GILD Optionskette Gilead Sciences, Inc.
Cboe delayed options data · Stand 18:35 UTC
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 ±4.3% (143.53–156.51) · ATM IV 25.9% · P/C Open Interest 0.45
| 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 | |
| 68.75 | 70.85 | 11 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 28 | 195.6% | 0.00 | 0.0000 | -0.000 | |||
| 63.75 | 66.45 | 10 | 116.7% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.13 | 31 | 179.2% | 0.00 | 0.0000 | -0.000 | ||
| 58.75 | 60.45 | 32 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.6200 | 153 | 129.3% | -0.00 | 0.0000 | -0.000 | |||
| 53.75 | 56.05 | 67 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.6200 | 601 | 117.2% | -0.00 | 0.0000 | -0.000 | |||
| 48.75 | 51.25 | 48 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.3700 | 193 | 97.1% | -0.00 | 0.0001 | -0.001 | |||
| 43.80 | 45.85 | 217 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1100 | 3 | 500 | 73.3% | -0.00 | 0.0001 | -0.001 | ||
| 38.80 | 40.85 | 227 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.0500 | 2 | 322 | 58.9% | -0.00 | 0.0003 | -0.002 | ||
| 33.80 | 35.90 | 170 | 1.00 | 0.0003 | 0.000 | 115 | 0 | 0.0600 | 3 | 1,121 | 52.1% | -0.00 | 0.0006 | -0.003 | ||
| 28.80 | 30.95 | 1,281 | 1.00 | 0.0007 | 0.000 | 120 | 0 | 0.1400 | 1,142 | 49.5% | -0.01 | 0.0012 | -0.006 | |||
| 23.85 | 25.50 | 327 | 0.99 | 0.0016 | 0.000 | 125 | 0.0200 | 0.2000 | 1,230 | 44.3% | -0.01 | 0.0026 | -0.011 | |||
| 18.85 | 21.00 | 1,011 | 0.98 | 0.0039 | -0.004 | 130 | 0.0100 | 0.2400 | 1 | 843 | 36.7% | -0.03 | 0.0056 | -0.020 | ||
| 14.85 | 16.95 | 1 | 0.97 | 0.0079 | -0.017 | 134 | 0 | 0.3300 | 4 | 31.4% | -0.05 | 0.0102 | -0.033 | |||
| 14.40 | 16.25 | 3 | 1,805 | 34.5% | 0.96 | 0.0094 | -0.021 | 135 | 0.0100 | 0.3500 | 704 | 30.2% | -0.06 | 0.0119 | -0.036 | |
| 13.50 | 15.25 | 34.1% | 0.95 | 0.0111 | -0.025 | 136 | 0.1000 | 0.4100 | 15 | 30.6% | -0.07 | 0.0138 | -0.041 | |||
| 12.00 | 14.35 | 24.2% | 0.94 | 0.0132 | -0.031 | 137 | 0.1000 | 0.6400 | 46 | 31.4% | -0.08 | 0.0159 | -0.045 | |||
| 11.05 | 13.25 | 20.4% | 0.93 | 0.0156 | -0.036 | 138 | 0.1500 | 0.7100 | 43 | 30.6% | -0.10 | 0.0184 | -0.051 | |||
| 10.10 | 12.10 | 1 | 0.92 | 0.0183 | -0.043 | 139 | 0.2200 | 0.8000 | 30 | 29.9% | -0.11 | 0.0211 | -0.056 | |||
| 9.95 | 11.20 | 2 | 3,618 | 30.2% | 0.90 | 0.0214 | -0.049 | 140 | 0.4600 | 0.6600 | 1 | 2,435 | 28.6% | -0.13 | 0.0241 | -0.062 |
| 8.80 | 10.25 | 1 | 27.1% | 0.88 | 0.0249 | -0.057 | 141 | 0.4300 | 0.9900 | 103 | 28.5% | -0.15 | 0.0274 | -0.068 | ||
| 7.45 | 9.25 | 21.4% | 0.86 | 0.0287 | -0.064 | 142 | 0.7400 | 0.9000 | 2 | 27.6% | -0.18 | 0.0309 | -0.074 | |||
| 6.80 | 8.55 | 61 | 25.0% | 0.83 | 0.0328 | -0.072 | 143 | 0.9200 | 1.09 | 2 | 15 | 27.3% | -0.21 | 0.0346 | -0.080 | |
| 6.20 | 7.70 | 2 | 37 | 26.2% | 0.79 | 0.0370 | -0.080 | 144 | 1.12 | 1.25 | 10 | 26.7% | -0.25 | 0.0382 | -0.086 | |
| 5.90 | 6.35 | 10 | 1,936 | 25.6% | 0.76 | 0.0412 | -0.087 | 145 | 1.38 | 1.56 | 6 | 315 | 26.7% | -0.28 | 0.0418 | -0.091 |
| 4.95 | 5.60 | 26 | 24.3% | 0.72 | 0.0453 | -0.094 | 146 | 1.68 | 1.87 | 101 | 26.5% | -0.33 | 0.0451 | -0.096 | ||
| 4.25 | 4.90 | 10 | 24.2% | 0.67 | 0.0489 | -0.100 | 147 | 2.01 | 2.22 | 1 | 104 | 26.3% | -0.37 | 0.0479 | -0.099 | |
| 4.05 | 4.25 | 12 | 23 | 26.1% | 0.62 | 0.0518 | -0.104 | 148 | 2.37 | 2.62 | 2 | 98 | 26.0% | -0.42 | 0.0501 | -0.101 |
| 3.40 | 3.65 | 16 | 134 | 25.7% | 0.57 | 0.0538 | -0.107 | 149 | 2.85 | 3.10 | 16 | 92 | 26.1% | -0.47 | 0.0514 | -0.102 |
| 2.94 | 3.10 | 28 | 6,207 | 25.8% | 0.51 | 0.0547 | -0.108 | 150 | 3.35 | 3.60 | 192 | 25.9% | -0.52 | 0.0518 | -0.102 | |
| 1.86 | 2.02 | 1 | 356 | 25.7% | 0.38 | 0.0520 | -0.102 | 152.5 | 4.75 | 5.05 | 4 | 25.2% | -0.65 | 0.0485 | -0.093 | |
| 1.07 | 1.31 | 1,217 | 25.6% | 0.27 | 0.0439 | -0.087 | 155 | 6.35 | 6.85 | 38 | 24.0% | -0.75 | 0.0407 | -0.078 | ||
| 0.6300 | 0.8200 | 68 | 26.2% | 0.18 | 0.0338 | -0.070 | 157.5 | 8.15 | 10.55 | 32.5% | -0.83 | 0.0314 | -0.061 | |||
| 0.2500 | 0.4500 | 37 | 3,415 | 25.3% | 0.12 | 0.0245 | -0.053 | 160 | 10.40 | 12.50 | 1 | 32.9% | -0.89 | 0.0229 | -0.044 | |
| 0.0100 | 0.4400 | 46 | 26.6% | 0.08 | 0.0172 | -0.039 | 162.5 | 12.40 | 14.85 | 32.5% | -0.93 | 0.0162 | -0.031 | |||
| 0.0500 | 0.2800 | 4 | 326 | 28.5% | 0.05 | 0.0120 | -0.029 | 165 | 14.60 | 16.15 | -0.95 | 0.0113 | -0.020 | |||
| 0 | 0.2600 | 1 | 30.6% | 0.03 | 0.0083 | -0.022 | 167.5 | 17.45 | 19.90 | 41.8% | -0.97 | 0.0079 | -0.011 | |||
| 0 | 0.2000 | 261 | 32.4% | 0.02 | 0.0058 | -0.016 | 170 | 19.50 | 22.35 | 39.8% | -0.98 | 0.0055 | -0.005 | |||
| 0 | 0.0500 | 350 | 31.9% | 0.01 | 0.0029 | -0.009 | 175 | 24.40 | 27.40 | 46.0% | -0.99 | 0.0028 | 0.000 | |||
| 0 | 0.1800 | 81 | 43.4% | 0.01 | 0.0015 | -0.005 | 180 | 29.60 | 32.35 | 55.1% | -0.99 | 0.0015 | 0.000 | |||
| 0 | 0.1000 | 38 | 45.1% | 0.00 | 0.0008 | -0.003 | 185 | 34.40 | 37.30 | 57.0% | -1.00 | 0.0008 | 0.000 | |||
| 0 | 0.1700 | 8 | 53.4% | 0.00 | 0.0005 | -0.002 | 190 | 39.85 | 42.05 | 66.9% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.1700 | 17 | 58.3% | 0.00 | 0.0003 | -0.001 | 195 | 44.40 | 47.30 | 68.8% | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.1700 | 16 | 63.0% | 0.00 | 0.0002 | -0.001 | 200 | 49.40 | 52.30 | 74.4% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 1.35 | 99.4% | 0.00 | 0.0001 | -0.000 | 210 | 59.40 | 62.25 | 83.8% | -1.00 | 0.0001 | 0.000 | ||||
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.
CallsPuts