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 ±2.8% (59.83–63.33) · ATM IV 15.2% · P/C Open Interest 1.02
| 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 | |
| 27.50 | 29.50 | 1.00 | 0.0000 | 0.000 | 32.5 | 0 | 0.0500 | 8 | 124.0% | -0.00 | 0.0000 | -0.000 | ||||
| 25.00 | 26.70 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0500 | 3 | 110.7% | -0.00 | 0.0000 | -0.000 | ||||
| 22.50 | 25.50 | 1.00 | 0.0001 | 0.000 | 37.5 | 0 | 0.1000 | 57 | 107.3% | -0.00 | 0.0001 | -0.000 | ||||
| 20.00 | 23.00 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.0500 | 78 | 86.6% | -0.00 | 0.0001 | -0.000 | ||||
| 17.70 | 19.50 | 1.00 | 0.0003 | 0.000 | 42.5 | 0 | 0.1000 | 142 | 75.6% | -0.00 | 0.0003 | -0.000 | ||||
| 15.60 | 17.00 | 10 | 10 | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.7500 | 284 | 65.1% | -0.00 | 0.0005 | -0.001 | ||
| 12.80 | 15.20 | 1.00 | 0.0011 | 0.000 | 47.5 | 0 | 0.1000 | 412 | 60.6% | -0.00 | 0.0011 | -0.001 | ||||
| 10.20 | 12.50 | 1.00 | 0.0024 | -0.000 | 50 | 0 | 0.0500 | 3 | 651 | 45.3% | -0.00 | 0.0024 | -0.002 | |||
| 8.30 | 9.80 | 2 | 0.99 | 0.0057 | -0.002 | 52.5 | 0 | 0.2000 | 1,216 | 45.3% | -0.01 | 0.0058 | -0.003 | |||
| 5.80 | 6.90 | 6 | 0.98 | 0.0150 | -0.005 | 55 | 0 | 0.0500 | 10 | 1,664 | 26.7% | -0.02 | 0.0152 | -0.006 | ||
| 3.80 | 4.40 | 26 | 11 | 0.94 | 0.0442 | -0.010 | 57.5 | 0.0500 | 0.1000 | 25 | 3,166 | 21.7% | -0.07 | 0.0448 | -0.011 | |
| 1.85 | 2.05 | 47 | 1,441 | 17.9% | 0.78 | 0.1342 | -0.021 | 60 | 0.2000 | 0.3000 | 344 | 6,157 | 16.1% | -0.23 | 0.1370 | -0.021 |
| 0.3500 | 0.4500 | 489 | 6,897 | 14.5% | 0.34 | 0.1882 | -0.022 | 62.5 | 1.15 | 1.55 | 113 | 7,844 | 15.8% | -0.68 | 0.1966 | -0.023 |
| 0.0500 | 0.1000 | 80 | 5,468 | 17.4% | 0.08 | 0.0637 | -0.010 | 65 | 3.20 | 4.00 | 6 | 740 | 22.1% | -0.97 | 0.0801 | -0.012 |
| 0 | 0.0500 | 10 | 3,273 | 21.8% | 0.02 | 0.0187 | -0.004 | 67.5 | 5.70 | 6.50 | 32.2% | -1.00 | 0.0000 | -0.008 | ||
| 0 | 0.0500 | 2,748 | 28.9% | 0.01 | 0.0066 | -0.002 | 70 | 8.00 | 9.10 | 37.6% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0500 | 674 | 35.5% | 0.00 | 0.0027 | -0.001 | 72.5 | 10.00 | 12.30 | 53.0% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0500 | 1,151 | 41.7% | 0.00 | 0.0013 | -0.001 | 75 | 12.40 | 14.80 | 57.6% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.1000 | 56 | 58.4% | 0.00 | 0.0004 | -0.000 | 80 | 17.40 | 19.80 | 72.1% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.7500 | 195 | 63.8% | 0.00 | 0.0001 | -0.000 | 85 | 22.10 | 25.10 | 10 | 85.2% | -1.00 | 0.0000 | -0.008 | ||
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.