F Optionskette Ford Motor Company
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 ±1.6% (14.17–14.63) · ATM IV 35.8% · P/C Open Interest 0.52
| 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 | |
| 5.95 | 7.10 | 69 | 29 | 738.0% | 1.00 | 0.0000 | 0.000 | 8 | 0 | 0.0100 | 446.5% | 0.00 | 0.0000 | 0.000 | ||
| 5.75 | 6.35 | 69 | 136 | 704.3% | 1.00 | 0.0000 | 0.000 | 8.5 | 0 | 0.0100 | 404.0% | 0.00 | 0.0000 | 0.000 | ||
| 5.25 | 5.55 | 55 | 168 | 1.00 | 0.0000 | 0.000 | 9 | 0 | 0.0100 | 363.8% | 0.00 | 0.0000 | 0.000 | |||
| 4.80 | 5.10 | 50 | 177 | 446.8% | 1.00 | 0.0000 | 0.000 | 9.5 | 0 | 0.0700 | 2 | 325.6% | 0.00 | 0.0000 | 0.000 | |
| 4.30 | 4.50 | 44 | 353 | 1.00 | 0.0001 | 0.000 | 10 | 0 | 0.0700 | 12 | 289.1% | 0.00 | 0.0001 | 0.000 | ||
| 3.60 | 4.05 | 38 | 11 | 301.8% | 1.00 | 0.0002 | 0.000 | 10.5 | 0 | 0.0100 | 28 | 254.2% | -0.00 | 0.0002 | 0.000 | |
| 3.30 | 3.50 | 47 | 43 | 1.00 | 0.0004 | 0.000 | 11 | 0 | 0.0100 | 48 | 220.5% | -0.00 | 0.0004 | 0.000 | ||
| 2.67 | 2.95 | 46 | 24 | 1.00 | 0.0010 | 0.000 | 11.5 | 0 | 0.0100 | 194 | 188.0% | -0.00 | 0.0010 | -0.000 | ||
| 2.27 | 2.50 | 67 | 86 | 1.00 | 0.0026 | 0.000 | 12 | 0 | 0.0100 | 726 | 156.3% | -0.00 | 0.0026 | -0.000 | ||
| 1.83 | 1.97 | 45 | 82 | 1.00 | 0.0075 | 0.000 | 12.5 | 0 | 0.0100 | 9 | 601 | 125.4% | -0.00 | 0.0075 | -0.000 | |
| 1.33 | 1.47 | 233 | 141 | 0.99 | 0.0250 | -0.000 | 13 | 0 | 0.0100 | 56 | 4,436 | 94.9% | -0.01 | 0.0250 | -0.001 | |
| 0.8500 | 0.9400 | 829 | 2,383 | 0.98 | 0.1027 | -0.003 | 13.5 | 0 | 0.0100 | 901 | 8,357 | 64.4% | -0.02 | 0.1027 | -0.003 | |
| 0.4000 | 0.4200 | 4,452 | 20.7K | 22.8% | 0.89 | 0.5461 | -0.017 | 14 | 0.0100 | 0.0200 | 9,220 | 7,335 | 42.5% | -0.11 | 0.5461 | -0.017 |
| 0.0600 | 0.0700 | 8,309 | 11.1K | 35.8% | 0.38 | 1.3521 | -0.073 | 14.5 | 0.1500 | 0.1800 | 3,117 | 1,271 | 35.7% | -0.62 | 1.3725 | -0.073 |
| 0 | 0.0100 | 1,607 | 4,208 | 42.8% | 0.06 | 0.3269 | -0.010 | 15 | 0.5300 | 0.6600 | 278 | 144 | -0.95 | 0.3308 | -0.012 | |
| 0 | 0.0100 | 21 | 2,257 | 70.0% | 0.02 | 0.0788 | -0.002 | 15.5 | 1.03 | 1.18 | 59 | 28 | 82.6% | -0.99 | 0.0664 | -0.006 |
| 0 | 0.0100 | 1 | 1,405 | 94.8% | 0.01 | 0.0251 | -0.001 | 16 | 1.54 | 1.68 | 38 | 16 | 118.1% | -1.00 | 0.0166 | -0.005 |
| 0 | 0.0100 | 5 | 413 | 118.0% | 0.00 | 0.0098 | -0.000 | 16.5 | 2.04 | 2.18 | 6 | 145.0% | -1.00 | 0.0049 | -0.005 | |
| 0 | 0.0100 | 349 | 139.9% | 0.00 | 0.0044 | -0.000 | 17 | 2.53 | 2.68 | 9 | 2 | 160.3% | -1.00 | 0.0017 | -0.005 | |
| 0 | 0.0100 | 2 | 358 | 160.6% | 0.00 | 0.0022 | -0.000 | 17.5 | 3.00 | 3.20 | 1 | 167.4% | -1.00 | 0.0007 | -0.005 | |
| 0 | 0.0100 | 104 | 180.5% | 0.00 | 0.0012 | -0.000 | 18 | 3.50 | 3.70 | 4 | 2 | 187.8% | -1.00 | 0.0003 | -0.005 | |
| 0 | 0.0100 | 21 | 199.5% | 0.00 | 0.0007 | 0.000 | 18.5 | 3.95 | 4.20 | 1 | -1.00 | 0.0001 | -0.005 | |||
| 0 | 0.0100 | 6 | 217.7% | 0.00 | 0.0004 | 0.000 | 19 | 4.45 | 4.80 | 1 | 288.0% | -1.00 | 0.0001 | -0.005 | ||
| 0 | 0.0100 | 235.3% | 0.00 | 0.0003 | 0.000 | 19.5 | 5.00 | 5.20 | 2 | 1 | 244.2% | -1.00 | 0.0000 | -0.005 | ||
| 0 | 0.0100 | 49 | 252.2% | 0.00 | 0.0002 | 0.000 | 20 | 5.50 | 5.85 | 2 | 2 | 393.1% | -1.00 | 0.0000 | -0.005 | |
| 0 | 0.0100 | 1 | 284.5% | 0.00 | 0.0001 | 0.000 | 21 | 6.45 | 6.75 | 3 | 1 | 295.0% | -1.00 | 0.0000 | -0.005 | |
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.