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 ±15.9% (14.29–19.68) · ATM IV 61.0% · P/C Open Interest 0.26
| 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 | |
| 7.10 | 9.95 | 181.9% | 0.98 | 0.0092 | -0.003 | 9 | 0 | 1.35 | 199.9% | -0.02 | 0.0092 | -0.004 | ||||
| 6.15 | 8.40 | 128.1% | 0.97 | 0.0127 | -0.004 | 10 | 0 | 1.60 | 185.8% | -0.03 | 0.0128 | -0.004 | ||||
| 5.65 | 7.90 | 118.3% | 0.97 | 0.0151 | -0.004 | 10.5 | 0 | 1.50 | 169.0% | -0.03 | 0.0152 | -0.004 | ||||
| 5.15 | 7.40 | 108.9% | 0.96 | 0.0181 | -0.004 | 11 | 0 | 1.50 | 157.2% | -0.04 | 0.0181 | -0.005 | ||||
| 4.65 | 7.10 | 110.7% | 0.96 | 0.0219 | -0.004 | 11.5 | 0 | 1.52 | 146.8% | -0.04 | 0.0220 | -0.005 | ||||
| 4.20 | 6.45 | 96.5% | 0.95 | 0.0270 | -0.005 | 12 | 0 | 1.34 | 129.0% | -0.05 | 0.0271 | -0.005 | ||||
| 3.70 | 5.55 | 64.3% | 0.93 | 0.0337 | -0.005 | 12.5 | 0 | 1.15 | 111.6% | -0.07 | 0.0339 | -0.006 | ||||
| 2.85 | 5.55 | 66.9% | 0.92 | 0.0425 | -0.007 | 13 | 0 | 1.35 | 2 | 109.2% | -0.08 | 0.0427 | -0.007 | |||
| 2.40 | 5.10 | 64.5% | 0.89 | 0.0531 | -0.008 | 13.5 | 0 | 1.60 | 107.7% | -0.11 | 0.0534 | -0.008 | ||||
| 1.98 | 4.65 | 62.3% | 0.86 | 0.0651 | -0.009 | 14 | 0 | 1.38 | 7 | 90.9% | -0.14 | 0.0654 | -0.010 | |||
| 1.58 | 4.20 | 59.9% | 0.82 | 0.0775 | -0.011 | 14.5 | 0 | 0.8700 | 3 | 65.7% | -0.18 | 0.0780 | -0.011 | |||
| 1.55 | 3.70 | 1 | 66.0% | 0.77 | 0.0897 | -0.013 | 15 | 0.0500 | 0.5800 | 6 | 49.6% | -0.23 | 0.0903 | -0.013 | ||
| 2.05 | 3.25 | 2 | 6 | 84.2% | 0.72 | 0.1008 | -0.014 | 15.5 | 0.3300 | 0.9400 | 2 | 59.7% | -0.28 | 0.1015 | -0.014 | |
| 1.09 | 2.03 | 100 | 44.1% | 0.66 | 0.1102 | -0.015 | 16 | 0.5300 | 0.9200 | 33 | 54.8% | -0.34 | 0.1110 | -0.015 | ||
| 1.04 | 1.75 | 52 | 50.5% | 0.61 | 0.1172 | -0.016 | 16.5 | 0.8900 | 1.14 | 33 | 58.3% | -0.40 | 0.1182 | -0.016 | ||
| 1.26 | 1.63 | 21 | 8 | 64.3% | 0.55 | 0.1214 | -0.017 | 17 | 1.13 | 1.37 | 57.6% | -0.46 | 0.1226 | -0.017 | ||
| 1.03 | 1.15 | 1 | 14 | 58.1% | 0.48 | 0.1225 | -0.017 | 17.5 | 1.40 | 1.60 | 2 | 1 | 56.2% | -0.52 | 0.1239 | -0.017 |
| 0.8600 | 1.00 | 6 | 52 | 59.4% | 0.43 | 0.1207 | -0.016 | 18 | 1.66 | 1.94 | 55.7% | -0.58 | 0.1223 | -0.016 | ||
| 0.6400 | 0.8400 | 4 | 1 | 58.1% | 0.37 | 0.1163 | -0.016 | 18.5 | 2.05 | 2.27 | 56.7% | -0.63 | 0.1182 | -0.016 | ||
| 0.5400 | 0.7000 | 1 | 2 | 59.0% | 0.32 | 0.1099 | -0.015 | 19 | 2.42 | 2.62 | 56.5% | -0.68 | 0.1121 | -0.015 | ||
| 0.3700 | 0.7400 | 36 | 36 | 61.8% | 0.27 | 0.1022 | -0.014 | 19.5 | 1.70 | 4.20 | 58.8% | -0.73 | 0.1046 | -0.014 | ||
| 0.1600 | 0.4900 | 14 | 5 | 54.1% | 0.23 | 0.0936 | -0.013 | 20 | 2.30 | 4.65 | 65.9% | -0.78 | 0.0962 | -0.013 | ||
| 0.0200 | 0.4300 | 7 | 52.1% | 0.20 | 0.0845 | -0.011 | 20.5 | 3.35 | 5.00 | 82.2% | -0.81 | 0.0874 | -0.011 | |||
| 0 | 1.10 | 77.6% | 0.16 | 0.0753 | -0.010 | 21 | 3.05 | 5.45 | 61.7% | -0.85 | 0.0784 | -0.010 | ||||
| 0 | 1.35 | 94.3% | 0.11 | 0.0582 | -0.008 | 22 | 4.25 | 6.05 | 1 | 61.8% | -0.90 | 0.0617 | -0.008 | |||
| 0 | 1.20 | 50 | 98.6% | 0.08 | 0.0446 | -0.006 | 23 | 5.55 | 7.40 | 94.4% | -0.93 | 0.0486 | -0.006 | |||
| 0 | 1.66 | 120.3% | 0.06 | 0.0346 | -0.005 | 24 | 6.30 | 9.00 | 113.5% | -0.95 | 0.0387 | -0.005 | ||||
| 0 | 1.60 | 126.4% | 0.05 | 0.0274 | -0.005 | 25 | 7.55 | 10.05 | 130.2% | -0.97 | 0.0319 | -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 — Nov 27, 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.