ORLY Optionskette O'Reilly Automotive, Inc.
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 ±7.2% (83.55–96.55) · ATM IV 30.9% · P/C Open Interest 0.42
| 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 | |
| 38.20 | 42.10 | 15 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.7500 | 3 | 116.5% | -0.00 | 0.0001 | -0.001 | |||
| 33.20 | 37.20 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.7500 | 2 | 100.1% | -0.00 | 0.0004 | -0.001 | ||||
| 28.30 | 31.40 | 1.00 | 0.0008 | 0.000 | 60 | 0 | 0.7500 | 9 | 84.9% | -0.00 | 0.0008 | -0.002 | ||||
| 23.60 | 27.20 | 1 | 59.8% | 0.99 | 0.0018 | -0.002 | 65 | 0 | 0.7500 | 507 | 70.8% | -0.01 | 0.0019 | -0.005 | ||
| 18.90 | 22.10 | 57 | 52.0% | 0.98 | 0.0043 | -0.006 | 70 | 0 | 0.2000 | 10 | 105 | 44.8% | -0.02 | 0.0043 | -0.009 | |
| 14.50 | 16.00 | 31 | 0.95 | 0.0096 | -0.015 | 75 | 0.1000 | 0.5000 | 337 | 42.5% | -0.05 | 0.0097 | -0.017 | |||
| 12.20 | 14.90 | 46.8% | 0.92 | 0.0141 | -0.020 | 77.5 | 0.2500 | 0.7000 | 40.9% | -0.07 | 0.0142 | -0.022 | ||||
| 10.30 | 11.40 | 1 | 29 | 35.9% | 0.89 | 0.0202 | -0.027 | 80 | 0.5000 | 0.5500 | 1 | 1,150 | 35.5% | -0.11 | 0.0204 | -0.029 |
| 7.40 | 9.20 | 28.1% | 0.83 | 0.0280 | -0.035 | 82.5 | 0.7000 | 1.05 | 39 | 34.5% | -0.17 | 0.0282 | -0.036 | |||
| 6.40 | 6.90 | 310 | 32.6% | 0.75 | 0.0366 | -0.043 | 85 | 1.20 | 1.40 | 1 | 1,798 | 32.3% | -0.25 | 0.0370 | -0.043 | |
| 4.70 | 5.10 | 35 | 31.8% | 0.65 | 0.0444 | -0.048 | 87.5 | 2.00 | 2.10 | 2 | 34 | 31.5% | -0.35 | 0.0450 | -0.049 | |
| 3.30 | 3.50 | 1 | 1,289 | 30.8% | 0.53 | 0.0491 | -0.051 | 90 | 3.00 | 3.20 | 1 | 290 | 30.9% | -0.47 | 0.0498 | -0.052 |
| 2.20 | 2.35 | 15 | 42 | 30.4% | 0.41 | 0.0488 | -0.049 | 92.5 | 4.20 | 4.80 | 30.9% | -0.59 | 0.0498 | -0.050 | ||
| 1.25 | 1.50 | 7 | 3,756 | 29.4% | 0.30 | 0.0437 | -0.044 | 95 | 5.90 | 6.40 | 86 | 30.4% | -0.71 | 0.0450 | -0.045 | |
| 0.7500 | 0.9000 | 29.4% | 0.21 | 0.0358 | -0.036 | 97.5 | 7.30 | 9.20 | 32.3% | -0.80 | 0.0374 | -0.037 | ||||
| 0.4500 | 0.6000 | 4 | 3,335 | 30.3% | 0.14 | 0.0274 | -0.029 | 100 | 9.20 | 11.20 | 23 | 29.2% | -0.87 | 0.0292 | -0.029 | |
| 0 | 0.3000 | 1,208 | 30.0% | 0.06 | 0.0144 | -0.017 | 105 | 13.20 | 16.30 | -0.96 | 0.0168 | -0.017 | ||||
| 0 | 0.7500 | 376 | 44.7% | 0.03 | 0.0072 | -0.009 | 110 | 18.10 | 21.90 | 39.9% | -0.99 | 0.0054 | -0.010 | |||
| 0 | 0.7500 | 46 | 52.2% | 0.01 | 0.0036 | -0.005 | 115 | 23.10 | 26.90 | 47.0% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.7500 | 33 | 59.1% | 0.01 | 0.0019 | -0.003 | 120 | 27.90 | 32.00 | 48.8% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.7500 | 6 | 65.6% | 0.00 | 0.0010 | -0.002 | 125 | 32.90 | 37.00 | 54.6% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.7500 | 5 | 71.7% | 0.00 | 0.0006 | -0.001 | 130 | 37.90 | 42.00 | 60.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.7500 | 77.4% | 0.00 | 0.0003 | -0.001 | 135 | 42.90 | 46.90 | -1.00 | 0.0000 | -0.009 | |||||
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 — Nov 20, 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.