KVUE Optionskette Kenvue 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 ±9.5% (17.02–20.59) · ATM IV 20.6% · P/C Open Interest 0.84
| 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 | |
| 6.80 | 11.00 | 65.3% | 0.98 | 0.0120 | -0.001 | 10 | 0 | 2.14 | 128.7% | -0.03 | 0.0091 | -0.002 | ||||
| 5.80 | 9.95 | 51.1% | 0.97 | 0.0155 | -0.001 | 11 | 0 | 2.15 | 114.3% | -0.03 | 0.0122 | -0.002 | ||||
| 4.80 | 8.95 | 43.4% | 0.96 | 0.0203 | -0.002 | 12 | 0 | 2.16 | 101.2% | -0.04 | 0.0166 | -0.002 | ||||
| 4.75 | 8.00 | 69.1% | 0.95 | 0.0270 | -0.002 | 13 | 0 | 2.19 | 89.4% | -0.05 | 0.0231 | -0.002 | ||||
| 2.86 | 7.05 | 38.0% | 0.93 | 0.0371 | -0.002 | 14 | 0 | 0.3000 | 89 | 38.3% | -0.07 | 0.0328 | -0.002 | |||
| 1.90 | 6.10 | 33.3% | 0.90 | 0.0523 | -0.002 | 15 | 0.0800 | 0.6300 | 200 | 157 | 41.0% | -0.10 | 0.0478 | -0.003 | ||
| 0.9700 | 5.15 | 28.5% | 0.85 | 0.0756 | -0.003 | 16 | 0.1400 | 0.2700 | 164 | 27.0% | -0.14 | 0.0711 | -0.003 | |||
| 0.2200 | 4.35 | 2 | 28.1% | 0.78 | 0.1102 | -0.003 | 17 | 0.2500 | 0.7900 | 27 | 29.8% | -0.22 | 0.1059 | -0.003 | ||
| 1.32 | 1.78 | 226 | 25.8% | 0.66 | 0.1533 | -0.003 | 18 | 0.4600 | 0.6800 | 22.0% | -0.33 | 0.1499 | -0.003 | |||
| 0.7000 | 1.18 | 49 | 23.5% | 0.49 | 0.1821 | -0.003 | 19 | 0.6600 | 1.03 | 203 | 17.6% | -0.50 | 0.1805 | -0.003 | ||
| 0.3400 | 0.6700 | 10 | 669 | 21.9% | 0.31 | 0.1667 | -0.003 | 20 | 1.31 | 1.66 | 200 | 17.6% | -0.67 | 0.1673 | -0.003 | |
| 0.0200 | 0.4500 | 30 | 20.7% | 0.18 | 0.1227 | -0.002 | 21 | 0.3200 | 4.55 | 22.7% | -0.80 | 0.1255 | -0.002 | |||
| 0 | 0.4400 | 6 | 23 | 25.3% | 0.11 | 0.0814 | -0.002 | 22 | 1.22 | 5.45 | 24.8% | -0.88 | 0.0861 | -0.001 | ||
| 0 | 2.16 | 2 | 55.7% | 0.06 | 0.0524 | -0.001 | 23 | 2.23 | 6.40 | 28.9% | -0.93 | 0.0588 | -0.001 | |||
| 0 | 2.21 | 61.6% | 0.04 | 0.0337 | -0.001 | 24 | 3.30 | 7.40 | 34.9% | -0.96 | 0.0417 | -0.000 | ||||
| 0 | 2.20 | 66.4% | 0.02 | 0.0220 | -0.001 | 25 | 4.30 | 8.40 | 39.2% | -0.98 | 0.0315 | -0.000 | ||||
| 0 | 2.19 | 70.8% | 0.02 | 0.0145 | -0.000 | 26 | 5.30 | 9.40 | 43.2% | -0.99 | 0.0209 | 0.000 | ||||
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 — Feb 19, 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.