PLD Optionskette Prologis, 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 ±7.9% (114.01–133.61) · ATM IV 23.4% · P/C Open Interest 0.93
| 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 | |
| 58.10 | 61.10 | 1.00 | 0.0002 | 0.000 | 65 | 0 | 0.7000 | 18 | 84.8% | -0.00 | 0.0002 | -0.002 | ||||
| 52.80 | 56.10 | 1.00 | 0.0003 | 0.000 | 70 | 0 | 0.7500 | 3 | 77.1% | -0.00 | 0.0004 | -0.002 | ||||
| 48.10 | 51.70 | 62.9% | 1.00 | 0.0004 | 0.000 | 75 | 0 | 0.7500 | 29 | 68.9% | -0.01 | 0.0006 | -0.003 | |||
| 43.20 | 46.70 | 56.5% | 1.00 | 0.0007 | 0.000 | 80 | 0 | 0.7500 | 35 | 61.2% | -0.01 | 0.0010 | -0.004 | |||
| 38.20 | 41.10 | 0.99 | 0.0012 | 0.000 | 85 | 0 | 0.7500 | 53.9% | -0.01 | 0.0015 | -0.006 | |||||
| 33.30 | 36.20 | 2 | 0.99 | 0.0020 | -0.002 | 90 | 0 | 0.7500 | 4 | 46.9% | -0.02 | 0.0024 | -0.008 | |||
| 28.80 | 31.50 | 40.0% | 0.98 | 0.0033 | -0.005 | 95 | 0 | 0.9000 | 2 | 41.9% | -0.03 | 0.0039 | -0.011 | |||
| 24.20 | 26.70 | 38.8% | 0.96 | 0.0054 | -0.010 | 100 | 0.1500 | 0.8500 | 9 | 36.1% | -0.05 | 0.0063 | -0.015 | |||
| 19.60 | 21.70 | 4 | 34.3% | 0.93 | 0.0088 | -0.015 | 105 | 0.2500 | 0.8000 | 7 | 29.9% | -0.09 | 0.0100 | -0.020 | ||
| 15.00 | 16.90 | 2 | 30.0% | 0.88 | 0.0140 | -0.022 | 110 | 0.9500 | 1.15 | 8 | 334 | 28.7% | -0.14 | 0.0154 | -0.026 | |
| 10.80 | 12.50 | 5 | 27.6% | 0.81 | 0.0214 | -0.029 | 115 | 1.70 | 1.85 | 22 | 80 | 26.3% | -0.22 | 0.0227 | -0.033 | |
| 7.20 | 8.30 | 12 | 25.1% | 0.68 | 0.0298 | -0.036 | 120 | 2.90 | 3.40 | 9 | 763 | 25.0% | -0.35 | 0.0305 | -0.037 | |
| 4.40 | 4.90 | 15 | 23 | 23.6% | 0.52 | 0.0354 | -0.038 | 125 | 4.90 | 5.40 | 7 | 1,205 | 23.3% | -0.51 | 0.0348 | -0.037 |
| 2.30 | 2.70 | 17 | 196 | 22.7% | 0.35 | 0.0338 | -0.035 | 130 | 7.90 | 8.80 | 1 | 213 | 23.7% | -0.68 | 0.0321 | -0.032 |
| 1.00 | 1.30 | 179 | 496 | 21.9% | 0.21 | 0.0260 | -0.027 | 135 | 10.60 | 12.80 | 270 | 20.2% | -0.81 | 0.0241 | -0.024 | |
| 0.4500 | 0.7000 | 3 | 148 | 22.6% | 0.12 | 0.0174 | -0.019 | 140 | 14.80 | 17.20 | 48 | 17.2% | -0.89 | 0.0160 | -0.015 | |
| 0.1500 | 0.4000 | 6 | 458 | 23.2% | 0.07 | 0.0110 | -0.013 | 145 | 19.60 | 22.00 | 146 | -0.94 | 0.0101 | -0.009 | ||
| 0 | 0.2500 | 1,449 | 25.6% | 0.04 | 0.0069 | -0.009 | 150 | 24.40 | 27.00 | 23 | -0.97 | 0.0101 | -0.007 | |||
| 0.1000 | 0.3000 | 198 | 29.2% | 0.02 | 0.0044 | -0.006 | 155 | 29.00 | 32.70 | -1.00 | 0.0028 | -0.018 | ||||
| 0 | 0.7500 | 106 | 36.5% | 0.02 | 0.0028 | -0.004 | 160 | 34.70 | 37.50 | 37.2% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.7500 | 167 | 40.0% | 0.01 | 0.0019 | -0.003 | 165 | 39.00 | 42.70 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.7500 | 83 | 43.3% | 0.01 | 0.0013 | -0.002 | 170 | 44.00 | 47.40 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.7000 | 61 | 45.9% | 0.00 | 0.0009 | -0.002 | 175 | 48.80 | 52.70 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.7000 | 3 | 48.9% | 0.00 | 0.0006 | -0.001 | 180 | 54.00 | 57.40 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.7000 | 2 | 51.8% | 0.00 | 0.0005 | -0.001 | 185 | 58.80 | 63.00 | -1.00 | 0.0000 | -0.018 | ||||
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.