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Verfall 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 ±14.7% (120.44–161.88) · ATM IV 66.2% · P/C Open Interest 1.18

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
66.80	69.15				1.00	0.0003	-0.007	75	0.0100	0.0500	15	23	87.4%	-0.00	0.0003	-0.007
61.85	62.75			90.9%	0.99	0.0005	-0.010	80	0.0400	0.2700		5	96.6%	-0.01	0.0005	-0.010
56.85	60.00		1	87.5%	0.99	0.0008	-0.013	85	0.0400	0.1800		7	83.4%	-0.01	0.0008	-0.013
51.95	54.35			82.6%	0.99	0.0011	-0.019	90	0.0300	0.3500		8	81.2%	-0.01	0.0011	-0.019
47.05	48.00		3	76.9%	0.98	0.0017	-0.026	95	0.1000	0.2600		3	72.1%	-0.02	0.0017	-0.026
42.20	42.95	1	3	69.8%	0.97	0.0026	-0.037	100	0.1700	0.4200	12	45	69.5%	-0.03	0.0026	-0.037
37.45	38.25		24	69.4%	0.95	0.0037	-0.052	105	0.5800	0.6900	23	312	71.3%	-0.05	0.0037	-0.052
32.80	33.65	3	79	68.0%	0.92	0.0052	-0.070	110	0.9600	1.18	109	93	70.8%	-0.08	0.0052	-0.070
28.35	29.20	3	15	66.8%	0.89	0.0070	-0.092	115	1.56	1.83	4	168	70.1%	-0.11	0.0071	-0.092
24.15	25.10	1	11	66.5%	0.84	0.0090	-0.116	120	2.36	2.55	46	300	68.3%	-0.16	0.0090	-0.116
23.35	24.20	7	6	65.9%	0.83	0.0094	-0.120	121	2.50	2.92	13	25	68.7%	-0.17	0.0094	-0.121
22.55	23.50		15	66.2%	0.82	0.0098	-0.125	122	2.64	3.20	1	6	68.5%	-0.18	0.0098	-0.125
21.75	22.90	1	6	66.8%	0.81	0.0102	-0.130	123	2.95	3.20	14	33	67.7%	-0.19	0.0102	-0.130
21.00	22.00	1	8	66.1%	0.80	0.0106	-0.134	124	3.20	3.65		26	68.6%	-0.20	0.0106	-0.135
20.25	21.25		14	66.0%	0.78	0.0110	-0.139	125	3.45	3.85	43	164	68.2%	-0.22	0.0110	-0.139
19.50	20.55		1	66.0%	0.77	0.0113	-0.143	126	3.70	4.15	2	194	68.1%	-0.23	0.0114	-0.144
18.80	19.75		1	65.6%	0.76	0.0117	-0.147	127	4.00	4.65	3	11	68.9%	-0.24	0.0118	-0.148
18.10	19.05			65.6%	0.75	0.0120	-0.151	128	4.25	4.95	1	17	68.6%	-0.25	0.0121	-0.152
17.40	18.25		1	65.0%	0.73	0.0124	-0.155	129	4.55	5.30	3	24	68.8%	-0.27	0.0124	-0.156
16.70	17.60	3	13	65.0%	0.72	0.0127	-0.159	130	4.90	5.25	15	104	67.1%	-0.28	0.0128	-0.160
16.05	17.05	1	4	65.3%	0.71	0.0130	-0.162	131	5.25	5.95	4	18	68.4%	-0.30	0.0131	-0.163
15.40	16.35	1	38	65.0%	0.69	0.0133	-0.166	132	5.55	6.20	7	23	67.7%	-0.31	0.0134	-0.167
14.75	15.75		20	65.0%	0.68	0.0136	-0.169	133	5.95	6.60	31	15	67.8%	-0.32	0.0137	-0.170
14.15	15.35		2	65.7%	0.66	0.0139	-0.172	134	6.30	7.05	43	43	67.8%	-0.34	0.0139	-0.173
13.55	14.45	1	54	64.6%	0.65	0.0141	-0.174	135	6.70	7.45	201	284	67.7%	-0.35	0.0142	-0.175
13.00	13.85	10	37	64.6%	0.63	0.0143	-0.176	136	7.10	7.95	32	16	67.8%	-0.37	0.0144	-0.178
12.45	13.35	1	24	64.8%	0.62	0.0145	-0.179	137	7.55	8.40	2	14	67.8%	-0.38	0.0146	-0.180
11.90	12.95		21	65.2%	0.60	0.0147	-0.180	138	8.00	8.80	68	46	67.5%	-0.40	0.0148	-0.181
11.35	12.25	4	13	64.5%	0.59	0.0149	-0.182	139	8.45	9.20	4	5	67.2%	-0.41	0.0150	-0.183
10.85	11.80	14	80	64.8%	0.57	0.0150	-0.183	140	8.70	9.50	51	63	65.8%	-0.43	0.0151	-0.184
10.45	11.35	33	29	65.2%	0.56	0.0151	-0.184	141	9.30	10.35	63	61	67.2%	-0.44	0.0152	-0.185
10.20	10.85	6	32	65.9%	0.54	0.0152	-0.185	142	9.95	10.85	1	17	67.5%	-0.46	0.0153	-0.186
9.40	10.25	3	16	64.3%	0.53	0.0153	-0.185	143	10.40	11.40	22	32	67.3%	-0.47	0.0154	-0.187
9.05	9.75	17	32	64.5%	0.51	0.0153	-0.185	144	10.90	11.95	55	60	67.1%	-0.49	0.0154	-0.187
8.80	9.30	40	143	65.0%	0.50	0.0153	-0.185	145	11.55	12.50	10	19	67.3%	-0.50	0.0155	-0.187
8.20	8.90	19	19	64.4%	0.48	0.0153	-0.185	146	12.15	13.10	86	69	67.4%	-0.52	0.0155	-0.186
7.75	8.50	45	59	64.3%	0.47	0.0153	-0.184	147	12.70	13.70	51	83	67.2%	-0.53	0.0154	-0.186
7.50	8.25	28	33	65.2%	0.45	0.0153	-0.183	148	13.30	14.30	3	4	67.2%	-0.55	0.0154	-0.185
7.15	7.70	8	95	64.7%	0.44	0.0152	-0.182	149	13.95	14.90	4	40	67.2%	-0.56	0.0154	-0.184
6.65	7.40	32	78	64.4%	0.42	0.0151	-0.181	150	14.60	15.55	4	53	67.2%	-0.58	0.0153	-0.183
5.85	6.60	6	31	64.6%	0.39	0.0148	-0.176	152.5	16.20	17.20	1	1	67.0%	-0.61	0.0150	-0.178
5.10	5.70	88	127	64.1%	0.35	0.0144	-0.171	155	17.85	18.95	2	2	66.8%	-0.65	0.0146	-0.173
4.50	5.10	4	21	64.7%	0.32	0.0139	-0.164	157.5	19.35	20.80	1	2	65.8%	-0.68	0.0141	-0.166
3.85	4.45	51	148	64.4%	0.29	0.0133	-0.157	160	21.65	22.70			67.4%	-0.71	0.0135	-0.159
2.96	3.40	98	162	64.8%	0.24	0.0120	-0.140	165	25.60	26.65		1	67.4%	-0.77	0.0122	-0.143
2.17	2.61	5	622	64.8%	0.19	0.0105	-0.122	170	29.85	30.85		21	67.9%	-0.82	0.0107	-0.125
1.51	1.98	22	49	64.6%	0.15	0.0090	-0.105	175	34.30	35.20		2	68.4%	-0.86	0.0093	-0.108
1.20	1.53	1	54	65.8%	0.12	0.0076	-0.089	180	38.85	39.75			69.1%	-0.89	0.0079	-0.092
0.8700	1.07	12	16	65.3%	0.09	0.0063	-0.074	185	43.50	44.40		2	69.7%	-0.92	0.0066	-0.078
0.6000	0.7900	5	10	65.2%	0.07	0.0052	-0.062	190	48.20	49.10		6	69.7%	-0.94	0.0055	-0.066
0.3500	0.8000	2	7	67.1%	0.06	0.0042	-0.051	195	53.10	53.90	1	1	71.1%	-0.96	0.0045	-0.055
0.3300	0.5100		9	67.2%	0.04	0.0035	-0.042	200	58.00	58.75		30	72.3%	-0.97	0.0036	-0.045

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.

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Volatility Smile — Nov 13, 2026

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