INTC Optionskette Intel Corp.
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 ±8.1% (82.94–97.59) · ATM IV 52.0% · P/C Open Interest 6.09
| 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 | |
| 38.30 | 41.85 | 1.00 | 0.0005 | -0.001 | 50 | 0 | 0.2700 | 127.6% | -0.00 | 0.0005 | -0.006 | |||||
| 33.55 | 37.05 | 128.9% | 1.00 | 0.0008 | -0.003 | 55 | 0 | 0.2900 | 111.2% | -0.00 | 0.0008 | -0.008 | ||||
| 28.40 | 31.45 | 0.99 | 0.0013 | -0.006 | 60 | 0.0100 | 0.0700 | 88.7% | -0.01 | 0.0013 | -0.010 | |||||
| 23.10 | 26.75 | 0.99 | 0.0023 | -0.010 | 65 | 0 | 0.1400 | 79.4% | -0.01 | 0.0023 | -0.014 | |||||
| 18.15 | 21.55 | 0.98 | 0.0046 | -0.018 | 70 | 0.0900 | 0.1100 | 66.4% | -0.02 | 0.0046 | -0.021 | |||||
| 14.50 | 15.85 | 6 | 60.8% | 0.95 | 0.0100 | -0.036 | 75 | 0.2100 | 0.3100 | 22 | 587 | 61.0% | -0.05 | 0.0100 | -0.038 | |
| 10.25 | 11.50 | 10 | 51.7% | 0.88 | 0.0209 | -0.068 | 80 | 0.4300 | 0.6900 | 38 | 97 | 56.0% | -0.12 | 0.0210 | -0.070 | |
| 6.20 | 7.15 | 99 | 11 | 51.3% | 0.73 | 0.0354 | -0.108 | 85 | 1.40 | 1.80 | 31 | 6 | 52.8% | -0.27 | 0.0356 | -0.109 |
| 3.40 | 3.95 | 116 | 71 | 51.1% | 0.53 | 0.0433 | -0.131 | 90 | 3.40 | 3.90 | 3 | 6 | 53.0% | -0.47 | 0.0435 | -0.132 |
| 1.73 | 2.14 | 149 | 17 | 53.7% | 0.33 | 0.0384 | -0.122 | 95 | 6.55 | 7.20 | 3 | 31 | 55.2% | -0.67 | 0.0387 | -0.122 |
| 0.8600 | 1.00 | 399 | 14 | 54.5% | 0.18 | 0.0273 | -0.091 | 100 | 10.50 | 11.35 | 2 | 58.4% | -0.82 | 0.0277 | -0.091 | |
| 0.3700 | 0.4500 | 50 | 1 | 56.4% | 0.10 | 0.0169 | -0.059 | 105 | 14.55 | 15.85 | 62.8% | -0.91 | 0.0174 | -0.059 | ||
| 0.2000 | 0.4400 | 10 | 65.0% | 0.05 | 0.0098 | -0.037 | 110 | 19.80 | 20.60 | 1 | 2 | 65.5% | -0.96 | 0.0108 | -0.039 | |
| 0.0300 | 0.1500 | 60.8% | 0.03 | 0.0058 | -0.024 | 115 | 23.85 | 26.90 | 79.0% | -0.98 | 0.0069 | -0.025 | ||||
| 0.0400 | 0.0800 | 2 | 64.9% | 0.02 | 0.0037 | -0.017 | 120 | 28.30 | 32.05 | 85.5% | -0.99 | 0.0037 | -0.017 | |||
| 0.0100 | 0.1100 | 73.5% | 0.01 | 0.0025 | -0.013 | 125 | 33.15 | 37.05 | 89.8% | -1.00 | 0.0016 | -0.014 | ||||
| 0 | 0.0900 | 79.1% | 0.01 | 0.0018 | -0.010 | 130 | 39.05 | 42.10 | 127.2% | -1.00 | 0.0006 | -0.012 | ||||
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 16, 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.