PG Optionskette The Procter & Gamble Company
Cboe delayed options data · Stand 09:41 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 ±5.4% (150.80–167.90) · ATM IV 21.5% · P/C Open Interest 0.70
| 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 | |
| 77.95 | 81.20 | 123.4% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 7 | 137.6% | -0.00 | 0.0001 | -0.002 | |||
| 72.95 | 76.20 | 113.3% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.9400 | 108.7% | -0.00 | 0.0001 | -0.002 | ||||
| 67.95 | 70.45 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.3500 | 85.5% | -0.00 | 0.0002 | -0.002 | |||||
| 62.95 | 66.25 | 1 | 96.0% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 1.14 | 94.8% | -0.00 | 0.0002 | -0.003 | |||
| 57.95 | 61.15 | 2 | 85.1% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.7500 | 28 | 80.3% | -0.00 | 0.0003 | -0.003 | ||
| 52.95 | 56.25 | 79.3% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 1.15 | 83 | 78.9% | -0.00 | 0.0004 | -0.003 | |||
| 47.95 | 50.45 | 3 | 1.00 | 0.0000 | -0.000 | 110 | 0 | 0.5500 | 277 | 62.4% | -0.00 | 0.0006 | -0.004 | |||
| 42.95 | 46.25 | 1 | 63.9% | 1.00 | 0.0000 | -0.000 | 115 | 0 | 0.1600 | 1,292 | 46.4% | -0.01 | 0.0008 | -0.004 | ||
| 37.25 | 40.80 | 106 | 1.00 | 0.0001 | -0.000 | 120 | 0 | 0.1600 | 5 | 1,145 | 40.9% | -0.01 | 0.0011 | -0.005 | ||
| 32.95 | 35.25 | 11 | 1.00 | 0.0002 | -0.000 | 125 | 0.0100 | 0.0900 | 4 | 1,511 | 33.5% | -0.01 | 0.0016 | -0.006 | ||
| 27.95 | 30.50 | 9 | 1.00 | 0.0006 | -0.001 | 130 | 0.0600 | 0.1100 | 51 | 3,824 | 30.8% | -0.02 | 0.0026 | -0.008 | ||
| 22.30 | 26.30 | 163 | 0.99 | 0.0020 | -0.004 | 135 | 0.1300 | 0.1900 | 57 | 1,882 | 28.4% | -0.03 | 0.0047 | -0.012 | ||
| 18.30 | 19.80 | 3 | 184 | 0.98 | 0.0069 | -0.015 | 140 | 0.2800 | 0.3700 | 171 | 2,205 | 26.6% | -0.06 | 0.0087 | -0.020 | |
| 13.50 | 14.90 | 35 | 1,016 | 0.93 | 0.0173 | -0.036 | 145 | 0.5400 | 0.7100 | 86 | 2,468 | 24.4% | -0.11 | 0.0154 | -0.032 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 146 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 147 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 148 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 149 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.70 | 10.50 | 105 | 2,700 | 22.0% | 0.82 | 0.0286 | -0.053 | 150 | 1.25 | 1.41 | 219 | 817 | 23.2% | -0.20 | 0.0251 | -0.046 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 152.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.20 | 6.65 | 1,387 | 7,750 | 21.6% | 0.66 | 0.0355 | -0.059 | 155 | 2.57 | 2.97 | 50 | 307 | 22.9% | -0.35 | 0.0348 | -0.058 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 157.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.45 | 3.80 | 878 | 6,697 | 21.1% | 0.47 | 0.0379 | -0.060 | 160 | 4.55 | 5.30 | 23 | 106 | 21.9% | -0.54 | 0.0391 | -0.062 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.68 | 1.89 | 314 | 1,267 | 20.7% | 0.29 | 0.0333 | -0.051 | 165 | 7.70 | 9.25 | 2 | 23.6% | -0.72 | 0.0350 | -0.053 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7300 | 0.8500 | 135 | 2,393 | 20.7% | 0.16 | 0.0234 | -0.034 | 170 | 11.90 | 13.40 | 1 | 8 | 25.5% | -0.87 | 0.0243 | -0.036 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2200 | 0.3500 | 5 | 188 | 20.3% | 0.08 | 0.0138 | -0.021 | 175 | 16.10 | 18.20 | 2 | 27.0% | -0.95 | 0.0128 | -0.019 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.3800 | 3 | 86 | 22.9% | 0.04 | 0.0079 | -0.013 | 180 | 20.70 | 23.15 | 1 | 29.2% | -0.98 | 0.0062 | -0.010 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0400 | 0.1300 | 18 | 66 | 23.6% | 0.03 | 0.0049 | -0.010 | 185 | 24.75 | 28.80 | 30.9% | -0.99 | 0.0032 | -0.006 | ||
| 0 | 0.3800 | 57 | 30.7% | 0.02 | 0.0032 | -0.007 | 190 | 30.85 | 33.05 | 38.7% | -0.99 | 0.0018 | -0.004 | |||
| 0 | 0.1700 | 25 | 30.3% | 0.01 | 0.0022 | -0.006 | 195 | 34.75 | 38.05 | -1.00 | 0.0010 | -0.002 | ||||
| 0 | 2.14 | 26 | 53.0% | 0.01 | 0.0016 | -0.005 | 200 | 39.75 | 43.05 | -1.00 | 0.0006 | -0.002 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.2500 | 10 | 34.2% | 0.01 | 0.0009 | -0.003 | 210 | 49.75 | 53.00 | -1.00 | 0.0003 | -0.001 | ||||
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.
CallsPuts