HIMS Optionskette Hims & Hers Health, Inc.
Cboe delayed options data · Stand 21:51 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 ±10.6% (24.75–30.60) · ATM IV 65.3% · P/C Open Interest 0.77
| 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 | |
| 13.40 | 15.20 | 115 | 280.5% | 1.00 | 0.0004 | 0.000 | 14 | 0 | 0.0400 | 730 | 145.7% | -0.00 | 0.0004 | -0.000 | ||
| 12.45 | 14.20 | 10.8K | 260.0% | 1.00 | 0.0007 | 0.000 | 15 | 0 | 0.0300 | 10.7K | 127.5% | -0.00 | 0.0007 | -0.001 | ||
| 11.45 | 13.20 | 156 | 237.8% | 1.00 | 0.0011 | 0.000 | 16 | 0 | 0.0300 | 2 | 1,179 | 115.2% | -0.00 | 0.0011 | -0.001 | |
| 10.45 | 12.05 | 376 | 208.5% | 1.00 | 0.0019 | 0.000 | 17 | 0.0100 | 0.0400 | 446 | 110.8% | -0.00 | 0.0019 | -0.002 | ||
| 9.50 | 10.30 | 266 | 144.6% | 1.00 | 0.0032 | 0.000 | 18 | 0 | 0.0800 | 2,719 | 106.3% | -0.01 | 0.0032 | -0.002 | ||
| 8.45 | 10.00 | 1 | 997 | 168.3% | 0.99 | 0.0054 | 0.000 | 19 | 0 | 0.0200 | 190 | 424 | 78.0% | -0.01 | 0.0054 | -0.003 |
| 7.50 | 8.10 | 34 | 10.4K | 98.1% | 0.99 | 0.0089 | -0.001 | 20 | 0.0200 | 0.0800 | 27 | 16.9K | 86.5% | -0.02 | 0.0090 | -0.005 |
| 6.45 | 7.00 | 6 | 231 | 65.5% | 0.97 | 0.0148 | -0.004 | 21 | 0 | 0.0500 | 2 | 1,824 | 67.2% | -0.03 | 0.0148 | -0.008 |
| 5.55 | 6.30 | 270 | 89.9% | 0.96 | 0.0239 | -0.009 | 22 | 0.0400 | 0.0700 | 7 | 1,539 | 65.7% | -0.04 | 0.0240 | -0.012 | |
| 4.60 | 5.40 | 10 | 325 | 83.5% | 0.93 | 0.0376 | -0.015 | 23 | 0.0900 | 0.1200 | 42 | 2,391 | 63.2% | -0.07 | 0.0377 | -0.017 |
| 3.75 | 4.45 | 1 | 338 | 77.2% | 0.88 | 0.0560 | -0.022 | 24 | 0.2000 | 0.2200 | 251 | 1,331 | 62.6% | -0.12 | 0.0562 | -0.024 |
| 3.00 | 3.30 | 15 | 5,774 | 65.5% | 0.81 | 0.0774 | -0.030 | 25 | 0.3700 | 0.4000 | 177 | 3,563 | 62.0% | -0.19 | 0.0778 | -0.032 |
| 2.34 | 2.67 | 6 | 672 | 69.2% | 0.72 | 0.0971 | -0.039 | 26 | 0.6500 | 0.7000 | 192 | 3,035 | 62.7% | -0.29 | 0.0976 | -0.040 |
| 1.73 | 1.88 | 53 | 1,347 | 64.2% | 0.61 | 0.1094 | -0.045 | 27 | 1.05 | 1.13 | 279 | 3,342 | 64.0% | -0.40 | 0.1101 | -0.045 |
| 1.48 | 1.58 | 92 | 16 | 63.6% | 0.55 | 0.1117 | -0.046 | 27.5 | 1.29 | 1.50 | 63 | 206 | 67.0% | -0.45 | 0.1124 | -0.047 |
| 1.27 | 1.37 | 607 | 1,085 | 64.7% | 0.50 | 0.1114 | -0.047 | 28 | 1.57 | 1.66 | 266 | 1,973 | 65.0% | -0.51 | 0.1122 | -0.048 |
| 1.07 | 1.17 | 56 | 68 | 65.1% | 0.44 | 0.1089 | -0.048 | 28.5 | 1.84 | 2.03 | 91 | 156 | 66.2% | -0.56 | 0.1097 | -0.048 |
| 0.9200 | 1.01 | 301 | 795 | 66.4% | 0.39 | 0.1046 | -0.047 | 29 | 2.19 | 2.31 | 26 | 1,860 | 67.0% | -0.61 | 0.1054 | -0.047 |
| 0.7800 | 0.8700 | 54 | 236 | 67.3% | 0.35 | 0.0989 | -0.046 | 29.5 | 2.52 | 2.67 | 40 | 1,208 | 66.6% | -0.66 | 0.0998 | -0.045 |
| 0.6800 | 0.7200 | 1,680 | 3,143 | 67.8% | 0.31 | 0.0925 | -0.044 | 30 | 2.89 | 3.10 | 79 | 3,375 | 68.2% | -0.70 | 0.0934 | -0.043 |
| 0.5600 | 0.6400 | 41 | 125 | 69.2% | 0.27 | 0.0856 | -0.042 | 30.5 | 3.30 | 3.55 | 1 | 130 | 70.9% | -0.73 | 0.0866 | -0.041 |
| 0.4700 | 0.5400 | 370 | 1,835 | 69.7% | 0.24 | 0.0787 | -0.040 | 31 | 3.65 | 3.90 | 6 | 458 | 68.3% | -0.77 | 0.0796 | -0.039 |
| 0.4000 | 0.4600 | 53 | 334 | 70.7% | 0.21 | 0.0719 | -0.038 | 31.5 | 3.65 | 4.40 | 117 | 56.5% | -0.80 | 0.0728 | -0.036 | |
| 0.3400 | 0.3900 | 191 | 1,636 | 71.4% | 0.18 | 0.0654 | -0.035 | 32 | 4.40 | 4.85 | 7 | 2,748 | 68.9% | -0.82 | 0.0662 | -0.034 |
| 0.2800 | 0.3500 | 15 | 159 | 72.6% | 0.16 | 0.0593 | -0.033 | 32.5 | 4.25 | 5.30 | 89 | -0.84 | 0.0601 | -0.031 | ||
| 0.2500 | 0.2900 | 108 | 4,946 | 73.6% | 0.14 | 0.0536 | -0.031 | 33 | 5.35 | 5.70 | 12 | 469 | 69.8% | -0.86 | 0.0544 | -0.029 |
| 0.2200 | 0.2400 | 4 | 83 | 74.5% | 0.13 | 0.0484 | -0.029 | 33.5 | 5.10 | 6.25 | 7 | -0.88 | 0.0491 | -0.026 | ||
| 0.1900 | 0.2300 | 550 | 3,249 | 76.6% | 0.11 | 0.0437 | -0.027 | 34 | 6.10 | 6.70 | 22 | 687 | 62.8% | -0.89 | 0.0443 | -0.024 |
| 0.1500 | 0.2000 | 15 | 641 | 76.9% | 0.10 | 0.0394 | -0.025 | 34.5 | 5.65 | 7.20 | 33 | -0.91 | 0.0399 | -0.022 | ||
| 0.1300 | 0.1900 | 485 | 6,142 | 78.9% | 0.09 | 0.0356 | -0.023 | 35 | 7.35 | 7.65 | 11 | 5,814 | 83.1% | -0.92 | 0.0360 | -0.020 |
| 0.1100 | 0.1600 | 366 | 811 | 79.4% | 0.08 | 0.0321 | -0.021 | 35.5 | 6.60 | 8.15 | 10 | -0.93 | 0.0324 | -0.018 | ||
| 0.1000 | 0.1500 | 165 | 1,345 | 81.4% | 0.07 | 0.0290 | -0.020 | 36 | 7.35 | 8.65 | 319 | -0.94 | 0.0292 | -0.016 | ||
| 0.0700 | 0.1600 | 4 | 125 | 83.2% | 0.06 | 0.0262 | -0.018 | 36.5 | 7.60 | 9.15 | -0.94 | 0.0268 | -0.014 | |||
| 0.0500 | 0.1100 | 46 | 4,306 | 80.5% | 0.06 | 0.0237 | -0.017 | 37 | 8.40 | 9.65 | 192 | -0.95 | 0.0248 | -0.012 | ||
| 0.0500 | 0.1000 | 78 | 19 | 82.5% | 0.05 | 0.0215 | -0.016 | 37.5 | 8.70 | 10.15 | -0.96 | 0.0229 | -0.011 | |||
| 0.0700 | 0.0800 | 52 | 1,493 | 85.4% | 0.05 | 0.0194 | -0.015 | 38 | 9.80 | 10.65 | 84 | -0.96 | 0.0213 | -0.009 | ||
| 0.0200 | 0.1000 | 6 | 30 | 84.9% | 0.04 | 0.0177 | -0.014 | 38.5 | 9.55 | 11.10 | 19 | -0.97 | 0.0202 | -0.009 | ||
| 0.0500 | 0.0800 | 7 | 661 | 88.7% | 0.04 | 0.0160 | -0.013 | 39 | 10.10 | 11.60 | 155 | -0.97 | 0.0192 | -0.008 | ||
| 0.0500 | 0.0600 | 179 | 11.5K | 91.5% | 0.03 | 0.0133 | -0.011 | 40 | 11.95 | 12.50 | 4 | 466 | -0.98 | 0.0173 | -0.006 | |
| 0 | 0.0700 | 9 | 324 | 90.2% | 0.03 | 0.0111 | -0.009 | 41 | 12.75 | 13.60 | 9 | -0.99 | 0.0139 | -0.006 | ||
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