PENN Optionskette PENN Entertainment, 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 ±28.5% (12.02–21.62) · ATM IV 46.1% · P/C Open Interest 0.39
| 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 | |
| 6.70 | 7.70 | 57.5% | 0.91 | 0.0198 | -0.001 | 10 | 0.1500 | 0.3500 | 53.1% | -0.08 | 0.0193 | -0.002 | ||||
| 5.80 | 6.80 | 52.7% | 0.88 | 0.0259 | -0.002 | 11 | 0.3000 | 0.5000 | 52.3% | -0.11 | 0.0257 | -0.003 | ||||
| 5.00 | 6.00 | 51.1% | 0.85 | 0.0329 | -0.002 | 12 | 0.4500 | 0.7000 | 50.7% | -0.14 | 0.0331 | -0.003 | ||||
| 4.30 | 5.20 | 49.6% | 0.80 | 0.0405 | -0.003 | 13 | 0.7000 | 0.9000 | 49.2% | -0.19 | 0.0410 | -0.004 | ||||
| 3.80 | 4.50 | 50.5% | 0.75 | 0.0480 | -0.004 | 14 | 0.9500 | 1.20 | 1 | 47.8% | -0.24 | 0.0488 | -0.004 | |||
| 3.20 | 3.80 | 11 | 48.7% | 0.69 | 0.0548 | -0.004 | 15 | 1.20 | 1.60 | 46.2% | -0.30 | 0.0560 | -0.005 | |||
| 2.70 | 3.30 | 3 | 48.9% | 0.63 | 0.0601 | -0.005 | 16 | 1.65 | 2.05 | 1 | 45.9% | -0.36 | 0.0618 | -0.005 | ||
| 2.20 | 2.70 | 31 | 46.8% | 0.57 | 0.0636 | -0.005 | 17 | 2.15 | 2.55 | 25 | 45.4% | -0.43 | 0.0659 | -0.005 | ||
| 1.80 | 2.30 | 46.6% | 0.51 | 0.0653 | -0.005 | 18 | 2.70 | 3.20 | 45.5% | -0.49 | 0.0681 | -0.005 | ||||
| 1.45 | 1.90 | 45.8% | 0.45 | 0.0651 | -0.005 | 19 | 3.20 | 3.80 | 43.5% | -0.55 | 0.0686 | -0.005 | ||||
| 1.20 | 1.50 | 14 | 45.0% | 0.39 | 0.0635 | -0.005 | 20 | 4.00 | 4.50 | 44.3% | -0.61 | 0.0677 | -0.005 | |||
| 0.9500 | 1.30 | 5 | 45.2% | 0.34 | 0.0606 | -0.005 | 21 | 4.70 | 5.10 | 42.0% | -0.67 | 0.0656 | -0.004 | |||
| 0.7500 | 1.15 | 1 | 45.8% | 0.29 | 0.0570 | -0.004 | 22 | 5.50 | 6.10 | 44.2% | -0.72 | 0.0628 | -0.004 | |||
| 0.6000 | 1.00 | 46.2% | 0.25 | 0.0528 | -0.004 | 23 | 6.30 | 7.20 | 47.0% | -0.76 | 0.0595 | -0.004 | ||||
| 0.4500 | 0.7500 | 4 | 44.6% | 0.22 | 0.0485 | -0.004 | 24 | 7.10 | 8.10 | 46.8% | -0.81 | 0.0560 | -0.003 | |||
| 0.3500 | 0.6000 | 44.2% | 0.19 | 0.0441 | -0.003 | 25 | 8.00 | 8.90 | 45.7% | -0.84 | 0.0524 | -0.003 | ||||
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 — Apr 16, 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.