ET Optionskette Energy Transfer LP
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 ±5.2% (20.45–22.71) · ATM IV 18.0% · 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 | |
| 10.05 | 10.95 | 1.00 | 0.0017 | 0.000 | 11 | 0 | 0.1000 | 5 | 100.0% | -0.00 | 0.0017 | -0.001 | ||||
| 9.05 | 9.90 | 1.00 | 0.0023 | 0.000 | 12 | 0 | 0.2300 | 6 | 102.9% | -0.00 | 0.0023 | -0.001 | ||||
| 8.10 | 8.95 | 5 | 0.99 | 0.0034 | 0.000 | 13 | 0 | 0.0700 | 36 | 73.4% | -0.01 | 0.0034 | -0.001 | |||
| 7.10 | 7.75 | 1 | 0.99 | 0.0050 | 0.000 | 14 | 0 | 0.2400 | 37 | 80.3% | -0.01 | 0.0050 | -0.001 | |||
| 6.10 | 6.95 | 10 | 0.99 | 0.0076 | 0.000 | 15 | 0 | 0.2400 | 462 | 69.7% | -0.01 | 0.0076 | -0.001 | |||
| 5.10 | 6.00 | 20 | 0.98 | 0.0121 | -0.000 | 16 | 0 | 0.0500 | 5 | 5,844 | 44.1% | -0.02 | 0.0122 | -0.001 | ||
| 4.00 | 5.00 | 616 | 0.98 | 0.0202 | -0.001 | 17 | 0.0100 | 0.0300 | 7 | 3,824 | 35.1% | -0.02 | 0.0203 | -0.002 | ||
| 3.35 | 3.75 | 145 | 0.96 | 0.0356 | -0.002 | 18 | 0 | 0.0500 | 2,455 | 29.0% | -0.04 | 0.0359 | -0.002 | |||
| 2.49 | 2.75 | 10 | 5,688 | 0.93 | 0.0670 | -0.003 | 19 | 0.0100 | 0.0500 | 20.9K | 22.6% | -0.07 | 0.0678 | -0.003 | ||
| 1.67 | 1.80 | 51 | 12.1K | 18.1% | 0.86 | 0.1329 | -0.004 | 20 | 0.0800 | 0.1100 | 1,669 | 1,366 | 20.5% | -0.14 | 0.1350 | -0.004 |
| 0.9200 | 0.9600 | 420 | 38.8K | 18.1% | 0.70 | 0.2480 | -0.005 | 21 | 0.2600 | 0.3200 | 153 | 1,836 | 19.1% | -0.31 | 0.2547 | -0.006 |
| 0.3800 | 0.4200 | 68 | 19.0K | 18.0% | 0.42 | 0.2963 | -0.006 | 22 | 0.6900 | 0.7700 | 135 | 60 | 18.0% | -0.60 | 0.3127 | -0.006 |
| 0.1100 | 0.1500 | 78 | 25.7K | 18.1% | 0.20 | 0.1935 | -0.004 | 23 | 1.43 | 1.74 | 6 | 23.4% | -0.84 | 0.2138 | -0.005 | |
| 0.0200 | 0.0800 | 2 | 1,250 | 20.0% | 0.09 | 0.1034 | -0.003 | 24 | 2.19 | 2.97 | 31.7% | -0.95 | 0.1344 | -0.003 | ||
| 0.0100 | 0.0500 | 949 | 23.4% | 0.05 | 0.0554 | -0.002 | 25 | 3.15 | 3.65 | 1 | -0.99 | 0.0342 | -0.003 | |||
| 0 | 0.2500 | 9 | 38.4% | 0.03 | 0.0310 | -0.001 | 26 | 4.20 | 5.00 | 47.3% | -1.00 | 0.0000 | -0.003 | |||
| 0.0100 | 0.0700 | 1,176 | 34.8% | 0.02 | 0.0182 | -0.001 | 27 | 5.20 | 6.00 | 53.7% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.2400 | 48.9% | 0.01 | 0.0111 | -0.001 | 28 | 6.20 | 7.00 | 59.7% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.2300 | 53.4% | 0.01 | 0.0070 | -0.000 | 29 | 7.20 | 8.00 | 65.3% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.2000 | 5 | 56.4% | 0.00 | 0.0046 | -0.000 | 30 | 8.20 | 9.00 | 70.7% | -1.00 | 0.0000 | -0.003 | |||
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 — Oct 16, 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.