TOST Optionskette Toast, 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 ±16.5% (27.11–37.80) · ATM IV 51.7% · P/C Open Interest 0.88
| 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 | |
| 13.65 | 16.65 | 0.99 | 0.0029 | -0.000 | 17 | 0 | 0.0900 | 12 | 76.7% | -0.01 | 0.0026 | -0.002 | ||||
| 12.90 | 15.00 | 83 | 0.98 | 0.0039 | -0.001 | 18 | 0.0200 | 0.1000 | 2,028 | 73.7% | -0.01 | 0.0036 | -0.003 | |||
| 11.85 | 14.20 | 84 | 0.98 | 0.0052 | -0.002 | 19 | 0 | 0.1200 | 116 | 67.7% | -0.02 | 0.0050 | -0.003 | |||
| 11.65 | 13.10 | 154 | 0.97 | 0.0069 | -0.003 | 20 | 0.0100 | 0.1400 | 1,704 | 64.3% | -0.03 | 0.0068 | -0.004 | |||
| 10.65 | 12.05 | 66 | 0.96 | 0.0091 | -0.004 | 21 | 0.0400 | 0.1800 | 165 | 62.9% | -0.03 | 0.0090 | -0.005 | |||
| 9.80 | 11.05 | 133 | 0.95 | 0.0119 | -0.005 | 22 | 0.1000 | 0.2000 | 380 | 60.9% | -0.05 | 0.0118 | -0.006 | |||
| 8.80 | 10.20 | 196 | 27.9% | 0.93 | 0.0153 | -0.007 | 23 | 0.1300 | 0.3000 | 1,021 | 59.7% | -0.06 | 0.0153 | -0.008 | ||
| 7.90 | 9.25 | 80 | 42.3% | 0.91 | 0.0194 | -0.009 | 24 | 0.2000 | 0.4000 | 454 | 58.5% | -0.08 | 0.0194 | -0.010 | ||
| 7.15 | 8.20 | 299 | 44.8% | 0.89 | 0.0241 | -0.011 | 25 | 0.3100 | 0.5200 | 1 | 1,779 | 57.6% | -0.11 | 0.0242 | -0.011 | |
| 6.20 | 7.45 | 89 | 46.6% | 0.86 | 0.0293 | -0.013 | 26 | 0.4200 | 0.6800 | 1,074 | 56.2% | -0.14 | 0.0294 | -0.013 | ||
| 5.40 | 6.60 | 2,791 | 47.0% | 0.83 | 0.0348 | -0.015 | 27 | 0.6100 | 0.7800 | 10 | 273 | 54.2% | -0.17 | 0.0350 | -0.015 | |
| 4.75 | 5.80 | 346 | 48.6% | 0.78 | 0.0405 | -0.017 | 28 | 0.8100 | 1.14 | 391 | 55.0% | -0.21 | 0.0407 | -0.017 | ||
| 4.50 | 5.00 | 184 | 53.1% | 0.74 | 0.0459 | -0.018 | 29 | 1.03 | 1.32 | 1,134 | 52.3% | -0.26 | 0.0462 | -0.019 | ||
| 4.00 | 4.30 | 2 | 1,029 | 53.9% | 0.69 | 0.0508 | -0.020 | 30 | 1.40 | 1.63 | 5 | 2,208 | 52.0% | -0.31 | 0.0511 | -0.020 |
| 3.35 | 3.75 | 201 | 53.3% | 0.63 | 0.0548 | -0.021 | 31 | 1.73 | 2.08 | 960 | 51.5% | -0.37 | 0.0552 | -0.021 | ||
| 2.75 | 3.20 | 349 | 52.1% | 0.57 | 0.0576 | -0.022 | 32 | 2.21 | 2.53 | 277 | 51.2% | -0.42 | 0.0581 | -0.022 | ||
| 2.41 | 2.60 | 390 | 51.9% | 0.51 | 0.0592 | -0.022 | 33 | 2.73 | 3.00 | 298 | 50.5% | -0.48 | 0.0597 | -0.022 | ||
| 2.01 | 2.25 | 464 | 52.5% | 0.46 | 0.0593 | -0.022 | 34 | 3.25 | 3.60 | 672 | 49.8% | -0.54 | 0.0600 | -0.022 | ||
| 1.62 | 1.75 | 10 | 1,668 | 50.6% | 0.40 | 0.0581 | -0.021 | 35 | 3.90 | 4.15 | 465 | 48.9% | -0.60 | 0.0589 | -0.021 | |
| 0.9400 | 1.19 | 15 | 1,384 | 49.1% | 0.30 | 0.0525 | -0.019 | 37 | 5.25 | 5.60 | 274 | 47.6% | -0.70 | 0.0536 | -0.019 | |
| 0.5500 | 0.6100 | 11 | 2,807 | 50.1% | 0.18 | 0.0398 | -0.014 | 40 | 7.60 | 8.85 | 291 | 56.5% | -0.82 | 0.0414 | -0.014 | |
| 0.3800 | 0.5100 | 7 | 210 | 49.6% | 0.15 | 0.0354 | -0.013 | 41 | 8.45 | 9.75 | 3 | 56.9% | -0.85 | 0.0371 | -0.012 | |
| 0.2400 | 0.5300 | 2,250 | 50.8% | 0.13 | 0.0312 | -0.011 | 42 | 9.45 | 10.50 | 13 | 56.8% | -0.88 | 0.0331 | -0.011 | ||
| 0.1400 | 0.2100 | 1,159 | 50.1% | 0.07 | 0.0202 | -0.007 | 45 | 12.25 | 13.60 | 65.0% | -0.94 | 0.0226 | -0.007 | |||
| 0.0800 | 0.1600 | 342 | 51.3% | 0.05 | 0.0148 | -0.005 | 47 | 14.10 | 15.70 | 70.1% | -0.97 | 0.0174 | -0.005 | |||
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.