NU Optionskette Nu Holdings Ltd.
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 ±7.0% (14.31–16.45) · ATM IV 34.4% · P/C Open Interest 0.67
| 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 | |
| 5.90 | 9.50 | 24 | 217 | 209.9% | 1.00 | 0.0018 | 0.000 | 8 | 0 | 0.4400 | 194.8% | -0.00 | 0.0018 | -0.001 | ||
| 5.80 | 8.15 | 4 | 110 | 136.4% | 1.00 | 0.0024 | 0.000 | 8.5 | 0 | 0.4400 | 179.8% | -0.00 | 0.0024 | -0.001 | ||
| 4.40 | 8.50 | 8 | 21 | 113.3% | 1.00 | 0.0034 | 0.000 | 9 | 0 | 0.7500 | 193.2% | -0.00 | 0.0034 | -0.001 | ||
| 4.25 | 8.00 | 8 | 10 | 150.2% | 1.00 | 0.0047 | -0.000 | 9.5 | 0 | 0.4500 | 152.9% | -0.00 | 0.0047 | -0.001 | ||
| 3.35 | 7.50 | 22 | 75.6% | 0.99 | 0.0066 | -0.000 | 10 | 0 | 0.1900 | 1 | 112.9% | -0.01 | 0.0066 | -0.001 | ||
| 3.70 | 5.20 | 5 | 0.99 | 0.0095 | -0.001 | 10.5 | 0 | 0.7500 | 149.7% | -0.01 | 0.0095 | -0.001 | ||||
| 3.40 | 5.70 | 2 | 99.6% | 0.99 | 0.0139 | -0.001 | 11 | 0 | 0.5100 | 2 | 120.1% | -0.01 | 0.0139 | -0.002 | ||
| 2.91 | 5.15 | 6 | 85.2% | 0.98 | 0.0205 | -0.002 | 11.5 | 0 | 0.7500 | 36 | 123.4% | -0.02 | 0.0206 | -0.002 | ||
| 3.10 | 4.10 | 20 | 86.3% | 0.97 | 0.0307 | -0.002 | 12 | 0 | 0.3000 | 235 | 82.1% | -0.03 | 0.0308 | -0.003 | ||
| 1.93 | 3.35 | 15 | 0.96 | 0.0464 | -0.003 | 12.5 | 0 | 0.7500 | 260 | 98.6% | -0.04 | 0.0466 | -0.004 | |||
| 2.05 | 2.71 | 30 | 40 | 0.93 | 0.0703 | -0.005 | 13 | 0.0300 | 0.1000 | 57 | 299 | 49.1% | -0.07 | 0.0706 | -0.005 | |
| 1.41 | 2.22 | 101 | 0.90 | 0.1054 | -0.006 | 13.5 | 0.0500 | 0.1000 | 10 | 411 | 42.2% | -0.10 | 0.1060 | -0.006 | ||
| 1.38 | 1.68 | 72 | 193 | 36.8% | 0.84 | 0.1532 | -0.008 | 14 | 0.1200 | 0.1700 | 273 | 839 | 41.6% | -0.16 | 0.1543 | -0.008 |
| 0.7300 | 1.42 | 48 | 120 | 31.5% | 0.75 | 0.2089 | -0.010 | 14.5 | 0.2000 | 0.2500 | 25 | 500 | 38.3% | -0.25 | 0.2107 | -0.011 |
| 0.6000 | 0.8600 | 339 | 673 | 31.9% | 0.64 | 0.2574 | -0.012 | 15 | 0.3500 | 0.4900 | 289 | 351 | 40.1% | -0.37 | 0.2601 | -0.012 |
| 0.4700 | 0.5800 | 1,671 | 631 | 36.1% | 0.50 | 0.2781 | -0.013 | 15.5 | 0.3900 | 0.7000 | 22 | 70 | 32.7% | -0.50 | 0.2818 | -0.013 |
| 0.2700 | 0.3900 | 142 | 255 | 36.2% | 0.37 | 0.2621 | -0.012 | 16 | 0.8600 | 1.15 | 13 | 43.2% | -0.64 | 0.2668 | -0.012 | |
| 0.1600 | 0.2300 | 37 | 493 | 36.2% | 0.26 | 0.2203 | -0.010 | 16.5 | 0.8200 | 2.08 | 50.1% | -0.75 | 0.2257 | -0.010 | ||
| 0.0100 | 0.1500 | 1 | 634 | 33.0% | 0.17 | 0.1707 | -0.008 | 17 | 1.44 | 3.40 | 5 | 93.1% | -0.84 | 0.1760 | -0.008 | |
| 0.0100 | 0.2100 | 1 | 183 | 43.4% | 0.12 | 0.1256 | -0.006 | 17.5 | 1.93 | 2.42 | 41.5% | -0.90 | 0.1317 | -0.006 | ||
| 0 | 0.1000 | 13 | 504 | 40.9% | 0.08 | 0.0897 | -0.005 | 18 | 2.52 | 4.10 | 5 | 103.9% | -0.94 | 0.0984 | -0.005 | |
| 0 | 0.7500 | 76 | 83.3% | 0.05 | 0.0631 | -0.004 | 18.5 | 3.00 | 4.40 | 103.9% | -0.97 | 0.0774 | -0.004 | |||
| 0 | 0.7500 | 90.3% | 0.03 | 0.0442 | -0.003 | 19 | 3.10 | 5.65 | 124.8% | -0.99 | 0.0518 | -0.003 | ||||
| 0 | 0.7500 | 96.9% | 0.02 | 0.0308 | -0.002 | 19.5 | 3.40 | 6.15 | 124.6% | -1.00 | 0.0196 | -0.002 | ||||
| 0 | 0.7500 | 103.1% | 0.02 | 0.0216 | -0.001 | 20 | 3.90 | 6.65 | 131.5% | -1.00 | 0.0039 | -0.002 | ||||
| 0 | 0.4500 | 98.5% | 0.01 | 0.0108 | -0.001 | 21 | 4.90 | 7.65 | 144.4% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.7000 | 122.9% | 0.00 | 0.0055 | -0.000 | 22 | 5.70 | 8.65 | 147.7% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.5100 | 121.6% | 0.00 | 0.0029 | -0.000 | 23 | 6.90 | 9.65 | 167.3% | -1.00 | 0.0000 | -0.002 | ||||
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 25, 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.