STZ Optionskette Constellation Brands, 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 ±8.8% (118.40–141.20) · ATM IV 31.5% · P/C Open Interest 1.02
| 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 | |
| 53.80 | 57.00 | 81.6% | 1.00 | 0.0002 | 0.000 | 75 | 0 | 1.50 | 1 | 98.8% | -0.00 | 0.0002 | -0.001 | |||
| 48.90 | 51.40 | 1.00 | 0.0004 | 0.000 | 80 | 0 | 2.15 | 40 | 96.3% | -0.00 | 0.0004 | -0.002 | ||||
| 43.50 | 46.60 | 1.00 | 0.0006 | 0.000 | 85 | 0 | 2.15 | 86.4% | -0.00 | 0.0006 | -0.003 | |||||
| 39.10 | 42.20 | 63.0% | 0.99 | 0.0011 | 0.000 | 90 | 0 | 1.40 | 13 | 69.6% | -0.01 | 0.0011 | -0.005 | |||
| 33.60 | 36.50 | 0.99 | 0.0019 | -0.002 | 95 | 0 | 1.85 | 17 | 65.3% | -0.01 | 0.0019 | -0.008 | ||||
| 30.10 | 31.80 | 1 | 52.7% | 0.98 | 0.0033 | -0.007 | 100 | 0 | 1.50 | 15 | 54.0% | -0.03 | 0.0033 | -0.012 | ||
| 24.70 | 26.50 | 2 | 20 | 37.4% | 0.96 | 0.0055 | -0.014 | 105 | 0 | 0.8000 | 34 | 39.8% | -0.05 | 0.0056 | -0.018 | |
| 20.10 | 22.90 | 3 | 17 | 43.5% | 0.92 | 0.0090 | -0.023 | 110 | 0.4000 | 0.6000 | 274 | 34.5% | -0.08 | 0.0092 | -0.027 | |
| 16.00 | 18.40 | 41.5% | 0.87 | 0.0139 | -0.035 | 115 | 0.9000 | 1.15 | 6 | 308 | 33.6% | -0.14 | 0.0142 | -0.038 | ||
| 11.80 | 13.80 | 1 | 36.5% | 0.79 | 0.0198 | -0.047 | 120 | 1.75 | 2.05 | 6 | 521 | 32.5% | -0.22 | 0.0202 | -0.050 | |
| 8.10 | 9.90 | 46 | 33.5% | 0.67 | 0.0253 | -0.058 | 125 | 3.10 | 3.50 | 5 | 341 | 31.5% | -0.34 | 0.0260 | -0.060 | |
| 5.50 | 6.20 | 166 | 241 | 31.4% | 0.54 | 0.0284 | -0.063 | 130 | 5.30 | 5.80 | 10 | 311 | 31.6% | -0.48 | 0.0294 | -0.065 |
| 2.45 | 4.10 | 24 | 495 | 28.6% | 0.40 | 0.0276 | -0.061 | 135 | 7.80 | 8.90 | 496 | 30.8% | -0.62 | 0.0291 | -0.063 | |
| 2.15 | 2.55 | 6 | 550 | 31.8% | 0.28 | 0.0238 | -0.053 | 140 | 11.40 | 12.60 | 761 | 31.0% | -0.75 | 0.0257 | -0.055 | |
| 0.9500 | 1.55 | 6 | 435 | 30.8% | 0.19 | 0.0187 | -0.043 | 145 | 14.10 | 16.90 | 229 | -0.85 | 0.0205 | -0.045 | ||
| 0.7000 | 1.00 | 93 | 1,011 | 32.9% | 0.12 | 0.0136 | -0.033 | 150 | 18.70 | 21.20 | 715 | -0.92 | 0.0168 | -0.036 | ||
| 0.4000 | 0.6500 | 2 | 196 | 33.9% | 0.08 | 0.0096 | -0.024 | 155 | 24.20 | 26.20 | 6 | -0.98 | 0.0113 | -0.037 | ||
| 0.1000 | 0.6500 | 263 | 35.9% | 0.05 | 0.0066 | -0.018 | 160 | 29.20 | 31.20 | 3 | 4 | -1.00 | 0.0018 | -0.033 | ||
| 0 | 0.3000 | 83 | 34.1% | 0.03 | 0.0045 | -0.013 | 165 | 33.40 | 37.10 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 0.1500 | 85 | 34.1% | 0.02 | 0.0031 | -0.009 | 170 | 38.40 | 42.20 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 1.30 | 48 | 53.1% | 0.01 | 0.0021 | -0.006 | 175 | 43.40 | 46.80 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 0.4000 | 31 | 46.2% | 0.01 | 0.0015 | -0.005 | 180 | 49.10 | 51.80 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 0.4000 | 64 | 49.4% | 0.01 | 0.0010 | -0.003 | 185 | 53.40 | 57.20 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 2.15 | 367 | 71.3% | 0.00 | 0.0007 | -0.003 | 190 | 58.40 | 61.90 | -1.00 | 0.0000 | -0.033 | ||||
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 — Oct 16, 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.