O Optionskette Realty Income Corporation
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 ±10.4% (55.15–68.00) · ATM IV 17.7% · 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 | |
| 27.10 | 31.10 | 1.00 | 0.0000 | 0.000 | 32.5 | 0 | 0.4000 | 47.3% | -0.01 | 0.0011 | -0.001 | |||||
| 24.60 | 28.60 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.7500 | 48.0% | -0.01 | 0.0016 | -0.001 | |||||
| 22.20 | 26.10 | 1.00 | 0.0003 | 0.000 | 37.5 | 0 | 0.2000 | 30 | 33.7% | -0.01 | 0.0024 | -0.001 | ||||
| 19.70 | 23.60 | 1.00 | 0.0010 | 0.000 | 40 | 0 | 0.7500 | 35 | 38.2% | -0.02 | 0.0036 | -0.002 | ||||
| 17.20 | 21.20 | 26.7% | 0.99 | 0.0027 | 0.000 | 42.5 | 0 | 0.9500 | 87 | 35.6% | -0.03 | 0.0054 | -0.002 | |||
| 14.70 | 18.70 | 0.98 | 0.0060 | 0.000 | 45 | 0 | 0.9500 | 68 | 31.1% | -0.04 | 0.0080 | -0.003 | ||||
| 13.00 | 15.30 | 0.96 | 0.0108 | -0.000 | 47.5 | 0.0500 | 0.5500 | 146 | 23.9% | -0.06 | 0.0118 | -0.003 | ||||
| 11.30 | 12.10 | 8 | 0.93 | 0.0170 | -0.002 | 50 | 0.4000 | 0.5000 | 220 | 22.3% | -0.10 | 0.0171 | -0.004 | |||
| 8.80 | 10.20 | 27 | 19.2% | 0.88 | 0.0243 | -0.004 | 52.5 | 0.6000 | 1.00 | 100 | 22.0% | -0.14 | 0.0240 | -0.005 | ||
| 6.90 | 7.70 | 73 | 17.9% | 0.81 | 0.0329 | -0.005 | 55 | 0.8000 | 1.15 | 1 | 144 | 19.0% | -0.21 | 0.0326 | -0.006 | |
| 5.00 | 5.80 | 47 | 17.4% | 0.72 | 0.0424 | -0.006 | 57.5 | 1.55 | 1.90 | 3 | 197 | 19.2% | -0.29 | 0.0421 | -0.007 | |
| 3.40 | 4.00 | 390 | 16.4% | 0.61 | 0.0504 | -0.007 | 60 | 2.25 | 2.80 | 7 | 320 | 18.1% | -0.41 | 0.0500 | -0.007 | |
| 2.35 | 3.20 | 4 | 214 | 18.1% | 0.48 | 0.0539 | -0.007 | 62.5 | 3.30 | 4.00 | 109 | 17.2% | -0.54 | 0.0533 | -0.007 | |
| 1.10 | 2.10 | 6 | 462 | 16.5% | 0.35 | 0.0511 | -0.007 | 65 | 5.00 | 5.50 | 66 | 17.4% | -0.66 | 0.0503 | -0.006 | |
| 0.9000 | 1.15 | 5 | 260 | 16.9% | 0.24 | 0.0432 | -0.006 | 67.5 | 6.50 | 7.80 | 930 | 17.9% | -0.77 | 0.0423 | -0.004 | |
| 0.2500 | 1.00 | 228 | 17.0% | 0.16 | 0.0334 | -0.004 | 70 | 8.40 | 9.90 | 2 | 17.8% | -0.85 | 0.0324 | -0.003 | ||
| 0.2000 | 0.6500 | 3 | 109 | 17.8% | 0.11 | 0.0244 | -0.003 | 72.5 | 10.30 | 12.70 | 19.8% | -0.90 | 0.0238 | -0.001 | ||
| 0 | 0.7000 | 146 | 19.4% | 0.07 | 0.0173 | -0.003 | 75 | 12.20 | 14.90 | 16.5% | -0.94 | 0.0176 | 0.000 | |||
| 0 | 0.2500 | 99 | 19.5% | 0.03 | 0.0084 | -0.001 | 80 | 16.60 | 20.50 | 21.9% | -0.99 | 0.0133 | 0.000 | |||
| 0 | 0.7500 | 28.3% | 0.01 | 0.0043 | -0.001 | 85 | 21.50 | 25.10 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.7500 | 8 | 32.0% | 0.01 | 0.0023 | -0.000 | 90 | 26.50 | 30.50 | 30.0% | -1.00 | 0.0000 | -0.012 | |||
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 — Mar 19, 2027
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.