ETSY Optionskette Etsy, Inc.
Cboe delayed options data · Stand 06:34 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 ±3.1% (79.19–84.25) · ATM IV 51.8% · P/C Open Interest 0.54
| 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 | |
| 34.85 | 38.10 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0200 | 288.7% | 0.00 | 0.0000 | 0.000 | |||||
| 29.80 | 33.75 | 252.7% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0200 | 241.0% | 0.00 | 0.0000 | -0.000 | ||||
| 24.80 | 28.80 | 1 | 229.5% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.13 | 24 | 426.6% | -0.00 | 0.0000 | -0.000 | ||
| 19.85 | 23.20 | 1.00 | 0.0002 | 0.000 | 60 | 0 | 0.0200 | 157.4% | -0.00 | 0.0002 | -0.001 | |||||
| 14.65 | 18.60 | 4 | 5 | 1.00 | 0.0007 | -0.000 | 65 | 0 | 0.0200 | 6 | 120.0% | -0.00 | 0.0007 | -0.002 | ||
| 13.65 | 17.85 | 4 | 2 | 1.00 | 0.0010 | -0.001 | 66 | 0 | 2.13 | 20 | 269.2% | -0.00 | 0.0010 | -0.003 | ||
| 12.65 | 16.60 | 1 | 6 | 1.00 | 0.0013 | -0.002 | 67 | 0 | 2.13 | 35 | 255.6% | -0.00 | 0.0013 | -0.004 | ||
| 12.55 | 15.00 | 3 | 6 | 92.0% | 1.00 | 0.0018 | -0.004 | 68 | 0 | 2.13 | 35 | 242.2% | -0.00 | 0.0018 | -0.005 | |
| 11.55 | 14.00 | 2 | 2 | 84.3% | 1.00 | 0.0024 | -0.006 | 69 | 0 | 0.2300 | 75 | 130.1% | -0.00 | 0.0024 | -0.007 | |
| 10.55 | 12.50 | 1 | 0.99 | 0.0034 | -0.008 | 70 | 0 | 2.13 | 2,003 | 215.4% | -0.01 | 0.0034 | -0.010 | |||
| 8.85 | 11.40 | 2 | 3 | 0.99 | 0.0047 | -0.012 | 71 | 0 | 2.13 | 94 | 202.0% | -0.01 | 0.0047 | -0.013 | ||
| 8.55 | 10.95 | 3 | 0.99 | 0.0067 | -0.017 | 72 | 0 | 0.7000 | 14 | 121.7% | -0.01 | 0.0067 | -0.018 | |||
| 7.55 | 10.00 | 3 | 3 | 54.5% | 0.98 | 0.0096 | -0.025 | 73 | 0 | 0.8000 | 6 | 32 | 126.4% | -0.02 | 0.0096 | -0.026 |
| 6.55 | 8.80 | 0.97 | 0.0138 | -0.035 | 74 | 0 | 1.08 | 6 | 50 | 126.5% | -0.02 | 0.0138 | -0.036 | |||
| 5.60 | 7.35 | 6 | 0.96 | 0.0200 | -0.051 | 75 | 0 | 0.2200 | 202 | 74.5% | -0.04 | 0.0200 | -0.052 | |||
| 4.60 | 6.90 | 0.95 | 0.0290 | -0.074 | 76 | 0 | 0.8600 | 2 | 16 | 94.8% | -0.05 | 0.0291 | -0.075 | |||
| 3.65 | 6.10 | 1 | 54.9% | 0.92 | 0.0421 | -0.108 | 77 | 0.0300 | 0.2300 | 18 | 48 | 58.4% | -0.08 | 0.0422 | -0.108 | |
| 2.74 | 4.65 | 3 | 3 | 0.88 | 0.0601 | -0.155 | 78 | 0.0700 | 0.2700 | 180 | 436 | 52.4% | -0.12 | 0.0602 | -0.156 | |
| 2.52 | 3.45 | 76 | 44.9% | 0.81 | 0.0827 | -0.217 | 79 | 0.1700 | 0.5800 | 8 | 48 | 55.6% | -0.19 | 0.0829 | -0.218 | |
| 2.09 | 2.73 | 10 | 55.8% | 0.72 | 0.1062 | -0.286 | 80 | 0.3800 | 0.6800 | 8 | 64 | 50.7% | -0.28 | 0.1067 | -0.287 | |
| 1.43 | 1.98 | 2 | 43 | 52.9% | 0.61 | 0.1232 | -0.341 | 81 | 0.5500 | 1.07 | 5 | 20 | 47.9% | -0.40 | 0.1240 | -0.343 |
| 1.01 | 1.33 | 28 | 166 | 52.6% | 0.48 | 0.1264 | -0.361 | 82 | 1.14 | 1.57 | 5 | 174 | 50.9% | -0.52 | 0.1274 | -0.364 |
| 0.4400 | 1.04 | 13 | 45 | 51.4% | 0.36 | 0.1156 | -0.340 | 83 | 1.62 | 2.29 | 20 | 8 | 50.9% | -0.64 | 0.1167 | -0.344 |
| 0.2400 | 0.7600 | 9 | 688 | 53.9% | 0.27 | 0.0970 | -0.292 | 84 | 2.25 | 3.10 | 1 | 32 | 51.0% | -0.74 | 0.0979 | -0.296 |
| 0.2300 | 0.5600 | 7 | 1,168 | 59.9% | 0.19 | 0.0772 | -0.238 | 85 | 3.15 | 4.90 | 1 | 25 | 81.3% | -0.81 | 0.0778 | -0.241 |
| 0.1400 | 0.4800 | 6 | 178 | 64.9% | 0.14 | 0.0597 | -0.188 | 86 | 3.75 | 5.80 | 16 | 79.5% | -0.86 | 0.0600 | -0.188 | |
| 0.0800 | 0.4000 | 22 | 839 | 69.0% | 0.10 | 0.0457 | -0.146 | 87 | 4.90 | 7.35 | 3 | 104 | 110.1% | -0.90 | 0.0458 | -0.145 |
| 0.0100 | 0.3400 | 3 | 549 | 71.7% | 0.08 | 0.0348 | -0.113 | 88 | 5.95 | 7.65 | 4 | 1 | 101.9% | -0.93 | 0.0349 | -0.110 |
| 0.0300 | 0.3000 | 5 | 232 | 78.7% | 0.06 | 0.0266 | -0.088 | 89 | 6.40 | 8.55 | 2 | 86.3% | -0.95 | 0.0267 | -0.084 | |
| 0 | 0.1400 | 4 | 1,285 | 72.6% | 0.04 | 0.0205 | -0.069 | 90 | 7.80 | 9.55 | 112.0% | -0.96 | 0.0205 | -0.065 | ||
| 0 | 0.7800 | 4 | 138 | 116.4% | 0.03 | 0.0159 | -0.054 | 91 | 8.85 | 10.50 | 120.7% | -0.97 | 0.0159 | -0.050 | ||
| 0 | 2.17 | 29 | 172.8% | 0.03 | 0.0124 | -0.043 | 92 | 9.70 | 11.55 | 124.9% | -0.98 | 0.0124 | -0.039 | |||
| 0 | 0.2700 | 2 | 958 | 104.9% | 0.02 | 0.0098 | -0.035 | 93 | 10.60 | 12.50 | 125.8% | -0.98 | 0.0097 | -0.031 | ||
| 0 | 2.15 | 22 | 191.0% | 0.02 | 0.0078 | -0.028 | 94 | 11.60 | 13.50 | 3 | 133.4% | -0.99 | 0.0076 | -0.026 | ||
| 0.0100 | 0.2600 | 4 | 29 | 117.5% | 0.01 | 0.0063 | -0.023 | 95 | 12.05 | 14.50 | 1 | 90.2% | -0.99 | 0.0061 | -0.021 | |
| 0 | 2.14 | 36 | 208.5% | 0.01 | 0.0050 | -0.019 | 96 | 13.75 | 15.55 | 158.5% | -0.99 | 0.0048 | -0.018 | |||
| 0.0100 | 0.6500 | 60 | 36 | 156.9% | 0.01 | 0.0041 | -0.016 | 97 | 14.60 | 17.20 | 188.2% | -0.99 | 0.0038 | -0.015 | ||
| 0 | 2.14 | 11 | 225.5% | 0.01 | 0.0034 | -0.013 | 98 | 15.55 | 18.20 | 193.9% | -0.99 | 0.0031 | -0.014 | |||
| 0 | 0.3000 | 21 | 41 | 151.6% | 0.01 | 0.0023 | -0.009 | 100 | 17.60 | 19.50 | 175.8% | -1.00 | 0.0020 | -0.011 | ||
| 0 | 0.0300 | 10 | 131.7% | 0.00 | 0.0010 | -0.004 | 105 | 22.70 | 25.20 | 251.1% | -1.00 | 0.0007 | -0.009 | |||
| 0 | 0.0200 | 20 | 18 | 146.8% | 0.00 | 0.0005 | -0.002 | 110 | 27.80 | 29.50 | 250.8% | -1.00 | 0.0002 | -0.008 | ||
| 0 | 0.0200 | 224.3% | 0.00 | 0.0002 | -0.001 | 115 | 32.35 | 35.20 | 294.9% | -1.00 | 0.0001 | -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 — Sep 04, 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