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 ±14.4% (100.76–134.66) · ATM IV 44.0% · P/C Open Interest 0.61
| 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 | |
| 55.90 | 60.00 | 12 | 1.00 | 0.0003 | 0.000 | 60 | 0 | 0.5500 | 5 | 85.7% | -0.00 | 0.0004 | -0.003 | |||
| 51.00 | 55.00 | 5 | 1.00 | 0.0005 | 0.000 | 65 | 0 | 0.5500 | 76.6% | -0.01 | 0.0006 | -0.004 | ||||
| 46.00 | 50.10 | 9 | 0.99 | 0.0008 | 0.000 | 70 | 0 | 0.4000 | 5 | 64.8% | -0.01 | 0.0010 | -0.006 | |||
| 41.10 | 45.10 | 1 | 0.99 | 0.0014 | -0.002 | 75 | 0 | 0.4500 | 14 | 58.3% | -0.02 | 0.0015 | -0.008 | |||
| 37.00 | 39.10 | 14 | 0.98 | 0.0022 | -0.006 | 80 | 0 | 0.5500 | 21 | 52.8% | -0.03 | 0.0024 | -0.012 | |||
| 32.20 | 34.80 | 18 | 46.8% | 0.96 | 0.0036 | -0.012 | 85 | 0 | 0.7000 | 3 | 14 | 47.9% | -0.04 | 0.0038 | -0.017 | |
| 27.40 | 29.90 | 29 | 43.0% | 0.94 | 0.0056 | -0.020 | 90 | 0.4000 | 0.9500 | 12 | 47.2% | -0.07 | 0.0058 | -0.025 | ||
| 22.70 | 25.60 | 20 | 43.4% | 0.90 | 0.0082 | -0.031 | 95 | 0.8000 | 1.75 | 47.3% | -0.11 | 0.0083 | -0.034 | |||
| 19.00 | 21.50 | 342 | 46.2% | 0.84 | 0.0112 | -0.043 | 100 | 1.35 | 2.45 | 200 | 44.8% | -0.16 | 0.0112 | -0.045 | ||
| 15.30 | 17.60 | 21 | 45.8% | 0.77 | 0.0140 | -0.054 | 105 | 2.10 | 4.10 | 163 | 44.7% | -0.23 | 0.0141 | -0.056 | ||
| 12.00 | 14.20 | 12 | 45.5% | 0.69 | 0.0165 | -0.062 | 110 | 4.30 | 6.30 | 263 | 47.9% | -0.32 | 0.0166 | -0.064 | ||
| 9.10 | 10.90 | 1 | 112 | 44.1% | 0.60 | 0.0182 | -0.068 | 115 | 6.30 | 7.30 | 223 | 44.2% | -0.41 | 0.0183 | -0.069 | |
| 7.10 | 7.90 | 348 | 43.5% | 0.51 | 0.0189 | -0.070 | 120 | 9.10 | 9.80 | 209 | 44.4% | -0.50 | 0.0190 | -0.070 | ||
| 5.20 | 5.90 | 2 | 135 | 44.0% | 0.42 | 0.0186 | -0.068 | 125 | 11.30 | 13.30 | 113 | 43.3% | -0.59 | 0.0186 | -0.067 | |
| 3.70 | 4.40 | 1 | 69 | 43.5% | 0.33 | 0.0173 | -0.063 | 130 | 15.20 | 17.00 | 72 | 45.1% | -0.67 | 0.0174 | -0.062 | |
| 2.50 | 3.40 | 509 | 43.9% | 0.26 | 0.0154 | -0.056 | 135 | 19.00 | 20.80 | 43 | 45.1% | -0.75 | 0.0157 | -0.055 | ||
| 1.30 | 2.55 | 82 | 42.7% | 0.20 | 0.0133 | -0.048 | 140 | 22.70 | 25.60 | 20 | 46.2% | -0.81 | 0.0138 | -0.047 | ||
| 0.8000 | 1.70 | 54 | 42.0% | 0.15 | 0.0110 | -0.041 | 145 | 27.10 | 30.00 | 8 | 47.0% | -0.86 | 0.0119 | -0.041 | ||
| 0.8000 | 1.45 | 75 | 45.4% | 0.11 | 0.0090 | -0.034 | 150 | 31.60 | 34.30 | 45.8% | -0.90 | 0.0102 | -0.035 | |||
| 0.3500 | 1.15 | 98 | 45.1% | 0.09 | 0.0072 | -0.028 | 155 | 35.70 | 39.70 | 22 | 46.9% | -0.94 | 0.0088 | -0.029 | ||
| 0.1000 | 0.9500 | 104 | 45.4% | 0.07 | 0.0058 | -0.023 | 160 | 41.40 | 43.90 | 3 | 50.2% | -0.96 | 0.0075 | -0.025 | ||
| 0.0500 | 0.8500 | 22 | 47.5% | 0.05 | 0.0046 | -0.019 | 165 | 45.40 | 49.30 | -0.98 | 0.0066 | -0.021 | ||||
| 0 | 0.9500 | 26 | 51.3% | 0.04 | 0.0037 | -0.016 | 170 | 50.30 | 54.50 | 50.9% | -0.99 | 0.0033 | -0.018 | |||
| 0.0500 | 0.8500 | 41 | 53.9% | 0.03 | 0.0030 | -0.013 | 175 | 55.40 | 59.50 | 56.4% | -1.00 | 0.0001 | -0.018 | |||
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.