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 ±6.0% (14.49–16.35) · ATM IV 36.8% · P/C Open Interest 0.61
| 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 | |
| 7.30 | 7.90 | 1 | 36 | 224.8% | 1.00 | 0.0011 | 0.000 | 8 | 0 | 0.0300 | 1,258 | 145.5% | -0.00 | 0.0011 | -0.000 | |
| 6.30 | 6.95 | 25 | 196.8% | 1.00 | 0.0021 | 0.000 | 9 | 0 | 0.0300 | 1,576 | 121.7% | -0.00 | 0.0021 | -0.001 | ||
| 5.80 | 6.45 | 3 | 180.4% | 1.00 | 0.0030 | 0.000 | 9.5 | 0 | 0.0400 | 115.4% | -0.00 | 0.0030 | -0.001 | |||
| 5.30 | 5.50 | 472 | 1.00 | 0.0043 | 0.000 | 10 | 0 | 0.0300 | 11.4K | 100.2% | -0.00 | 0.0043 | -0.001 | |||
| 4.80 | 5.05 | 0.99 | 0.0063 | 0.000 | 10.5 | 0 | 0.0200 | 5 | 85.2% | -0.01 | 0.0063 | -0.001 | ||||
| 4.30 | 4.55 | 1 | 288 | 0.99 | 0.0094 | 0.000 | 11 | 0.0100 | 0.0200 | 12.3K | 80.5% | -0.01 | 0.0094 | -0.001 | ||
| 3.80 | 4.05 | 0.99 | 0.0143 | 0.000 | 11.5 | 0 | 0.0200 | 1 | 67.1% | -0.01 | 0.0143 | -0.002 | ||||
| 3.35 | 3.50 | 3 | 5,557 | 0.98 | 0.0222 | -0.001 | 12 | 0.0100 | 0.0200 | 21 | 26.2K | 62.3% | -0.02 | 0.0222 | -0.002 | |
| 2.85 | 3.05 | 18 | 50.4% | 0.97 | 0.0352 | -0.002 | 12.5 | 0 | 0.0200 | 5 | 50.2% | -0.03 | 0.0353 | -0.003 | ||
| 2.40 | 2.58 | 11 | 16.7K | 56.8% | 0.96 | 0.0568 | -0.003 | 13 | 0.0100 | 0.0200 | 32 | 26.3K | 44.9% | -0.04 | 0.0570 | -0.004 |
| 1.88 | 2.03 | 40 | 35.7% | 0.93 | 0.0926 | -0.005 | 13.5 | 0.0200 | 0.0400 | 5 | 1,293 | 41.8% | -0.07 | 0.0930 | -0.006 | |
| 1.46 | 1.56 | 624 | 46.4K | 40.1% | 0.88 | 0.1494 | -0.008 | 14 | 0.0600 | 0.0700 | 169 | 27.5K | 39.7% | -0.12 | 0.1502 | -0.009 |
| 1.00 | 1.13 | 11 | 767 | 36.3% | 0.80 | 0.2296 | -0.011 | 14.5 | 0.1300 | 0.1500 | 421 | 3,914 | 38.4% | -0.20 | 0.2311 | -0.011 |
| 0.7000 | 0.7400 | 379 | 55.4K | 37.5% | 0.67 | 0.3139 | -0.014 | 15 | 0.2600 | 0.2800 | 792 | 17.5K | 36.9% | -0.34 | 0.3164 | -0.014 |
| 0.4200 | 0.4500 | 410 | 7,540 | 36.7% | 0.50 | 0.3534 | -0.015 | 15.5 | 0.4800 | 0.5100 | 875 | 1,580 | 36.9% | -0.51 | 0.3570 | -0.015 |
| 0.2400 | 0.2500 | 265 | 41.8K | 36.8% | 0.33 | 0.3185 | -0.013 | 16 | 0.7800 | 0.8100 | 4 | 1,738 | 36.1% | -0.68 | 0.3229 | -0.013 |
| 0.1000 | 0.1300 | 539 | 3,738 | 35.7% | 0.20 | 0.2412 | -0.011 | 16.5 | 1.13 | 1.23 | 5 | 63 | 36.1% | -0.80 | 0.2456 | -0.011 |
| 0.0500 | 0.0600 | 9 | 17.3K | 36.3% | 0.12 | 0.1654 | -0.008 | 17 | 1.58 | 1.67 | 11 | 1,854 | 37.3% | -0.89 | 0.1683 | -0.007 |
| 0.0200 | 0.0300 | 101.0K | 831 | 36.9% | 0.07 | 0.1084 | -0.006 | 17.5 | 2.03 | 2.22 | 2 | 45.1% | -0.94 | 0.1134 | -0.005 | |
| 0 | 0.0200 | 7,186 | 37.1% | 0.05 | 0.0700 | -0.004 | 18 | 2.38 | 2.80 | 3 | 41.8% | -0.97 | 0.0846 | -0.003 | ||
| 0 | 0.0200 | 4 | 42.6% | 0.03 | 0.0453 | -0.003 | 18.5 | 3.05 | 3.20 | 1 | 59.4% | -0.99 | 0.0520 | -0.004 | ||
| 0 | 0.0200 | 1,051 | 47.8% | 0.02 | 0.0295 | -0.002 | 19 | 3.50 | 3.70 | 2 | 58.4% | -1.00 | 0.0213 | -0.005 | ||
| 0 | 0.0100 | 6,985 | 52.8% | 0.01 | 0.0130 | -0.001 | 20 | 4.50 | 4.70 | 2 | 69.7% | -1.00 | 0.0000 | -0.007 | ||
| 0 | 0.0300 | 550 | 70.6% | 0.00 | 0.0061 | -0.001 | 21 | 5.45 | 5.70 | 2 | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0400 | 6,428 | 82.7% | 0.00 | 0.0030 | -0.000 | 22 | 6.40 | 6.70 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.0300 | 465 | 87.7% | 0.00 | 0.0015 | -0.000 | 23 | 7.50 | 7.70 | 2 | 99.5% | -1.00 | 0.0000 | -0.007 | ||
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.