SBUX Optionskette Starbucks Corporation
Cboe delayed options data · Stand Sep 03, 21:53 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 ±2.6% (103.28–108.81) · ATM IV 21.9% · P/C Open Interest 0.71
| 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 | |
| 49.15 | 52.90 | 1 | 204.8% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.6400 | 237.6% | -0.00 | 0.0001 | -0.002 | |||
| 44.10 | 47.90 | 172.9% | 1.00 | 0.0001 | 0.000 | 60 | 0 | 0.0100 | 127.1% | -0.00 | 0.0001 | -0.002 | ||||
| 39.15 | 42.90 | 154.9% | 1.00 | 0.0002 | 0.000 | 65 | 0 | 0.0200 | 117.3% | -0.00 | 0.0002 | -0.002 | ||||
| 35.00 | 37.90 | 176.1% | 1.00 | 0.0003 | 0.000 | 70 | 0 | 2.13 | 207.0% | -0.00 | 0.0003 | -0.003 | ||||
| 30.05 | 32.90 | 152.6% | 1.00 | 0.0004 | 0.000 | 75 | 0 | 2.13 | 179.2% | -0.00 | 0.0004 | -0.003 | ||||
| 24.80 | 27.95 | 123.0% | 1.00 | 0.0007 | 0.000 | 80 | 0 | 2.13 | 7 | 152.7% | -0.00 | 0.0007 | -0.004 | |||
| 20.05 | 22.95 | 107.1% | 1.00 | 0.0012 | 0.000 | 85 | 0 | 1.85 | 122.1% | -0.00 | 0.0012 | -0.005 | ||||
| 15.00 | 17.95 | 83.7% | 0.99 | 0.0025 | 0.000 | 90 | 0 | 1.75 | 11 | 96.3% | -0.01 | 0.0025 | -0.006 | |||
| 14.00 | 16.95 | 79.4% | 0.99 | 0.0029 | 0.000 | 91 | 0 | 2.13 | 32 | 97.5% | -0.01 | 0.0029 | -0.007 | |||
| 13.10 | 15.95 | 76.9% | 0.99 | 0.0035 | -0.001 | 92 | 0 | 2.13 | 18 | 92.6% | -0.01 | 0.0035 | -0.007 | |||
| 12.05 | 14.95 | 71.5% | 0.99 | 0.0042 | -0.002 | 93 | 0 | 2.02 | 30 | 86.1% | -0.01 | 0.0042 | -0.008 | |||
| 11.00 | 13.95 | 66.3% | 0.99 | 0.0051 | -0.003 | 94 | 0 | 2.13 | 34 | 82.8% | -0.01 | 0.0052 | -0.009 | |||
| 10.10 | 12.90 | 62.7% | 0.99 | 0.0064 | -0.004 | 95 | 0 | 2.13 | 75 | 77.8% | -0.01 | 0.0064 | -0.009 | |||
| 9.10 | 11.95 | 3 | 59.1% | 0.98 | 0.0081 | -0.006 | 96 | 0 | 2.13 | 39 | 72.9% | -0.02 | 0.0081 | -0.011 | ||
| 7.20 | 10.95 | 36.9% | 0.98 | 0.0104 | -0.008 | 97 | 0 | 0.0200 | 15 | 24.9% | -0.02 | 0.0105 | -0.012 | |||
| 6.30 | 9.95 | 2 | 36.0% | 0.97 | 0.0139 | -0.010 | 98 | 0 | 0.3200 | 36 | 35.4% | -0.03 | 0.0140 | -0.014 | ||
| 5.25 | 9.00 | 8 | 32.2% | 0.97 | 0.0191 | -0.014 | 99 | 0 | 0.1200 | 160 | 128 | 25.9% | -0.03 | 0.0192 | -0.017 | |
| 4.65 | 7.55 | 2 | 9 | 27.4% | 0.95 | 0.0273 | -0.019 | 100 | 0.0700 | 0.3400 | 56 | 187 | 29.9% | -0.05 | 0.0276 | -0.022 |
| 4.60 | 6.65 | 12 | 38.7% | 0.92 | 0.0404 | -0.029 | 101 | 0.1200 | 0.2000 | 168 | 35 | 24.3% | -0.08 | 0.0408 | -0.032 | |
| 2.95 | 5.95 | 7 | 29.8% | 0.87 | 0.0582 | -0.045 | 102 | 0.2200 | 0.4500 | 150 | 66 | 25.8% | -0.13 | 0.0589 | -0.047 | |
| 2.20 | 3.55 | 2 | 6 | 0.80 | 0.0770 | -0.062 | 103 | 0.3600 | 0.7200 | 63 | 76 | 25.9% | -0.20 | 0.0779 | -0.064 | |
| 1.30 | 2.74 | 16 | 9.3% | 0.71 | 0.0945 | -0.076 | 104 | 0.5800 | 0.7100 | 41 | 92 | 22.7% | -0.29 | 0.0957 | -0.078 | |
| 1.62 | 1.97 | 28 | 125 | 20.2% | 0.61 | 0.1085 | -0.085 | 105 | 0.7500 | 1.15 | 59 | 141 | 21.9% | -0.39 | 0.1100 | -0.087 |
| 1.21 | 1.48 | 49 | 331 | 21.8% | 0.50 | 0.1148 | -0.088 | 106 | 1.32 | 1.52 | 90 | 456 | 22.1% | -0.50 | 0.1164 | -0.090 |
| 0.8500 | 1.12 | 532 | 240 | 23.0% | 0.39 | 0.1109 | -0.084 | 107 | 1.86 | 2.12 | 57 | 281 | 22.1% | -0.62 | 0.1123 | -0.085 |
| 0.4800 | 0.6300 | 34 | 145 | 21.1% | 0.29 | 0.0984 | -0.074 | 108 | 2.40 | 2.92 | 91 | 276 | 21.8% | -0.72 | 0.0994 | -0.074 |
| 0.0100 | 0.4000 | 88 | 128 | 17.8% | 0.20 | 0.0805 | -0.060 | 109 | 3.10 | 3.45 | 42 | 132 | 17.4% | -0.81 | 0.0808 | -0.059 |
| 0.1900 | 0.3500 | 55 | 1,310 | 23.5% | 0.14 | 0.0615 | -0.047 | 110 | 3.70 | 4.85 | 4 | 132 | 21.1% | -0.87 | 0.0626 | -0.044 |
| 0 | 0.5500 | 39 | 166 | 27.4% | 0.09 | 0.0457 | -0.037 | 111 | 3.45 | 6.75 | 3 | -0.92 | 0.0519 | -0.035 | ||
| 0 | 0.5100 | 9 | 265 | 30.3% | 0.07 | 0.0347 | -0.032 | 112 | 4.55 | 7.70 | 5 | -0.94 | 0.0433 | -0.031 | ||
| 0.0200 | 0.1800 | 9 | 70 | 27.0% | 0.06 | 0.0276 | -0.030 | 113 | 5.15 | 8.95 | -0.95 | 0.0360 | -0.030 | |||
| 0 | 0.1300 | 7 | 97 | 27.6% | 0.05 | 0.0227 | -0.029 | 114 | 7.15 | 9.95 | 44.1% | -0.96 | 0.0298 | -0.030 | ||
| 0 | 0.6000 | 166 | 41.9% | 0.05 | 0.0191 | -0.028 | 115 | 7.15 | 10.90 | -0.97 | 0.0248 | -0.030 | ||||
| 0 | 2.14 | 48 | 66.8% | 0.04 | 0.0164 | -0.028 | 116 | 8.15 | 11.95 | -0.97 | 0.0209 | -0.031 | ||||
| 0 | 2.14 | 18 | 70.6% | 0.04 | 0.0142 | -0.027 | 117 | 9.75 | 12.95 | 46.9% | -0.98 | 0.0179 | -0.031 | |||
| 0 | 1.29 | 1 | 11 | 63.0% | 0.03 | 0.0124 | -0.026 | 118 | 11.00 | 13.95 | 55.0% | -0.98 | 0.0155 | -0.031 | ||
| 0 | 2.13 | 20 | 77.8% | 0.03 | 0.0109 | -0.026 | 119 | 11.75 | 14.95 | 52.8% | -0.98 | 0.0136 | -0.031 | |||
| 0 | 2.13 | 3 | 81.4% | 0.03 | 0.0097 | -0.025 | 120 | 12.15 | 15.95 | -0.98 | 0.0120 | -0.031 | ||||
| 0 | 2.13 | 1 | 84.9% | 0.03 | 0.0087 | -0.025 | 121 | 13.45 | 16.95 | 48.2% | -0.99 | 0.0106 | -0.031 | |||
| 0 | 2.13 | 2 | 88.3% | 0.03 | 0.0078 | -0.024 | 122 | 14.15 | 17.95 | -0.99 | 0.0093 | -0.032 | ||||
| 0 | 2.13 | 25 | 98.1% | 0.02 | 0.0058 | -0.022 | 125 | 17.15 | 20.95 | -0.99 | 0.0063 | -0.034 | ||||
| 0 | 2.13 | 113.4% | 0.02 | 0.0039 | -0.020 | 130 | 22.20 | 25.95 | -1.00 | 0.0034 | -0.036 | |||||
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 — Sep 11, 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