ORCL Optionskette Oracle Corporation

Verfall Cboe delayed options data · Stand 21:53 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 ±15.0% (130.75–177.05) · ATM IV 66.6% · P/C Open Interest 1.11

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
74.15	74.80			102.9%	1.00	0.0002	0.000	80	0	0.2100	14	224	101.3%	-0.00	0.0002	-0.005
68.90	69.80				1.00	0.0003	0.000	85	0.0200	0.0600	22	11	82.3%	-0.00	0.0003	-0.007
63.90	64.85		4		0.99	0.0005	0.000	90	0.0100	0.1200	1	45	79.3%	-0.01	0.0005	-0.009
58.95	59.90			62.6%	0.99	0.0007	0.000	95	0.0800	0.1700	5	532	78.3%	-0.01	0.0007	-0.012
54.20	54.95	1	102	72.7%	0.99	0.0010	0.000	100	0.1100	0.2400	50	404	74.4%	-0.01	0.0010	-0.017
49.15	51.10			67.3%	0.98	0.0016	0.000	105	0.2000	0.2300	105	231	69.1%	-0.02	0.0016	-0.024
44.30	45.25	20	41	65.8%	0.97	0.0024	-0.012	110	0.3300	0.4400	56	265	68.4%	-0.03	0.0024	-0.035
39.60	40.55	65	8	66.3%	0.95	0.0035	-0.029	115	0.5700	0.6700	65	284	66.9%	-0.05	0.0035	-0.050
35.00	35.95	27	33	65.6%	0.93	0.0049	-0.050	120	0.9500	1.08	113	2,470	66.2%	-0.07	0.0049	-0.068
30.75	31.55	7	20	66.2%	0.89	0.0065	-0.075	125	1.52	1.76	93	286	66.2%	-0.11	0.0065	-0.090
26.45	27.30	17	55	64.6%	0.85	0.0082	-0.101	130	2.25	2.52	228	2,558	65.0%	-0.15	0.0083	-0.114
25.65	26.65	35		65.3%	0.84	0.0086	-0.106	131	2.46	2.91	56	332	65.9%	-0.16	0.0086	-0.119
24.85	25.85		1	65.1%	0.83	0.0089	-0.112	132	2.61	3.05	14	23	65.2%	-0.17	0.0090	-0.124
24.10	25.10	32	2	65.3%	0.82	0.0093	-0.117	133	2.81	3.20	27	125	64.8%	-0.18	0.0093	-0.129
23.35	24.30		2	65.1%	0.81	0.0096	-0.122	134	3.05	3.55	23	25	65.3%	-0.19	0.0097	-0.133
22.70	23.60	6	16	65.7%	0.80	0.0100	-0.127	135	3.30	3.80	72	253	65.2%	-0.21	0.0100	-0.138
21.90	22.85	1	39	65.3%	0.78	0.0103	-0.132	136	3.55	4.15	15	92	65.5%	-0.22	0.0103	-0.143
21.15	22.10		3	65.1%	0.77	0.0106	-0.137	137	3.80	4.25	14	41	64.7%	-0.23	0.0106	-0.147
20.45	21.40	2	22	65.1%	0.76	0.0109	-0.142	138	4.10	4.55	23	62	64.8%	-0.24	0.0110	-0.151
19.80	20.75		28	65.4%	0.75	0.0112	-0.147	139	4.40	5.00	23	47	65.3%	-0.25	0.0112	-0.155
19.10	20.05	6	112	65.3%	0.74	0.0115	-0.151	140	4.80	5.20	143	239	65.1%	-0.27	0.0115	-0.160
18.45	19.40	15	66	65.3%	0.72	0.0117	-0.155	141	5.05	5.70	22	51	65.4%	-0.28	0.0118	-0.163
17.80	18.75		6	65.3%	0.71	0.0120	-0.160	142	5.40	6.05	7	87	65.4%	-0.29	0.0121	-0.167
17.20	18.10	33	77	65.4%	0.70	0.0122	-0.164	143	5.75	6.40	4	30	65.3%	-0.31	0.0123	-0.170
16.70	17.50	16	60	65.9%	0.68	0.0124	-0.167	144	6.15	6.80	10	17	65.5%	-0.32	0.0125	-0.174
16.00	16.90	17	132	65.6%	0.67	0.0126	-0.171	145	6.55	7.05	60	125	65.0%	-0.33	0.0127	-0.177
15.50	16.30	16	120	65.8%	0.66	0.0128	-0.174	146	6.95	7.55	50	61	65.3%	-0.35	0.0129	-0.179
14.85	15.70	15	72	65.5%	0.64	0.0130	-0.177	147	7.35	8.10	24	40	65.7%	-0.36	0.0131	-0.182
14.30	15.15	26	53	65.6%	0.63	0.0132	-0.180	148	7.80	8.45	320	20	65.4%	-0.37	0.0132	-0.184
13.80	14.60	32	56	65.8%	0.62	0.0133	-0.182	149	8.25	9.00	2	31	65.7%	-0.39	0.0134	-0.187
13.25	14.10	115	290	65.8%	0.60	0.0134	-0.185	150	8.75	9.45	74	130	65.8%	-0.40	0.0135	-0.189
12.05	12.85	61	58	66.1%	0.57	0.0136	-0.190	152.5	10.00	10.60	97	42	65.6%	-0.44	0.0138	-0.192
10.90	11.70	337	120	66.3%	0.53	0.0138	-0.193	155	11.35	12.35	20	28	67.0%	-0.47	0.0139	-0.194
9.85	10.60	49	208	66.4%	0.50	0.0138	-0.195	157.5	12.75	13.50		12	66.3%	-0.50	0.0139	-0.195
8.90	9.65	322	3,934	66.8%	0.47	0.0137	-0.195	160	14.25	15.00	1	47	66.4%	-0.54	0.0138	-0.194
8.00	8.75	25	56	67.0%	0.43	0.0135	-0.194	162.5	15.85	16.60	181	4	66.6%	-0.57	0.0136	-0.192
7.15	7.90	248	129	67.0%	0.40	0.0132	-0.192	165	17.55	18.30		5	67.0%	-0.60	0.0134	-0.188
6.60	7.15	18	26	67.9%	0.37	0.0129	-0.188	167.5	19.30	20.05			67.2%	-0.63	0.0130	-0.184
5.80	6.30	211	267	66.9%	0.35	0.0125	-0.184	170	21.10	21.90		22	67.5%	-0.66	0.0126	-0.178
5.35	5.85	32	52	68.6%	0.32	0.0121	-0.179	172.5	22.95	23.75		2	67.5%	-0.69	0.0122	-0.172
4.75	5.25	143	128	68.6%	0.29	0.0116	-0.174	175	24.90	26.10	30	5	69.2%	-0.71	0.0117	-0.166
4.25	4.75	20	28	69.0%	0.27	0.0111	-0.168	177.5	26.90	27.75			68.2%	-0.73	0.0112	-0.158
3.75	4.25	559	944	68.9%	0.25	0.0105	-0.161	180	28.90	30.20	32	2	69.8%	-0.76	0.0107	-0.151
3.05	3.45	95	287	69.8%	0.21	0.0095	-0.148	185	33.15	34.00		1	68.9%	-0.80	0.0097	-0.135
2.42	2.79	52	127	70.3%	0.18	0.0084	-0.134	190	37.50	38.85		2	71.4%	-0.83	0.0086	-0.119
1.89	2.24	53	66	70.6%	0.15	0.0074	-0.121	195	42.00	42.90			69.8%	-0.86	0.0076	-0.104
1.52	1.89	312	531	71.8%	0.12	0.0065	-0.109	200	46.65	48.00		4	73.5%	-0.88	0.0067	-0.089

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 — Oct 02, 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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ORCL Optionskette Oracle Corporation

Volatility Smile — Oct 02, 2026

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