MS Optionskette Morgan Stanley
Cboe delayed options data · Stand 12:39 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 ±5.8% (171.29–192.34) · ATM IV 30.0% · P/C Open Interest 0.32
| 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 | |
| 68.90 | 72.85 | 95.8% | 1.00 | 0.0001 | -0.001 | 110 | 0 | 2.13 | 1 | 130.1% | -0.00 | 0.0002 | -0.004 | |||
| 64.35 | 67.85 | 103.4% | 1.00 | 0.0001 | -0.002 | 115 | 0 | 2.13 | 120.2% | -0.00 | 0.0003 | -0.005 | ||||
| 59.00 | 62.85 | 84.1% | 1.00 | 0.0002 | -0.003 | 120 | 0 | 2.13 | 3 | 110.6% | -0.00 | 0.0004 | -0.007 | |||
| 54.35 | 57.85 | 86.2% | 1.00 | 0.0003 | -0.004 | 125 | 0 | 2.13 | 3 | 101.4% | -0.01 | 0.0006 | -0.009 | |||
| 49.35 | 52.85 | 78.1% | 1.00 | 0.0005 | -0.006 | 130 | 0 | 2.13 | 2 | 92.4% | -0.01 | 0.0008 | -0.011 | |||
| 44.15 | 47.85 | 65.8% | 0.99 | 0.0007 | -0.008 | 135 | 0 | 2.14 | 83.8% | -0.01 | 0.0012 | -0.014 | ||||
| 39.40 | 42.90 | 64.3% | 0.99 | 0.0011 | -0.011 | 140 | 0 | 2.11 | 7 | 75.0% | -0.01 | 0.0018 | -0.018 | |||
| 34.60 | 37.90 | 59.6% | 0.99 | 0.0018 | -0.015 | 145 | 0 | 2.17 | 2 | 67.2% | -0.02 | 0.0026 | -0.022 | |||
| 29.65 | 32.95 | 1 | 53.2% | 0.98 | 0.0029 | -0.020 | 150 | 0.0400 | 0.3200 | 2 | 13 | 40.2% | -0.03 | 0.0039 | -0.029 | |
| 24.75 | 27.30 | 38.5% | 0.97 | 0.0048 | -0.030 | 155 | 0.0800 | 0.7500 | 17 | 40.1% | -0.05 | 0.0061 | -0.039 | |||
| 20.10 | 22.25 | 35.6% | 0.94 | 0.0084 | -0.046 | 160 | 0.3800 | 1.10 | 44 | 38.3% | -0.08 | 0.0097 | -0.054 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.35 | 17.45 | 32.1% | 0.89 | 0.0140 | -0.071 | 165 | 0.8400 | 1.26 | 156 | 187 | 34.2% | -0.14 | 0.0149 | -0.076 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.05 | 13.20 | 1 | 59 | 31.6% | 0.81 | 0.0212 | -0.099 | 170 | 1.72 | 2.00 | 437 | 452 | 32.6% | -0.22 | 0.0214 | -0.099 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.05 | 8.95 | 18 | 31.7% | 0.69 | 0.0284 | -0.122 | 175 | 2.85 | 3.35 | 15 | 107 | 30.6% | -0.34 | 0.0275 | -0.118 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.05 | 5.65 | 3 | 66 | 30.3% | 0.54 | 0.0325 | -0.130 | 180 | 4.85 | 5.50 | 18 | 169 | 29.8% | -0.49 | 0.0311 | -0.124 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.81 | 3.35 | 15 | 136 | 29.4% | 0.37 | 0.0314 | -0.118 | 185 | 7.70 | 8.30 | 5 | 135 | 29.0% | -0.64 | 0.0300 | -0.113 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.44 | 1.71 | 40 | 2,029 | 28.6% | 0.23 | 0.0254 | -0.090 | 190 | 11.05 | 12.15 | 2 | 28 | 28.4% | -0.78 | 0.0244 | -0.087 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6500 | 0.8500 | 33 | 536 | 28.3% | 0.13 | 0.0174 | -0.060 | 195 | 14.35 | 16.95 | 8 | 26.1% | -0.88 | 0.0168 | -0.057 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2300 | 0.4600 | 67 | 205 | 28.5% | 0.07 | 0.0106 | -0.037 | 200 | 19.00 | 21.35 | 39 | 20.6% | -0.94 | 0.0102 | -0.035 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0200 | 0.2500 | 2 | 141 | 28.2% | 0.04 | 0.0065 | -0.025 | 205 | 23.50 | 26.55 | 4 | -0.96 | 0.0062 | -0.023 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.3400 | 8 | 174 | 29.5% | 0.03 | 0.0044 | -0.019 | 210 | 28.75 | 31.60 | 1 | 29.7% | -0.98 | 0.0041 | -0.018 | |
| 0.0100 | 0.5300 | 7 | 99 | 41.0% | 0.02 | 0.0032 | -0.017 | 215 | 33.70 | 36.55 | 29.6% | -0.98 | 0.0030 | -0.016 | ||
| 0 | 2.15 | 275 | 60.2% | 0.02 | 0.0025 | -0.015 | 220 | 38.65 | 41.95 | 43.9% | -0.99 | 0.0023 | -0.014 | |||
| 0.0100 | 0.0500 | 21 | 31 | 36.6% | 0.01 | 0.0020 | -0.013 | 225 | 43.65 | 46.85 | 46.3% | -0.99 | 0.0018 | -0.013 | ||
| 0.0100 | 0.0800 | 1 | 4 | 41.5% | 0.01 | 0.0016 | -0.012 | 230 | 48.05 | 51.95 | -0.99 | 0.0015 | -0.011 | |||
| 0.0100 | 0.0700 | 3 | 6 | 44.1% | 0.01 | 0.0012 | -0.011 | 235 | 53.65 | 56.90 | 55.5% | -0.99 | 0.0012 | -0.010 | ||
| 0 | 0.0700 | 7 | 11 | 47.1% | 0.01 | 0.0010 | -0.010 | 240 | 58.05 | 61.50 | -0.99 | 0.0010 | -0.009 | |||
| 0 | 2.13 | 3 | 82.6% | 0.01 | 0.0008 | -0.009 | 245 | 63.05 | 66.50 | -0.99 | 0.0008 | -0.008 | ||||
| 0.0100 | 0.0800 | 3 | 3 | 53.6% | 0.01 | 0.0007 | -0.007 | 250 | 68.60 | 71.85 | 64.8% | -1.00 | 0.0006 | -0.007 | ||
| 0 | 0.0800 | 3 | 6 | 56.4% | 0.00 | 0.0006 | -0.007 | 255 | 73.00 | 76.90 | -1.00 | 0.0005 | -0.006 | |||
| 0 | 0.2100 | 2 | 2 | 65.2% | 0.00 | 0.0005 | -0.006 | 260 | 78.60 | 81.90 | 73.3% | -1.00 | 0.0004 | -0.005 | ||
| 0.0100 | 0.0800 | 4 | 4 | 61.9% | 0.00 | 0.0004 | -0.005 | 265 | 83.60 | 86.85 | 75.6% | -1.00 | 0.0004 | -0.005 | ||
| 0 | 0.0700 | 1 | 1 | 63.7% | 0.00 | 0.0003 | -0.004 | 270 | 88.00 | 91.85 | -1.00 | 0.0003 | -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 06, 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