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 ±7.8% (141.31–165.35) · ATM IV 37.4% · P/C Open Interest 1.23
| 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 | |
| 71.95 | 75.30 | 113.7% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.13 | 157.0% | -0.00 | 0.0001 | -0.003 | ||||
| 66.55 | 70.40 | 1.00 | 0.0002 | 0.000 | 85 | 0 | 2.13 | 144.4% | -0.00 | 0.0002 | -0.003 | |||||
| 62.00 | 65.40 | 98.1% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 2.13 | 132.4% | -0.00 | 0.0003 | -0.004 | ||||
| 57.00 | 60.45 | 89.7% | 1.00 | 0.0004 | 0.000 | 95 | 0 | 2.13 | 121.1% | -0.00 | 0.0004 | -0.006 | ||||
| 51.55 | 55.45 | 1.00 | 0.0006 | 0.000 | 100 | 0 | 2.13 | 1 | 110.3% | -0.01 | 0.0006 | -0.008 | ||||
| 47.05 | 50.45 | 72.6% | 0.99 | 0.0009 | -0.003 | 105 | 0 | 2.13 | 99.9% | -0.01 | 0.0009 | -0.011 | ||||
| 42.10 | 45.50 | 66.4% | 0.99 | 0.0014 | -0.008 | 110 | 0 | 2.15 | 90.2% | -0.01 | 0.0014 | -0.015 | ||||
| 37.15 | 40.55 | 60.1% | 0.98 | 0.0021 | -0.014 | 115 | 0 | 2.18 | 9 | 80.8% | -0.02 | 0.0021 | -0.020 | |||
| 31.80 | 35.55 | 42.8% | 0.97 | 0.0033 | -0.022 | 120 | 0 | 0.3500 | 1 | 48.9% | -0.03 | 0.0033 | -0.028 | |||
| 26.95 | 30.70 | 43.1% | 0.95 | 0.0050 | -0.034 | 125 | 0 | 0.5700 | 2 | 45.8% | -0.05 | 0.0051 | -0.038 | |||
| 22.20 | 25.95 | 42.2% | 0.93 | 0.0076 | -0.048 | 130 | 0 | 0.9400 | 3 | 42.8% | -0.08 | 0.0077 | -0.052 | |||
| 18.45 | 22.30 | 40.9% | 0.89 | 0.0104 | -0.062 | 134 | 0 | 2.85 | 50.0% | -0.11 | 0.0105 | -0.065 | ||||
| 17.55 | 21.40 | 2 | 40.6% | 0.88 | 0.0112 | -0.066 | 135 | 0.0100 | 1.16 | 2 | 109 | 37.0% | -0.12 | 0.0113 | -0.069 | |
| 16.70 | 20.55 | 40.8% | 0.87 | 0.0121 | -0.069 | 136 | 0 | 2.43 | 2 | 43.8% | -0.13 | 0.0122 | -0.073 | |||
| 15.80 | 19.70 | 3 | 40.5% | 0.86 | 0.0130 | -0.073 | 137 | 0.3700 | 2.43 | 2 | 1 | 44.0% | -0.14 | 0.0131 | -0.076 | |
| 14.95 | 18.80 | 2 | 40.1% | 0.85 | 0.0139 | -0.077 | 138 | 0.7100 | 2.57 | 2 | 2 | 44.6% | -0.15 | 0.0140 | -0.080 | |
| 14.25 | 18.00 | 3 | 40.9% | 0.83 | 0.0148 | -0.081 | 139 | 0.6000 | 3.45 | 1 | 46.3% | -0.17 | 0.0149 | -0.084 | ||
| 13.40 | 17.15 | 3 | 40.4% | 0.82 | 0.0158 | -0.085 | 140 | 1.39 | 1.93 | 39 | 40.9% | -0.18 | 0.0159 | -0.088 | ||
| 12.50 | 16.35 | 6 | 39.8% | 0.80 | 0.0168 | -0.089 | 141 | 1.08 | 3.40 | 44.1% | -0.20 | 0.0169 | -0.092 | |||
| 11.90 | 15.55 | 1 | 40.4% | 0.79 | 0.0178 | -0.093 | 142 | 0.7100 | 2.73 | 4 | 13 | 37.4% | -0.22 | 0.0179 | -0.096 | |
| 11.55 | 14.40 | 1 | 40.3% | 0.77 | 0.0188 | -0.097 | 143 | 0.9100 | 3.80 | 2 | 40.7% | -0.23 | 0.0189 | -0.100 | ||
| 10.45 | 14.05 | 3 | 40.3% | 0.75 | 0.0197 | -0.101 | 144 | 1.89 | 4.05 | 1 | 89 | 43.3% | -0.25 | 0.0199 | -0.103 | |
| 10.05 | 12.80 | 7 | 39.4% | 0.73 | 0.0207 | -0.104 | 145 | 2.20 | 3.45 | 3 | 31 | 39.9% | -0.27 | 0.0209 | -0.106 | |
| 9.30 | 12.60 | 4 | 40.9% | 0.71 | 0.0216 | -0.107 | 146 | 1.02 | 4.45 | 15 | 36.9% | -0.29 | 0.0219 | -0.110 | ||
| 8.60 | 11.95 | 2 | 40.7% | 0.69 | 0.0225 | -0.110 | 147 | 1.29 | 4.85 | 4 | 37.0% | -0.32 | 0.0228 | -0.113 | ||
| 7.95 | 11.25 | 1 | 40.4% | 0.66 | 0.0233 | -0.113 | 148 | 2.38 | 5.15 | 5 | 39.3% | -0.34 | 0.0236 | -0.115 | ||
| 7.40 | 10.65 | 7 | 40.6% | 0.64 | 0.0240 | -0.115 | 149 | 1.98 | 5.55 | 7 | 36.7% | -0.36 | 0.0244 | -0.117 | ||
| 6.90 | 10.00 | 33 | 40.6% | 0.62 | 0.0247 | -0.117 | 150 | 3.15 | 5.90 | 11 | 39.0% | -0.39 | 0.0250 | -0.119 | ||
| 5.35 | 8.10 | 13 | 38.2% | 0.55 | 0.0259 | -0.120 | 152.5 | 3.55 | 7.05 | 23 | 36.6% | -0.45 | 0.0263 | -0.122 | ||
| 4.15 | 6.85 | 2 | 69 | 38.0% | 0.49 | 0.0264 | -0.120 | 155 | 4.85 | 8.40 | 2 | 36.7% | -0.52 | 0.0268 | -0.122 | |
| 3.05 | 6.45 | 38 | 39.8% | 0.42 | 0.0260 | -0.117 | 157.5 | 6.30 | 9.50 | 35.4% | -0.59 | 0.0266 | -0.119 | |||
| 2.13 | 5.60 | 2 | 17 | 39.9% | 0.36 | 0.0250 | -0.111 | 160 | 8.65 | 11.10 | 37.6% | -0.65 | 0.0256 | -0.113 | ||
| 1.38 | 4.10 | 17 | 37.4% | 0.30 | 0.0233 | -0.104 | 162.5 | 9.70 | 13.15 | 36.0% | -0.71 | 0.0241 | -0.105 | |||
| 1.00 | 2.85 | 107 | 39 | 35.7% | 0.25 | 0.0213 | -0.094 | 165 | 11.60 | 15.00 | 35.5% | -0.76 | 0.0220 | -0.096 | ||
| 1.24 | 1.69 | 2 | 7 | 35.9% | 0.21 | 0.0189 | -0.084 | 167.5 | 13.65 | 17.55 | 37.8% | -0.81 | 0.0198 | -0.086 | ||
| 0.4000 | 2.20 | 18 | 13 | 37.9% | 0.17 | 0.0165 | -0.074 | 170 | 15.75 | 19.30 | 35.5% | -0.85 | 0.0175 | -0.076 | ||
| 0.0300 | 1.93 | 4 | 37.9% | 0.13 | 0.0142 | -0.064 | 172.5 | 17.95 | 21.40 | 33.7% | -0.88 | 0.0152 | -0.066 | |||
| 0.0100 | 2.79 | 3 | 45.8% | 0.11 | 0.0120 | -0.055 | 175 | 20.25 | 24.05 | 36.3% | -0.91 | 0.0131 | -0.057 | |||
| 0 | 2.05 | 44.8% | 0.09 | 0.0101 | -0.047 | 177.5 | 22.65 | 26.45 | 36.9% | -0.94 | 0.0112 | -0.049 | ||||
| 0 | 1.66 | 1 | 45.2% | 0.07 | 0.0084 | -0.039 | 180 | 25.00 | 28.75 | -0.96 | 0.0095 | -0.041 | ||||
| 0 | 1.15 | 46.6% | 0.04 | 0.0056 | -0.028 | 185 | 30.50 | 34.00 | 49.3% | -0.99 | 0.0061 | -0.030 | ||||
| 0 | 2.00 | 58.6% | 0.03 | 0.0037 | -0.019 | 190 | 35.50 | 39.00 | 54.5% | -1.00 | 0.0014 | -0.028 | ||||
| 0 | 2.16 | 65.0% | 0.02 | 0.0025 | -0.013 | 195 | 39.90 | 44.00 | 50.1% | -1.00 | 0.0000 | -0.028 | ||||
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 13, 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.