FCX Optionskette Freeport-McMoRan Inc.
Cboe delayed options data · Stand 15:34 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 ±7.3% (67.55–78.16) · ATM IV 44.6% · P/C Open Interest 0.89
| 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 | |
| 34.30 | 36.35 | 377 | 1.00 | 0.0000 | 0.000 | 37 | 0 | 0.7700 | 5,727 | 197.1% | -0.00 | 0.0000 | -0.000 | |||
| 31.40 | 33.50 | 399 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 1.30 | 4,057 | 198.2% | -0.00 | 0.0001 | -0.000 | |||
| 29.35 | 31.30 | 663 | 1.00 | 0.0001 | 0.000 | 42 | 0 | 0.5300 | 3,078 | 153.3% | -0.00 | 0.0001 | -0.000 | |||
| 27.25 | 28.75 | 1 | 2,515 | 108.2% | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.5400 | 4,918 | 137.1% | -0.00 | 0.0002 | -0.001 | |
| 25.25 | 26.60 | 2,474 | 1.00 | 0.0003 | 0.000 | 47 | 0 | 0.5400 | 4,628 | 126.5% | -0.00 | 0.0003 | -0.001 | |||
| 21.45 | 23.25 | 3,028 | 1.00 | 0.0006 | 0.000 | 50 | 0 | 0.0100 | 1 | 12.6K | 65.1% | -0.00 | 0.0006 | -0.002 | ||
| 17.10 | 18.30 | 5 | 4,591 | 0.99 | 0.0020 | 0.000 | 55 | 0.0100 | 0.0500 | 1 | 9,444 | 60.8% | -0.01 | 0.0020 | -0.004 | |
| 12.40 | 13.25 | 1 | 7,332 | 0.98 | 0.0076 | -0.006 | 60 | 0.0400 | 0.0800 | 103 | 12.4K | 48.7% | -0.02 | 0.0077 | -0.013 | |
| 7.60 | 10.05 | 2 | 0.92 | 0.0209 | -0.028 | 64 | 0.2200 | 0.4000 | 21 | 361 | 49.3% | -0.08 | 0.0210 | -0.033 | ||
| 7.65 | 8.65 | 2 | 8,257 | 38.7% | 0.90 | 0.0259 | -0.036 | 65 | 0.3300 | 0.4000 | 24 | 7,998 | 47.0% | -0.10 | 0.0260 | -0.040 |
| 6.80 | 7.60 | 2 | 122 | 36.9% | 0.87 | 0.0312 | -0.045 | 66 | 0.4200 | 0.6500 | 2 | 221 | 47.9% | -0.13 | 0.0314 | -0.048 |
| 5.20 | 7.65 | 13 | 40.3% | 0.83 | 0.0368 | -0.054 | 67 | 0.6200 | 0.7800 | 1 | 144 | 47.4% | -0.17 | 0.0370 | -0.057 | |
| 4.80 | 6.10 | 11 | 36.1% | 0.79 | 0.0423 | -0.062 | 68 | 0.8000 | 1.04 | 6 | 491 | 47.3% | -0.21 | 0.0426 | -0.065 | |
| 4.65 | 5.25 | 372 | 42.6% | 0.74 | 0.0474 | -0.070 | 69 | 1.06 | 1.33 | 3 | 420 | 47.3% | -0.26 | 0.0478 | -0.073 | |
| 4.25 | 4.55 | 161 | 16.1K | 44.5% | 0.69 | 0.0519 | -0.077 | 70 | 1.33 | 1.58 | 96 | 11.4K | 46.5% | -0.31 | 0.0523 | -0.079 |
| 3.40 | 3.85 | 2 | 18 | 42.8% | 0.63 | 0.0555 | -0.083 | 71 | 1.71 | 2.00 | 52 | 265 | 46.6% | -0.37 | 0.0559 | -0.084 |
| 2.70 | 3.25 | 5 | 62 | 41.5% | 0.58 | 0.0579 | -0.086 | 72 | 2.12 | 2.50 | 4 | 681 | 47.2% | -0.43 | 0.0584 | -0.087 |
| 2.31 | 2.73 | 3 | 29 | 42.5% | 0.52 | 0.0591 | -0.088 | 73 | 2.61 | 2.96 | 1 | 250 | 46.7% | -0.48 | 0.0596 | -0.089 |
| 1.90 | 2.26 | 14 | 103 | 42.7% | 0.46 | 0.0589 | -0.088 | 74 | 3.15 | 3.55 | 1 | 544 | 46.9% | -0.54 | 0.0594 | -0.088 |
| 1.75 | 1.85 | 539 | 16.4K | 44.6% | 0.40 | 0.0575 | -0.086 | 75 | 3.75 | 4.15 | 83 | 2,682 | 47.2% | -0.60 | 0.0581 | -0.085 |
| 1.18 | 1.53 | 1 | 125 | 42.6% | 0.35 | 0.0550 | -0.082 | 76 | 4.40 | 4.90 | 687 | 47.5% | -0.66 | 0.0556 | -0.081 | |
| 1.06 | 1.25 | 464 | 1,882 | 44.2% | 0.30 | 0.0515 | -0.076 | 77 | 5.10 | 5.60 | 1 | 293 | 47.4% | -0.71 | 0.0522 | -0.075 |
| 0.7600 | 0.9900 | 18 | 280 | 43.3% | 0.25 | 0.0473 | -0.070 | 78 | 5.85 | 7.05 | 629 | 54.5% | -0.75 | 0.0480 | -0.069 | |
| 0.6500 | 0.7900 | 9 | 1,108 | 44.2% | 0.21 | 0.0427 | -0.064 | 79 | 6.40 | 7.50 | 188 | 567 | 48.7% | -0.80 | 0.0434 | -0.062 |
| 0.5800 | 0.6600 | 165 | 28.6K | 45.9% | 0.18 | 0.0380 | -0.057 | 80 | 7.50 | 8.25 | 50 | 2,281 | 51.2% | -0.83 | 0.0386 | -0.054 |
| 0.3500 | 1.01 | 265 | 51.3% | 0.14 | 0.0333 | -0.050 | 81 | 7.60 | 10.15 | 12 | 55.3% | -0.86 | 0.0338 | -0.047 | ||
| 0.2200 | 0.4600 | 3 | 1,834 | 44.8% | 0.12 | 0.0288 | -0.044 | 82 | 9.00 | 10.55 | 3 | 56.6% | -0.89 | 0.0293 | -0.040 | |
| 0.2200 | 0.3300 | 16 | 348 | 45.5% | 0.10 | 0.0248 | -0.038 | 83 | 9.50 | 12.00 | 17 | 59.7% | -0.91 | 0.0252 | -0.034 | |
| 0.1200 | 0.4900 | 10 | 41 | 49.9% | 0.08 | 0.0212 | -0.033 | 84 | 10.80 | 12.50 | 60.2% | -0.93 | 0.0219 | -0.028 | ||
| 0.1300 | 0.2200 | 55 | 10.9K | 46.7% | 0.07 | 0.0181 | -0.029 | 85 | 12.10 | 13.35 | 65 | 66.0% | -0.94 | 0.0194 | -0.024 | |
| 0.0800 | 0.4900 | 1 | 13 | 55.0% | 0.06 | 0.0155 | -0.026 | 86 | 12.85 | 14.65 | 70.2% | -0.95 | 0.0176 | -0.020 | ||
| 0.0500 | 0.4300 | 5 | 13 | 55.8% | 0.05 | 0.0133 | -0.023 | 87 | 13.45 | 15.75 | 68.5% | -0.96 | 0.0158 | -0.017 | ||
| 0.0400 | 0.1300 | 3 | 32 | 48.1% | 0.04 | 0.0114 | -0.020 | 88 | 14.85 | 16.45 | 73.4% | -0.97 | 0.0140 | -0.017 | ||
| 0.0100 | 0.5500 | 13 | 97 | 63.3% | 0.03 | 0.0099 | -0.018 | 89 | 15.40 | 17.85 | 75.6% | -0.98 | 0.0124 | -0.016 | ||
| 0.0500 | 0.0900 | 27 | 2,698 | 51.2% | 0.03 | 0.0086 | -0.017 | 90 | 16.70 | 17.70 | 31 | 55.6% | -0.98 | 0.0106 | -0.017 | |
| 0.0200 | 0.3900 | 1 | 70 | 64.3% | 0.03 | 0.0076 | -0.015 | 91 | 17.40 | 19.90 | 82.4% | -0.99 | 0.0085 | -0.019 | ||
| 0.0200 | 0.1400 | 1 | 9,760 | 63.2% | 0.02 | 0.0047 | -0.011 | 95 | 21.70 | 22.70 | 67.1% | -1.00 | 0.0033 | -0.025 | ||
| 0.0100 | 0.0500 | 10 | 1,239 | 64.3% | 0.01 | 0.0028 | -0.008 | 100 | 26.40 | 28.95 | 107.8% | -1.00 | 0.0006 | -0.031 | ||
| 0 | 0.1200 | 262 | 79.4% | 0.01 | 0.0018 | -0.006 | 105 | 31.40 | 33.85 | 117.6% | -1.00 | 0.0000 | -0.035 | |||
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