LYFT Optionskette Lyft, 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 ±13.5% (14.70–19.27) · ATM IV 64.4% · P/C Open Interest 0.40
| 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 | |
| 7.15 | 9.90 | 227.7% | 0.98 | 0.0095 | -0.005 | 9 | 0 | 1.80 | 277.2% | -0.02 | 0.0095 | -0.007 | ||||
| 6.15 | 8.95 | 200.6% | 0.97 | 0.0131 | -0.006 | 10 | 0 | 1.55 | 228.3% | -0.03 | 0.0131 | -0.007 | ||||
| 5.65 | 8.45 | 186.3% | 0.97 | 0.0155 | -0.006 | 10.5 | 0 | 1.35 | 201.8% | -0.03 | 0.0155 | -0.007 | ||||
| 5.15 | 6.90 | 76.8% | 0.96 | 0.0184 | -0.006 | 11 | 0 | 1.80 | 210.8% | -0.04 | 0.0184 | -0.007 | ||||
| 4.65 | 6.85 | 122.6% | 0.96 | 0.0220 | -0.007 | 11.5 | 0 | 1.80 | 196.0% | -0.04 | 0.0221 | -0.008 | ||||
| 4.15 | 6.35 | 112.0% | 0.95 | 0.0267 | -0.007 | 12 | 0 | 1.55 | 170.3% | -0.05 | 0.0268 | -0.008 | ||||
| 4.30 | 5.50 | 119.4% | 0.94 | 0.0329 | -0.008 | 12.5 | 0 | 1.35 | 148.1% | -0.06 | 0.0330 | -0.008 | ||||
| 3.80 | 5.25 | 1 | 120.7% | 0.93 | 0.0412 | -0.009 | 13 | 0 | 1.80 | 3 | 154.7% | -0.07 | 0.0413 | -0.009 | ||
| 2.40 | 4.95 | 72.9% | 0.91 | 0.0521 | -0.010 | 13.5 | 0 | 0.4200 | 9 | 79.6% | -0.10 | 0.0523 | -0.011 | |||
| 1.97 | 4.50 | 2 | 71.0% | 0.88 | 0.0655 | -0.012 | 14 | 0.1700 | 0.2300 | 2 | 46 | 69.3% | -0.13 | 0.0658 | -0.013 | |
| 2.08 | 3.50 | 7 | 8 | 67.0% | 0.84 | 0.0804 | -0.015 | 14.5 | 0.2300 | 0.3800 | 7 | 9 | 70.4% | -0.17 | 0.0807 | -0.015 |
| 2.30 | 2.60 | 3 | 2 | 70.3% | 0.79 | 0.0952 | -0.017 | 15 | 0.3400 | 0.6000 | 3 | 137 | 73.5% | -0.21 | 0.0956 | -0.018 |
| 1.06 | 3.15 | 2 | 5 | 70.3% | 0.73 | 0.1088 | -0.020 | 15.5 | 0.4400 | 0.5900 | 1 | 25 | 65.8% | -0.27 | 0.1093 | -0.020 |
| 1.62 | 2.01 | 6 | 71 | 71.8% | 0.67 | 0.1202 | -0.021 | 16 | 0.5800 | 0.9400 | 3 | 62 | 70.0% | -0.33 | 0.1209 | -0.022 |
| 1.31 | 1.61 | 4 | 100 | 67.4% | 0.61 | 0.1287 | -0.023 | 16.5 | 0.4800 | 1.21 | 3 | 42 | 62.2% | -0.40 | 0.1295 | -0.023 |
| 1.04 | 1.32 | 33 | 55 | 65.8% | 0.54 | 0.1337 | -0.023 | 17 | 0.6100 | 1.60 | 6 | 63.0% | -0.46 | 0.1346 | -0.024 | |
| 0.9100 | 1.23 | 6 | 59 | 71.8% | 0.47 | 0.1346 | -0.023 | 17.5 | 1.13 | 1.97 | 33 | 72.2% | -0.53 | 0.1358 | -0.024 | |
| 0.7200 | 0.9000 | 1 | 155 | 67.7% | 0.41 | 0.1317 | -0.023 | 18 | 1.55 | 1.83 | 109 | 62.3% | -0.59 | 0.1330 | -0.023 | |
| 0.3600 | 0.8700 | 43 | 78 | 65.4% | 0.35 | 0.1254 | -0.022 | 18.5 | 1.43 | 3.20 | 79.0% | -0.65 | 0.1269 | -0.022 | ||
| 0.3900 | 1.35 | 7 | 296 | 89.3% | 0.29 | 0.1168 | -0.020 | 19 | 1.55 | 3.05 | 6 | 54.4% | -0.71 | 0.1184 | -0.020 | |
| 0 | 0.9400 | 31 | 71.7% | 0.25 | 0.1065 | -0.018 | 19.5 | 1.99 | 4.95 | 105.2% | -0.76 | 0.1083 | -0.018 | |||
| 0.0500 | 0.3300 | 5 | 10 | 56.3% | 0.20 | 0.0953 | -0.016 | 20 | 1.94 | 4.55 | 63.3% | -0.80 | 0.0973 | -0.016 | ||
| 0.0100 | 1.61 | 248 | 108.2% | 0.17 | 0.0838 | -0.015 | 20.5 | 2.39 | 5.00 | 64.6% | -0.84 | 0.0860 | -0.014 | |||
| 0.0100 | 0.3100 | 101 | 92 | 64.1% | 0.14 | 0.0728 | -0.013 | 21 | 3.75 | 5.45 | 102.7% | -0.87 | 0.0750 | -0.013 | ||
| 0.0600 | 0.1800 | 74 | 68.6% | 0.09 | 0.0541 | -0.010 | 22 | 4.35 | 6.40 | 97.2% | -0.92 | 0.0566 | -0.010 | |||
| 0 | 1.13 | 120.6% | 0.07 | 0.0407 | -0.008 | 23 | 5.30 | 7.70 | 118.0% | -0.94 | 0.0434 | -0.008 | ||||
| 0 | 1.35 | 139.0% | 0.05 | 0.0314 | -0.007 | 24 | 6.55 | 9.05 | 150.8% | -0.96 | 0.0339 | -0.006 | ||||
| 0 | 1.38 | 149.6% | 0.04 | 0.0248 | -0.006 | 25 | 7.30 | 10.05 | 151.3% | -0.97 | 0.0269 | -0.005 | ||||
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 — Nov 13, 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.