RIOT Optionskette Riot Platforms, 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 ±22.0% (10.94–17.12) · ATM IV 93.7% · P/C Open Interest 0.36
| 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 | |
| 5.85 | 7.65 | 374 | 222.8% | 0.97 | 0.0154 | -0.004 | 8 | 0 | 0.1700 | 2 | 1,769 | 118.6% | -0.03 | 0.0154 | -0.005 | |
| 4.55 | 7.20 | 13 | 201.2% | 0.95 | 0.0258 | -0.007 | 9 | 0.0600 | 0.1600 | 4 | 18 | 103.1% | -0.05 | 0.0259 | -0.007 | |
| 4.05 | 4.85 | 485 | 126.0% | 0.90 | 0.0418 | -0.010 | 10 | 0.1700 | 0.2800 | 45 | 13.1K | 100.9% | -0.10 | 0.0420 | -0.011 | |
| 2.75 | 4.80 | 4 | 7 | 129.8% | 0.84 | 0.0607 | -0.015 | 11 | 0.3600 | 0.4500 | 112 | 141 | 98.4% | -0.16 | 0.0610 | -0.015 |
| 2.58 | 2.99 | 2 | 112 | 102.8% | 0.76 | 0.0786 | -0.019 | 12 | 0.6000 | 0.7600 | 78 | 1,189 | 96.8% | -0.25 | 0.0790 | -0.020 |
| 1.87 | 2.28 | 669 | 94.8% | 0.66 | 0.0926 | -0.022 | 13 | 0.9200 | 1.15 | 56 | 690 | 94.0% | -0.34 | 0.0932 | -0.023 | |
| 1.58 | 2.01 | 9 | 93.6% | 0.61 | 0.0976 | -0.023 | 13.5 | 1.14 | 1.44 | 16 | 95.2% | -0.39 | 0.0982 | -0.024 | ||
| 1.15 | 1.75 | 89 | 1,295 | 87.0% | 0.56 | 0.1008 | -0.024 | 14 | 1.38 | 1.90 | 53 | 603 | 100.5% | -0.44 | 0.1015 | -0.024 |
| 1.04 | 1.52 | 148 | 89.5% | 0.51 | 0.1024 | -0.024 | 14.5 | 1.41 | 1.89 | 215 | 83.5% | -0.49 | 0.1031 | -0.024 | ||
| 1.09 | 1.22 | 3,097 | 7,759 | 93.3% | 0.46 | 0.1022 | -0.024 | 15 | 1.95 | 2.24 | 25 | 2,244 | 91.6% | -0.54 | 0.1031 | -0.024 |
| 0.8400 | 1.14 | 82 | 93.2% | 0.41 | 0.1005 | -0.024 | 15.5 | 2.25 | 2.67 | 93.4% | -0.59 | 0.1015 | -0.024 | |||
| 0.6800 | 0.9800 | 280 | 5,307 | 92.2% | 0.37 | 0.0975 | -0.023 | 16 | 2.68 | 2.92 | 17 | 818 | 92.4% | -0.63 | 0.0986 | -0.023 |
| 0.5600 | 0.8400 | 253 | 91.9% | 0.33 | 0.0935 | -0.022 | 16.5 | 3.00 | 3.55 | 10 | 99.1% | -0.68 | 0.0947 | -0.022 | ||
| 0.5500 | 0.7100 | 413 | 22.2K | 94.6% | 0.29 | 0.0887 | -0.021 | 17 | 3.35 | 3.80 | 19 | 3,969 | 93.0% | -0.71 | 0.0900 | -0.021 |
| 0.4700 | 0.5500 | 329 | 91.2% | 0.26 | 0.0832 | -0.019 | 17.5 | 3.65 | 4.25 | 1 | 90.6% | -0.75 | 0.0847 | -0.019 | ||
| 0.4200 | 0.4500 | 355 | 9,760 | 93.1% | 0.22 | 0.0774 | -0.018 | 18 | 4.25 | 4.55 | 871 | 1,496 | 92.9% | -0.78 | 0.0791 | -0.018 |
| 0.2100 | 0.4300 | 836 | 89.0% | 0.20 | 0.0715 | -0.016 | 18.5 | 4.55 | 5.15 | 5 | 94.5% | -0.81 | 0.0732 | -0.016 | ||
| 0.1700 | 0.3500 | 153 | 1,109 | 88.4% | 0.17 | 0.0655 | -0.015 | 19 | 4.45 | 5.70 | 27 | 967 | 66.9% | -0.84 | 0.0674 | -0.015 |
| 0.0800 | 0.3300 | 87.3% | 0.15 | 0.0597 | -0.014 | 19.5 | 5.30 | 7.05 | 132.1% | -0.86 | 0.0616 | -0.013 | ||||
| 0.2000 | 0.2400 | 90 | 2,534 | 93.7% | 0.13 | 0.0541 | -0.013 | 20 | 5.85 | 6.35 | 10 | 601 | 80.3% | -0.88 | 0.0562 | -0.012 |
| 0.1300 | 0.2500 | 10 | 94.4% | 0.11 | 0.0490 | -0.011 | 20.5 | 6.20 | 8.00 | 137.0% | -0.90 | 0.0511 | -0.011 | |||
| 0.1200 | 0.2100 | 33 | 2,659 | 95.3% | 0.10 | 0.0442 | -0.010 | 21 | 6.70 | 8.10 | 1 | 345 | 124.7% | -0.91 | 0.0465 | -0.010 |
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.