KKR Optionskette KKR & Co. Inc.
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 ±13.4% (75.31–98.61) · ATM IV 41.1% · P/C Open Interest 4.63
| 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 | |
| 40.70 | 43.60 | 2 | 1.00 | 0.0004 | 0.000 | 45 | 0 | 0.2000 | 176 | 75.9% | -0.00 | 0.0005 | -0.002 | |||
| 38.40 | 41.20 | 1.00 | 0.0007 | 0.000 | 47.5 | 0 | 0.2000 | 67 | 70.3% | -0.01 | 0.0007 | -0.003 | ||||
| 36.00 | 38.70 | 1 | 1.00 | 0.0010 | 0.000 | 50 | 0 | 0.2000 | 1,037 | 65.0% | -0.01 | 0.0010 | -0.003 | |||
| 31.00 | 33.80 | 4 | 0.99 | 0.0019 | -0.002 | 55 | 0 | 0.2500 | 86 | 56.9% | -0.02 | 0.0020 | -0.006 | |||
| 26.40 | 29.00 | 14 | 48.1% | 0.97 | 0.0037 | -0.007 | 60 | 0.1000 | 0.3000 | 533 | 51.3% | -0.03 | 0.0037 | -0.010 | ||
| 21.70 | 24.20 | 6 | 46.9% | 0.95 | 0.0065 | -0.013 | 65 | 0.3000 | 0.5000 | 1 | 134 | 48.3% | -0.06 | 0.0066 | -0.017 | |
| 17.20 | 19.10 | 22 | 40.8% | 0.90 | 0.0107 | -0.022 | 70 | 0.6500 | 1.05 | 579 | 46.9% | -0.10 | 0.0108 | -0.024 | ||
| 13.10 | 15.20 | 27 | 43.7% | 0.83 | 0.0161 | -0.032 | 75 | 1.45 | 1.65 | 1,669 | 44.5% | -0.17 | 0.0163 | -0.034 | ||
| 11.20 | 12.90 | 12 | 41.6% | 0.79 | 0.0190 | -0.036 | 77.5 | 2.00 | 2.25 | 6 | 316 | 44.1% | -0.22 | 0.0193 | -0.038 | |
| 9.40 | 11.10 | 22 | 41.3% | 0.73 | 0.0218 | -0.040 | 80 | 2.70 | 2.90 | 19.2K | 43.4% | -0.27 | 0.0222 | -0.042 | ||
| 7.80 | 9.20 | 9 | 40.2% | 0.68 | 0.0243 | -0.044 | 82.5 | 3.50 | 3.70 | 1,025 | 42.4% | -0.33 | 0.0248 | -0.045 | ||
| 6.80 | 7.70 | 123 | 41.6% | 0.61 | 0.0263 | -0.046 | 85 | 4.30 | 4.90 | 3,762 | 41.9% | -0.40 | 0.0269 | -0.048 | ||
| 5.60 | 6.20 | 130 | 40.9% | 0.54 | 0.0275 | -0.047 | 87.5 | 5.40 | 6.10 | 729 | 41.2% | -0.47 | 0.0283 | -0.048 | ||
| 4.40 | 5.10 | 2 | 223 | 40.6% | 0.47 | 0.0279 | -0.047 | 90 | 6.80 | 7.80 | 20.4K | 42.2% | -0.54 | 0.0287 | -0.048 | |
| 3.50 | 4.10 | 94 | 40.4% | 0.41 | 0.0274 | -0.045 | 92.5 | 8.30 | 9.00 | 1,211 | 40.5% | -0.61 | 0.0282 | -0.046 | ||
| 2.75 | 3.20 | 473 | 40.1% | 0.34 | 0.0261 | -0.043 | 95 | 10.00 | 11.20 | 1 | 15.7K | 42.3% | -0.67 | 0.0269 | -0.043 | |
| 2.15 | 2.50 | 5 | 224 | 40.0% | 0.29 | 0.0242 | -0.040 | 97.5 | 11.30 | 13.20 | 603 | 40.5% | -0.73 | 0.0250 | -0.040 | |
| 1.60 | 1.95 | 19 | 312 | 39.8% | 0.24 | 0.0219 | -0.036 | 100 | 13.20 | 15.20 | 952 | 40.1% | -0.79 | 0.0228 | -0.036 | |
| 0.9000 | 1.10 | 5 | 4,167 | 39.4% | 0.16 | 0.0169 | -0.028 | 105 | 17.90 | 19.70 | 14.9K | 43.8% | -0.87 | 0.0184 | -0.028 | |
| 0.5000 | 0.7500 | 8 | 2,769 | 40.6% | 0.10 | 0.0123 | -0.021 | 110 | 22.20 | 24.40 | 1,577 | 43.3% | -0.94 | 0.0148 | -0.022 | |
| 0.2500 | 0.4000 | 293 | 277 | 40.1% | 0.06 | 0.0086 | -0.015 | 115 | 26.80 | 29.20 | 467 | -0.98 | 0.0112 | -0.013 | ||
| 0.1000 | 0.3500 | 882 | 42.0% | 0.04 | 0.0059 | -0.011 | 120 | 31.70 | 34.30 | 239 | -1.00 | 0.0003 | -0.017 | |||
| 0 | 0.3000 | 5 | 4,172 | 43.4% | 0.03 | 0.0040 | -0.007 | 125 | 36.50 | 39.20 | 3 | -1.00 | 0.0000 | -0.017 | ||
| 0 | 0.2500 | 1,468 | 46.1% | 0.02 | 0.0028 | -0.005 | 130 | 41.70 | 44.20 | -1.00 | 0.0000 | -0.017 | ||||
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 — Dec 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.