FIVE Optionskette Five Below, Inc.
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 ±6.3% (226.44–256.64) · ATM IV 38.8% · P/C Open Interest 0.80
| 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 | |
| 114.20 | 117.20 | 167.2% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 4 | 185.9% | 0.00 | 0.0000 | 0.000 | |||
| 108.70 | 112.20 | 1 | 144.5% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 7 | 176.1% | 0.00 | 0.0000 | 0.000 | ||
| 103.70 | 107.10 | 1 | 132.5% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 26 | 166.6% | 0.00 | 0.0000 | -0.000 | ||
| 98.70 | 102.10 | 124.3% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 5 | 157.5% | 0.00 | 0.0000 | -0.000 | |||
| 94.20 | 97.10 | 129.5% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 2.15 | 3 | 148.7% | -0.00 | 0.0000 | -0.000 | |||
| 89.20 | 92.10 | 3 | 121.4% | 1.00 | 0.0000 | 0.000 | 150 | 0 | 0.0500 | 10 | 48 | 83.7% | -0.00 | 0.0000 | -0.000 | |
| 84.30 | 87.20 | 1 | 117.3% | 1.00 | 0.0000 | 0.000 | 155 | 0 | 1.60 | 4 | 30 | 105.5% | -0.00 | 0.0000 | -0.001 | |
| 78.70 | 82.20 | 1 | 97.0% | 1.00 | 0.0000 | 0.000 | 160 | 0 | 0.1000 | 46 | 78.4% | -0.00 | 0.0000 | -0.001 | ||
| 74.30 | 77.20 | 13 | 102.1% | 1.00 | 0.0001 | 0.000 | 165 | 0 | 2.15 | 299 | 115.9% | -0.00 | 0.0001 | -0.002 | ||
| 69.30 | 72.20 | 1 | 37 | 94.8% | 1.00 | 0.0001 | 0.000 | 170 | 0 | 0.0500 | 298 | 62.9% | -0.00 | 0.0001 | -0.003 | |
| 64.30 | 67.30 | 10 | 2 | 89.2% | 1.00 | 0.0002 | 0.000 | 175 | 0 | 1.70 | 6 | 58 | 95.9% | -0.00 | 0.0002 | -0.004 |
| 59.30 | 62.20 | 14 | 80.8% | 1.00 | 0.0004 | 0.000 | 180 | 0 | 0.0500 | 15 | 210 | 53.3% | -0.00 | 0.0004 | -0.007 | |
| 54.30 | 57.20 | 37 | 74.1% | 0.99 | 0.0006 | 0.000 | 185 | 0 | 0.0500 | 19 | 142 | 48.7% | -0.01 | 0.0006 | -0.011 | |
| 49.00 | 52.30 | 1 | 73 | 64.8% | 0.99 | 0.0010 | 0.000 | 190 | 0 | 0.1000 | 99 | 208 | 47.7% | -0.01 | 0.0010 | -0.017 |
| 44.40 | 47.40 | 2 | 41 | 64.3% | 0.99 | 0.0016 | -0.004 | 195 | 0 | 0.3500 | 32 | 134 | 49.7% | -0.01 | 0.0016 | -0.027 |
| 39.90 | 42.40 | 6 | 33 | 62.2% | 0.98 | 0.0025 | -0.020 | 200 | 0.1000 | 0.4500 | 356 | 671 | 49.1% | -0.02 | 0.0025 | -0.040 |
| 29.40 | 32.90 | 67 | 48.6% | 0.94 | 0.0056 | -0.068 | 210 | 0.4000 | 0.6500 | 325 | 175 | 43.2% | -0.06 | 0.0056 | -0.084 | |
| 20.20 | 23.80 | 1 | 102 | 43.7% | 0.86 | 0.0109 | -0.140 | 220 | 1.20 | 1.90 | 208 | 357 | 42.3% | -0.14 | 0.0110 | -0.151 |
| 12.40 | 16.00 | 4 | 103 | 42.1% | 0.72 | 0.0172 | -0.216 | 230 | 2.05 | 5.50 | 258 | 142 | 41.4% | -0.28 | 0.0173 | -0.223 |
| 7.00 | 9.10 | 443 | 354 | 40.6% | 0.52 | 0.0207 | -0.255 | 240 | 6.00 | 8.10 | 85 | 91 | 37.0% | -0.48 | 0.0209 | -0.257 |
| 3.50 | 4.70 | 207 | 427 | 41.0% | 0.33 | 0.0188 | -0.230 | 250 | 12.00 | 14.80 | 56 | 273 | 38.0% | -0.68 | 0.0190 | -0.228 |
| 0.4500 | 2.00 | 213 | 762 | 39.7% | 0.18 | 0.0134 | -0.165 | 260 | 19.30 | 22.30 | 17 | 22 | 32.9% | -0.83 | 0.0136 | -0.159 |
| 0.5000 | 1.20 | 178 | 164 | 42.0% | 0.09 | 0.0080 | -0.101 | 270 | 28.30 | 31.40 | 2 | -0.92 | 0.0081 | -0.087 | ||
| 0.2000 | 0.5500 | 137 | 117 | 43.3% | 0.04 | 0.0042 | -0.056 | 280 | 38.10 | 41.10 | 2 | 1 | -0.98 | 0.0055 | -0.052 | |
| 0.1000 | 0.4500 | 99 | 79 | 43.0% | 0.02 | 0.0022 | -0.030 | 290 | 48.20 | 51.10 | 1 | -1.00 | 0.0010 | -0.090 | ||
| 0.0500 | 0.2000 | 74 | 242 | 49.5% | 0.01 | 0.0011 | -0.015 | 300 | 58.20 | 61.10 | -1.00 | 0.0000 | -0.119 | |||
| 0 | 0.2000 | 16 | 163 | 54.0% | 0.00 | 0.0005 | -0.008 | 310 | 68.20 | 71.10 | -1.00 | 0.0000 | -0.127 | |||
| 0 | 0.0500 | 99 | 41 | 51.4% | 0.00 | 0.0003 | -0.004 | 320 | 78.20 | 81.10 | -1.00 | 0.0000 | -0.128 | |||
| 0 | 1.30 | 2 | 15 | 56.3% | 0.00 | 0.0001 | -0.002 | 330 | 88.20 | 91.10 | 3 | -1.00 | 0.0000 | -0.129 | ||
| 0 | 0.0500 | 1,171 | 61.0% | 0.00 | 0.0001 | -0.001 | 340 | 98.20 | 101.10 | 3 | -1.00 | 0.0000 | -0.129 | |||
| 0 | 0.1500 | 6 | 65.5% | 0.00 | 0.0000 | -0.001 | 350 | 108.20 | 111.10 | 2 | -1.00 | 0.0000 | -0.129 | |||
| 0 | 0.1000 | 16 | 74.7% | 0.00 | 0.0000 | -0.000 | 360 | 118.20 | 121.10 | 1 | -1.00 | 0.0000 | -0.129 | |||
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.