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 ±8.6% (120.13–142.63) · ATM IV 26.6% · P/C Open Interest 1.40
| 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 | |
| 59.30 | 63.20 | 82.9% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.15 | 26 | 101.6% | -0.00 | 0.0001 | -0.000 | |||
| 54.30 | 58.20 | 74.0% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 9 | 92.0% | -0.00 | 0.0002 | -0.001 | |||
| 49.30 | 52.80 | 4 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 4 | 83.0% | -0.00 | 0.0003 | -0.001 | |||
| 44.30 | 47.90 | 5 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.15 | 130 | 74.5% | -0.00 | 0.0006 | -0.002 | |||
| 39.30 | 42.80 | 3 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.2500 | 1 | 305 | 44.1% | -0.01 | 0.0010 | -0.003 | ||
| 34.30 | 37.90 | 3 | 1.00 | 0.0006 | 0.000 | 95 | 0 | 0.5500 | 150 | 43.8% | -0.01 | 0.0018 | -0.005 | |||
| 29.30 | 32.70 | 32 | 0.99 | 0.0021 | -0.001 | 100 | 0.1500 | 0.4000 | 1,024 | 37.8% | -0.03 | 0.0032 | -0.009 | |||
| 25.20 | 27.10 | 19 | 0.97 | 0.0052 | -0.010 | 105 | 0 | 0.4000 | 5 | 109 | 30.2% | -0.04 | 0.0054 | -0.013 | ||
| 20.60 | 22.50 | 3 | 52 | 32.1% | 0.94 | 0.0098 | -0.020 | 110 | 0.3000 | 0.6000 | 2 | 345 | 29.3% | -0.08 | 0.0088 | -0.020 |
| 16.50 | 17.40 | 1 | 300 | 29.9% | 0.88 | 0.0147 | -0.029 | 115 | 0.9000 | 1.20 | 14 | 601 | 29.6% | -0.13 | 0.0135 | -0.028 |
| 12.40 | 13.30 | 3 | 641 | 29.1% | 0.79 | 0.0196 | -0.036 | 120 | 1.65 | 1.95 | 13 | 543 | 28.0% | -0.21 | 0.0193 | -0.036 |
| 8.50 | 9.50 | 13 | 417 | 27.0% | 0.68 | 0.0245 | -0.042 | 125 | 2.95 | 3.30 | 1 | 419 | 27.0% | -0.32 | 0.0250 | -0.044 |
| 6.00 | 6.50 | 17 | 345 | 27.5% | 0.55 | 0.0278 | -0.046 | 130 | 4.70 | 5.30 | 1 | 1,317 | 25.8% | -0.46 | 0.0287 | -0.048 |
| 3.80 | 4.20 | 14 | 299 | 27.1% | 0.41 | 0.0278 | -0.045 | 135 | 6.20 | 8.10 | 82 | 22.2% | -0.60 | 0.0290 | -0.046 | |
| 2.20 | 2.50 | 141 | 402 | 26.5% | 0.28 | 0.0244 | -0.039 | 140 | 10.90 | 12.40 | 5 | 391 | 27.2% | -0.73 | 0.0258 | -0.040 |
| 1.20 | 1.40 | 59 | 355 | 26.1% | 0.19 | 0.0192 | -0.031 | 145 | 14.50 | 16.60 | 167 | 26.1% | -0.84 | 0.0204 | -0.031 | |
| 0.4000 | 0.9500 | 3 | 342 | 25.9% | 0.12 | 0.0138 | -0.023 | 150 | 19.10 | 21.70 | 3 | 493 | 30.0% | -0.91 | 0.0142 | -0.021 |
| 0.1500 | 0.5000 | 1 | 46 | 25.7% | 0.07 | 0.0095 | -0.016 | 155 | 24.00 | 25.90 | 18 | 29.0% | -0.95 | 0.0088 | -0.012 | |
| 0.1500 | 0.4000 | 261 | 28.5% | 0.04 | 0.0063 | -0.011 | 160 | 28.20 | 31.70 | 21 | 33.1% | -0.98 | 0.0049 | -0.005 | ||
| 0 | 1.00 | 301 | 35.8% | 0.03 | 0.0041 | -0.008 | 165 | 33.20 | 36.50 | 1,058 | 34.8% | -0.99 | 0.0025 | 0.000 | ||
| 0 | 0.3500 | 391 | 32.6% | 0.02 | 0.0027 | -0.005 | 170 | 37.60 | 41.60 | -1.00 | 0.0012 | 0.000 | ||||
| 0 | 0.3000 | 54 | 34.7% | 0.01 | 0.0017 | -0.004 | 175 | 42.60 | 46.40 | 1 | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.3000 | 43 | 37.5% | 0.01 | 0.0011 | -0.002 | 180 | 47.80 | 51.60 | 39.3% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 2.20 | 93 | 57.6% | 0.00 | 0.0008 | -0.002 | 185 | 52.50 | 56.50 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.3000 | 629 | 42.7% | 0.00 | 0.0005 | -0.001 | 190 | 57.60 | 61.50 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 10 | 63.6% | 0.00 | 0.0003 | -0.001 | 195 | 62.60 | 66.50 | -1.00 | 0.0000 | 0.000 | ||||
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 — Dec 18, 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.