HIMS Optionskette Hims & Hers Health, Inc.
Cboe delayed options data · Stand 12:38 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 ±6.8% (26.02–29.79) · ATM IV 79.8% · P/C Open Interest 0.36
| 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 | |
| 13.00 | 13.80 | 1 | 2 | 395.2% | 1.00 | 0.0001 | 0.000 | 15 | 0 | 0.0200 | 240.3% | -0.00 | 0.0001 | -0.000 | ||
| 11.10 | 11.65 | 2 | 4 | 319.1% | 1.00 | 0.0003 | 0.000 | 17 | 0 | 0.2700 | 10 | 291.3% | -0.00 | 0.0003 | -0.000 | |
| 10.10 | 10.80 | 2 | 2 | 310.8% | 1.00 | 0.0006 | 0.000 | 18 | 0 | 0.1600 | 1 | 1 | 237.9% | -0.00 | 0.0006 | -0.001 |
| 9.10 | 9.80 | 6 | 4 | 280.1% | 1.00 | 0.0013 | -0.000 | 19 | 0 | 0.2400 | 1 | 36 | 230.5% | -0.00 | 0.0013 | -0.001 |
| 8.10 | 8.80 | 8 | 14 | 250.7% | 1.00 | 0.0024 | -0.001 | 20 | 0 | 0.0100 | 250 | 256 | 127.3% | -0.00 | 0.0024 | -0.002 |
| 7.10 | 7.80 | 7 | 83 | 222.4% | 1.00 | 0.0048 | -0.004 | 21 | 0 | 0.1000 | 38 | 152.5% | -0.01 | 0.0048 | -0.004 | |
| 6.10 | 6.80 | 8 | 6 | 194.9% | 0.99 | 0.0094 | -0.007 | 22 | 0.0100 | 0.0300 | 61 | 123 | 113.4% | -0.01 | 0.0094 | -0.008 |
| 5.10 | 5.80 | 8 | 21 | 168.2% | 0.98 | 0.0182 | -0.015 | 23 | 0.0100 | 0.0400 | 122 | 654 | 99.0% | -0.02 | 0.0182 | -0.015 |
| 4.60 | 5.30 | 74 | 107 | 155.0% | 0.97 | 0.0252 | -0.020 | 23.5 | 0.0200 | 0.0400 | 97 | 862 | 92.7% | -0.03 | 0.0252 | -0.021 |
| 4.15 | 4.85 | 78 | 215 | 149.9% | 0.96 | 0.0345 | -0.027 | 24 | 0.0300 | 0.0500 | 114 | 301 | 88.1% | -0.04 | 0.0346 | -0.028 |
| 3.65 | 4.35 | 6 | 8 | 136.4% | 0.94 | 0.0468 | -0.036 | 24.5 | 0.0400 | 0.0600 | 15 | 368 | 82.2% | -0.06 | 0.0470 | -0.036 |
| 3.15 | 3.60 | 57 | 296 | 104.2% | 0.91 | 0.0623 | -0.047 | 25 | 0.0500 | 0.0900 | 171 | 981 | 78.2% | -0.09 | 0.0626 | -0.048 |
| 2.73 | 3.25 | 26 | 25 | 108.0% | 0.88 | 0.0810 | -0.061 | 25.5 | 0.0900 | 0.1500 | 110 | 648 | 78.3% | -0.12 | 0.0815 | -0.061 |
| 2.28 | 2.46 | 58 | 95 | 78.7% | 0.83 | 0.1024 | -0.076 | 26 | 0.1700 | 0.2100 | 577 | 2,181 | 77.8% | -0.17 | 0.1031 | -0.076 |
| 1.92 | 2.06 | 31 | 120 | 80.5% | 0.78 | 0.1246 | -0.091 | 26.5 | 0.2800 | 0.3200 | 425 | 2,805 | 78.6% | -0.23 | 0.1256 | -0.092 |
| 1.56 | 1.68 | 156 | 3,669 | 79.3% | 0.71 | 0.1452 | -0.106 | 27 | 0.4100 | 0.4700 | 561 | 1,715 | 78.6% | -0.29 | 0.1464 | -0.107 |
| 1.25 | 1.36 | 448 | 4,235 | 79.7% | 0.63 | 0.1609 | -0.117 | 27.5 | 0.5900 | 0.6600 | 173 | 776 | 79.0% | -0.37 | 0.1625 | -0.118 |
| 1.00 | 1.07 | 580 | 678 | 80.4% | 0.55 | 0.1694 | -0.123 | 28 | 0.8100 | 0.8900 | 520 | 1,108 | 79.1% | -0.46 | 0.1711 | -0.125 |
| 0.7600 | 0.8800 | 875 | 1,141 | 82.1% | 0.46 | 0.1693 | -0.124 | 28.5 | 1.09 | 1.17 | 304 | 467 | 80.3% | -0.54 | 0.1711 | -0.125 |
| 0.5900 | 0.6800 | 4,419 | 4,806 | 83.0% | 0.38 | 0.1613 | -0.119 | 29 | 1.35 | 1.52 | 253 | 533 | 80.1% | -0.62 | 0.1630 | -0.120 |
| 0.4400 | 0.4700 | 631 | 1,036 | 81.0% | 0.31 | 0.1475 | -0.110 | 29.5 | 1.74 | 1.86 | 186 | 1,080 | 82.0% | -0.70 | 0.1490 | -0.111 |
| 0.3300 | 0.3700 | 4,209 | 7,057 | 82.0% | 0.25 | 0.1302 | -0.098 | 30 | 2.13 | 2.24 | 195 | 620 | 82.8% | -0.76 | 0.1315 | -0.099 |
| 0.2400 | 0.3100 | 803 | 3,131 | 85.9% | 0.20 | 0.1120 | -0.085 | 30.5 | 2.52 | 2.64 | 89 | 75 | 81.4% | -0.81 | 0.1129 | -0.086 |
| 0.1800 | 0.2000 | 1,457 | 3,049 | 84.8% | 0.15 | 0.0943 | -0.073 | 31 | 2.94 | 3.10 | 3 | 186 | 82.8% | -0.85 | 0.0950 | -0.073 |
| 0.1300 | 0.1800 | 552 | 2,592 | 88.6% | 0.12 | 0.0782 | -0.061 | 31.5 | 2.98 | 3.80 | 155 | 60.8% | -0.89 | 0.0788 | -0.061 | |
| 0.0900 | 0.1200 | 685 | 3,142 | 87.8% | 0.10 | 0.0642 | -0.051 | 32 | 3.35 | 4.15 | 5 | 33 | -0.91 | 0.0648 | -0.051 | |
| 0.0700 | 0.1000 | 204 | 566 | 91.0% | 0.07 | 0.0524 | -0.042 | 32.5 | 3.50 | 5.10 | 11 | -0.93 | 0.0533 | -0.042 | ||
| 0.0500 | 0.0800 | 339 | 1,874 | 92.8% | 0.06 | 0.0425 | -0.035 | 33 | 4.30 | 5.10 | 3 | 81 | -0.95 | 0.0437 | -0.034 | |
| 0.0300 | 0.0600 | 72 | 582 | 92.9% | 0.05 | 0.0345 | -0.028 | 33.5 | 4.50 | 6.05 | 7 | -0.96 | 0.0358 | -0.028 | ||
| 0.0300 | 0.0400 | 556 | 1,461 | 95.0% | 0.04 | 0.0279 | -0.023 | 34 | 5.25 | 6.05 | 1 | 342 | -0.97 | 0.0290 | -0.022 | |
| 0.0200 | 0.0400 | 29 | 129 | 98.5% | 0.03 | 0.0226 | -0.019 | 34.5 | 5.70 | 7.05 | 1 | -0.98 | 0.0233 | -0.018 | ||
| 0.0100 | 0.0300 | 292 | 1,881 | 98.0% | 0.02 | 0.0184 | -0.016 | 35 | 6.20 | 7.30 | 212 | 254 | -0.99 | 0.0182 | -0.015 | |
| 0.0100 | 0.0300 | 45 | 98 | 103.4% | 0.02 | 0.0150 | -0.013 | 35.5 | 6.45 | 8.05 | 2 | 2 | -0.99 | 0.0141 | -0.013 | |
| 0.0100 | 0.0300 | 107 | 1,486 | 108.6% | 0.02 | 0.0122 | -0.011 | 36 | 6.95 | 8.75 | 37 | -0.99 | 0.0105 | -0.012 | ||
| 0 | 0.0400 | 4 | 113.7% | 0.01 | 0.0100 | -0.009 | 36.5 | 7.70 | 8.95 | 1 | 1 | -1.00 | 0.0077 | -0.011 | ||
| 0 | 0.0200 | 27 | 1,238 | 108.6% | 0.01 | 0.0082 | -0.007 | 37 | 8.25 | 9.50 | 1 | 6 | -1.00 | 0.0055 | -0.010 | |
| 0 | 0.3300 | 1 | 2 | 178.1% | 0.01 | 0.0068 | -0.006 | 37.5 | 8.75 | 9.90 | -1.00 | 0.0038 | -0.009 | |||
| 0 | 0.0200 | 21 | 645 | 117.7% | 0.01 | 0.0056 | -0.005 | 38 | 9.20 | 10.50 | 1 | -1.00 | 0.0026 | -0.009 | ||
| 0 | 0.0200 | 36 | 142 | 126.5% | 0.00 | 0.0039 | -0.004 | 39 | 10.20 | 11.40 | -1.00 | 0.0011 | -0.009 | |||
| 0 | 0.0200 | 312 | 953 | 135.0% | 0.00 | 0.0027 | -0.003 | 40 | 10.95 | 12.70 | -1.00 | 0.0005 | -0.009 | |||
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 23, 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