QCOM Optionskette QUALCOMM Incorporated
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 ±13.0% (153.42–199.12) · ATM IV 53.1% · P/C Open Interest 1.08
| 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 | |
| 81.35 | 84.50 | 35 | 106.5% | 1.00 | 0.0002 | -0.005 | 90 | 0 | 1.00 | 267 | 112.4% | -0.00 | 0.0002 | -0.005 | ||
| 76.40 | 78.90 | 36 | 77.6% | 1.00 | 0.0003 | -0.007 | 95 | 0.0100 | 0.0700 | 7 | 185 | 74.1% | -0.00 | 0.0003 | -0.007 | |
| 71.35 | 74.05 | 5 | 74.8% | 0.99 | 0.0004 | -0.009 | 100 | 0.0100 | 0.0800 | 16 | 1,516 | 69.0% | -0.01 | 0.0004 | -0.009 | |
| 66.40 | 69.75 | 3 | 86.9% | 0.99 | 0.0006 | -0.011 | 105 | 0 | 0.7800 | 2,444 | 85.0% | -0.01 | 0.0006 | -0.011 | ||
| 60.75 | 64.80 | 16 | 67.0% | 0.99 | 0.0008 | -0.015 | 110 | 0.0300 | 0.6400 | 20 | 5,003 | 76.0% | -0.01 | 0.0008 | -0.015 | |
| 56.55 | 59.15 | 64 | 62.7% | 0.98 | 0.0012 | -0.019 | 115 | 0 | 0.8700 | 579 | 72.7% | -0.02 | 0.0012 | -0.019 | ||
| 51.90 | 55.00 | 77 | 73.6% | 0.98 | 0.0017 | -0.026 | 120 | 0 | 0.7300 | 1,696 | 64.1% | -0.02 | 0.0017 | -0.026 | ||
| 46.85 | 50.20 | 6 | 67.8% | 0.97 | 0.0024 | -0.034 | 125 | 0.2600 | 0.4800 | 139 | 1,506 | 58.1% | -0.03 | 0.0024 | -0.035 | |
| 41.65 | 45.45 | 35 | 61.1% | 0.95 | 0.0033 | -0.045 | 130 | 0.3400 | 0.9300 | 264 | 2,618 | 57.9% | -0.05 | 0.0033 | -0.045 | |
| 38.00 | 40.15 | 27 | 37 | 61.4% | 0.93 | 0.0044 | -0.059 | 135 | 0.9000 | 1.17 | 145 | 2,877 | 57.8% | -0.07 | 0.0044 | -0.059 |
| 32.45 | 36.25 | 132 | 57.2% | 0.90 | 0.0057 | -0.074 | 140 | 1.38 | 1.58 | 239 | 3,047 | 56.2% | -0.10 | 0.0058 | -0.074 | |
| 28.15 | 31.80 | 1 | 107 | 55.6% | 0.87 | 0.0073 | -0.091 | 145 | 2.01 | 2.31 | 101 | 984 | 55.5% | -0.14 | 0.0073 | -0.091 |
| 24.60 | 27.70 | 2 | 1,514 | 56.6% | 0.82 | 0.0089 | -0.109 | 150 | 2.94 | 3.30 | 93 | 3,816 | 55.2% | -0.18 | 0.0090 | -0.109 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 152.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 20.95 | 23.75 | 6 | 497 | 55.8% | 0.77 | 0.0105 | -0.126 | 155 | 3.90 | 4.60 | 89 | 2,014 | 54.2% | -0.23 | 0.0106 | -0.127 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 157.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 17.55 | 19.90 | 9 | 500 | 54.3% | 0.71 | 0.0120 | -0.140 | 160 | 5.35 | 6.20 | 180 | 5,257 | 53.8% | -0.29 | 0.0120 | -0.141 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 14.95 | 16.00 | 19 | 621 | 53.3% | 0.64 | 0.0131 | -0.152 | 165 | 7.30 | 8.10 | 108 | 2,709 | 53.8% | -0.36 | 0.0132 | -0.153 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.20 | 13.20 | 46 | 2,153 | 53.0% | 0.57 | 0.0138 | -0.159 | 170 | 9.40 | 10.20 | 233 | 1,951 | 52.4% | -0.43 | 0.0140 | -0.160 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.95 | 10.80 | 549 | 1,409 | 53.1% | 0.50 | 0.0141 | -0.161 | 175 | 11.95 | 13.00 | 79 | 1,985 | 53.0% | -0.50 | 0.0143 | -0.163 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.00 | 8.50 | 399 | 1,792 | 52.6% | 0.44 | 0.0140 | -0.158 | 180 | 14.80 | 15.95 | 40 | 1,753 | 52.6% | -0.57 | 0.0142 | -0.161 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.35 | 6.75 | 660 | 2,370 | 52.7% | 0.37 | 0.0134 | -0.152 | 185 | 18.20 | 19.20 | 44 | 573 | 52.7% | -0.63 | 0.0137 | -0.154 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.00 | 5.25 | 200 | 2,604 | 52.5% | 0.31 | 0.0125 | -0.142 | 190 | 21.75 | 22.80 | 46 | 1,383 | 52.5% | -0.70 | 0.0128 | -0.145 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.65 | 4.40 | 62 | 1,929 | 52.8% | 0.26 | 0.0114 | -0.130 | 195 | 24.85 | 27.90 | 3 | 1,304 | 53.9% | -0.75 | 0.0117 | -0.134 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.00 | 3.25 | 385 | 2,858 | 53.0% | 0.21 | 0.0102 | -0.117 | 200 | 29.35 | 31.40 | 28 | 1,001 | 53.4% | -0.80 | 0.0106 | -0.121 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.85 | 2.07 | 170 | 2,579 | 54.3% | 0.14 | 0.0078 | -0.091 | 210 | 37.80 | 40.45 | 1 | 334 | 53.7% | -0.87 | 0.0082 | -0.096 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.09 | 1.26 | 42 | 5,588 | 55.0% | 0.09 | 0.0057 | -0.069 | 220 | 46.45 | 49.75 | 366 | 48.7% | -0.92 | 0.0061 | -0.074 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6300 | 0.8500 | 175 | 3,265 | 56.4% | 0.06 | 0.0040 | -0.051 | 230 | 56.10 | 59.25 | 129 | -0.96 | 0.0044 | -0.056 | ||
| 0.3300 | 0.6000 | 30 | 1,274 | 57.6% | 0.04 | 0.0029 | -0.038 | 240 | 65.85 | 69.25 | 176 | -0.98 | 0.0029 | -0.039 | ||
| 0.2600 | 0.3700 | 13 | 1,731 | 59.4% | 0.03 | 0.0021 | -0.029 | 250 | 76.60 | 79.15 | 16 | 58.5% | -0.99 | 0.0018 | -0.024 | |
| 0.0100 | 0.3600 | 18 | 1,377 | 59.8% | 0.02 | 0.0015 | -0.022 | 260 | 85.80 | 89.80 | -0.99 | 0.0010 | -0.013 | |||
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