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 ±22.7% (69.77–110.77) · ATM IV 61.5% · P/C Open Interest 0.62
| 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 | |
| 41.80 | 44.85 | 509 | 0.98 | 0.0014 | -0.004 | 47 | 0.0100 | 0.2600 | 837 | 73.7% | -0.02 | 0.0014 | -0.008 | |||
| 39.40 | 41.60 | 23 | 5,087 | 0.98 | 0.0019 | -0.006 | 50 | 0.2000 | 0.3000 | 8 | 4,524 | 68.8% | -0.02 | 0.0019 | -0.010 | |
| 37.30 | 39.25 | 1,318 | 61.5% | 0.97 | 0.0024 | -0.009 | 52.5 | 0.3100 | 0.4500 | 11 | 4,415 | 68.8% | -0.03 | 0.0024 | -0.012 | |
| 34.75 | 36.90 | 871 | 58.0% | 0.96 | 0.0030 | -0.011 | 55 | 0.4800 | 0.5100 | 14 | 3,669 | 67.3% | -0.04 | 0.0030 | -0.015 | |
| 32.45 | 34.55 | 568 | 58.8% | 0.95 | 0.0037 | -0.015 | 57.5 | 0.6400 | 0.7200 | 38 | 828 | 66.8% | -0.05 | 0.0038 | -0.018 | |
| 30.70 | 32.20 | 9 | 12.6K | 64.1% | 0.94 | 0.0046 | -0.018 | 60 | 0.8300 | 0.9100 | 60 | 5,874 | 65.4% | -0.06 | 0.0046 | -0.021 |
| 27.95 | 29.95 | 982 | 58.5% | 0.92 | 0.0055 | -0.022 | 62.5 | 1.04 | 1.24 | 6 | 2,154 | 64.7% | -0.08 | 0.0056 | -0.025 | |
| 25.70 | 28.00 | 4 | 4,923 | 59.6% | 0.90 | 0.0066 | -0.027 | 65 | 1.40 | 1.48 | 449 | 13.5K | 63.6% | -0.10 | 0.0066 | -0.029 |
| 24.15 | 25.60 | 403 | 61.0% | 0.88 | 0.0077 | -0.031 | 67.5 | 1.79 | 1.87 | 13 | 4,991 | 63.1% | -0.12 | 0.0078 | -0.034 | |
| 22.55 | 23.50 | 4 | 78.2K | 62.3% | 0.85 | 0.0088 | -0.036 | 70 | 2.26 | 2.35 | 620 | 18.3K | 62.5% | -0.15 | 0.0089 | -0.038 |
| 20.60 | 21.35 | 819 | 464 | 60.7% | 0.82 | 0.0100 | -0.041 | 72.5 | 2.62 | 2.93 | 153 | 3,329 | 62.2% | -0.18 | 0.0100 | -0.043 |
| 18.80 | 19.60 | 8 | 2,596 | 60.9% | 0.79 | 0.0110 | -0.045 | 75 | 3.45 | 3.60 | 1,777 | 12.5K | 62.0% | -0.21 | 0.0112 | -0.047 |
| 17.10 | 17.75 | 2 | 464 | 60.3% | 0.76 | 0.0120 | -0.050 | 77.5 | 4.25 | 4.40 | 441 | 5,358 | 61.8% | -0.24 | 0.0122 | -0.051 |
| 15.65 | 16.15 | 46 | 14.8K | 60.8% | 0.72 | 0.0129 | -0.053 | 80 | 5.10 | 5.25 | 138 | 22.2K | 61.4% | -0.28 | 0.0131 | -0.055 |
| 14.05 | 14.75 | 1 | 107 | 60.7% | 0.69 | 0.0137 | -0.057 | 82.5 | 6.10 | 6.30 | 16 | 3,944 | 61.6% | -0.32 | 0.0139 | -0.058 |
| 12.85 | 13.30 | 23 | 6,998 | 61.1% | 0.65 | 0.0144 | -0.059 | 85 | 7.20 | 7.40 | 281 | 13.9K | 61.6% | -0.36 | 0.0146 | -0.061 |
| 11.65 | 11.95 | 47 | 703 | 61.1% | 0.61 | 0.0148 | -0.062 | 87.5 | 8.40 | 8.60 | 132 | 3,756 | 61.5% | -0.39 | 0.0151 | -0.063 |
| 10.55 | 10.80 | 272 | 11.7K | 61.3% | 0.57 | 0.0152 | -0.063 | 90 | 9.70 | 9.95 | 99 | 7,625 | 61.8% | -0.43 | 0.0154 | -0.064 |
| 9.45 | 9.75 | 207 | 3,950 | 61.4% | 0.54 | 0.0153 | -0.064 | 92.5 | 11.15 | 11.40 | 29 | 11.6K | 61.9% | -0.47 | 0.0156 | -0.065 |
| 8.50 | 8.75 | 277 | 6,519 | 61.7% | 0.50 | 0.0153 | -0.065 | 95 | 12.65 | 12.95 | 17 | 4,498 | 62.1% | -0.51 | 0.0157 | -0.066 |
| 7.60 | 8.15 | 15 | 886 | 61.7% | 0.46 | 0.0152 | -0.065 | 97.5 | 14.25 | 14.55 | 1 | 1,579 | 62.2% | -0.54 | 0.0156 | -0.066 |
| 6.85 | 7.10 | 624 | 15.7K | 62.0% | 0.43 | 0.0150 | -0.064 | 100 | 15.95 | 16.35 | 26 | 14.7K | 62.7% | -0.58 | 0.0154 | -0.065 |
| 5.50 | 5.75 | 79 | 6,028 | 62.5% | 0.37 | 0.0143 | -0.062 | 105 | 19.55 | 20.10 | 409 | 4,646 | 63.6% | -0.64 | 0.0147 | -0.063 |
| 4.45 | 4.60 | 4,548 | 23.5K | 63.2% | 0.31 | 0.0133 | -0.059 | 110 | 23.25 | 24.15 | 6 | 4,238 | 63.8% | -0.70 | 0.0138 | -0.059 |
| 3.60 | 3.75 | 1,223 | 6,760 | 63.9% | 0.26 | 0.0121 | -0.055 | 115 | 27.60 | 28.30 | 400 | 1,782 | 65.3% | -0.75 | 0.0127 | -0.055 |
| 2.96 | 3.10 | 6,137 | 22.5K | 64.5% | 0.22 | 0.0110 | -0.051 | 120 | 31.80 | 32.65 | 43 | 3,138 | 65.7% | -0.79 | 0.0116 | -0.051 |
| 2.40 | 2.51 | 420 | 14.8K | 65.6% | 0.19 | 0.0098 | -0.046 | 125 | 36.05 | 38.50 | 1,119 | 71.8% | -0.83 | 0.0104 | -0.046 | |
| 1.99 | 2.08 | 8,756 | 10.4K | 66.5% | 0.16 | 0.0087 | -0.042 | 130 | 40.75 | 42.00 | 10 | 864 | 68.5% | -0.86 | 0.0094 | -0.042 |
| 1.61 | 1.91 | 225 | 6,456 | 67.2% | 0.14 | 0.0077 | -0.038 | 135 | 44.10 | 46.80 | 287 | 61.4% | -0.88 | 0.0084 | -0.038 | |
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 — Nov 20, 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.