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 ±11.2% (115.20–144.40) · ATM IV 30.1% · P/C Open Interest 0.76
| 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 | |
| 58.90 | 62.30 | 76.0% | 1.00 | 0.0003 | 0.000 | 70 | 0 | 2.20 | 88.4% | -0.00 | 0.0004 | -0.003 | ||||
| 54.30 | 57.30 | 73.0% | 1.00 | 0.0004 | 0.000 | 75 | 0 | 2.20 | 80.0% | -0.01 | 0.0006 | -0.004 | ||||
| 49.30 | 51.80 | 57.9% | 1.00 | 0.0008 | 0.000 | 80 | 0 | 2.25 | 72.5% | -0.01 | 0.0010 | -0.005 | ||||
| 44.30 | 47.50 | 59.3% | 0.99 | 0.0012 | -0.001 | 85 | 0 | 2.30 | 65.4% | -0.02 | 0.0015 | -0.007 | ||||
| 39.10 | 41.90 | 41.6% | 0.98 | 0.0020 | -0.004 | 90 | 0 | 2.35 | 5 | 58.5% | -0.03 | 0.0023 | -0.009 | |||
| 34.70 | 37.10 | 45.1% | 0.97 | 0.0031 | -0.008 | 95 | 0.0500 | 2.40 | 1 | 52.2% | -0.04 | 0.0035 | -0.013 | |||
| 29.90 | 32.80 | 44.7% | 0.95 | 0.0047 | -0.012 | 100 | 0.2000 | 0.9500 | 15 | 37.7% | -0.06 | 0.0052 | -0.017 | |||
| 25.20 | 27.40 | 37.4% | 0.93 | 0.0070 | -0.018 | 105 | 0.5000 | 1.10 | 21 | 34.7% | -0.09 | 0.0075 | -0.022 | |||
| 20.70 | 23.00 | 35.8% | 0.88 | 0.0101 | -0.025 | 110 | 0.7000 | 1.85 | 1 | 33.1% | -0.13 | 0.0105 | -0.028 | |||
| 16.50 | 18.60 | 4 | 33.7% | 0.82 | 0.0137 | -0.032 | 115 | 1.55 | 2.40 | 15 | 31.4% | -0.19 | 0.0140 | -0.034 | ||
| 12.90 | 15.00 | 33.8% | 0.75 | 0.0175 | -0.039 | 120 | 2.60 | 3.60 | 29 | 30.3% | -0.27 | 0.0177 | -0.040 | |||
| 9.80 | 11.30 | 32.5% | 0.65 | 0.0207 | -0.044 | 125 | 4.50 | 5.30 | 5 | 47 | 30.0% | -0.37 | 0.0208 | -0.044 | ||
| 6.90 | 8.10 | 1 | 168 | 30.8% | 0.54 | 0.0224 | -0.046 | 130 | 6.70 | 7.50 | 1 | 66 | 29.5% | -0.48 | 0.0225 | -0.046 |
| 4.70 | 5.60 | 1 | 62 | 29.8% | 0.43 | 0.0222 | -0.045 | 135 | 8.90 | 10.70 | 286 | 28.6% | -0.59 | 0.0223 | -0.044 | |
| 3.10 | 3.90 | 1 | 73 | 29.6% | 0.33 | 0.0204 | -0.041 | 140 | 12.20 | 14.10 | 17 | 28.1% | -0.69 | 0.0204 | -0.040 | |
| 2.00 | 2.95 | 1 | 30 | 30.4% | 0.25 | 0.0176 | -0.036 | 145 | 15.40 | 17.60 | 31 | 24.6% | -0.77 | 0.0174 | -0.034 | |
| 1.25 | 2.05 | 107 | 30.5% | 0.18 | 0.0144 | -0.030 | 150 | 20.20 | 22.40 | 9 | 28.0% | -0.84 | 0.0143 | -0.028 | ||
| 0.7500 | 1.45 | 39 | 30.9% | 0.13 | 0.0114 | -0.025 | 155 | 24.70 | 26.70 | 25.9% | -0.89 | 0.0119 | -0.023 | |||
| 0.3500 | 1.25 | 73 | 31.9% | 0.10 | 0.0089 | -0.020 | 160 | 29.30 | 31.30 | 23 | -0.93 | 0.0115 | -0.020 | |||
| 0 | 2.35 | 153 | 39.0% | 0.07 | 0.0068 | -0.016 | 165 | 34.10 | 36.40 | -0.97 | 0.0116 | -0.029 | ||||
| 0 | 2.00 | 30 | 40.7% | 0.05 | 0.0052 | -0.013 | 170 | 38.50 | 41.20 | -0.99 | 0.0036 | -0.018 | ||||
| 0 | 2.45 | 46.1% | 0.04 | 0.0040 | -0.010 | 175 | 43.40 | 46.00 | -1.00 | 0.0000 | -0.018 | |||||
| 0 | 2.35 | 3 | 48.7% | 0.03 | 0.0031 | -0.008 | 180 | 49.10 | 52.00 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 2.30 | 51.4% | 0.02 | 0.0024 | -0.006 | 185 | 54.00 | 56.30 | -1.00 | 0.0000 | -0.018 | |||||
| 0 | 2.30 | 54.3% | 0.02 | 0.0018 | -0.005 | 190 | 58.60 | 61.30 | -1.00 | 0.0000 | -0.018 | |||||
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.