JNJ Optionskette Johnson & Johnson
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% (266.12–289.96) · ATM IV 21.6% · 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 | |
| 136.90 | 140.20 | 120.6% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.7400 | 131.5% | -0.00 | 0.0000 | -0.000 | ||||
| 131.90 | 135.25 | 115.7% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 0.7400 | 125.4% | -0.00 | 0.0000 | -0.000 | ||||
| 126.90 | 130.25 | 109.2% | 1.00 | 0.0000 | 0.000 | 150 | 0 | 0.7400 | 119.5% | -0.00 | 0.0000 | -0.001 | ||||
| 121.90 | 125.25 | 102.8% | 1.00 | 0.0000 | 0.000 | 155 | 0 | 0.7400 | 113.8% | -0.00 | 0.0000 | -0.001 | ||||
| 116.95 | 120.25 | 98.5% | 1.00 | 0.0000 | 0.000 | 160 | 0 | 0.7400 | 108.3% | -0.00 | 0.0000 | -0.001 | ||||
| 111.95 | 115.15 | 88.7% | 1.00 | 0.0000 | 0.000 | 165 | 0 | 0.7400 | 102.9% | -0.00 | 0.0000 | -0.001 | ||||
| 106.95 | 110.30 | 88.5% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.7400 | 97.6% | -0.00 | 0.0000 | -0.001 | ||||
| 102.00 | 105.30 | 84.4% | 1.00 | 0.0000 | 0.000 | 175 | 0 | 0.7400 | 92.5% | -0.00 | 0.0000 | -0.001 | ||||
| 97.00 | 100.45 | 82.8% | 1.00 | 0.0000 | 0.000 | 180 | 0 | 0.7400 | 87.6% | -0.00 | 0.0000 | -0.001 | ||||
| 91.95 | 95.35 | 73.7% | 1.00 | 0.0000 | 0.000 | 185 | 0 | 0.7400 | 82.7% | -0.00 | 0.0000 | -0.001 | ||||
| 87.05 | 90.35 | 71.2% | 1.00 | 0.0001 | 0.000 | 190 | 0 | 0.7400 | 78.0% | -0.00 | 0.0001 | -0.002 | ||||
| 82.05 | 85.40 | 67.4% | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.7500 | 73.5% | -0.00 | 0.0001 | -0.002 | ||||
| 77.05 | 80.40 | 62.6% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 0.7500 | 69.0% | -0.00 | 0.0001 | -0.002 | ||||
| 72.20 | 75.40 | 60.8% | 1.00 | 0.0001 | 0.000 | 205 | 0 | 0.7500 | 64.5% | -0.00 | 0.0001 | -0.003 | ||||
| 67.10 | 70.45 | 55.2% | 1.00 | 0.0002 | 0.000 | 210 | 0.0100 | 0.0400 | 8 | 42.5% | -0.00 | 0.0002 | -0.003 | |||
| 62.15 | 65.45 | 51.5% | 1.00 | 0.0003 | 0.000 | 215 | 0 | 0.7700 | 1 | 56.1% | -0.00 | 0.0003 | -0.004 | |||
| 57.15 | 60.50 | 48.0% | 1.00 | 0.0004 | 0.000 | 220 | 0 | 0.7600 | 8 | 51.7% | -0.00 | 0.0004 | -0.005 | |||
| 52.20 | 55.30 | 40.9% | 0.99 | 0.0006 | 0.000 | 225 | 0 | 0.7500 | 87 | 47.4% | -0.00 | 0.0006 | -0.006 | |||
| 47.20 | 50.50 | 40.0% | 0.99 | 0.0009 | 0.000 | 230 | 0 | 0.6600 | 235 | 42.3% | -0.01 | 0.0009 | -0.009 | |||
| 42.25 | 45.55 | 37.0% | 0.99 | 0.0013 | 0.000 | 235 | 0 | 0.6600 | 30 | 38.3% | -0.01 | 0.0013 | -0.011 | |||
| 37.65 | 40.60 | 17 | 36.9% | 0.98 | 0.0019 | 0.000 | 240 | 0.0500 | 0.1600 | 12 | 107 | 28.5% | -0.01 | 0.0019 | -0.015 | |
| 32.35 | 35.65 | 11 | 30.6% | 0.98 | 0.0030 | -0.006 | 245 | 0.0200 | 0.2800 | 2 | 111 | 26.5% | -0.02 | 0.0030 | -0.021 | |
| 27.50 | 30.55 | 2 | 26.8% | 0.96 | 0.0046 | -0.017 | 250 | 0.2000 | 0.2900 | 16 | 102 | 24.9% | -0.04 | 0.0047 | -0.030 | |
| 22.90 | 25.65 | 24 | 25.6% | 0.94 | 0.0074 | -0.032 | 255 | 0.3800 | 0.5000 | 5 | 292 | 23.8% | -0.06 | 0.0075 | -0.043 | |
| 18.55 | 20.80 | 12 | 6 | 24.4% | 0.89 | 0.0115 | -0.055 | 260 | 0.7400 | 0.9600 | 67 | 188 | 23.4% | -0.11 | 0.0116 | -0.064 |
| 14.45 | 16.35 | 44 | 23.7% | 0.82 | 0.0166 | -0.084 | 265 | 1.36 | 1.60 | 29 | 82 | 22.5% | -0.18 | 0.0168 | -0.092 | |
| 10.15 | 12.55 | 18 | 210 | 22.4% | 0.73 | 0.0216 | -0.111 | 270 | 2.38 | 3.30 | 2 | 33 | 23.2% | -0.28 | 0.0219 | -0.116 |
| 7.40 | 8.25 | 19 | 150 | 21.2% | 0.61 | 0.0254 | -0.128 | 275 | 4.15 | 4.60 | 5 | 23 | 22.2% | -0.40 | 0.0258 | -0.132 |
| 4.95 | 5.55 | 25 | 184 | 21.4% | 0.48 | 0.0268 | -0.133 | 280 | 6.40 | 6.95 | 16 | 5 | 21.8% | -0.53 | 0.0273 | -0.135 |
| 2.83 | 3.50 | 3 | 478 | 20.8% | 0.35 | 0.0250 | -0.123 | 285 | 8.95 | 10.35 | 21.4% | -0.66 | 0.0256 | -0.123 | ||
| 1.89 | 2.12 | 15 | 209 | 21.6% | 0.24 | 0.0208 | -0.104 | 290 | 12.65 | 14.55 | 22.7% | -0.77 | 0.0216 | -0.103 | ||
| 1.08 | 1.35 | 15 | 72 | 22.2% | 0.16 | 0.0158 | -0.082 | 295 | 16.75 | 19.10 | 23.9% | -0.86 | 0.0165 | -0.078 | ||
| 0.5500 | 1.00 | 31 | 23.3% | 0.10 | 0.0114 | -0.063 | 300 | 20.85 | 23.35 | 21.4% | -0.91 | 0.0118 | -0.056 | |||
| 0.2900 | 0.9600 | 5 | 37 | 25.6% | 0.07 | 0.0082 | -0.051 | 305 | 25.90 | 28.60 | 26.7% | -0.95 | 0.0100 | -0.039 | ||
| 0.0100 | 0.4700 | 1 | 193 | 23.9% | 0.05 | 0.0060 | -0.042 | 310 | 30.25 | 33.75 | 26.6% | -0.97 | 0.0081 | -0.038 | ||
| 0.0500 | 0.4500 | 1 | 32 | 27.0% | 0.04 | 0.0046 | -0.037 | 315 | 35.55 | 38.90 | 33.2% | -0.98 | 0.0059 | -0.043 | ||
| 0 | 0.8600 | 1 | 32.9% | 0.03 | 0.0036 | -0.032 | 320 | 40.85 | 43.90 | 38.3% | -0.99 | 0.0036 | -0.054 | |||
| 0 | 0.8100 | 35.4% | 0.03 | 0.0029 | -0.029 | 325 | 45.35 | 48.90 | 38.1% | -1.00 | 0.0021 | -0.062 | ||||
| 0 | 0.7900 | 38.0% | 0.02 | 0.0023 | -0.026 | 330 | 50.25 | 53.90 | 40.2% | -1.00 | 0.0012 | -0.073 | ||||
| 0 | 0.7700 | 40.6% | 0.02 | 0.0019 | -0.023 | 335 | 55.70 | 58.90 | 46.7% | -1.00 | 0.0005 | -0.082 | ||||
| 0 | 0.7600 | 43.1% | 0.02 | 0.0016 | -0.021 | 340 | 60.25 | 63.95 | 46.2% | -1.00 | 0.0001 | -0.088 | ||||
| 0 | 0.7500 | 45.5% | 0.01 | 0.0013 | -0.019 | 345 | 65.30 | 69.05 | 50.4% | -1.00 | 0.0000 | -0.092 | ||||
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 25, 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