SNOW Optionskette Snowflake Inc.
Cboe delayed options data · Stand 03:38 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 ±24.8% (283.30–469.90) · ATM IV 56.8% · P/C Open Interest 0.45
| 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 | |
| 115.00 | 124.00 | 47 | 64.0% | 0.96 | 0.0009 | -0.031 | 190 | 0.4400 | 1.93 | 23 | 117 | 60.9% | -0.03 | 0.0009 | -0.042 | |
| 112.50 | 119.00 | 1 | 74 | 70.5% | 0.96 | 0.0010 | -0.036 | 195 | 1.01 | 2.37 | 18 | 91 | 62.5% | -0.04 | 0.0010 | -0.047 |
| 107.00 | 114.70 | 2 | 121 | 62.2% | 0.95 | 0.0011 | -0.042 | 200 | 1.55 | 2.09 | 82 | 398 | 60.5% | -0.05 | 0.0011 | -0.053 |
| 96.45 | 105.55 | 303 | 61.7% | 0.94 | 0.0015 | -0.056 | 210 | 2.05 | 2.90 | 66 | 185 | 58.9% | -0.06 | 0.0015 | -0.066 | |
| 89.55 | 96.70 | 1 | 91 | 64.7% | 0.91 | 0.0018 | -0.073 | 220 | 2.70 | 4.55 | 37 | 198 | 58.8% | -0.09 | 0.0019 | -0.082 |
| 82.05 | 88.00 | 467 | 64.6% | 0.89 | 0.0023 | -0.091 | 230 | 4.30 | 5.10 | 7 | 201 | 57.1% | -0.11 | 0.0023 | -0.099 | |
| 74.10 | 79.45 | 4 | 1,151 | 63.0% | 0.86 | 0.0027 | -0.110 | 240 | 6.40 | 6.95 | 38 | 239 | 57.5% | -0.14 | 0.0027 | -0.118 |
| 65.85 | 72.00 | 20 | 259 | 61.6% | 0.82 | 0.0032 | -0.130 | 250 | 8.60 | 9.50 | 32 | 380 | 57.7% | -0.18 | 0.0032 | -0.136 |
| 58.80 | 62.75 | 2 | 313 | 58.8% | 0.78 | 0.0036 | -0.148 | 260 | 11.20 | 12.55 | 10 | 396 | 57.7% | -0.22 | 0.0036 | -0.154 |
| 53.00 | 56.35 | 19 | 469 | 59.8% | 0.74 | 0.0040 | -0.164 | 270 | 13.50 | 16.20 | 30 | 174 | 57.0% | -0.26 | 0.0040 | -0.170 |
| 46.55 | 50.10 | 8 | 367 | 59.2% | 0.69 | 0.0043 | -0.178 | 280 | 16.50 | 20.40 | 13 | 156 | 56.7% | -0.31 | 0.0043 | -0.183 |
| 40.35 | 44.05 | 175 | 58.2% | 0.64 | 0.0045 | -0.189 | 290 | 21.25 | 24.10 | 296 | 835 | 56.5% | -0.36 | 0.0046 | -0.193 | |
| 35.80 | 38.15 | 14 | 365 | 57.9% | 0.60 | 0.0047 | -0.196 | 300 | 25.95 | 29.05 | 56 | 80 | 56.5% | -0.41 | 0.0048 | -0.200 |
| 31.25 | 34.30 | 53 | 428 | 58.6% | 0.55 | 0.0049 | -0.201 | 310 | 31.65 | 34.75 | 40 | 76 | 57.2% | -0.46 | 0.0049 | -0.204 |
| 27.05 | 29.40 | 164 | 229 | 57.9% | 0.50 | 0.0049 | -0.202 | 320 | 37.20 | 39.45 | 88 | 81 | 56.0% | -0.50 | 0.0050 | -0.205 |
| 23.40 | 25.75 | 46 | 253 | 58.0% | 0.45 | 0.0049 | -0.200 | 330 | 42.05 | 47.10 | 56 | 91 | 56.0% | -0.55 | 0.0050 | -0.203 |
| 19.75 | 22.90 | 39 | 513 | 58.1% | 0.41 | 0.0048 | -0.196 | 340 | 48.50 | 53.70 | 71 | 527 | 55.6% | -0.60 | 0.0049 | -0.199 |
| 17.10 | 19.55 | 73 | 1,930 | 57.9% | 0.37 | 0.0046 | -0.190 | 350 | 55.30 | 60.75 | 68 | 20 | 55.2% | -0.64 | 0.0048 | -0.192 |
| 13.65 | 17.25 | 23 | 676 | 57.3% | 0.33 | 0.0045 | -0.182 | 360 | 64.25 | 68.25 | 1 | 25 | 56.6% | -0.68 | 0.0046 | -0.184 |
| 12.40 | 14.95 | 254 | 688 | 58.2% | 0.29 | 0.0042 | -0.173 | 370 | 71.10 | 76.85 | 6 | 8 | 56.5% | -0.72 | 0.0044 | -0.175 |
| 10.55 | 12.10 | 34 | 736 | 57.4% | 0.26 | 0.0040 | -0.163 | 380 | 80.20 | 83.75 | 2 | 1 | 56.2% | -0.75 | 0.0042 | -0.164 |
| 8.95 | 10.40 | 117 | 478 | 57.4% | 0.23 | 0.0037 | -0.153 | 390 | 87.20 | 92.55 | 2 | 30 | 55.0% | -0.79 | 0.0039 | -0.153 |
| 7.65 | 8.90 | 35 | 381 | 57.6% | 0.20 | 0.0034 | -0.142 | 400 | 95.40 | 100.70 | 1 | 22 | 53.6% | -0.81 | 0.0037 | -0.143 |
| 6.25 | 7.55 | 6 | 447 | 57.2% | 0.18 | 0.0032 | -0.132 | 410 | 104.00 | 110.85 | 1 | 54.9% | -0.84 | 0.0034 | -0.132 | |
| 5.30 | 7.40 | 26 | 779 | 58.8% | 0.16 | 0.0029 | -0.121 | 420 | 112.95 | 119.20 | 2 | 53.4% | -0.86 | 0.0032 | -0.121 | |
| 3.70 | 5.40 | 28 | 240 | 56.0% | 0.14 | 0.0027 | -0.112 | 430 | 122.25 | 128.05 | 52.1% | -0.88 | 0.0029 | -0.111 | ||
| 2.83 | 5.65 | 1 | 106 | 57.6% | 0.12 | 0.0024 | -0.102 | 440 | 131.60 | 139.75 | 1 | 2 | 57.2% | -0.90 | 0.0027 | -0.101 |
| 3.00 | 4.20 | 53 | 250 | 57.7% | 0.11 | 0.0022 | -0.093 | 450 | 141.10 | 148.05 | 54.1% | -0.92 | 0.0024 | -0.091 | ||
| 2.23 | 4.40 | 42 | 34 | 58.9% | 0.09 | 0.0020 | -0.085 | 460 | 150.70 | 160.00 | 60.8% | -0.93 | 0.0023 | -0.082 | ||
| 2.13 | 3.30 | 6 | 267 | 58.5% | 0.08 | 0.0018 | -0.077 | 470 | 160.35 | 169.00 | 60.3% | -0.95 | 0.0021 | -0.072 | ||
| 1.87 | 3.00 | 5 | 4 | 59.3% | 0.07 | 0.0016 | -0.070 | 480 | 170.10 | 179.00 | 61.4% | -0.96 | 0.0020 | -0.064 | ||
| 1.60 | 2.67 | 2 | 77 | 60.3% | 0.06 | 0.0015 | -0.064 | 490 | 179.75 | 188.00 | 62.8% | -0.97 | 0.0018 | -0.069 | ||
| 1.10 | 2.18 | 24 | 126 | 58.7% | 0.06 | 0.0013 | -0.058 | 500 | 189.70 | 198.95 | 1 | 63.6% | -0.98 | 0.0017 | -0.070 | |
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