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 ±5.2% (13.66–15.16) · ATM IV 31.8% · P/C Open Interest 0.77
| 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 | |
| 6.20 | 6.50 | 10 | 1.00 | 0.0011 | 0.000 | 8 | 0 | 0.0100 | 8,927 | 116.5% | -0.00 | 0.0011 | -0.000 | |||
| 5.50 | 6.05 | 1.00 | 0.0017 | 0.000 | 8.5 | 0 | 0.0200 | 114.7% | -0.00 | 0.0017 | -0.000 | |||||
| 5.35 | 5.55 | 5 | 10 | 116.7% | 1.00 | 0.0026 | 0.000 | 9 | 0 | 0.0100 | 3,619 | 95.0% | -0.00 | 0.0026 | -0.000 | |
| 4.85 | 5.00 | 1.00 | 0.0040 | 0.000 | 9.5 | 0 | 0.0200 | 92.8% | -0.00 | 0.0041 | -0.001 | |||||
| 4.35 | 4.55 | 83 | 92.2% | 1.00 | 0.0064 | 0.000 | 10 | 0 | 0.0100 | 25.0K | 75.5% | -0.00 | 0.0064 | -0.001 | ||
| 3.85 | 4.05 | 3 | 8 | 80.8% | 0.99 | 0.0102 | 0.000 | 10.5 | 0 | 0.0100 | 4 | 66.5% | -0.01 | 0.0102 | -0.001 | |
| 3.40 | 3.55 | 6 | 79 | 81.6% | 0.99 | 0.0166 | 0.000 | 11 | 0 | 0.0100 | 563 | 22.0K | 57.7% | -0.01 | 0.0167 | -0.002 |
| 2.87 | 3.05 | 12 | 10 | 64.4% | 0.98 | 0.0276 | -0.001 | 11.5 | 0 | 0.0300 | 258 | 57.8% | -0.02 | 0.0277 | -0.002 | |
| 2.41 | 2.52 | 74 | 737 | 55.7% | 0.97 | 0.0469 | -0.002 | 12 | 0.0100 | 0.0200 | 87 | 45.1K | 48.4% | -0.03 | 0.0471 | -0.003 |
| 1.94 | 2.03 | 2 | 76 | 50.7% | 0.95 | 0.0812 | -0.004 | 12.5 | 0.0100 | 0.0400 | 9 | 689 | 43.3% | -0.05 | 0.0816 | -0.004 |
| 1.43 | 1.54 | 44 | 9,719 | 39.6% | 0.91 | 0.1414 | -0.006 | 13 | 0.0400 | 0.0500 | 427 | 25.6K | 38.6% | -0.09 | 0.1424 | -0.006 |
| 0.9800 | 1.03 | 65 | 715 | 31.7% | 0.83 | 0.2401 | -0.008 | 13.5 | 0.0800 | 0.1000 | 506 | 2,947 | 34.7% | -0.17 | 0.2421 | -0.009 |
| 0.6100 | 0.6400 | 1,423 | 25.7K | 31.8% | 0.69 | 0.3664 | -0.011 | 14 | 0.2000 | 0.2100 | 2,130 | 28.9K | 33.3% | -0.31 | 0.3702 | -0.011 |
| 0.3300 | 0.3400 | 1,576 | 4,746 | 31.2% | 0.49 | 0.4354 | -0.012 | 14.5 | 0.4000 | 0.4300 | 381 | 314 | 32.4% | -0.52 | 0.4416 | -0.012 |
| 0.1500 | 0.1700 | 2,131 | 47.9K | 31.5% | 0.29 | 0.3685 | -0.010 | 15 | 0.6900 | 0.7500 | 73 | 7,287 | 30.7% | -0.72 | 0.3762 | -0.010 |
| 0.0600 | 0.0800 | 234 | 882 | 32.3% | 0.16 | 0.2450 | -0.008 | 15.5 | 1.07 | 1.18 | 4 | 10 | 29.5% | -0.85 | 0.2506 | -0.007 |
| 0.0200 | 0.0400 | 848 | 33.0K | 33.6% | 0.09 | 0.1484 | -0.005 | 16 | 1.53 | 1.66 | 11 | 2,320 | -0.93 | 0.1585 | -0.004 | |
| 0.0100 | 0.0300 | 3 | 71 | 37.9% | 0.05 | 0.0888 | -0.004 | 16.5 | 2.02 | 2.16 | 1 | -0.97 | 0.1187 | -0.003 | ||
| 0.0100 | 0.0200 | 2,508 | 48.1K | 42.4% | 0.03 | 0.0542 | -0.003 | 17 | 2.52 | 2.64 | 1 | 392 | -0.99 | 0.0570 | -0.004 | |
| 0 | 0.0300 | 1 | 20 | 48.5% | 0.02 | 0.0340 | -0.002 | 17.5 | 3.00 | 3.15 | -1.00 | 0.0131 | -0.006 | |||
| 0 | 0.0200 | 1 | 13.0K | 51.1% | 0.01 | 0.0220 | -0.001 | 18 | 3.50 | 3.65 | 35 | -1.00 | 0.0000 | -0.007 | ||
| 0 | 0.0200 | 56.4% | 0.01 | 0.0146 | -0.001 | 18.5 | 4.00 | 4.15 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.0100 | 5,406 | 56.3% | 0.01 | 0.0100 | -0.001 | 19 | 4.50 | 4.65 | 2 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0200 | 66.4% | 0.00 | 0.0069 | -0.001 | 19.5 | 5.00 | 5.15 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.0100 | 100 | 12.2K | 65.3% | 0.00 | 0.0049 | -0.000 | 20 | 5.50 | 5.65 | 1 | -1.00 | 0.0000 | -0.008 | ||
| 0 | 0.0200 | 10.5K | 80.0% | 0.00 | 0.0026 | -0.000 | 21 | 6.50 | 6.65 | -1.00 | 0.0000 | -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 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.