PM Optionskette Philip Morris International Inc.
Cboe delayed options data · Stand 12:40 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 ±8.6% (185.86–220.76) · ATM IV 33.6% · P/C Open Interest 0.74
| 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 | |
| 98.20 | 102.40 | 77.1% | 1.00 | 0.0001 | -0.005 | 105 | 0 | 2.15 | 30 | 128.6% | -0.00 | 0.0001 | -0.005 | |||
| 93.20 | 97.40 | 1.00 | 0.0002 | -0.005 | 110 | 0 | 2.15 | 207 | 120.8% | -0.00 | 0.0002 | -0.005 | ||||
| 88.30 | 92.40 | 68.7% | 1.00 | 0.0002 | -0.006 | 115 | 0 | 2.15 | 79 | 113.3% | -0.00 | 0.0002 | -0.006 | |||
| 83.30 | 87.50 | 38 | 68.6% | 1.00 | 0.0003 | -0.007 | 120 | 0 | 2.15 | 277 | 106.2% | -0.00 | 0.0003 | -0.007 | ||
| 78.20 | 82.50 | 39 | 60.5% | 0.99 | 0.0003 | -0.007 | 125 | 0 | 2.15 | 317 | 99.2% | -0.00 | 0.0003 | -0.007 | ||
| 73.30 | 77.50 | 0.99 | 0.0004 | -0.008 | 130 | 0 | 2.15 | 286 | 92.6% | -0.01 | 0.0004 | -0.008 | ||||
| 68.30 | 72.60 | 13 | 0.99 | 0.0005 | -0.010 | 135 | 0 | 0.4000 | 577 | 64.2% | -0.01 | 0.0005 | -0.010 | |||
| 63.50 | 67.60 | 16 | 51.5% | 0.99 | 0.0007 | -0.011 | 140 | 0 | 2.15 | 1 | 354 | 79.9% | -0.01 | 0.0007 | -0.011 | |
| 58.50 | 62.60 | 22 | 49.3% | 0.99 | 0.0009 | -0.013 | 145 | 0 | 2.15 | 813 | 73.9% | -0.01 | 0.0009 | -0.013 | ||
| 53.50 | 57.70 | 4 | 46.5% | 0.99 | 0.0012 | -0.015 | 150 | 0 | 2.20 | 846 | 68.3% | -0.01 | 0.0012 | -0.015 | ||
| 48.50 | 52.70 | 38 | 37.7% | 0.98 | 0.0016 | -0.017 | 155 | 0 | 2.25 | 870 | 62.9% | -0.02 | 0.0016 | -0.017 | ||
| 43.60 | 47.60 | 39 | 35.8% | 0.98 | 0.0021 | -0.021 | 160 | 0 | 2.30 | 1 | 1,302 | 57.5% | -0.02 | 0.0021 | -0.021 | |
| 39.00 | 42.50 | 74 | 36.8% | 0.97 | 0.0028 | -0.025 | 165 | 0 | 2.40 | 2 | 1,244 | 52.5% | -0.03 | 0.0029 | -0.025 | |
| 34.00 | 37.70 | 219 | 34.3% | 0.96 | 0.0039 | -0.031 | 170 | 0 | 2.50 | 7 | 1,051 | 47.4% | -0.04 | 0.0040 | -0.031 | |
| 29.20 | 33.00 | 237 | 33.7% | 0.94 | 0.0055 | -0.039 | 175 | 0 | 2.80 | 9 | 1,216 | 43.2% | -0.06 | 0.0056 | -0.039 | |
| 25.10 | 28.40 | 100 | 389 | 35.5% | 0.91 | 0.0077 | -0.050 | 180 | 0.9000 | 1.55 | 23 | 1,483 | 36.1% | -0.09 | 0.0078 | -0.050 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 20.10 | 23.90 | 6 | 497 | 31.8% | 0.86 | 0.0105 | -0.064 | 185 | 1.15 | 2.45 | 31 | 469 | 34.8% | -0.14 | 0.0106 | -0.065 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 16.00 | 19.90 | 4 | 640 | 31.8% | 0.80 | 0.0137 | -0.080 | 190 | 1.85 | 3.70 | 18 | 658 | 34.3% | -0.20 | 0.0138 | -0.081 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.10 | 16.00 | 12 | 1,147 | 30.6% | 0.72 | 0.0167 | -0.095 | 195 | 3.00 | 5.80 | 62 | 142 | 35.2% | -0.28 | 0.0169 | -0.097 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.80 | 12.80 | 38 | 3,306 | 32.6% | 0.63 | 0.0190 | -0.106 | 200 | 4.80 | 7.50 | 136 | 285 | 34.7% | -0.37 | 0.0193 | -0.108 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.10 | 6.30 | 399 | 7,380 | 29.9% | 0.43 | 0.0203 | -0.109 | 210 | 9.70 | 11.20 | 10 | 49 | 31.4% | -0.58 | 0.0208 | -0.111 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 217.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.65 | 3.10 | 340 | 1,494 | 28.3% | 0.25 | 0.0167 | -0.086 | 220 | 15.30 | 19.30 | 1 | 13 | 30.8% | -0.76 | 0.0175 | -0.090 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 222.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 227.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8000 | 1.30 | 53 | 1,266 | 29.4% | 0.13 | 0.0108 | -0.055 | 230 | 24.50 | 27.20 | 31.3% | -0.90 | 0.0118 | -0.061 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 235 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1500 | 2.45 | 16 | 74 | 39.2% | 0.06 | 0.0061 | -0.033 | 240 | 33.50 | 37.40 | 34.6% | -0.97 | 0.0062 | -0.035 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 245 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 2.30 | 96 | 45.2% | 0.03 | 0.0036 | -0.022 | 250 | 43.00 | 47.10 | -0.99 | 0.0027 | -0.015 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 255 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 2.20 | 28 | 50.9% | 0.02 | 0.0024 | -0.018 | 260 | 53.00 | 57.10 | -1.00 | 0.0013 | -0.007 | ||||
| 0 | 2.15 | 56.7% | 0.02 | 0.0017 | -0.015 | 270 | 63.00 | 67.10 | -1.00 | 0.0007 | -0.004 | |||||
| 0 | 2.15 | 2 | 62.4% | 0.01 | 0.0013 | -0.014 | 280 | 73.00 | 77.10 | -1.00 | 0.0004 | -0.002 | ||||
| 0 | 2.15 | 67.7% | 0.01 | 0.0010 | -0.012 | 290 | 83.00 | 87.10 | -1.00 | 0.0002 | -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