NET Optionskette Cloudflare, Inc.

Verfall Cboe delayed options data · Stand 18:41 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 ±18.0% (241.01–347.17) · ATM IV 77.5% · P/C Open Interest 0.87

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
143.05	146.95		6	106.7%	0.99	0.0002	-0.005	150	0	0.5000		97	102.6%	-0.01	0.0002	-0.023
138.15	141.95		9	103.2%	0.99	0.0002	-0.009	155	0	0.9200		287	106.8%	-0.01	0.0002	-0.026
133.45	137.05		13	106.1%	0.99	0.0003	-0.014	160	0.0300	0.5300		162	95.1%	-0.01	0.0003	-0.031
128.55	132.15		4	103.4%	0.99	0.0004	-0.021	165	0.0600	0.5900	1	118	92.6%	-0.01	0.0004	-0.036
123.30	127.30		9	96.9%	0.99	0.0004	-0.028	170	0.1300	0.6600		69	90.9%	-0.01	0.0004	-0.043
118.40	122.40		14	93.8%	0.98	0.0006	-0.036	175	0.2700	0.7400		40	89.9%	-0.02	0.0006	-0.051
113.95	117.55		12	96.0%	0.98	0.0007	-0.045	180	0.4300	0.8500	11	80	89.0%	-0.02	0.0007	-0.059
109.20	112.70		6	94.3%	0.97	0.0008	-0.056	185	0.4800	1.24		34	89.1%	-0.03	0.0008	-0.070
104.35	107.95		15	92.0%	0.97	0.0009	-0.068	190	0.5000	1.45		82	86.7%	-0.03	0.0009	-0.081
99.70	103.20	25	68	91.0%	0.96	0.0011	-0.082	195	0.7700	1.67		233	86.0%	-0.04	0.0011	-0.094
95.20	98.50	4	169	90.6%	0.95	0.0013	-0.097	200	1.10	1.73	1	763	84.1%	-0.05	0.0013	-0.109
86.40	89.40		51	90.2%	0.94	0.0018	-0.131	210	1.69	2.88		563	84.2%	-0.06	0.0018	-0.142
76.90	80.40		253	85.5%	0.91	0.0023	-0.170	220	2.80	3.60	4	485	82.0%	-0.09	0.0023	-0.180
68.15	71.45		69	82.3%	0.88	0.0029	-0.213	230	3.85	4.90		406	79.8%	-0.12	0.0029	-0.222
60.35	63.50		264	82.6%	0.84	0.0035	-0.257	240	5.90	6.65	12	1,587	79.6%	-0.16	0.0035	-0.265
56.00	59.65			81.1%	0.82	0.0038	-0.279	245	6.65	7.85		9	78.8%	-0.18	0.0038	-0.287
52.25	55.65	3	577	80.2%	0.80	0.0041	-0.301	250	8.15	9.00	25	655	78.9%	-0.20	0.0042	-0.307
49.20	51.95			80.8%	0.77	0.0044	-0.321	255	9.35	10.40	6	1	78.4%	-0.23	0.0045	-0.328
45.80	48.30	3	553	80.3%	0.75	0.0047	-0.340	260	10.85	11.70	81	311	77.8%	-0.25	0.0047	-0.346
42.45	45.05			80.0%	0.72	0.0050	-0.358	265	12.20	13.60	16	1	77.5%	-0.28	0.0050	-0.363
39.05	40.75	22	93	77.5%	0.69	0.0052	-0.374	270	14.00	15.45	11	1,468	77.3%	-0.31	0.0053	-0.379
37.70	40.10			79.1%	0.68	0.0053	-0.381	272.5	14.65	16.15		1	76.3%	-0.32	0.0054	-0.386
36.15	38.90			79.4%	0.67	0.0054	-0.388	275	15.40	17.75		2	76.8%	-0.34	0.0055	-0.392
34.70	37.05	12		78.6%	0.65	0.0055	-0.394	277.5	16.80	18.30		1	76.5%	-0.35	0.0056	-0.398
32.85	35.20	10	172	77.2%	0.64	0.0056	-0.399	280	18.00	19.40	2	321	76.6%	-0.37	0.0057	-0.403
31.90	34.25			78.4%	0.62	0.0057	-0.404	282.5	18.60	20.95			76.4%	-0.38	0.0057	-0.408
30.55	33.30			78.9%	0.61	0.0058	-0.408	285	19.75	22.25	1	2	76.5%	-0.40	0.0058	-0.412
29.20	31.55	2		78.0%	0.59	0.0058	-0.412	287.5	22.25	22.90	16	1	77.6%	-0.41	0.0059	-0.415
27.55	30.10	7	382	77.1%	0.58	0.0059	-0.415	290	23.45	24.10	18	596	77.4%	-0.42	0.0059	-0.418
26.70	29.00			77.7%	0.56	0.0060	-0.417	292.5	24.05	25.30	3		76.2%	-0.44	0.0060	-0.420
25.50	28.15			78.1%	0.55	0.0060	-0.419	295	26.00	26.50	33	1	76.9%	-0.46	0.0060	-0.422
24.35	27.00			78.0%	0.53	0.0060	-0.420	297.5	26.35	28.45	3		76.2%	-0.47	0.0061	-0.423
23.10	25.50	46	416	77.1%	0.52	0.0060	-0.421	300	28.70	29.50	25	435	77.1%	-0.49	0.0061	-0.423
22.15	24.10	108		76.8%	0.50	0.0060	-0.421	302.5	30.10	31.05	20		77.2%	-0.50	0.0061	-0.423
21.05	23.60	3		77.4%	0.49	0.0060	-0.420	305	30.35	32.70	2	1	75.6%	-0.51	0.0061	-0.422
20.45	21.45	20	21	76.2%	0.47	0.0060	-0.419	307.5	31.80	34.15		3	75.4%	-0.53	0.0061	-0.421
19.50	20.45	35	391	76.1%	0.46	0.0060	-0.417	310	33.65	35.55	4	243	75.6%	-0.54	0.0061	-0.419
18.80	20.00	11		77.1%	0.44	0.0060	-0.415	312.5	34.85	37.15		9	75.0%	-0.56	0.0061	-0.416
17.30	19.35	32	1	76.5%	0.43	0.0060	-0.412	315	36.45	38.75		4	74.9%	-0.57	0.0060	-0.413
17.00	18.25	9		76.9%	0.42	0.0060	-0.408	317.5	38.05	40.45	5	5	74.9%	-0.59	0.0060	-0.409
15.70	17.60	10	212	76.4%	0.40	0.0059	-0.404	320	39.70	41.95		322	74.5%	-0.60	0.0060	-0.405
13.80	15.50	18	4	75.0%	0.37	0.0058	-0.395	325	43.10	45.35	1		74.3%	-0.63	0.0059	-0.396
12.65	14.20	12	245	75.5%	0.35	0.0057	-0.384	330	46.55	48.90	1	349	73.9%	-0.66	0.0058	-0.384
11.05	12.65	13	6	74.6%	0.32	0.0055	-0.372	335	49.95	52.65		5	73.4%	-0.68	0.0056	-0.372
10.00	11.35	54	1,115	74.5%	0.30	0.0054	-0.358	340	53.80	56.40	1	178	73.3%	-0.71	0.0054	-0.358
8.25	9.20	35	703	74.9%	0.25	0.0050	-0.328	350	61.55	64.30	2	1,989	72.7%	-0.75	0.0050	-0.327
6.55	7.15	3	1,429	74.2%	0.21	0.0045	-0.296	360	69.85	72.50		109	72.1%	-0.79	0.0046	-0.295
5.40	5.70	2,196	2,199	74.6%	0.18	0.0041	-0.264	370	78.20	81.80	1	450	72.8%	-0.83	0.0042	-0.262
3.80	4.70	1	382	73.8%	0.15	0.0036	-0.232	380	87.10	90.40		22	71.7%	-0.86	0.0037	-0.229
3.20	3.95	3	306	75.1%	0.12	0.0032	-0.202	390	96.20	99.65		27	71.6%	-0.89	0.0033	-0.199
2.33	3.00	21	3,055	74.0%	0.10	0.0027	-0.176	400	105.50	108.65		35	69.7%	-0.91	0.0029	-0.171
1.74	2.95	2	454	76.0%	0.08	0.0024	-0.152	410	115.00	118.60			71.3%	-0.93	0.0025	-0.146
1.40	2.07	121	241	75.0%	0.07	0.0020	-0.131	420	124.60	128.20			70.5%	-0.94	0.0022	-0.127
1.15	1.80	13	76	76.3%	0.06	0.0017	-0.114	430	134.25	137.65		2	64.2%	-0.96	0.0019	-0.109
0.6500	1.60		529	75.9%	0.05	0.0015	-0.099	440	144.00	147.35		2		-0.97	0.0016	-0.093

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 20, 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.

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Volatility Smile — Nov 20, 2026

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