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 ±7.1% (142.50–164.16) · ATM IV 39.7% · P/C Open Interest 0.57
| 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 | |
| 71.90 | 75.30 | 139.4% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.13 | 184.7% | -0.00 | 0.0001 | -0.004 | ||||
| 66.90 | 70.30 | 126.5% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 2.13 | 169.8% | -0.00 | 0.0002 | -0.005 | ||||
| 61.90 | 65.35 | 116.5% | 1.00 | 0.0003 | 0.000 | 90 | 0 | 2.13 | 155.8% | -0.00 | 0.0003 | -0.006 | ||||
| 56.90 | 60.35 | 105.0% | 1.00 | 0.0004 | 0.000 | 95 | 0 | 2.13 | 142.4% | -0.00 | 0.0004 | -0.008 | ||||
| 51.95 | 55.35 | 95.8% | 1.00 | 0.0006 | -0.002 | 100 | 0 | 2.13 | 129.7% | -0.01 | 0.0006 | -0.010 | ||||
| 46.95 | 50.35 | 85.4% | 0.99 | 0.0008 | -0.006 | 105 | 0 | 2.14 | 117.6% | -0.01 | 0.0008 | -0.013 | ||||
| 42.00 | 45.40 | 78.3% | 0.99 | 0.0013 | -0.011 | 110 | 0 | 2.15 | 106.0% | -0.01 | 0.0013 | -0.018 | ||||
| 37.05 | 40.45 | 71.0% | 0.98 | 0.0019 | -0.018 | 115 | 0 | 2.18 | 94.9% | -0.02 | 0.0020 | -0.024 | ||||
| 31.75 | 35.55 | 56.7% | 0.97 | 0.0030 | -0.027 | 120 | 0 | 2.23 | 6 | 84.3% | -0.03 | 0.0030 | -0.032 | |||
| 26.85 | 30.65 | 1 | 52.4% | 0.96 | 0.0047 | -0.040 | 125 | 0 | 2.32 | 74.2% | -0.04 | 0.0047 | -0.044 | |||
| 22.00 | 25.80 | 4 | 48.1% | 0.94 | 0.0072 | -0.056 | 130 | 0 | 1.28 | 3 | 54.0% | -0.07 | 0.0073 | -0.060 | ||
| 18.30 | 22.10 | 47.5% | 0.91 | 0.0102 | -0.073 | 134 | 0 | 2.69 | 1 | 57.5% | -0.09 | 0.0102 | -0.076 | |||
| 17.40 | 21.20 | 47.2% | 0.90 | 0.0110 | -0.077 | 135 | 0.1100 | 1.67 | 2 | 116 | 48.7% | -0.10 | 0.0111 | -0.080 | ||
| 16.50 | 20.30 | 46.4% | 0.89 | 0.0120 | -0.082 | 136 | 0 | 2.72 | 11 | 5 | 53.3% | -0.11 | 0.0120 | -0.085 | ||
| 15.60 | 19.40 | 46.2% | 0.88 | 0.0130 | -0.087 | 137 | 0.1100 | 1.87 | 54 | 46.1% | -0.13 | 0.0130 | -0.090 | |||
| 14.70 | 18.50 | 45.4% | 0.86 | 0.0140 | -0.092 | 138 | 0.0500 | 2.08 | 45.0% | -0.14 | 0.0141 | -0.095 | ||||
| 13.85 | 17.65 | 44.9% | 0.85 | 0.0151 | -0.097 | 139 | 0 | 2.04 | 3 | 171 | 42.3% | -0.15 | 0.0152 | -0.100 | ||
| 13.40 | 16.80 | 46.8% | 0.84 | 0.0162 | -0.102 | 140 | 0.9000 | 1.75 | 10 | 44.0% | -0.17 | 0.0163 | -0.105 | |||
| 12.55 | 15.95 | 46.4% | 0.82 | 0.0174 | -0.108 | 141 | 1.01 | 2.54 | 1 | 5 | 46.8% | -0.18 | 0.0175 | -0.110 | ||
| 11.75 | 15.10 | 2 | 45.6% | 0.80 | 0.0186 | -0.113 | 142 | 0.6400 | 3.00 | 100 | 44.8% | -0.20 | 0.0187 | -0.115 | ||
| 10.95 | 13.75 | 42.3% | 0.78 | 0.0198 | -0.118 | 143 | 0.5100 | 3.60 | 6 | 44.8% | -0.22 | 0.0200 | -0.120 | |||
| 10.00 | 13.55 | 44.0% | 0.76 | 0.0210 | -0.123 | 144 | 0.3100 | 3.75 | 2 | 42.0% | -0.24 | 0.0212 | -0.125 | |||
| 9.40 | 12.15 | 6 | 41.4% | 0.74 | 0.0222 | -0.128 | 145 | 0.9900 | 3.80 | 9 | 42.8% | -0.26 | 0.0224 | -0.130 | ||
| 8.75 | 11.40 | 102 | 41.4% | 0.72 | 0.0234 | -0.132 | 146 | 1.26 | 3.95 | 1 | 42.0% | -0.28 | 0.0236 | -0.135 | ||
| 8.20 | 10.75 | 3 | 8 | 42.1% | 0.70 | 0.0246 | -0.137 | 147 | 2.36 | 3.80 | 34 | 35 | 43.3% | -0.30 | 0.0248 | -0.139 |
| 7.25 | 9.95 | 7 | 40.2% | 0.67 | 0.0256 | -0.140 | 148 | 2.64 | 4.15 | 63 | 28 | 42.9% | -0.33 | 0.0259 | -0.143 | |
| 6.60 | 10.00 | 20 | 42.8% | 0.65 | 0.0266 | -0.144 | 149 | 2.49 | 4.55 | 3 | 40.9% | -0.36 | 0.0268 | -0.146 | ||
| 6.25 | 8.90 | 37 | 41.8% | 0.62 | 0.0274 | -0.146 | 150 | 2.91 | 4.85 | 1 | 1 | 40.6% | -0.38 | 0.0277 | -0.148 | |
| 4.50 | 7.30 | 16 | 39.5% | 0.55 | 0.0289 | -0.150 | 152.5 | 3.80 | 6.05 | 2 | 20 | 39.9% | -0.46 | 0.0293 | -0.152 | |
| 4.40 | 5.75 | 2 | 47 | 42.2% | 0.48 | 0.0294 | -0.150 | 155 | 4.90 | 6.65 | 5 | 36.5% | -0.53 | 0.0298 | -0.152 | |
| 3.45 | 4.80 | 12 | 251 | 42.7% | 0.41 | 0.0287 | -0.145 | 157.5 | 6.40 | 9.00 | 9 | 39.6% | -0.60 | 0.0292 | -0.147 | |
| 2.50 | 3.75 | 2 | 127 | 41.6% | 0.34 | 0.0271 | -0.137 | 160 | 7.85 | 10.80 | 20 | 39.3% | -0.67 | 0.0276 | -0.138 | |
| 0.7700 | 2.62 | 39 | 32 | 35.2% | 0.28 | 0.0247 | -0.125 | 162.5 | 9.85 | 12.60 | 1 | 39.9% | -0.73 | 0.0253 | -0.127 | |
| 0.6000 | 2.16 | 11 | 10 | 37.0% | 0.22 | 0.0219 | -0.112 | 165 | 11.15 | 14.55 | 36.3% | -0.79 | 0.0225 | -0.114 | ||
| 0.1500 | 2.52 | 2 | 8 | 41.0% | 0.18 | 0.0190 | -0.099 | 167.5 | 13.30 | 17.10 | 2 | 39.0% | -0.83 | 0.0197 | -0.100 | |
| 0 | 1.31 | 340 | 36.4% | 0.14 | 0.0162 | -0.086 | 170 | 15.50 | 19.25 | 38.6% | -0.87 | 0.0169 | -0.087 | |||
| 0 | 1.67 | 5 | 42.9% | 0.11 | 0.0136 | -0.074 | 172.5 | 17.75 | 21.50 | 37.7% | -0.90 | 0.0143 | -0.075 | |||
| 0 | 1.77 | 25 | 47.3% | 0.09 | 0.0112 | -0.062 | 175 | 20.10 | 23.90 | 37.8% | -0.93 | 0.0120 | -0.064 | |||
| 0 | 1.61 | 2 | 49.6% | 0.07 | 0.0093 | -0.053 | 177.5 | 22.55 | 26.30 | 37.7% | -0.95 | 0.0099 | -0.054 | |||
| 0 | 1.36 | 10 | 50.9% | 0.06 | 0.0076 | -0.044 | 180 | 24.95 | 28.65 | -0.96 | 0.0085 | -0.045 | ||||
| 0 | 2.29 | 1 | 65.2% | 0.03 | 0.0050 | -0.031 | 185 | 29.90 | 33.85 | -0.98 | 0.0056 | -0.030 | ||||
| 0 | 2.23 | 10 | 71.2% | 0.02 | 0.0033 | -0.021 | 190 | 35.50 | 38.80 | 60.2% | -1.00 | 0.0022 | -0.025 | |||
| 0 | 2.20 | 77.1% | 0.01 | 0.0022 | -0.015 | 195 | 40.50 | 43.80 | 65.8% | -1.00 | 0.0003 | -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 — Nov 06, 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.