ORCL Optionskette Oracle 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 ±20.1% (102.12–153.47) · ATM IV 61.2% · P/C Open Interest 0.82
| 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 | |
| 65.05 | 65.60 | 29 | 77.2% | 0.99 | 0.0007 | -0.003 | 65 | 0.1900 | 0.2500 | 34 | 1,045 | 83.6% | -0.01 | 0.0007 | -0.011 | |
| 60.15 | 60.65 | 141 | 73.8% | 0.98 | 0.0010 | -0.006 | 70 | 0.2400 | 0.3100 | 15 | 1,469 | 78.3% | -0.02 | 0.0010 | -0.014 | |
| 55.30 | 55.70 | 1 | 78 | 71.5% | 0.98 | 0.0014 | -0.010 | 75 | 0.3000 | 0.3700 | 21 | 5,604 | 72.9% | -0.02 | 0.0014 | -0.017 |
| 50.55 | 50.90 | 5 | 323 | 67.8% | 0.97 | 0.0020 | -0.016 | 80 | 0.4600 | 0.5800 | 45 | 1,429 | 70.9% | -0.03 | 0.0020 | -0.022 |
| 45.75 | 46.15 | 4 | 321 | 66.2% | 0.95 | 0.0027 | -0.022 | 85 | 0.6900 | 0.8100 | 34 | 4,421 | 68.3% | -0.05 | 0.0027 | -0.028 |
| 41.15 | 41.55 | 6 | 190 | 65.5% | 0.94 | 0.0036 | -0.031 | 90 | 1.05 | 1.17 | 159 | 8,718 | 66.6% | -0.07 | 0.0036 | -0.036 |
| 36.70 | 37.10 | 3 | 107 | 64.1% | 0.91 | 0.0048 | -0.042 | 95 | 1.56 | 1.66 | 45 | 2,879 | 65.1% | -0.09 | 0.0048 | -0.046 |
| 32.45 | 32.85 | 14 | 453 | 63.0% | 0.88 | 0.0061 | -0.053 | 100 | 2.28 | 2.38 | 273 | 10.5K | 64.1% | -0.13 | 0.0061 | -0.058 |
| 28.45 | 28.85 | 6 | 237 | 62.6% | 0.83 | 0.0074 | -0.065 | 105 | 3.25 | 3.35 | 634 | 9,599 | 63.5% | -0.17 | 0.0075 | -0.069 |
| 24.75 | 25.05 | 63 | 840 | 62.4% | 0.79 | 0.0087 | -0.077 | 110 | 4.50 | 4.60 | 472 | 10.7K | 63.0% | -0.21 | 0.0088 | -0.080 |
| 21.35 | 21.60 | 30 | 231 | 62.0% | 0.74 | 0.0099 | -0.087 | 115 | 6.00 | 6.15 | 265 | 13.9K | 62.5% | -0.27 | 0.0100 | -0.090 |
| 18.20 | 18.45 | 72 | 1,155 | 61.5% | 0.68 | 0.0110 | -0.095 | 120 | 7.85 | 8.00 | 197 | 22.4K | 62.0% | -0.32 | 0.0111 | -0.097 |
| 15.40 | 15.70 | 110 | 1,110 | 61.2% | 0.62 | 0.0118 | -0.101 | 125 | 10.00 | 10.20 | 326 | 9,958 | 61.7% | -0.38 | 0.0119 | -0.103 |
| 12.95 | 13.20 | 397 | 4,615 | 61.0% | 0.56 | 0.0122 | -0.104 | 130 | 12.50 | 12.70 | 532 | 13.4K | 61.4% | -0.45 | 0.0124 | -0.106 |
| 10.80 | 11.00 | 2,046 | 5,023 | 60.8% | 0.50 | 0.0124 | -0.105 | 135 | 15.25 | 15.45 | 146 | 9,575 | 61.0% | -0.51 | 0.0126 | -0.106 |
| 8.95 | 9.10 | 747 | 11.1K | 60.7% | 0.44 | 0.0123 | -0.104 | 140 | 18.35 | 18.65 | 63 | 19.2K | 61.0% | -0.57 | 0.0126 | -0.105 |
| 7.35 | 7.50 | 328 | 3,134 | 60.6% | 0.38 | 0.0119 | -0.100 | 145 | 21.75 | 22.05 | 102 | 10.9K | 61.0% | -0.62 | 0.0122 | -0.101 |
| 6.00 | 6.15 | 2,315 | 21.1K | 60.5% | 0.33 | 0.0114 | -0.095 | 150 | 25.40 | 25.70 | 47 | 28.2K | 60.7% | -0.68 | 0.0117 | -0.096 |
| 4.90 | 5.00 | 234 | 4,234 | 60.5% | 0.29 | 0.0106 | -0.089 | 155 | 29.25 | 29.60 | 14 | 3,924 | 60.9% | -0.72 | 0.0110 | -0.089 |
| 4.00 | 4.10 | 1,452 | 10.4K | 60.7% | 0.24 | 0.0098 | -0.083 | 160 | 33.35 | 33.70 | 17 | 8,107 | 60.8% | -0.77 | 0.0102 | -0.082 |
| 3.20 | 3.35 | 2,279 | 6,316 | 60.7% | 0.21 | 0.0089 | -0.075 | 165 | 37.60 | 37.95 | 24 | 2,588 | 60.8% | -0.81 | 0.0094 | -0.075 |
| 2.65 | 2.71 | 470 | 8,028 | 61.0% | 0.18 | 0.0080 | -0.068 | 170 | 42.05 | 42.40 | 36 | 3,196 | 61.3% | -0.84 | 0.0085 | -0.068 |
| 2.13 | 2.22 | 192 | 6,053 | 61.2% | 0.15 | 0.0072 | -0.061 | 175 | 46.55 | 46.90 | 139 | 4,858 | 61.6% | -0.87 | 0.0077 | -0.061 |
| 1.75 | 1.81 | 1,044 | 18.3K | 61.6% | 0.13 | 0.0063 | -0.055 | 180 | 51.15 | 51.55 | 43 | 4,909 | 61.6% | -0.89 | 0.0069 | -0.054 |
| 1.41 | 1.52 | 194 | 4,036 | 62.0% | 0.11 | 0.0056 | -0.049 | 185 | 55.90 | 56.30 | 33 | 1,989 | 62.6% | -0.91 | 0.0062 | -0.048 |
| 1.19 | 1.27 | 1,866 | 10.1K | 62.7% | 0.09 | 0.0049 | -0.043 | 190 | 60.70 | 61.10 | 32 | 3,044 | 63.0% | -0.93 | 0.0055 | -0.042 |
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 — Dec 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.