PYPL Optionskette PayPal Holdings, 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 ±13.0% (49.07–63.74) · ATM IV 39.6% · P/C Open Interest 0.54
| 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 | |
| 24.55 | 27.90 | 970 | 0.99 | 0.0011 | 0.000 | 30 | 0.0200 | 0.3200 | 1,598 | 84.7% | -0.01 | 0.0012 | -0.002 | |||
| 22.05 | 26.15 | 256 | 0.99 | 0.0017 | 0.000 | 32.5 | 0 | 0.1000 | 2,690 | 62.3% | -0.01 | 0.0017 | -0.003 | |||
| 19.55 | 22.70 | 282 | 0.99 | 0.0025 | -0.001 | 35 | 0 | 0.6000 | 2,451 | 74.2% | -0.01 | 0.0026 | -0.003 | |||
| 17.10 | 21.20 | 120 | 0.98 | 0.0038 | -0.002 | 37.5 | 0 | 0.5000 | 15 | 1,620 | 62.8% | -0.02 | 0.0039 | -0.004 | ||
| 15.45 | 17.10 | 10 | 1,133 | 0.97 | 0.0059 | -0.004 | 40 | 0.0500 | 0.1400 | 27 | 5,620 | 45.5% | -0.03 | 0.0060 | -0.006 | |
| 13.00 | 14.40 | 1,192 | 0.96 | 0.0092 | -0.006 | 42.5 | 0.1500 | 2.29 | 11 | 1,521 | 72.5% | -0.04 | 0.0093 | -0.008 | ||
| 11.85 | 12.85 | 4 | 793 | 50.1% | 0.93 | 0.0143 | -0.009 | 45 | 0.2600 | 0.4200 | 23 | 4,468 | 42.1% | -0.07 | 0.0144 | -0.011 |
| 9.40 | 10.55 | 2 | 1,592 | 43.6% | 0.88 | 0.0216 | -0.013 | 47.5 | 0.4500 | 0.7000 | 2 | 2,248 | 40.0% | -0.12 | 0.0219 | -0.015 |
| 7.35 | 8.20 | 1 | 2,674 | 39.5% | 0.81 | 0.0303 | -0.019 | 50 | 0.8400 | 1.49 | 113 | 9,687 | 41.6% | -0.19 | 0.0307 | -0.020 |
| 5.50 | 6.15 | 13 | 4,277 | 37.1% | 0.72 | 0.0382 | -0.024 | 52.5 | 1.35 | 2.24 | 29 | 2,961 | 40.0% | -0.28 | 0.0388 | -0.025 |
| 4.20 | 4.45 | 29 | 7,690 | 37.4% | 0.61 | 0.0439 | -0.027 | 55 | 2.40 | 2.81 | 7 | 6,100 | 37.9% | -0.39 | 0.0447 | -0.028 |
| 2.47 | 4.25 | 277 | 2,431 | 40.3% | 0.50 | 0.0464 | -0.028 | 57.5 | 3.00 | 4.95 | 215 | 3,311 | 39.0% | -0.51 | 0.0474 | -0.029 |
| 1.97 | 2.25 | 156 | 11.2K | 37.0% | 0.39 | 0.0452 | -0.027 | 60 | 4.95 | 6.10 | 1 | 6,036 | 39.0% | -0.62 | 0.0462 | -0.027 |
| 1.22 | 1.61 | 58 | 3,092 | 35.7% | 0.29 | 0.0406 | -0.023 | 62.5 | 6.85 | 7.75 | 1 | 2,086 | 38.9% | -0.73 | 0.0414 | -0.023 |
| 0.7700 | 0.9000 | 86 | 20.5K | 35.8% | 0.20 | 0.0338 | -0.019 | 65 | 8.25 | 11.10 | 3 | 4,500 | 44.5% | -0.81 | 0.0343 | -0.018 |
| 0.4000 | 0.6000 | 21 | 7,075 | 35.6% | 0.14 | 0.0264 | -0.015 | 67.5 | 9.50 | 13.50 | 23 | 40.0% | -0.88 | 0.0271 | -0.014 | |
| 0.2500 | 0.5800 | 52 | 6,654 | 38.6% | 0.09 | 0.0198 | -0.011 | 70 | 13.10 | 15.80 | 1 | 2,315 | 53.6% | -0.93 | 0.0217 | -0.011 |
| 0.0500 | 0.2400 | 1 | 1,355 | 34.5% | 0.06 | 0.0146 | -0.009 | 72.5 | 14.80 | 18.20 | 13 | 50.6% | -0.96 | 0.0180 | -0.009 | |
| 0 | 0.2200 | 10 | 3,783 | 36.4% | 0.05 | 0.0108 | -0.007 | 75 | 16.55 | 20.65 | 23 | 44.2% | -0.98 | 0.0162 | -0.008 | |
| 0.0500 | 0.2200 | 2 | 1,398 | 41.3% | 0.03 | 0.0082 | -0.006 | 77.5 | 19.00 | 23.15 | 4 | 47.0% | -1.00 | 0.0048 | -0.008 | |
| 0.0600 | 0.1000 | 3 | 7,347 | 41.1% | 0.03 | 0.0064 | -0.005 | 80 | 21.55 | 25.60 | 863 | 50.9% | -1.00 | 0.0000 | -0.008 | |
| 0.0200 | 0.1500 | 1,452 | 44.5% | 0.02 | 0.0050 | -0.004 | 82.5 | 24.05 | 28.15 | 55.9% | -1.00 | 0.0000 | -0.008 | |||
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.