PFE Optionskette Pfizer Inc.
Cboe delayed options data · Stand 03:41 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 ±2.1% (28.82–30.04) · ATM IV 24.5% · 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 | |
| 14.20 | 14.60 | 2 | 8 | 1.00 | 0.0001 | 0.000 | 15 | 0 | 0.0100 | 1 | 3 | 236.6% | -0.00 | 0.0001 | -0.000 | |
| 11.20 | 11.70 | 2 | 2 | 210.4% | 1.00 | 0.0003 | 0.000 | 18 | 0 | 0.0200 | 1 | 1 | 190.4% | -0.00 | 0.0003 | -0.000 |
| 10.20 | 10.60 | 6 | 1.00 | 0.0004 | 0.000 | 19 | 0 | 0.0100 | 158.6% | -0.00 | 0.0004 | -0.000 | ||||
| 9.20 | 9.75 | 2 | 6 | 188.9% | 1.00 | 0.0006 | 0.000 | 20 | 0 | 0.0100 | 5 | 141.4% | -0.00 | 0.0006 | -0.001 | |
| 8.30 | 8.60 | 7 | 2 | 148.3% | 1.00 | 0.0009 | 0.000 | 21 | 0 | 0.0200 | 135.4% | -0.00 | 0.0009 | -0.001 | ||
| 7.35 | 7.60 | 106 | 147.1% | 1.00 | 0.0013 | 0.000 | 22 | 0 | 0.0400 | 1 | 130.0% | -0.00 | 0.0013 | -0.001 | ||
| 6.85 | 7.10 | 272 | 137.2% | 1.00 | 0.0017 | 0.000 | 22.5 | 0 | 0.0500 | 125.2% | -0.00 | 0.0017 | -0.001 | |||
| 6.35 | 6.65 | 176 | 15 | 138.4% | 1.00 | 0.0022 | -0.000 | 23 | 0 | 0.0200 | 102.3% | -0.00 | 0.0022 | -0.001 | ||
| 5.85 | 6.10 | 13 | 3 | 117.8% | 1.00 | 0.0028 | -0.000 | 23.5 | 0 | 0.5100 | 4 | 174.9% | -0.00 | 0.0028 | -0.001 | |
| 5.35 | 5.60 | 14 | 4 | 108.3% | 1.00 | 0.0036 | -0.001 | 24 | 0 | 0.0100 | 63 | 79.4% | -0.00 | 0.0036 | -0.001 | |
| 4.85 | 5.05 | 10 | 9 | 98.9% | 1.00 | 0.0048 | -0.001 | 24.5 | 0 | 0.0200 | 212 | 78.8% | -0.00 | 0.0048 | -0.002 | |
| 4.35 | 4.55 | 17 | 17 | 89.6% | 1.00 | 0.0066 | -0.001 | 25 | 0 | 0.0300 | 338 | 75.3% | -0.00 | 0.0066 | -0.002 | |
| 3.80 | 4.10 | 2 | 92 | 68.7% | 0.99 | 0.0092 | -0.002 | 25.5 | 0 | 0.0100 | 1 | 130 | 58.0% | -0.01 | 0.0092 | -0.002 |
| 3.35 | 3.55 | 2 | 181 | 60.4% | 0.99 | 0.0134 | -0.002 | 26 | 0 | 0.0100 | 31 | 585 | 51.0% | -0.01 | 0.0134 | -0.003 |
| 2.81 | 3.10 | 4 | 214 | 54.8% | 0.99 | 0.0208 | -0.003 | 26.5 | 0 | 0.0100 | 9 | 411 | 44.0% | -0.01 | 0.0208 | -0.003 |
| 2.40 | 2.65 | 87 | 2,567 | 64.4% | 0.98 | 0.0350 | -0.004 | 27 | 0 | 0.0100 | 3 | 2,542 | 37.1% | -0.02 | 0.0351 | -0.005 |
| 1.91 | 2.09 | 15 | 1,397 | 49.4% | 0.97 | 0.0627 | -0.007 | 27.5 | 0 | 0.0300 | 77 | 1,998 | 35.9% | -0.03 | 0.0629 | -0.007 |
| 1.44 | 1.59 | 167 | 1,571 | 41.9% | 0.95 | 0.1188 | -0.011 | 28 | 0.0100 | 0.0200 | 926 | 2,015 | 27.9% | -0.05 | 0.1193 | -0.011 |
| 0.9400 | 1.11 | 145 | 1,791 | 34.2% | 0.88 | 0.2462 | -0.020 | 28.5 | 0.0500 | 0.0600 | 242 | 1,190 | 27.5% | -0.13 | 0.2481 | -0.021 |
| 0.5600 | 0.6300 | 316 | 6,450 | 27.7% | 0.71 | 0.4222 | -0.036 | 29 | 0.1400 | 0.1500 | 2,194 | 1,705 | 25.8% | -0.29 | 0.4267 | -0.036 |
| 0.2600 | 0.3000 | 1,567 | 3,320 | 25.2% | 0.47 | 0.5092 | -0.041 | 29.5 | 0.3200 | 0.3400 | 15.4K | 660 | 23.8% | -0.53 | 0.5157 | -0.042 |
| 0.1100 | 0.1300 | 1,554 | 4,872 | 26.3% | 0.24 | 0.3973 | -0.032 | 30 | 0.5600 | 0.7300 | 114 | 137 | 21.4% | -0.76 | 0.4023 | -0.032 |
| 0.0400 | 0.0500 | 767 | 896 | 27.4% | 0.11 | 0.2209 | -0.017 | 30.5 | 0.9800 | 1.29 | 2 | 19 | 30.3% | -0.90 | 0.2243 | -0.018 |
| 0 | 0.0200 | 2,439 | 1,808 | 26.4% | 0.05 | 0.1123 | -0.010 | 31 | 1.46 | 1.74 | 27 | 26 | 31.4% | -0.96 | 0.1176 | -0.010 |
| 0 | 0.0200 | 53 | 1,914 | 33.1% | 0.03 | 0.0628 | -0.007 | 31.5 | 1.96 | 2.22 | 4 | 34.2% | -0.98 | 0.0644 | -0.007 | |
| 0 | 0.0100 | 146 | 1,421 | 35.6% | 0.02 | 0.0385 | -0.005 | 32 | 2.42 | 2.72 | 5 | 2 | -0.99 | 0.0367 | -0.005 | |
| 0 | 0.0100 | 268 | 41.3% | 0.01 | 0.0254 | -0.004 | 32.5 | 2.96 | 3.25 | 6 | 54.6% | -0.99 | 0.0213 | -0.004 | ||
| 0 | 0.0100 | 42 | 46.8% | 0.01 | 0.0176 | -0.003 | 33 | 3.45 | 3.65 | 4 | 2 | -1.00 | 0.0129 | -0.004 | ||
| 0 | 0.0100 | 21 | 52.0% | 0.01 | 0.0127 | -0.003 | 33.5 | 3.95 | 4.25 | 1 | 65.3% | -1.00 | 0.0079 | -0.004 | ||
| 0 | 0.0100 | 205 | 57.2% | 0.01 | 0.0095 | -0.002 | 34 | 4.40 | 4.80 | 2 | 71.3% | -1.00 | 0.0050 | -0.004 | ||
| 0 | 0.0100 | 282 | 67.1% | 0.00 | 0.0058 | -0.002 | 35 | 5.45 | 5.75 | 251 | 292 | 83.0% | -1.00 | 0.0022 | -0.004 | |
| 0 | 0.0800 | 3 | 5 | 102.0% | 0.00 | 0.0037 | -0.001 | 36 | 6.35 | 6.75 | -1.00 | 0.0009 | -0.003 | |||
| 0 | 0.1700 | 4 | 1 | 129.6% | 0.00 | 0.0026 | -0.001 | 37 | 7.35 | 7.75 | 2 | -1.00 | 0.0005 | -0.003 | ||
| 0 | 0.6200 | 2 | 5 | 189.3% | 0.00 | 0.0019 | -0.001 | 38 | 8.45 | 8.75 | 4 | 114.8% | -1.00 | 0.0002 | -0.003 | |
| 0 | 2.13 | 1 | 299.0% | 0.00 | 0.0014 | -0.001 | 39 | 9.45 | 9.75 | 6 | 124.6% | -1.00 | 0.0001 | -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 — Oct 23, 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.
CallsPuts