LVS Optionskette Las Vegas Sands Corp.
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 ±6.2% (41.35–46.78) · ATM IV 31.1% · P/C Open Interest 1.15
| 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 | |
| 13.50 | 16.10 | 129.6% | 0.98 | 0.0054 | -0.002 | 30 | 0 | 0.0500 | 69.4% | -0.02 | 0.0054 | -0.009 | ||||
| 8.60 | 11.10 | 90.5% | 0.96 | 0.0135 | -0.006 | 35 | 0 | 0.7500 | 75.9% | -0.04 | 0.0136 | -0.010 | ||||
| 7.80 | 9.70 | 78.2% | 0.96 | 0.0168 | -0.007 | 36 | 0 | 0.7500 | 69.0% | -0.04 | 0.0169 | -0.011 | ||||
| 6.80 | 8.70 | 70.6% | 0.95 | 0.0214 | -0.009 | 37 | 0 | 0.7500 | 62.1% | -0.05 | 0.0215 | -0.012 | ||||
| 5.85 | 7.75 | 65.0% | 0.93 | 0.0279 | -0.010 | 38 | 0 | 0.7500 | 22 | 55.2% | -0.07 | 0.0280 | -0.013 | |||
| 4.90 | 6.75 | 6 | 58.3% | 0.92 | 0.0372 | -0.012 | 39 | 0.0200 | 0.1900 | 26 | 34.1% | -0.08 | 0.0375 | -0.014 | ||
| 3.90 | 5.65 | 1 | 48.9% | 0.89 | 0.0509 | -0.014 | 40 | 0 | 0.7500 | 5 | 41.4% | -0.12 | 0.0513 | -0.016 | ||
| 3.00 | 4.70 | 3 | 43.5% | 0.83 | 0.0699 | -0.018 | 41 | 0 | 0.7500 | 23 | 34.5% | -0.17 | 0.0705 | -0.020 | ||
| 2.30 | 3.80 | 40.8% | 0.76 | 0.0918 | -0.022 | 42 | 0 | 0.7500 | 73 | 27.3% | -0.24 | 0.0928 | -0.024 | |||
| 1.61 | 3.00 | 38.1% | 0.66 | 0.1122 | -0.026 | 43 | 0.6000 | 0.9000 | 50 | 94 | 29.3% | -0.34 | 0.1136 | -0.027 | ||
| 1.00 | 2.11 | 6 | 33.4% | 0.54 | 0.1247 | -0.028 | 44 | 1.01 | 1.31 | 50 | 61 | 28.8% | -0.46 | 0.1267 | -0.029 | |
| 0.5800 | 1.53 | 8 | 32.3% | 0.42 | 0.1235 | -0.027 | 45 | 0.9000 | 1.98 | 70 | 22.2% | -0.59 | 0.1260 | -0.028 | ||
| 0.3500 | 1.10 | 18 | 32.6% | 0.31 | 0.1096 | -0.025 | 46 | 1.45 | 2.66 | 1 | 18.8% | -0.70 | 0.1126 | -0.025 | ||
| 0.2000 | 0.8300 | 121 | 33.9% | 0.22 | 0.0895 | -0.021 | 47 | 2.00 | 3.65 | 3 | -0.80 | 0.0927 | -0.021 | |||
| 0.0500 | 0.7600 | 28 | 36.5% | 0.15 | 0.0692 | -0.017 | 48 | 2.70 | 4.50 | 5 | -0.86 | 0.0720 | -0.016 | |||
| 0 | 0.7500 | 20 | 40.8% | 0.11 | 0.0519 | -0.014 | 49 | 3.60 | 5.40 | -0.91 | 0.0546 | -0.012 | ||||
| 0 | 0.1600 | 59 | 30.9% | 0.08 | 0.0391 | -0.012 | 50 | 4.60 | 6.40 | 3 | -0.94 | 0.0438 | -0.009 | |||
| 0 | 0.7500 | 32 | 50.7% | 0.06 | 0.0305 | -0.010 | 51 | 5.45 | 8.75 | 46.3% | -0.96 | 0.0371 | -0.008 | |||
| 0 | 0.4600 | 30 | 48.5% | 0.05 | 0.0248 | -0.010 | 52 | 6.00 | 10.05 | 46.2% | -0.97 | 0.0314 | -0.007 | |||
| 0 | 0.7500 | 3 | 59.7% | 0.05 | 0.0208 | -0.009 | 53 | 7.00 | 11.05 | 50.2% | -0.97 | 0.0264 | -0.007 | |||
| 0 | 0.7500 | 64.0% | 0.04 | 0.0178 | -0.009 | 54 | 8.00 | 12.05 | 54.1% | -0.98 | 0.0222 | -0.008 | ||||
| 0 | 0.0800 | 43.4% | 0.04 | 0.0155 | -0.009 | 55 | 9.00 | 13.05 | 57.8% | -0.98 | 0.0189 | -0.008 | ||||
| 0 | 0.7500 | 72.0% | 0.03 | 0.0137 | -0.009 | 56 | 10.00 | 14.05 | 61.4% | -0.98 | 0.0164 | -0.008 | ||||
| 0 | 0.7500 | 75.8% | 0.03 | 0.0121 | -0.009 | 57 | 11.00 | 15.05 | 64.9% | -0.98 | 0.0143 | -0.008 | ||||
| 0 | 0.6000 | 82.2% | 0.03 | 0.0089 | -0.008 | 60 | 14.00 | 18.05 | 74.9% | -0.99 | 0.0100 | -0.008 | ||||
| 0 | 2.13 | 134.4% | 0.02 | 0.0059 | -0.008 | 65 | 19.00 | 23.05 | 90.0% | -0.99 | 0.0053 | -0.010 | ||||
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 — Sep 25, 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.