JNJ Optionskette Johnson & Johnson

Verfall Cboe delayed options data · Stand 18:39 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 ±5.8% (244.81–274.75) · ATM IV 24.6% · P/C Open Interest 0.72

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
118.30	121.50		1		1.00	0.0000	0.000	140	0	0.1500			83.4%	-0.00	0.0000	-0.001
113.30	116.55				1.00	0.0000	0.000	145	0	0.6800			95.7%	-0.00	0.0000	-0.001
108.50	111.55				1.00	0.0000	0.000	150	0	0.2500			79.4%	-0.00	0.0000	-0.001
103.40	106.60		1		1.00	0.0001	0.000	155	0	0.6800			85.9%	-0.00	0.0001	-0.002
98.50	101.60				1.00	0.0001	0.000	160	0	0.2100			69.4%	-0.00	0.0001	-0.002
93.40	96.40				1.00	0.0001	0.000	165	0	0.6800			76.6%	-0.00	0.0001	-0.003
88.40	91.65				1.00	0.0001	0.000	170	0	0.6900			72.4%	-0.00	0.0001	-0.003
83.40	86.65				1.00	0.0002	0.000	175	0	0.6900			68.0%	-0.00	0.0002	-0.004
78.45	81.70				1.00	0.0002	0.000	180	0	0.2400		4	55.0%	-0.00	0.0002	-0.005
73.45	76.70				1.00	0.0003	0.000	185	0	0.5000		11	56.8%	-0.00	0.0003	-0.005
68.50	71.75		1		1.00	0.0004	0.000	190	0	0.3100		4	49.4%	-0.00	0.0004	-0.006
63.50	66.75		10		0.99	0.0005	0.000	195	0	0.3000		144	45.6%	-0.01	0.0005	-0.007
58.55	61.80		8		0.99	0.0007	-0.001	200	0	0.1000		35	36.6%	-0.01	0.0007	-0.008
48.75	51.85		4		0.99	0.0012	-0.005	210	0.0400	0.1000	5	332	31.8%	-0.01	0.0012	-0.011
43.70	46.75				0.98	0.0016	-0.008	215	0.0100	0.2800		21	31.7%	-0.02	0.0016	-0.014
39.15	41.80		28		0.98	0.0023	-0.013	220	0.1500	0.2200	18	898	29.5%	-0.02	0.0023	-0.018
34.35	36.95				0.97	0.0034	-0.020	225	0.2200	0.4000	2	4	28.6%	-0.03	0.0035	-0.024
29.40	31.75	3	35		0.95	0.0051	-0.030	230	0.4200	0.4700	412	983	26.9%	-0.05	0.0052	-0.034
27.40	29.35	2	2	20.3%	0.94	0.0062	-0.036	232.5	0.4300	0.8100		2	27.0%	-0.07	0.0063	-0.040
24.60	27.50		1	21.5%	0.92	0.0075	-0.044	235	0.5700	0.8200	128	60	25.7%	-0.08	0.0076	-0.047
23.35	25.05			25.8%	0.90	0.0090	-0.052	237.5	0.8800	1.15	5	12	26.2%	-0.10	0.0091	-0.055
20.35	22.75	2	85	22.4%	0.87	0.0106	-0.061	240	1.16	1.43	167	2,145	25.9%	-0.13	0.0107	-0.064
18.50	20.95			24.6%	0.85	0.0123	-0.070	242.5	1.48	1.77	31	55	25.5%	-0.16	0.0125	-0.073
16.50	18.30			23.1%	0.81	0.0141	-0.079	245	1.92	2.21	269	37	25.3%	-0.19	0.0143	-0.083
14.40	16.90			24.1%	0.78	0.0158	-0.089	247.5	2.40	2.76	84	7	25.0%	-0.23	0.0161	-0.092
13.40	14.35	11	589	24.4%	0.73	0.0175	-0.097	250	3.05	3.40	497	2,383	24.8%	-0.27	0.0178	-0.100
10.95	12.50	14	11	22.8%	0.69	0.0190	-0.104	252.5	3.70	4.40	28	11	24.9%	-0.32	0.0194	-0.107
9.95	10.80	16	665	23.7%	0.64	0.0202	-0.110	255	4.65	5.05	14	47	24.5%	-0.37	0.0206	-0.113
8.35	9.50	5	112	23.7%	0.59	0.0212	-0.115	257.5	5.50	6.45	7	1	24.8%	-0.42	0.0216	-0.117
7.55	7.85	90	2,399	24.1%	0.53	0.0217	-0.117	260	6.80	7.75	20	3,134	25.1%	-0.48	0.0222	-0.119
5.85	6.65	17	9	23.2%	0.48	0.0218	-0.116	262.5	7.80	9.30		6	25.0%	-0.53	0.0224	-0.119
5.25	5.50	29	175	23.8%	0.42	0.0215	-0.114	265	9.35	10.70			25.0%	-0.59	0.0222	-0.117
4.30	4.60	12	13	23.8%	0.37	0.0209	-0.110	267.5	10.90	12.50			25.4%	-0.64	0.0217	-0.113
3.50	3.70	2,294	4,747	23.6%	0.32	0.0199	-0.104	270	12.65	14.30		837	25.6%	-0.69	0.0208	-0.107
2.80	3.05	11	5	23.6%	0.28	0.0186	-0.096	272.5	14.35	16.25			25.7%	-0.74	0.0196	-0.100
2.21	2.47	12	85	23.6%	0.23	0.0170	-0.087	275	15.65	18.35			24.8%	-0.79	0.0182	-0.091
1.73	1.92	44	15	23.4%	0.19	0.0154	-0.078	277.5	18.25	20.25			25.9%	-0.83	0.0166	-0.082
1.32	1.49	114	1,848	23.3%	0.16	0.0136	-0.068	280	19.85	22.40		95	24.7%	-0.87	0.0150	-0.072
0.7100	0.9000	55	104	23.1%	0.10	0.0101	-0.050	285	24.60	27.20			27.1%	-0.93	0.0117	-0.055
0.4500	0.5500	18	1,495	23.6%	0.07	0.0071	-0.035	290	29.30	32.20			29.4%	-0.98	0.0085	-0.040
0.2400	0.3500	26		23.8%	0.04	0.0049	-0.025	295	34.25	37.00			31.6%	-1.00	0.0022	-0.031
0.1500	0.2000	31	1,441	24.2%	0.03	0.0034	-0.018	300	39.25	42.15			35.4%	-1.00	0.0000	-0.031
0.0100	0.4200			27.5%	0.02	0.0026	-0.015	305	44.25	47.25			38.9%	-1.00	0.0000	-0.031
0	0.2000	1	1,370	26.7%	0.02	0.0021	-0.014	310	49.25	52.10			41.0%	-1.00	0.0000	-0.031
0	0.3300		88	33.0%	0.01	0.0014	-0.012	320	59.25	62.15			46.9%	-1.00	0.0000	-0.031
0	0.3100		69	36.8%	0.01	0.0011	-0.011	330	69.10	72.25			51.9%	-1.00	0.0000	-0.031
0	0.2900		24	40.4%	0.01	0.0008	-0.010	340	79.10	82.25			56.9%	-1.00	0.0000	-0.031
0	0.2800		2	43.9%	0.01	0.0006	-0.009	350	89.25	92.25			62.7%	-1.00	0.0000	-0.031
0	0.6800		3	53.6%	0.01	0.0005	-0.008	360	99.30	102.25			67.6%	-1.00	0.0000	-0.031
0	0.1800		30	48.3%	0.00	0.0004	-0.007	370	109.25	112.25			71.7%	-1.00	0.0000	-0.031
0	0.1300	1	201	49.6%	0.00	0.0003	-0.006	380	119.05	122.15			73.7%	-1.00	0.0000	-0.031

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.

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Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.

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Volatility Smile — Nov 20, 2026

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