MO Optionskette Altria Group, Inc.
Cboe delayed options data · Stand 18:36 UTC
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 ±4.1% (67.02–72.70) · ATM IV 20.7% · P/C Open Interest 1.55
| 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 | |
| 33.50 | 35.40 | 1 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0100 | 70 | 113.1% | -0.00 | 0.0000 | -0.000 | |||
| 31.00 | 32.95 | 2 | 1.00 | 0.0000 | 0.000 | 37.5 | 0 | 0.0100 | 80 | 102.2% | -0.00 | 0.0000 | -0.000 | |||
| 28.55 | 30.30 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 621 | 92.0% | -0.00 | 0.0000 | -0.000 | ||||
| 26.00 | 27.95 | 1.00 | 0.0000 | 0.000 | 42.5 | 0 | 0.0100 | 79 | 82.4% | -0.00 | 0.0001 | -0.000 | ||||
| 24.30 | 25.10 | 1 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0100 | 3 | 1,127 | 73.3% | -0.00 | 0.0001 | -0.000 | ||
| 21.00 | 23.05 | 1.00 | 0.0000 | 0.000 | 47.5 | 0 | 0.0100 | 296 | 64.6% | -0.00 | 0.0002 | -0.000 | ||||
| 18.80 | 20.60 | 20 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0100 | 791 | 56.3% | -0.00 | 0.0004 | -0.001 | |||
| 16.45 | 17.80 | 10 | 1.00 | 0.0001 | 0.000 | 52.5 | 0 | 0.0100 | 879 | 48.4% | -0.00 | 0.0009 | -0.001 | |||
| 14.15 | 15.35 | 9 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0300 | 4,057 | 45.9% | -0.00 | 0.0018 | -0.002 | |||
| 12.70 | 14.30 | 1.00 | 0.0005 | 0.000 | 56 | 0 | 0.0900 | 184 | 49.4% | -0.00 | 0.0025 | -0.002 | ||||
| 12.15 | 13.30 | 1 | 1.00 | 0.0008 | 0.000 | 57 | 0 | 0.0900 | 54 | 45.7% | -0.01 | 0.0034 | -0.003 | |||
| 12.35 | 12.55 | 109 | 55.4% | 1.00 | 0.0009 | 0.000 | 57.5 | 0 | 0.0100 | 39 | 1,157 | 33.3% | -0.01 | 0.0039 | -0.003 | |
| 11.30 | 12.45 | 1.00 | 0.0011 | 0.000 | 58 | 0 | 0.0900 | 12 | 42.0% | -0.01 | 0.0046 | -0.003 | ||||
| 10.30 | 11.45 | 1.00 | 0.0016 | 0.000 | 59 | 0 | 0.1000 | 9 | 39.1% | -0.01 | 0.0062 | -0.004 | ||||
| 9.50 | 10.30 | 11 | 392 | 34.8% | 1.00 | 0.0023 | 0.000 | 60 | 0.0100 | 0.0400 | 5 | 20.2K | 31.8% | -0.02 | 0.0087 | -0.005 |
| 8.30 | 9.30 | 0.99 | 0.0035 | 0.000 | 61 | 0 | 0.1100 | 33 | 32.3% | -0.02 | 0.0123 | -0.006 | ||||
| 7.30 | 8.30 | 0.99 | 0.0057 | 0.000 | 62 | 0.0200 | 0.0600 | 8 | 78 | 27.1% | -0.03 | 0.0178 | -0.008 | |||
| 7.20 | 7.80 | 1 | 1,019 | 38.9% | 0.99 | 0.0072 | 0.000 | 62.5 | 0.0500 | 0.0600 | 19 | 26.3K | 26.8% | -0.04 | 0.0216 | -0.010 |
| 6.30 | 7.50 | 23.4% | 0.99 | 0.0095 | -0.000 | 63 | 0.0500 | 0.2000 | 5 | 66 | 29.6% | -0.05 | 0.0263 | -0.011 | ||
| 5.70 | 6.30 | 32.2% | 0.98 | 0.0165 | -0.003 | 64 | 0.0900 | 0.1500 | 1 | 143 | 25.2% | -0.07 | 0.0394 | -0.015 | ||
| 4.85 | 5.20 | 11 | 5,086 | 29.1% | 0.96 | 0.0290 | -0.007 | 65 | 0.1600 | 0.1900 | 46 | 16.4K | 23.3% | -0.11 | 0.0579 | -0.020 |
| 3.55 | 4.35 | 89 | 20.0% | 0.93 | 0.0499 | -0.014 | 66 | 0.2700 | 0.3300 | 97 | 293 | 22.4% | -0.18 | 0.0822 | -0.027 | |
| 2.91 | 3.35 | 118 | 23.5% | 0.87 | 0.0798 | -0.023 | 67 | 0.4700 | 0.5400 | 34 | 558 | 21.8% | -0.27 | 0.1080 | -0.033 | |
| 2.58 | 2.81 | 10 | 7,162 | 22.7% | 0.82 | 0.0973 | -0.028 | 67.5 | 0.6000 | 0.6800 | 38 | 18.6K | 21.4% | -0.32 | 0.1196 | -0.036 |
| 2.14 | 2.38 | 6 | 283 | 21.5% | 0.77 | 0.1149 | -0.033 | 68 | 0.7700 | 0.8600 | 68 | 137 | 21.2% | -0.38 | 0.1288 | -0.038 |
| 1.50 | 1.61 | 9 | 530 | 21.1% | 0.64 | 0.1436 | -0.041 | 69 | 1.21 | 1.32 | 10 | 448 | 20.9% | -0.52 | 0.1363 | -0.039 |
| 0.9500 | 1.04 | 377 | 21.2K | 21.0% | 0.49 | 0.1533 | -0.044 | 70 | 1.79 | 1.90 | 44 | 4,199 | 20.5% | -0.65 | 0.1272 | -0.035 |
| 0.5600 | 0.6300 | 142 | 1,386 | 21.0% | 0.34 | 0.1403 | -0.040 | 71 | 2.49 | 2.64 | 11 | 20.3% | -0.76 | 0.1056 | -0.029 | |
| 0.3100 | 0.3600 | 5 | 364 | 21.2% | 0.22 | 0.1118 | -0.033 | 72 | 3.10 | 3.60 | 10 | 18.9% | -0.85 | 0.0792 | -0.021 | |
| 0.2300 | 0.2800 | 150 | 9,628 | 21.6% | 0.18 | 0.0956 | -0.028 | 72.5 | 3.55 | 4.05 | 5,662 | 18.9% | -0.88 | 0.0666 | -0.018 | |
| 0.1600 | 0.2500 | 100 | 541 | 22.4% | 0.14 | 0.0800 | -0.025 | 73 | 4.00 | 4.85 | 2 | 25.6% | -0.90 | 0.0555 | -0.015 | |
| 0.0800 | 0.1400 | 42 | 115 | 22.7% | 0.09 | 0.0545 | -0.018 | 74 | 4.80 | 5.80 | 24.3% | -0.94 | 0.0381 | -0.010 | ||
| 0.0400 | 0.0800 | 28 | 6,930 | 23.3% | 0.06 | 0.0368 | -0.013 | 75 | 5.85 | 6.85 | 931 | 30.3% | -0.96 | 0.0266 | -0.007 | |
| 0.0100 | 0.1000 | 108 | 36 | 26.0% | 0.04 | 0.0253 | -0.010 | 76 | 6.65 | 7.60 | -0.97 | 0.0189 | -0.004 | |||
| 0 | 0.0600 | 7 | 46 | 26.4% | 0.03 | 0.0179 | -0.008 | 77 | 7.80 | 8.70 | 30.6% | -0.98 | 0.0138 | -0.002 | ||
| 0.0100 | 0.0700 | 5 | 2,860 | 29.0% | 0.02 | 0.0152 | -0.007 | 77.5 | 8.30 | 9.05 | 206 | -0.98 | 0.0119 | -0.001 | ||
| 0 | 0.1100 | 31.9% | 0.02 | 0.0129 | -0.006 | 78 | 8.70 | 9.85 | 35.7% | -0.98 | 0.0103 | -0.000 | ||||
| 0 | 0.1000 | 34.2% | 0.02 | 0.0095 | -0.005 | 79 | 9.70 | 10.80 | 36.4% | -0.99 | 0.0078 | 0.000 | ||||
| 0.0100 | 0.0300 | 6 | 3,898 | 32.4% | 0.01 | 0.0071 | -0.004 | 80 | 10.65 | 11.70 | 158 | -0.99 | 0.0060 | 0.000 | ||
| 0 | 0.0300 | 2,422 | 36.9% | 0.01 | 0.0037 | -0.003 | 82.5 | 13.15 | 14.90 | 1 | 63.4% | -0.99 | 0.0032 | 0.000 | ||
| 0 | 0.0200 | 2,077 | 40.4% | 0.00 | 0.0021 | -0.002 | 85 | 15.70 | 17.10 | 19 | 64.5% | -1.00 | 0.0019 | 0.000 | ||
| 0 | 0.0100 | 454 | 46.7% | 0.00 | 0.0007 | -0.001 | 90 | 20.65 | 21.75 | 14 | 56.8% | -1.00 | 0.0007 | 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 — Sep 18, 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.
CallsPuts