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 ±15.6% (73.46–100.56) · ATM IV 39.6% · P/C Open Interest 1.12
| 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 | |
| 40.60 | 44.50 | 3 | 67.5% | 0.99 | 0.0008 | 0.000 | 45 | 0 | 0.2500 | 201 | 64.8% | -0.01 | 0.0008 | -0.003 | ||
| 38.10 | 42.10 | 1 | 63.8% | 0.99 | 0.0011 | 0.000 | 47.5 | 0 | 0.1500 | 127 | 55.9% | -0.01 | 0.0011 | -0.004 | ||
| 35.60 | 39.60 | 10 | 57.5% | 0.99 | 0.0015 | 0.000 | 50 | 0 | 0.2500 | 414 | 55.5% | -0.01 | 0.0015 | -0.005 | ||
| 31.50 | 34.10 | 2 | 54.6% | 0.97 | 0.0027 | -0.002 | 55 | 0.0500 | 0.3500 | 688 | 50.8% | -0.03 | 0.0027 | -0.008 | ||
| 26.90 | 29.20 | 6 | 50.9% | 0.95 | 0.0046 | -0.007 | 60 | 0.0500 | 0.6000 | 122 | 46.6% | -0.05 | 0.0046 | -0.011 | ||
| 22.30 | 24.80 | 4 | 49.5% | 0.92 | 0.0073 | -0.013 | 65 | 0.4000 | 0.9000 | 2 | 485 | 44.9% | -0.08 | 0.0074 | -0.017 | |
| 18.50 | 19.30 | 4 | 31 | 43.6% | 0.87 | 0.0109 | -0.019 | 70 | 1.05 | 1.40 | 2 | 868 | 43.5% | -0.13 | 0.0110 | -0.023 |
| 13.90 | 16.30 | 120 | 44.3% | 0.80 | 0.0151 | -0.026 | 75 | 2.05 | 2.40 | 8 | 2,136 | 42.9% | -0.20 | 0.0154 | -0.029 | |
| 12.20 | 13.90 | 35 | 42.0% | 0.76 | 0.0172 | -0.029 | 77.5 | 2.55 | 3.10 | 2 | 187 | 42.0% | -0.24 | 0.0176 | -0.032 | |
| 10.50 | 12.50 | 54 | 42.6% | 0.71 | 0.0192 | -0.032 | 80 | 2.65 | 4.40 | 6 | 1,958 | 41.1% | -0.29 | 0.0197 | -0.034 | |
| 9.00 | 10.90 | 1 | 42.3% | 0.66 | 0.0210 | -0.035 | 82.5 | 3.70 | 5.40 | 2 | 438 | 41.4% | -0.35 | 0.0215 | -0.036 | |
| 6.90 | 8.70 | 1 | 84 | 37.5% | 0.61 | 0.0224 | -0.036 | 85 | 4.90 | 6.10 | 3 | 1,596 | 40.4% | -0.40 | 0.0230 | -0.038 |
| 5.60 | 7.40 | 93 | 37.2% | 0.55 | 0.0233 | -0.037 | 87.5 | 6.30 | 7.80 | 6 | 1,025 | 42.1% | -0.46 | 0.0240 | -0.038 | |
| 5.10 | 6.20 | 24 | 276 | 38.6% | 0.49 | 0.0236 | -0.037 | 90 | 7.70 | 9.10 | 1 | 3,000 | 41.7% | -0.52 | 0.0245 | -0.038 |
| 4.30 | 5.20 | 16 | 350 | 38.9% | 0.43 | 0.0234 | -0.037 | 92.5 | 8.90 | 10.80 | 892 | 41.2% | -0.58 | 0.0244 | -0.037 | |
| 3.70 | 4.30 | 8 | 243 | 39.4% | 0.38 | 0.0228 | -0.035 | 95 | 10.70 | 12.10 | 2,940 | 40.4% | -0.64 | 0.0238 | -0.036 | |
| 2.90 | 3.50 | 62 | 197 | 38.8% | 0.33 | 0.0217 | -0.034 | 97.5 | 12.50 | 13.30 | 571 | 38.4% | -0.69 | 0.0227 | -0.034 | |
| 2.45 | 2.85 | 10 | 1,730 | 39.1% | 0.28 | 0.0203 | -0.032 | 100 | 14.00 | 15.80 | 2,341 | 38.9% | -0.74 | 0.0213 | -0.031 | |
| 1.30 | 2.40 | 2 | 692 | 40.0% | 0.21 | 0.0170 | -0.027 | 105 | 18.40 | 20.00 | 3,132 | 40.3% | -0.82 | 0.0178 | -0.025 | |
| 0.9500 | 1.35 | 18 | 1,267 | 39.5% | 0.15 | 0.0136 | -0.022 | 110 | 22.90 | 25.00 | 21 | 344 | 44.1% | -0.88 | 0.0144 | -0.019 |
| 0.3500 | 0.8000 | 36 | 1,241 | 37.4% | 0.11 | 0.0106 | -0.017 | 115 | 27.50 | 28.70 | 1 | 851 | 37.3% | -0.93 | 0.0121 | -0.015 |
| 0.3000 | 0.5000 | 2,850 | 38.6% | 0.08 | 0.0081 | -0.014 | 120 | 31.60 | 34.20 | 402 | -0.96 | 0.0110 | -0.012 | |||
| 0.0500 | 0.5500 | 1,368 | 40.2% | 0.05 | 0.0061 | -0.011 | 125 | 36.60 | 39.20 | 8 | -0.99 | 0.0065 | -0.012 | |||
| 0.1000 | 0.4000 | 4 | 1,799 | 42.3% | 0.04 | 0.0046 | -0.009 | 130 | 41.00 | 44.80 | 103 | -1.00 | 0.0001 | -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 — Jan 15, 2027
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.