RGTI Optionskette Rigetti Computing, 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 ±18.5% (9.59–13.95) · ATM IV 77.5% · P/C Open Interest 0.55
| 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 | |
| 5.15 | 7.10 | 23 | 206.2% | 0.99 | 0.0078 | -0.001 | 6 | 0 | 0.0500 | 940 | 115.3% | -0.01 | 0.0078 | -0.002 | ||
| 4.55 | 5.85 | 12 | 179.7% | 0.97 | 0.0174 | -0.002 | 7 | 0 | 0.2500 | 42 | 126.7% | -0.03 | 0.0174 | -0.003 | ||
| 3.60 | 4.45 | 16 | 118.6% | 0.94 | 0.0356 | -0.005 | 8 | 0.0700 | 0.0800 | 105 | 573 | 88.1% | -0.06 | 0.0357 | -0.005 | |
| 2.73 | 3.30 | 38 | 89.2% | 0.89 | 0.0650 | -0.008 | 9 | 0.1500 | 0.1700 | 31 | 208 | 81.3% | -0.11 | 0.0652 | -0.009 | |
| 1.94 | 2.71 | 468 | 95.0% | 0.79 | 0.1021 | -0.012 | 10 | 0.3500 | 0.3800 | 70 | 511 | 80.0% | -0.21 | 0.1025 | -0.012 | |
| 1.79 | 2.04 | 2 | 87.3% | 0.73 | 0.1197 | -0.014 | 10.5 | 0.4400 | 0.5400 | 1 | 77.1% | -0.27 | 0.1203 | -0.014 | ||
| 1.49 | 1.60 | 24 | 353 | 81.5% | 0.66 | 0.1340 | -0.015 | 11 | 0.6600 | 0.7200 | 89 | 5,426 | 77.8% | -0.34 | 0.1348 | -0.015 |
| 1.22 | 1.34 | 8 | 81.5% | 0.59 | 0.1434 | -0.016 | 11.5 | 0.8900 | 0.9600 | 2 | 78.1% | -0.41 | 0.1443 | -0.016 | ||
| 0.9800 | 1.01 | 214 | 3,969 | 77.5% | 0.52 | 0.1471 | -0.017 | 12 | 1.17 | 1.20 | 111 | 4,784 | 77.5% | -0.48 | 0.1482 | -0.017 |
| 0.7900 | 0.8900 | 22 | 80.4% | 0.45 | 0.1454 | -0.017 | 12.5 | 1.46 | 1.56 | 79.0% | -0.55 | 0.1466 | -0.017 | |||
| 0.6300 | 0.6600 | 69 | 1,752 | 78.1% | 0.39 | 0.1393 | -0.016 | 13 | 1.82 | 1.86 | 30 | 2,173 | 78.6% | -0.62 | 0.1408 | -0.016 |
| 0.5000 | 0.5700 | 73 | 80.1% | 0.33 | 0.1302 | -0.015 | 13.5 | 2.18 | 2.23 | 5 | 78.7% | -0.68 | 0.1319 | -0.015 | ||
| 0.4100 | 0.4300 | 112 | 4,009 | 79.9% | 0.28 | 0.1193 | -0.015 | 14 | 2.56 | 2.65 | 17 | 3,784 | 79.6% | -0.73 | 0.1212 | -0.015 |
| 0.3200 | 0.3700 | 55 | 81.4% | 0.23 | 0.1078 | -0.013 | 14.5 | 2.78 | 3.10 | 3 | 72.0% | -0.77 | 0.1098 | -0.013 | ||
| 0.2600 | 0.2900 | 231 | 2,422 | 81.8% | 0.20 | 0.0963 | -0.012 | 15 | 3.20 | 3.50 | 26 | 3,642 | 68.3% | -0.81 | 0.0985 | -0.012 |
| 0.2000 | 0.2600 | 47 | 83.6% | 0.17 | 0.0854 | -0.011 | 15.5 | 3.30 | 4.15 | -0.84 | 0.0878 | -0.011 | ||||
| 0.1700 | 0.2000 | 31 | 1,463 | 84.2% | 0.14 | 0.0754 | -0.010 | 16 | 4.15 | 4.45 | 16 | 2,778 | 72.4% | -0.87 | 0.0779 | -0.010 |
| 0.1000 | 0.3700 | 20 | 96.3% | 0.12 | 0.0663 | -0.009 | 16.5 | 4.25 | 5.10 | -0.89 | 0.0689 | -0.009 | ||||
| 0.1100 | 0.1300 | 83 | 5,242 | 85.5% | 0.10 | 0.0583 | -0.008 | 17 | 5.30 | 5.40 | 26 | 1,660 | 91.6% | -0.91 | 0.0609 | -0.008 |
| 0 | 0.3000 | 95.3% | 0.09 | 0.0512 | -0.007 | 17.5 | 5.15 | 6.05 | -0.92 | 0.0540 | -0.007 | |||||
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.