17 | 0 | 0.1100 | 98.8% | -0.01 | 0.0072 | -0.004 | ||||
| 6.65 | 7.60 | 108 | 102.2% | 0.99 | 0.0089 | -0.001 | 17.5 | 0 | 0.0500 | 1,980 | 80.9% | -0.01 | 0.0089 | -0.004 | ||
| 6.15 | 7.05 | 89.1% | 0.98 | 0.0112 | -0.002 | 18 | 0 | 0.1100 | 85.5% | -0.02 | 0.0113 | -0.005 | ||||
| 5.15 | 6.15 | 1 | 85.2% | 0.97 | 0.0183 | -0.004 | 19 | 0 | 0.1300 | 28 | 75.2% | -0.03 | 0.0184 | -0.006 | ||
| 4.30 | 4.90 | 1,013 | 62.4% | 0.96 | 0.0299 | -0.006 | 20 | 0.0100 | 0.0500 | 3,746 | 54.0% | -0.04 | 0.0300 | -0.009 | ||
| 3.60 | 4.55 | 50.7% | 0.95 | 0.0386 | -0.008 | 20.5 | 0.0300 | 0.1300 | 21 | 59.0% | -0.05 | 0.0387 | -0.010 | |||
| 3.25 | 4.05 | 1 | 57.3% | 0.93 | 0.0504 | -0.010 | 21 | 0.0500 | 0.1600 | 1,167 | 56.3% | -0.07 | 0.0506 | -0.012 | ||
| 2.86 | 3.60 | 1 | 59.2% | 0.90 | 0.0661 | -0.013 | 21.5 | 0.1000 | 0.2000 | 3 | 47 | 54.9% | -0.10 | 0.0665 | -0.015 | |
| 2.43 | 3.15 | 6 | 56.9% | 0.86 | 0.0853 | -0.017 | 22 | 0.1600 | 0.2600 | 169 | 53.4% | -0.14 | 0.0858 | -0.018 | ||
| 2.22 | 2.49 | 1 | 2,524 | 53.8% | 0.81 | 0.1057 | -0.021 | 22.5 | 0.2500 | 0.2800 | 213 | 4,068 | 50.1% | -0.19 | 0.1064 | -0.022 |
| 1.88 | 2.05 | 6 | 52.4% | 0.75 | 0.1246 | -0.026 | 23 | 0.3600 | 0.4400 | 64 | 50.9% | -0.25 | 0.1254 | -0.027 | ||
| 1.53 | 1.71 | 1 | 16 | 51.9% | 0.68 | 0.1400 | -0.029 | 23.5 | 0.5300 | 0.6100 | 4 | 130 | 51.4% | -0.32 | 0.1410 | -0.030 |
| 1.26 | 1.36 | 8 | 234 | 51.4% | 0.61 | 0.1509 | -0.032 | 24 | 0.7100 | 0.8100 | 2 | 760 | 50.9% | -0.40 | 0.1520 | -0.033 |
| 0.9700 | 1.13 | 105 | 51.5% | 0.53 | 0.1561 | -0.033 | 24.5 | 0.9700 | 1.04 | 2 | 80 | 51.2% | -0.48 | 0.1574 | -0.034 | |
| 0.7400 | 0.8200 | 58 | 10.8K | 49.2% | 0.45 | 0.1552 | -0.033 | 25 | 1.21 | 1.46 | 2 | 6,570 | 53.9% | -0.55 | 0.1567 | -0.033 |
| 0.6000 | 0.6500 | 4 | 114 | 50.7% | 0.38 | 0.1486 | -0.032 | 25.5 | 1.53 | 1.80 | 69 | 54.8% | -0.63 | 0.1502 | -0.032 | |
| 0.4500 | 0.5100 | 61 | 2,287 | 51.1% | 0.31 | 0.1374 | -0.030 | 26 | 1.89 | 2.20 | 69 | 56.8% | -0.69 | 0.1391 | -0.029 | |
| 0.3300 | 0.3900 | 5 | 307 | 51.2% | 0.25 | 0.1233 | -0.027 | 26.5 | 2.27 | 2.57 | 118 | 57.1% | -0.76 | 0.1250 | -0.026 | |
| 0.2400 | 0.2900 | 15 | 537 | 51.3% | 0.20 | 0.1076 | -0.024 | 27 | 2.27 | 3.00 | 8 | 43.4% | -0.81 | 0.1094 | -0.023 | |
| 0.1700 | 0.2200 | 68 | 8,842 | 51.6% | 0.15 | 0.0916 | -0.020 | 27.5 | 2.95 | 3.30 | 1,885 | 47.8% | -0.85 | 0.0932 | -0.019 | |
| 0.1200 | 0.1900 | 1,040 | 53.2% | 0.12 | 0.0761 | -0.017 | 28 | 3.20 | 3.90 | 3 | 43.5% | -0.89 | 0.0773 | -0.015 | ||
| 0.0800 | 0.1300 | 8 | 84 | 52.5% | 0.09 | 0.0620 | -0.014 | 28.5 | 3.60 | 4.50 | 1 | 47.9% | -0.92 | 0.0636 | -0.012 | |
| 0.0600 | 0.0900 | 299 | 52.8% | 0.07 | 0.0500 | -0.011 | 29 | 4.00 | 4.85 | 25 | -0.94 | 0.0532 | -0.009 | |||
| 0.0300 | 0.0500 | 25 | 15.6K | 54.0% | 0.04 | 0.0323 | -0.007 | 30 | 5.05 | 5.85 | 2,955 | -0.97 | 0.0395 | -0.006 | ||
| 0.0100 | 0.0400 | 86 | 56.5% | 0.03 | 0.0213 | -0.005 | 31 | 5.90 | 6.85 | -0.99 | 0.0232 | -0.007 | ||||
| 0 | 0.1100 | 35 | 71.5% | 0.02 | 0.0146 | -0.004 | 32 | 6.85 | 7.85 | -1.00 | 0.0104 | -0.010 | ||||
| 0.0100 | 0.0200 | 5 | 2,952 | 61.4% | 0.01 | 0.0122 | -0.004 | 32.5 | 7.55 | 8.35 | 4 | -1.00 | 0.0060 | -0.011 | ||
| 0 | 0.1100 | 13 | 78.0% | 0.01 | 0.0104 | -0.003 | 33 | 7.90 | 8.85 | -1.00 | 0.0030 | -0.011 | ||||
| 0 | 0.1100 | 5 | 84.3% | 0.01 | 0.0076 | -0.002 | 34 | 8.90 | 9.75 | -1.00 | 0.0010 | -0.013 | ||||
| 0 | 0.0200 | 6,079 | 71.3% | 0.01 | 0.0057 | -0.002 | 35 | 10.00 | 10.75 | 25 | -1.00 | 0.0000 | -0.013 | |||
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 — Sep 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.
CallsPuts