TMUS Optionskette T-Mobile US, 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 ±6.7% (176.25–201.75) · ATM IV 26.7% · P/C Open Interest 0.65
| 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 | |
| 87.40 | 91.20 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.15 | 123.3% | -0.00 | 0.0000 | -0.001 | |||||
| 82.40 | 86.50 | 78.9% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 2.15 | 115.2% | -0.00 | 0.0001 | -0.001 | ||||
| 77.50 | 81.50 | 75.5% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 107.3% | -0.00 | 0.0001 | -0.002 | ||||
| 72.40 | 76.50 | 62.8% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.15 | 99.9% | -0.00 | 0.0001 | -0.002 | ||||
| 67.40 | 71.60 | 60.9% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 1.95 | 90.8% | -0.00 | 0.0002 | -0.003 | ||||
| 62.50 | 66.50 | 53.7% | 1.00 | 0.0003 | 0.000 | 125 | 0 | 2.00 | 84.4% | -0.00 | 0.0003 | -0.004 | ||||
| 57.50 | 61.60 | 51.5% | 0.99 | 0.0005 | 0.000 | 130 | 0 | 2.15 | 79.0% | -0.01 | 0.0005 | -0.005 | ||||
| 52.50 | 56.70 | 48.6% | 0.99 | 0.0007 | 0.000 | 135 | 0 | 1.10 | 63.0% | -0.01 | 0.0007 | -0.007 | ||||
| 47.60 | 51.70 | 45.4% | 0.99 | 0.0011 | 0.000 | 140 | 0 | 2.00 | 65.0% | -0.01 | 0.0011 | -0.010 | ||||
| 42.60 | 46.80 | 41.9% | 0.98 | 0.0016 | 0.000 | 145 | 0 | 1.40 | 54.4% | -0.02 | 0.0016 | -0.013 | ||||
| 37.80 | 41.10 | 0.98 | 0.0024 | -0.001 | 150 | 0 | 1.75 | 51.3% | -0.02 | 0.0024 | -0.017 | |||||
| 32.90 | 36.10 | 0.96 | 0.0036 | -0.009 | 155 | 0 | 2.05 | 47.4% | -0.04 | 0.0036 | -0.023 | |||||
| 28.10 | 31.20 | 23.4% | 0.94 | 0.0053 | -0.018 | 160 | 0 | 2.30 | 42.9% | -0.05 | 0.0053 | -0.031 | ||||
| 23.40 | 26.50 | 27.2% | 0.92 | 0.0077 | -0.030 | 165 | 0.4500 | 2.75 | 7 | 40.9% | -0.08 | 0.0077 | -0.040 | |||
| 18.80 | 21.40 | 24.1% | 0.88 | 0.0109 | -0.043 | 170 | 0.8500 | 1.35 | 3 | 30.7% | -0.12 | 0.0110 | -0.052 | |||
| 14.50 | 17.20 | 25.4% | 0.82 | 0.0149 | -0.058 | 175 | 1.45 | 2.15 | 1 | 7 | 29.5% | -0.18 | 0.0150 | -0.064 | ||
| 12.00 | 12.80 | 2 | 27.8% | 0.74 | 0.0192 | -0.071 | 180 | 2.50 | 3.30 | 1 | 9 | 28.7% | -0.27 | 0.0195 | -0.076 | |
| 8.50 | 9.40 | 27.0% | 0.63 | 0.0230 | -0.082 | 185 | 4.00 | 4.70 | 27.3% | -0.37 | 0.0233 | -0.085 | ||||
| 5.60 | 6.50 | 13 | 26.0% | 0.51 | 0.0248 | -0.086 | 190 | 6.20 | 7.20 | 27.4% | -0.50 | 0.0253 | -0.088 | |||
| 3.50 | 4.30 | 1 | 25.7% | 0.39 | 0.0240 | -0.083 | 195 | 9.00 | 10.00 | 26.8% | -0.62 | 0.0247 | -0.083 | |||
| 2.10 | 2.85 | 20 | 25.9% | 0.28 | 0.0210 | -0.074 | 200 | 12.50 | 13.50 | 26.7% | -0.73 | 0.0218 | -0.073 | |||
| 1.20 | 1.85 | 26.3% | 0.20 | 0.0170 | -0.062 | 205 | 16.20 | 19.00 | 30.3% | -0.82 | 0.0179 | -0.059 | ||||
| 0.6500 | 1.30 | 27.2% | 0.14 | 0.0130 | -0.050 | 210 | 20.50 | 23.50 | 31.5% | -0.88 | 0.0139 | -0.045 | ||||
| 0.4000 | 1.50 | 4 | 31.2% | 0.10 | 0.0097 | -0.040 | 215 | 25.30 | 28.20 | 34.1% | -0.93 | 0.0104 | -0.032 | |||
| 0 | 2.05 | 35.9% | 0.07 | 0.0071 | -0.031 | 220 | 29.10 | 33.10 | 30.5% | -0.96 | 0.0092 | -0.019 | ||||
| 0 | 0.7500 | 31.9% | 0.05 | 0.0052 | -0.024 | 225 | 34.00 | 38.10 | 32.9% | -0.98 | 0.0067 | -0.023 | ||||
| 0 | 1.75 | 41.9% | 0.03 | 0.0038 | -0.019 | 230 | 39.10 | 43.10 | 37.4% | -0.99 | 0.0030 | -0.038 | ||||
| 0 | 0.7500 | 38.2% | 0.02 | 0.0028 | -0.015 | 235 | 44.20 | 48.10 | 41.7% | -1.00 | 0.0000 | -0.054 | ||||
| 0 | 1.95 | 49.9% | 0.02 | 0.0021 | -0.012 | 240 | 49.20 | 53.10 | 44.9% | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.7500 | 44.0% | 0.01 | 0.0016 | -0.009 | 245 | 54.20 | 58.10 | 48.0% | -1.00 | 0.0000 | -0.064 | ||||
| 0 | 1.75 | 55.0% | 0.01 | 0.0012 | -0.007 | 250 | 59.20 | 63.10 | 51.0% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 1.75 | 58.0% | 0.01 | 0.0009 | -0.006 | 255 | 64.10 | 68.10 | 52.7% | -1.00 | 0.0000 | -0.066 | ||||
| 0 | 1.15 | 56.2% | 0.01 | 0.0007 | -0.005 | 260 | 69.10 | 73.10 | 55.5% | -1.00 | 0.0000 | -0.066 | ||||
| 0 | 2.00 | 65.4% | 0.00 | 0.0006 | -0.004 | 265 | 74.20 | 78.10 | 59.5% | -1.00 | 0.0000 | -0.066 | ||||
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 09, 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.