PSX Optionskette Phillips 66
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 ±19.6% (206.03–306.33) · ATM IV 40.4% · 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 | |
| 125.60 | 129.60 | 200 | 48.3% | 0.99 | 0.0004 | 0.000 | 130 | 0.1000 | 0.8500 | 969 | 56.2% | -0.01 | 0.0004 | -0.011 | ||
| 120.80 | 124.70 | 362 | 49.4% | 0.99 | 0.0005 | 0.000 | 135 | 0 | 2.40 | 224 | 62.7% | -0.02 | 0.0005 | -0.012 | ||
| 115.90 | 119.80 | 209 | 48.1% | 0.98 | 0.0005 | 0.000 | 140 | 0 | 2.50 | 363 | 60.1% | -0.02 | 0.0006 | -0.013 | ||
| 111.20 | 115.00 | 176 | 49.2% | 0.98 | 0.0006 | 0.000 | 145 | 0 | 2.60 | 235 | 57.6% | -0.02 | 0.0006 | -0.015 | ||
| 106.80 | 110.20 | 295 | 50.9% | 0.98 | 0.0008 | 0.000 | 150 | 0 | 2.70 | 55 | 55.1% | -0.02 | 0.0008 | -0.016 | ||
| 102.20 | 105.00 | 440 | 48.7% | 0.97 | 0.0009 | 0.000 | 155 | 0.4500 | 1.20 | 119 | 47.5% | -0.03 | 0.0009 | -0.018 | ||
| 97.50 | 100.70 | 15 | 243 | 49.7% | 0.97 | 0.0010 | 0.000 | 160 | 0.6500 | 1.50 | 114 | 47.3% | -0.03 | 0.0010 | -0.020 | |
| 92.90 | 95.50 | 136 | 47.3% | 0.96 | 0.0012 | -0.002 | 165 | 0.8500 | 1.75 | 25 | 46.4% | -0.04 | 0.0012 | -0.023 | ||
| 88.40 | 91.20 | 476 | 47.9% | 0.95 | 0.0014 | -0.006 | 170 | 0.2000 | 3.30 | 51 | 46.8% | -0.05 | 0.0014 | -0.026 | ||
| 83.60 | 86.80 | 207 | 46.9% | 0.94 | 0.0016 | -0.010 | 175 | 1.50 | 2.25 | 232 | 44.9% | -0.06 | 0.0017 | -0.029 | ||
| 79.30 | 82.30 | 380 | 46.7% | 0.93 | 0.0019 | -0.015 | 180 | 2.00 | 2.40 | 22 | 127 | 43.9% | -0.07 | 0.0019 | -0.033 | |
| 74.90 | 77.70 | 194 | 45.7% | 0.92 | 0.0022 | -0.020 | 185 | 2.35 | 3.20 | 200 | 43.9% | -0.08 | 0.0022 | -0.037 | ||
| 70.60 | 72.90 | 244 | 44.3% | 0.91 | 0.0025 | -0.025 | 190 | 2.75 | 3.50 | 1 | 115 | 42.6% | -0.09 | 0.0025 | -0.041 | |
| 66.30 | 69.10 | 372 | 44.5% | 0.89 | 0.0028 | -0.031 | 195 | 3.30 | 4.30 | 93 | 42.3% | -0.11 | 0.0029 | -0.045 | ||
| 61.90 | 64.50 | 2 | 804 | 42.9% | 0.87 | 0.0032 | -0.036 | 200 | 4.30 | 5.00 | 1 | 306 | 42.2% | -0.13 | 0.0032 | -0.050 |
| 54.00 | 57.00 | 2 | 328 | 42.8% | 0.83 | 0.0039 | -0.048 | 210 | 5.70 | 7.00 | 10 | 105 | 41.1% | -0.17 | 0.0040 | -0.060 |
| 47.10 | 49.70 | 35 | 244 | 42.8% | 0.78 | 0.0046 | -0.059 | 220 | 7.90 | 9.50 | 5 | 140 | 40.5% | -0.22 | 0.0047 | -0.069 |
| 40.20 | 43.00 | 775 | 42.3% | 0.73 | 0.0052 | -0.069 | 230 | 11.60 | 12.50 | 6 | 373 | 40.7% | -0.28 | 0.0054 | -0.077 | |
| 34.20 | 36.80 | 11 | 448 | 41.9% | 0.67 | 0.0058 | -0.077 | 240 | 15.30 | 16.50 | 21 | 60 | 40.6% | -0.34 | 0.0059 | -0.083 |
| 28.80 | 31.10 | 1 | 219 | 41.5% | 0.61 | 0.0061 | -0.083 | 250 | 19.30 | 20.80 | 49 | 39.9% | -0.40 | 0.0063 | -0.087 | |
| 24.00 | 25.90 | 6 | 306 | 41.0% | 0.55 | 0.0063 | -0.087 | 260 | 24.20 | 26.20 | 3 | 39.8% | -0.46 | 0.0065 | -0.089 | |
| 19.80 | 21.70 | 223 | 40.8% | 0.48 | 0.0064 | -0.088 | 270 | 29.80 | 31.80 | 3 | 39.3% | -0.53 | 0.0065 | -0.088 | ||
| 16.40 | 18.00 | 74 | 40.8% | 0.43 | 0.0062 | -0.088 | 280 | 35.80 | 38.70 | 39.3% | -0.59 | 0.0064 | -0.086 | |||
| 13.40 | 15.00 | 81 | 40.8% | 0.37 | 0.0060 | -0.085 | 290 | 42.60 | 45.50 | 1 | 39.0% | -0.64 | 0.0062 | -0.081 | ||
| 11.10 | 12.30 | 9 | 145 | 40.9% | 0.32 | 0.0057 | -0.081 | 300 | 50.30 | 53.00 | 39.2% | -0.69 | 0.0059 | -0.074 | ||
| 9.00 | 10.00 | 33 | 38 | 40.8% | 0.28 | 0.0053 | -0.076 | 310 | 58.20 | 61.10 | 39.3% | -0.74 | 0.0055 | -0.068 | ||
| 7.20 | 8.50 | 46 | 41.1% | 0.24 | 0.0049 | -0.070 | 320 | 67.20 | 69.40 | 40.1% | -0.78 | 0.0051 | -0.060 | |||
| 6.00 | 7.00 | 2 | 41.5% | 0.20 | 0.0044 | -0.064 | 330 | 75.20 | 78.90 | 40.5% | -0.82 | 0.0048 | -0.053 | |||
| 4.80 | 5.70 | 2 | 41.5% | 0.17 | 0.0040 | -0.058 | 340 | 84.20 | 87.80 | 40.7% | -0.86 | 0.0044 | -0.047 | |||
| 3.90 | 4.80 | 41.8% | 0.14 | 0.0035 | -0.053 | 350 | 93.30 | 96.80 | 40.5% | -0.88 | 0.0041 | -0.042 | ||||
| 3.10 | 4.00 | 9 | 42.0% | 0.12 | 0.0031 | -0.048 | 360 | 102.70 | 106.30 | 40.9% | -0.91 | 0.0038 | -0.037 | |||
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 — Jan 15, 2027
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.