KMI Optionskette Kinder Morgan, 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 ±12.0% (28.14–35.80) · ATM IV 24.6% · P/C Open Interest 0.38
| 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 | |
| 13.40 | 14.75 | 8 | 0.99 | 0.0028 | 0.000 | 18 | 0.0100 | 0.0600 | 99 | 44.4% | -0.01 | 0.0038 | -0.001 | |||
| 11.45 | 12.80 | 22 | 36.2% | 0.99 | 0.0052 | 0.000 | 20 | 0 | 0.1100 | 1,154 | 39.8% | -0.02 | 0.0062 | -0.001 | ||
| 9.65 | 10.65 | 257 | 31.6% | 0.98 | 0.0095 | 0.000 | 22 | 0.0300 | 0.1400 | 1,800 | 4,318 | 35.3% | -0.03 | 0.0105 | -0.002 | |
| 8.70 | 9.50 | 0.97 | 0.0130 | 0.000 | 23 | 0.0500 | 0.1700 | 15 | 33.4% | -0.04 | 0.0137 | -0.002 | ||||
| 7.75 | 8.50 | 0.95 | 0.0176 | -0.000 | 24 | 0.0900 | 0.2000 | 16 | 31.6% | -0.05 | 0.0180 | -0.002 | ||||
| 7.15 | 7.50 | 1,198 | 31.1% | 0.93 | 0.0236 | -0.001 | 25 | 0.1700 | 0.2500 | 2 | 2,444 | 30.6% | -0.07 | 0.0238 | -0.003 | |
| 5.90 | 6.55 | 7 | 22.4% | 0.91 | 0.0312 | -0.002 | 26 | 0.2100 | 0.3400 | 4 | 211 | 28.9% | -0.10 | 0.0313 | -0.004 | |
| 5.35 | 5.85 | 6 | 2,212 | 30.2% | 0.87 | 0.0404 | -0.003 | 27 | 0.3100 | 0.4600 | 1,392 | 27.9% | -0.13 | 0.0405 | -0.004 | |
| 4.25 | 4.85 | 12 | 24.6% | 0.83 | 0.0506 | -0.004 | 28 | 0.4100 | 0.6300 | 1 | 223 | 26.6% | -0.18 | 0.0512 | -0.005 | |
| 3.65 | 4.10 | 33 | 26.1% | 0.77 | 0.0611 | -0.005 | 29 | 0.6700 | 0.7900 | 613 | 25.9% | -0.24 | 0.0626 | -0.006 | ||
| 2.91 | 3.30 | 10.4K | 24.6% | 0.70 | 0.0710 | -0.005 | 30 | 0.9800 | 1.13 | 3 | 2,459 | 25.9% | -0.31 | 0.0735 | -0.006 | |
| 2.37 | 2.74 | 35 | 526 | 25.3% | 0.63 | 0.0790 | -0.006 | 31 | 1.33 | 1.50 | 18 | 421 | 25.4% | -0.38 | 0.0826 | -0.007 |
| 1.90 | 2.09 | 28 | 669 | 24.8% | 0.55 | 0.0841 | -0.006 | 32 | 1.78 | 1.88 | 3 | 488 | 24.5% | -0.47 | 0.0884 | -0.007 |
| 1.44 | 1.56 | 629 | 24.0% | 0.46 | 0.0853 | -0.006 | 33 | 2.25 | 2.52 | 331 | 24.3% | -0.56 | 0.0899 | -0.007 | ||
| 1.08 | 1.23 | 4 | 844 | 24.2% | 0.38 | 0.0825 | -0.006 | 34 | 2.73 | 3.20 | 239 | 23.4% | -0.64 | 0.0868 | -0.006 | |
| 0.7900 | 0.8800 | 42 | 14.6K | 23.8% | 0.31 | 0.0764 | -0.006 | 35 | 3.55 | 4.00 | 1,917 | 24.7% | -0.72 | 0.0797 | -0.005 | |
| 0.5200 | 0.7100 | 1,782 | 23.8% | 0.24 | 0.0680 | -0.005 | 36 | 4.20 | 4.95 | 25.0% | -0.79 | 0.0699 | -0.004 | |||
| 0.3600 | 0.5600 | 2 | 459 | 24.2% | 0.19 | 0.0586 | -0.004 | 37 | 5.15 | 5.80 | 26.4% | -0.84 | 0.0587 | -0.003 | ||
| 0.2500 | 0.4000 | 428 | 24.1% | 0.15 | 0.0492 | -0.004 | 38 | 6.05 | 6.55 | 46 | 25.4% | -0.88 | 0.0476 | -0.002 | ||
| 0.1700 | 0.3400 | 131 | 24.8% | 0.11 | 0.0406 | -0.003 | 39 | 6.95 | 7.65 | 28.1% | -0.92 | 0.0375 | -0.001 | |||
| 0.1100 | 0.2400 | 8 | 7,632 | 24.7% | 0.09 | 0.0329 | -0.003 | 40 | 7.90 | 8.60 | 3 | 29.3% | -0.94 | 0.0290 | -0.000 | |
| 0.0700 | 0.1700 | 87 | 24.6% | 0.07 | 0.0266 | -0.002 | 41 | 8.85 | 9.60 | 30.9% | -0.96 | 0.0221 | 0.000 | |||
| 0.0200 | 0.1200 | 162 | 23.9% | 0.05 | 0.0214 | -0.002 | 42 | 9.80 | 10.60 | 32.4% | -0.97 | 0.0168 | 0.000 | |||
| 0 | 0.2700 | 4 | 4 | 29.0% | 0.04 | 0.0174 | -0.002 | 43 | 10.30 | 11.90 | 30.4% | -0.98 | 0.0150 | 0.000 | ||
| 0.0100 | 0.1700 | 28.5% | 0.03 | 0.0142 | -0.001 | 44 | 11.60 | 12.85 | 37.8% | -0.99 | 0.0211 | 0.000 | ||||
| 0.0100 | 0.1000 | 1,997 | 27.7% | 0.03 | 0.0117 | -0.001 | 45 | 12.55 | 13.65 | 34.7% | -1.00 | 0.0032 | -0.004 | |||
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.