GILD Optionskette Gilead Sciences, 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 ±6.6% (143.25–163.41) · ATM IV 47.3% · P/C Open Interest 1.32
| 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 | |
| 71.50 | 75.20 | 1 | 135.9% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 236.2% | -0.00 | 0.0000 | -0.001 | |||
| 66.50 | 70.25 | 131.5% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.13 | 217.2% | -0.00 | 0.0000 | -0.001 | ||||
| 61.50 | 65.25 | 116.5% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.13 | 199.2% | -0.00 | 0.0001 | -0.002 | ||||
| 56.50 | 60.25 | 101.9% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.13 | 182.1% | -0.00 | 0.0001 | -0.002 | ||||
| 51.55 | 55.25 | 97.6% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 2.13 | 165.8% | -0.00 | 0.0002 | -0.003 | ||||
| 46.55 | 50.25 | 84.9% | 1.00 | 0.0003 | 0.000 | 105 | 0 | 2.13 | 150.2% | -0.00 | 0.0003 | -0.005 | ||||
| 41.55 | 45.25 | 72.6% | 1.00 | 0.0006 | -0.003 | 110 | 0 | 2.13 | 4 | 135.1% | -0.00 | 0.0006 | -0.008 | |||
| 36.55 | 40.30 | 68.0% | 0.99 | 0.0010 | -0.009 | 115 | 0 | 1.00 | 18 | 101.7% | -0.01 | 0.0010 | -0.013 | |||
| 31.60 | 35.30 | 61.7% | 0.99 | 0.0018 | -0.017 | 120 | 0 | 2.15 | 18 | 106.6% | -0.01 | 0.0018 | -0.021 | |||
| 26.65 | 30.40 | 1 | 59.1% | 0.98 | 0.0033 | -0.031 | 125 | 0 | 2.19 | 2 | 93.3% | -0.02 | 0.0033 | -0.035 | ||
| 21.75 | 25.50 | 2 | 54.4% | 0.96 | 0.0058 | -0.052 | 130 | 0 | 2.27 | 14 | 80.4% | -0.04 | 0.0058 | -0.055 | ||
| 19.80 | 23.60 | 53.2% | 0.95 | 0.0073 | -0.064 | 132 | 0 | 1.95 | 711 | 71.7% | -0.05 | 0.0073 | -0.067 | |||
| 18.75 | 22.65 | 50.9% | 0.94 | 0.0081 | -0.070 | 133 | 0 | 2.36 | 51 | 73.1% | -0.06 | 0.0082 | -0.073 | |||
| 17.90 | 21.70 | 52.8% | 0.93 | 0.0090 | -0.077 | 134 | 0 | 2.39 | 10 | 70.6% | -0.07 | 0.0091 | -0.080 | |||
| 16.95 | 20.75 | 1 | 51.9% | 0.93 | 0.0100 | -0.084 | 135 | 0 | 1.27 | 307 | 56.5% | -0.08 | 0.0101 | -0.087 | ||
| 16.05 | 19.85 | 51.5% | 0.92 | 0.0111 | -0.092 | 136 | 0 | 2.43 | 18 | 65.4% | -0.08 | 0.0112 | -0.095 | |||
| 15.15 | 18.95 | 1 | 1 | 51.4% | 0.91 | 0.0123 | -0.100 | 137 | 0.1500 | 2.60 | 2 | 9 | 65.3% | -0.10 | 0.0124 | -0.103 |
| 14.20 | 18.05 | 50.5% | 0.89 | 0.0136 | -0.108 | 138 | 0 | 2.75 | 2 | 20 | 62.5% | -0.11 | 0.0137 | -0.111 | ||
| 13.35 | 17.15 | 50.8% | 0.88 | 0.0150 | -0.117 | 139 | 0.0100 | 2.74 | 1 | 1 | 59.6% | -0.12 | 0.0151 | -0.120 | ||
| 12.90 | 16.25 | 6 | 53.2% | 0.87 | 0.0164 | -0.127 | 140 | 0 | 1.50 | 33 | 46.3% | -0.14 | 0.0166 | -0.129 | ||
| 12.05 | 15.40 | 40 | 53.1% | 0.85 | 0.0179 | -0.136 | 141 | 0.0100 | 2.99 | 12 | 55.6% | -0.15 | 0.0181 | -0.139 | ||
| 11.00 | 14.60 | 56 | 50.9% | 0.83 | 0.0195 | -0.146 | 142 | 0.2500 | 3.15 | 1 | 3 | 55.4% | -0.17 | 0.0197 | -0.148 | |
| 10.20 | 13.75 | 9 | 50.7% | 0.81 | 0.0211 | -0.155 | 143 | 0.0300 | 2.17 | 11 | 44.0% | -0.19 | 0.0213 | -0.158 | ||
| 9.65 | 12.40 | 22 | 48.0% | 0.79 | 0.0227 | -0.165 | 144 | 0.3400 | 2.21 | 1 | 14 | 43.7% | -0.21 | 0.0229 | -0.168 | |
| 8.80 | 11.60 | 39 | 47.1% | 0.77 | 0.0243 | -0.174 | 145 | 0.7400 | 2.32 | 14 | 39 | 44.0% | -0.23 | 0.0246 | -0.177 | |
| 8.05 | 11.45 | 16 | 50.2% | 0.74 | 0.0259 | -0.183 | 146 | 0.6400 | 2.55 | 1 | 32 | 41.7% | -0.26 | 0.0262 | -0.186 | |
| 7.30 | 10.70 | 1 | 9 | 49.5% | 0.72 | 0.0274 | -0.191 | 147 | 0.9600 | 3.90 | 38 | 47.9% | -0.29 | 0.0277 | -0.194 | |
| 6.55 | 9.90 | 27 | 48.3% | 0.69 | 0.0288 | -0.199 | 148 | 1.26 | 3.85 | 7 | 6 | 45.7% | -0.32 | 0.0291 | -0.202 | |
| 6.15 | 9.30 | 83 | 50.0% | 0.66 | 0.0301 | -0.205 | 149 | 2.55 | 3.80 | 1 | 18 | 48.4% | -0.34 | 0.0304 | -0.208 | |
| 5.95 | 8.10 | 3 | 128 | 48.7% | 0.63 | 0.0312 | -0.211 | 150 | 1.94 | 4.35 | 5 | 71 | 44.2% | -0.38 | 0.0316 | -0.213 |
| 3.80 | 6.70 | 2 | 58 | 44.9% | 0.55 | 0.0332 | -0.219 | 152.5 | 3.95 | 5.70 | 5 | 89 | 49.6% | -0.46 | 0.0335 | -0.221 |
| 3.15 | 4.95 | 8 | 181 | 44.8% | 0.46 | 0.0335 | -0.217 | 155 | 4.30 | 6.85 | 4 | 11 | 44.1% | -0.54 | 0.0339 | -0.220 |
| 1.74 | 3.95 | 4 | 57 | 42.6% | 0.38 | 0.0324 | -0.207 | 157.5 | 5.90 | 8.30 | 2 | 44.0% | -0.62 | 0.0328 | -0.209 | |
| 2.00 | 2.75 | 61 | 228 | 45.9% | 0.31 | 0.0298 | -0.190 | 160 | 7.95 | 9.95 | 1 | 31 | 45.4% | -0.70 | 0.0302 | -0.192 |
| 0.8000 | 2.20 | 37 | 54 | 43.0% | 0.24 | 0.0264 | -0.168 | 162.5 | 8.80 | 12.30 | 41.8% | -0.77 | 0.0269 | -0.169 | ||
| 0 | 1.72 | 6 | 95 | 40.2% | 0.19 | 0.0225 | -0.143 | 165 | 10.80 | 14.20 | 39.7% | -0.82 | 0.0230 | -0.145 | ||
| 0.1600 | 1.38 | 4 | 37 | 44.1% | 0.14 | 0.0186 | -0.119 | 167.5 | 12.95 | 16.60 | 40.6% | -0.87 | 0.0192 | -0.121 | ||
| 0 | 1.00 | 2 | 43.7% | 0.11 | 0.0150 | -0.097 | 170 | 15.25 | 18.95 | 40.8% | -0.91 | 0.0156 | -0.099 | |||
| 0 | 1.50 | 3 | 53.5% | 0.08 | 0.0119 | -0.077 | 172.5 | 17.55 | 21.40 | 39.9% | -0.94 | 0.0125 | -0.080 | |||
| 0 | 1.61 | 1 | 43 | 59.3% | 0.06 | 0.0092 | -0.060 | 175 | 19.95 | 23.65 | -0.96 | 0.0101 | -0.063 | |||
| 0 | 1.00 | 12 | 56.8% | 0.04 | 0.0071 | -0.047 | 177.5 | 22.40 | 26.25 | -0.97 | 0.0078 | -0.049 | ||||
| 0 | 2.24 | 74.5% | 0.03 | 0.0054 | -0.036 | 180 | 24.85 | 29.00 | 44.9% | -0.99 | 0.0057 | -0.037 | ||||
| 0 | 2.18 | 82.6% | 0.02 | 0.0031 | -0.021 | 185 | 29.85 | 33.55 | -1.00 | 0.0015 | -0.026 | |||||
| 0 | 2.15 | 90.6% | 0.01 | 0.0017 | -0.012 | 190 | 34.85 | 38.60 | -1.00 | 0.0001 | -0.025 | |||||
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 — Oct 30, 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.