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 ±5.6% (116.86–130.76) · ATM IV 23.4% · P/C Open Interest 0.91
| 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 | |
| 47.70 | 50.60 | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.5000 | 1 | 88.6% | -0.00 | 0.0001 | -0.001 | ||||
| 43.00 | 45.90 | 54.3% | 1.00 | 0.0002 | 0.000 | 80 | 0 | 0.7000 | 2 | 83.4% | -0.00 | 0.0002 | -0.001 | |||
| 37.80 | 40.70 | 1.00 | 0.0005 | 0.000 | 85 | 0 | 0.7500 | 74.4% | -0.00 | 0.0005 | -0.002 | |||||
| 33.00 | 35.70 | 0.99 | 0.0009 | 0.000 | 90 | 0 | 0.7500 | 6 | 64.9% | -0.01 | 0.0009 | -0.004 | ||||
| 27.80 | 31.00 | 0.99 | 0.0018 | -0.002 | 95 | 0 | 0.8000 | 1 | 56.6% | -0.01 | 0.0018 | -0.006 | ||||
| 23.60 | 25.80 | 1 | 40.7% | 0.98 | 0.0035 | -0.007 | 100 | 0 | 0.6500 | 45.6% | -0.02 | 0.0035 | -0.010 | |||
| 19.00 | 20.90 | 39.1% | 0.96 | 0.0068 | -0.013 | 105 | 0.1000 | 0.2500 | 43 | 53 | 32.9% | -0.04 | 0.0068 | -0.016 | ||
| 14.20 | 16.00 | 32.8% | 0.92 | 0.0129 | -0.023 | 110 | 0.2000 | 0.4500 | 59 | 845 | 29.0% | -0.08 | 0.0130 | -0.025 | ||
| 10.10 | 10.90 | 6 | 5 | 28.4% | 0.85 | 0.0233 | -0.036 | 115 | 0.7000 | 0.8500 | 329 | 434 | 26.8% | -0.15 | 0.0236 | -0.037 |
| 6.00 | 7.10 | 1 | 4 | 26.5% | 0.71 | 0.0374 | -0.049 | 120 | 1.55 | 1.90 | 66 | 599 | 24.6% | -0.30 | 0.0381 | -0.050 |
| 2.90 | 3.60 | 92 | 240 | 23.4% | 0.50 | 0.0469 | -0.053 | 125 | 3.40 | 4.00 | 14 | 2,580 | 23.5% | -0.51 | 0.0484 | -0.054 |
| 1.20 | 1.60 | 76 | 174 | 22.9% | 0.27 | 0.0405 | -0.043 | 130 | 6.50 | 7.60 | 57 | 3,597 | 24.3% | -0.75 | 0.0432 | -0.045 |
| 0.2500 | 0.5500 | 110 | 1,441 | 21.3% | 0.12 | 0.0246 | -0.026 | 135 | 10.60 | 11.70 | 13 | 236 | 23.6% | -0.91 | 0.0284 | -0.029 |
| 0 | 0.2000 | 28 | 698 | 23.4% | 0.05 | 0.0124 | -0.014 | 140 | 15.00 | 16.70 | 3 | 149 | -0.99 | 0.0102 | -0.016 | |
| 0 | 0.1500 | 483 | 25.0% | 0.02 | 0.0059 | -0.007 | 145 | 20.00 | 21.70 | 2 | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.1000 | 4 | 2,440 | 28.0% | 0.01 | 0.0029 | -0.004 | 150 | 24.70 | 27.40 | 40.3% | -1.00 | 0.0000 | -0.016 | ||
| 0 | 0.1500 | 3 | 864 | 34.0% | 0.01 | 0.0015 | -0.002 | 155 | 29.70 | 32.40 | 45.7% | -1.00 | 0.0000 | -0.016 | ||
| 0 | 0.0500 | 2,772 | 33.4% | 0.00 | 0.0008 | -0.001 | 160 | 34.70 | 37.40 | 50.8% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7000 | 197 | 53.6% | 0.00 | 0.0004 | -0.001 | 165 | 39.00 | 42.80 | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 0.4500 | 33 | 53.9% | 0.00 | 0.0002 | -0.001 | 170 | 44.70 | 47.60 | 63.7% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7000 | 5 | 62.4% | 0.00 | 0.0001 | -0.000 | 175 | 49.70 | 52.40 | 64.8% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7000 | 16 | 66.5% | 0.00 | 0.0001 | -0.000 | 180 | 54.50 | 57.60 | 69.1% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7000 | 70.4% | 0.00 | 0.0001 | -0.000 | 185 | 59.50 | 62.60 | 73.2% | -1.00 | 0.0000 | -0.016 | ||||
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.