TPR Optionskette Tapestry, 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 ±16.9% (101.48–142.88) · ATM IV 39.7% · P/C Open Interest 0.74
| 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 | |
| 55.60 | 59.20 | 5 | 0.99 | 0.0008 | 0.000 | 65 | 0 | 0.4000 | 57.8% | -0.01 | 0.0009 | -0.006 | ||||
| 51.50 | 54.80 | 9 | 60.2% | 0.98 | 0.0012 | 0.000 | 70 | 0.1000 | 0.3500 | 5 | 52.7% | -0.02 | 0.0013 | -0.007 | ||
| 46.50 | 49.80 | 1 | 52.4% | 0.98 | 0.0017 | 0.000 | 75 | 0.0500 | 2.30 | 14 | 65.1% | -0.03 | 0.0018 | -0.009 | ||
| 42.30 | 44.80 | 14 | 52.8% | 0.97 | 0.0025 | 0.000 | 80 | 0.2000 | 2.45 | 21 | 59.9% | -0.04 | 0.0026 | -0.012 | ||
| 37.50 | 40.20 | 18 | 49.9% | 0.95 | 0.0035 | -0.004 | 85 | 0.4000 | 1.00 | 17 | 45.4% | -0.05 | 0.0036 | -0.015 | ||
| 32.90 | 35.70 | 28 | 47.8% | 0.93 | 0.0049 | -0.009 | 90 | 0.7000 | 1.55 | 4 | 44.6% | -0.08 | 0.0050 | -0.019 | ||
| 28.40 | 31.20 | 20 | 45.1% | 0.90 | 0.0066 | -0.016 | 95 | 1.15 | 1.95 | 42.3% | -0.11 | 0.0067 | -0.024 | |||
| 24.30 | 26.50 | 343 | 42.4% | 0.85 | 0.0085 | -0.023 | 100 | 1.95 | 2.60 | 251 | 41.1% | -0.15 | 0.0086 | -0.030 | ||
| 20.30 | 22.90 | 30 | 42.1% | 0.80 | 0.0105 | -0.030 | 105 | 3.20 | 3.60 | 2 | 135 | 40.8% | -0.21 | 0.0106 | -0.035 | |
| 16.90 | 19.20 | 18 | 41.4% | 0.74 | 0.0124 | -0.036 | 110 | 4.70 | 5.10 | 177 | 40.7% | -0.27 | 0.0125 | -0.040 | ||
| 13.80 | 16.10 | 12 | 41.2% | 0.67 | 0.0140 | -0.041 | 115 | 6.40 | 6.90 | 47 | 40.0% | -0.34 | 0.0141 | -0.044 | ||
| 11.20 | 12.50 | 1 | 107 | 39.6% | 0.59 | 0.0150 | -0.044 | 120 | 8.60 | 9.10 | 187 | 39.8% | -0.41 | 0.0152 | -0.046 | |
| 9.10 | 9.60 | 1 | 109 | 38.9% | 0.52 | 0.0155 | -0.046 | 125 | 11.20 | 11.70 | 125 | 39.5% | -0.49 | 0.0158 | -0.046 | |
| 7.10 | 7.60 | 25 | 81 | 38.7% | 0.44 | 0.0154 | -0.046 | 130 | 14.20 | 14.70 | 68 | 39.4% | -0.57 | 0.0159 | -0.045 | |
| 5.40 | 6.70 | 42 | 39.9% | 0.37 | 0.0148 | -0.044 | 135 | 16.80 | 18.70 | 49 | 39.1% | -0.64 | 0.0155 | -0.043 | ||
| 4.10 | 5.10 | 67 | 39.4% | 0.31 | 0.0138 | -0.041 | 140 | 19.90 | 22.60 | 24 | 38.3% | -0.71 | 0.0148 | -0.039 | ||
| 3.20 | 3.60 | 30 | 38.7% | 0.25 | 0.0126 | -0.037 | 145 | 24.30 | 26.10 | 8 | 38.0% | -0.77 | 0.0138 | -0.035 | ||
| 2.40 | 2.70 | 66 | 38.5% | 0.20 | 0.0111 | -0.033 | 150 | 28.30 | 30.60 | 38.0% | -0.83 | 0.0126 | -0.030 | |||
| 1.75 | 2.15 | 101 | 38.8% | 0.16 | 0.0096 | -0.029 | 155 | 32.80 | 35.00 | 22 | 37.9% | -0.87 | 0.0114 | -0.025 | ||
| 1.30 | 1.95 | 105 | 40.0% | 0.13 | 0.0082 | -0.025 | 160 | 37.30 | 39.40 | 3 | 35.1% | -0.91 | 0.0100 | -0.020 | ||
| 0.8000 | 1.35 | 4 | 22 | 38.8% | 0.10 | 0.0069 | -0.021 | 165 | 41.60 | 44.30 | 7 | -0.94 | 0.0082 | -0.014 | ||
| 0.5500 | 1.30 | 26 | 40.2% | 0.08 | 0.0058 | -0.018 | 170 | 46.30 | 49.40 | -0.97 | 0.0060 | -0.006 | ||||
| 0.4500 | 1.00 | 40 | 40.6% | 0.07 | 0.0049 | -0.015 | 175 | 51.30 | 55.10 | 38.8% | -0.98 | 0.0040 | 0.000 | |||
| 0.3500 | 1.00 | 5 | 42.5% | 0.05 | 0.0041 | -0.013 | 180 | 56.00 | 59.60 | -0.99 | 0.0023 | 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.