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 ±19.3% (123.68–182.98) · ATM IV 31.7% · P/C Open Interest 0.42
| 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 | |
| 62.65 | 66.40 | 39.6% | 0.97 | 0.0014 | 0.000 | 90 | 0 | 1.25 | 41.6% | -0.03 | 0.0014 | -0.007 | ||||
| 58.00 | 61.20 | 35.3% | 0.96 | 0.0018 | 0.000 | 95 | 0.2200 | 1.27 | 39.4% | -0.04 | 0.0018 | -0.009 | ||||
| 53.35 | 57.10 | 37.4% | 0.95 | 0.0023 | 0.000 | 100 | 0.6300 | 1.35 | 8 | 37.5% | -0.05 | 0.0024 | -0.011 | |||
| 48.85 | 52.60 | 36.7% | 0.94 | 0.0029 | -0.002 | 105 | 0.7200 | 1.92 | 4 | 8 | 37.1% | -0.07 | 0.0030 | -0.013 | ||
| 44.50 | 48.20 | 36.2% | 0.92 | 0.0036 | -0.005 | 110 | 1.29 | 2.35 | 4 | 18 | 36.5% | -0.09 | 0.0037 | -0.015 | ||
| 40.40 | 44.00 | 36.1% | 0.89 | 0.0044 | -0.009 | 115 | 1.61 | 2.96 | 2 | 35.1% | -0.11 | 0.0046 | -0.018 | |||
| 36.10 | 39.80 | 2 | 34.9% | 0.87 | 0.0053 | -0.013 | 120 | 2.04 | 4.15 | 34.8% | -0.14 | 0.0055 | -0.021 | |||
| 32.05 | 35.90 | 34.2% | 0.83 | 0.0062 | -0.016 | 125 | 3.30 | 5.25 | 1 | 2 | 35.1% | -0.17 | 0.0064 | -0.023 | ||
| 28.40 | 32.15 | 33.8% | 0.80 | 0.0072 | -0.020 | 130 | 3.80 | 6.70 | 8 | 34.0% | -0.21 | 0.0074 | -0.026 | |||
| 25.10 | 28.70 | 1 | 34.0% | 0.76 | 0.0081 | -0.023 | 135 | 5.20 | 8.15 | 3 | 33.7% | -0.25 | 0.0084 | -0.028 | ||
| 21.75 | 25.35 | 6 | 33.2% | 0.71 | 0.0090 | -0.026 | 140 | 6.75 | 9.80 | 3 | 33.2% | -0.30 | 0.0093 | -0.030 | ||
| 18.70 | 22.30 | 1 | 32.8% | 0.66 | 0.0097 | -0.028 | 145 | 8.65 | 11.70 | 2 | 32.8% | -0.35 | 0.0101 | -0.031 | ||
| 15.80 | 19.65 | 12 | 32.4% | 0.61 | 0.0103 | -0.030 | 150 | 10.25 | 13.90 | 6 | 31.9% | -0.40 | 0.0108 | -0.032 | ||
| 13.30 | 16.55 | 7 | 31.4% | 0.56 | 0.0107 | -0.031 | 155 | 13.15 | 16.30 | 4 | 32.1% | -0.46 | 0.0113 | -0.033 | ||
| 11.10 | 14.15 | 1 | 13 | 31.0% | 0.51 | 0.0109 | -0.031 | 160 | 15.40 | 19.25 | 3 | 31.5% | -0.51 | 0.0116 | -0.032 | |
| 9.20 | 12.25 | 16 | 31.0% | 0.45 | 0.0110 | -0.031 | 165 | 18.40 | 22.30 | 31.3% | -0.57 | 0.0117 | -0.031 | |||
| 7.45 | 10.50 | 22 | 30.7% | 0.40 | 0.0108 | -0.031 | 170 | 21.65 | 25.50 | 31.1% | -0.62 | 0.0116 | -0.030 | |||
| 6.00 | 8.65 | 8 | 30.2% | 0.36 | 0.0104 | -0.029 | 175 | 25.15 | 28.70 | 30.5% | -0.68 | 0.0113 | -0.028 | |||
| 5.20 | 7.45 | 2 | 14 | 30.7% | 0.31 | 0.0100 | -0.028 | 180 | 28.90 | 32.45 | 30.3% | -0.72 | 0.0108 | -0.025 | ||
| 3.60 | 6.00 | 18 | 29.5% | 0.27 | 0.0094 | -0.026 | 185 | 32.90 | 36.60 | 30.4% | -0.77 | 0.0102 | -0.022 | |||
| 3.15 | 5.45 | 1 | 17 | 30.5% | 0.23 | 0.0087 | -0.024 | 190 | 37.05 | 40.80 | 30.4% | -0.81 | 0.0095 | -0.019 | ||
| 2.65 | 4.80 | 1 | 20 | 31.0% | 0.20 | 0.0080 | -0.022 | 195 | 41.40 | 45.20 | 30.5% | -0.85 | 0.0091 | -0.016 | ||
| 1.40 | 4.30 | 30.2% | 0.17 | 0.0072 | -0.020 | 200 | 45.90 | 49.70 | 30.6% | -0.89 | 0.0087 | -0.015 | ||||
| 0.2200 | 3.60 | 1 | 30.3% | 0.12 | 0.0058 | -0.016 | 210 | 55.20 | 58.95 | 29.6% | -0.96 | 0.0094 | -0.015 | |||
| 0.4100 | 2.77 | 32.0% | 0.09 | 0.0044 | -0.012 | 220 | 65.40 | 68.45 | -1.00 | 0.0008 | -0.037 | |||||
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 — May 21, 2027
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.