T Optionskette AT&T 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 ±3.7% (24.99–26.91) · ATM IV 22.0% · P/C Open Interest 0.87
| 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 | |
| 12.55 | 13.75 | 2 | 202.3% | 1.00 | 0.0006 | 0.000 | 13 | 0 | 2.13 | 336.2% | -0.00 | 0.0006 | -0.001 | |||
| 11.75 | 12.75 | 1 | 203.6% | 1.00 | 0.0008 | 0.000 | 14 | 0 | 0.9500 | 5 | 237.8% | -0.00 | 0.0008 | -0.001 | ||
| 10.70 | 11.20 | 9 | 1.00 | 0.0010 | 0.000 | 15 | 0 | 0.1100 | 4,045 | 135.7% | -0.00 | 0.0010 | -0.001 | |||
| 9.55 | 10.75 | 8 | 147.9% | 1.00 | 0.0014 | 0.000 | 16 | 0 | 0.1600 | 69 | 129.7% | -0.00 | 0.0014 | -0.001 | ||
| 8.90 | 9.15 | 5 | 12 | 97.3% | 1.00 | 0.0019 | 0.000 | 17 | 0 | 0.1000 | 429 | 106.5% | -0.00 | 0.0019 | -0.001 | |
| 7.75 | 8.75 | 29 | 131.9% | 1.00 | 0.0028 | -0.000 | 18 | 0 | 0.1600 | 3,392 | 102.3% | -0.00 | 0.0028 | -0.001 | ||
| 6.90 | 7.50 | 1 | 263 | 109.7% | 1.00 | 0.0041 | -0.000 | 19 | 0 | 0.0200 | 6 | 1,454 | 64.6% | -0.00 | 0.0041 | -0.001 |
| 6.20 | 7.25 | 1 | 105.5% | 0.99 | 0.0051 | -0.001 | 19.5 | 0 | 0.1600 | 83.3% | -0.01 | 0.0051 | -0.001 | |||
| 5.90 | 6.45 | 13 | 738 | 91.8% | 0.99 | 0.0064 | -0.001 | 20 | 0 | 0.2000 | 4 | 12.0K | 81.0% | -0.01 | 0.0064 | -0.001 |
| 5.05 | 6.25 | 3 | 81.6% | 0.99 | 0.0081 | -0.001 | 20.5 | 0 | 0.1600 | 71.2% | -0.01 | 0.0081 | -0.002 | |||
| 5.00 | 5.05 | 36 | 3,449 | 50.6% | 0.99 | 0.0104 | -0.001 | 21 | 0 | 0.0900 | 8 | 6,765 | 58.2% | -0.01 | 0.0105 | -0.002 |
| 4.25 | 5.25 | 1 | 79.3% | 0.99 | 0.0138 | -0.001 | 21.5 | 0 | 0.1600 | 59.5% | -0.01 | 0.0138 | -0.002 | |||
| 3.80 | 4.35 | 12 | 4,533 | 51.7% | 0.98 | 0.0186 | -0.002 | 22 | 0 | 0.0200 | 20 | 6,008 | 37.1% | -0.02 | 0.0186 | -0.002 |
| 3.25 | 4.35 | 4 | 69.3% | 0.98 | 0.0258 | -0.002 | 22.5 | 0 | 0.1300 | 2 | 19 | 45.7% | -0.02 | 0.0259 | -0.003 | |
| 3.00 | 3.15 | 95 | 7,468 | 40.2% | 0.97 | 0.0372 | -0.003 | 23 | 0.0100 | 0.0300 | 49 | 25.7K | 31.7% | -0.03 | 0.0374 | -0.003 |
| 2.43 | 3.40 | 1 | 27 | 62.5% | 0.96 | 0.0561 | -0.004 | 23.5 | 0 | 0.2500 | 6 | 41.2% | -0.04 | 0.0565 | -0.004 | |
| 2.01 | 2.18 | 98 | 7,396 | 31.0% | 0.94 | 0.0891 | -0.005 | 24 | 0.0200 | 0.0500 | 104 | 8,496 | 25.0% | -0.06 | 0.0899 | -0.005 |
| 1.41 | 1.82 | 42 | 111 | 26.7% | 0.89 | 0.1456 | -0.007 | 24.5 | 0.0400 | 0.1100 | 45 | 482 | 24.3% | -0.11 | 0.1470 | -0.008 |
| 1.11 | 1.27 | 229 | 35.0K | 25.3% | 0.80 | 0.2210 | -0.011 | 25 | 0.1200 | 0.1600 | 125 | 34.3K | 22.9% | -0.20 | 0.2235 | -0.011 |
| 0.7100 | 0.8700 | 6 | 770 | 22.8% | 0.67 | 0.2931 | -0.014 | 25.5 | 0.2000 | 0.3000 | 105 | 628 | 21.4% | -0.33 | 0.2971 | -0.014 |
| 0.4600 | 0.5200 | 675 | 16.0K | 22.2% | 0.51 | 0.3344 | -0.015 | 26 | 0.3700 | 0.5700 | 225 | 10.5K | 21.8% | -0.49 | 0.3402 | -0.015 |
| 0.1300 | 0.3300 | 139 | 1,882 | 19.6% | 0.35 | 0.3140 | -0.014 | 26.5 | 0.7200 | 0.8400 | 22 | 186 | 22.5% | -0.66 | 0.3213 | -0.014 |
| 0.1000 | 0.1600 | 164 | 18.5K | 21.0% | 0.22 | 0.2462 | -0.011 | 27 | 0.8600 | 1.35 | 44 | 4,707 | 19.5% | -0.80 | 0.2534 | -0.011 |
| 0 | 0.1100 | 27 | 1,885 | 20.7% | 0.12 | 0.1666 | -0.007 | 27.5 | 1.30 | 1.72 | 38 | 24 | -0.90 | 0.1804 | -0.008 | |
| 0.0200 | 0.0400 | 307 | 17.7K | 22.1% | 0.06 | 0.0999 | -0.004 | 28 | 1.56 | 2.16 | 3 | 1,704 | -0.96 | 0.1249 | -0.006 | |
| 0 | 0.0200 | 1 | 6,588 | 25.1% | 0.02 | 0.0393 | -0.002 | 29 | 2.49 | 3.20 | 2 | 151 | -1.00 | 0.0131 | -0.003 | |
| 0 | 0.0200 | 24 | 5,832 | 31.5% | 0.01 | 0.0224 | -0.002 | 30 | 3.60 | 4.15 | 623 | -1.00 | 0.0004 | -0.003 | ||
| 0 | 0.0300 | 1 | 4,438 | 39.8% | 0.01 | 0.0145 | -0.002 | 31 | 4.30 | 5.30 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0200 | 3,699 | 39.9% | 0.01 | 0.0099 | -0.001 | 32 | 5.40 | 6.25 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0200 | 2,460 | 59.1% | 0.00 | 0.0041 | -0.001 | 35 | 8.15 | 9.35 | -1.00 | 0.0000 | -0.003 | ||||
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 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.