UAL Optionskette United Airlines Holdings, 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 ±22.7% (74.04–117.59) · ATM IV 44.5% · P/C Open Interest 1.62
| 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 | |
| 45.00 | 48.85 | 10 | 52.2% | 0.98 | 0.0014 | 0.000 | 50 | 0 | 0.5800 | 136 | 55.8% | -0.02 | 0.0014 | -0.005 | ||
| 40.30 | 44.25 | 52.7% | 0.97 | 0.0022 | -0.001 | 55 | 0.1000 | 0.9000 | 67 | 53.9% | -0.03 | 0.0022 | -0.007 | |||
| 36.35 | 39.65 | 67 | 55.8% | 0.95 | 0.0032 | -0.005 | 60 | 0.3500 | 1.19 | 1,181 | 51.5% | -0.05 | 0.0033 | -0.010 | ||
| 31.95 | 34.70 | 60 | 50.9% | 0.93 | 0.0047 | -0.009 | 65 | 0.8900 | 1.67 | 271 | 50.6% | -0.08 | 0.0047 | -0.014 | ||
| 27.35 | 30.55 | 106 | 48.4% | 0.89 | 0.0064 | -0.014 | 70 | 1.49 | 2.16 | 1 | 1,141 | 48.3% | -0.11 | 0.0065 | -0.018 | |
| 23.20 | 26.10 | 7 | 45.4% | 0.85 | 0.0082 | -0.019 | 75 | 2.38 | 3.50 | 1 | 491 | 48.7% | -0.16 | 0.0083 | -0.023 | |
| 19.20 | 22.70 | 224 | 45.0% | 0.79 | 0.0100 | -0.024 | 80 | 2.97 | 4.50 | 1 | 406 | 45.3% | -0.21 | 0.0102 | -0.027 | |
| 17.85 | 21.40 | 1 | 10 | 46.9% | 0.76 | 0.0108 | -0.026 | 82.5 | 3.95 | 5.75 | 164 | 47.0% | -0.24 | 0.0111 | -0.029 | |
| 16.25 | 19.65 | 87 | 46.4% | 0.73 | 0.0116 | -0.028 | 85 | 4.50 | 6.60 | 264 | 404 | 46.1% | -0.28 | 0.0120 | -0.031 | |
| 14.55 | 17.65 | 10 | 44.7% | 0.70 | 0.0124 | -0.030 | 87.5 | 5.80 | 6.95 | 1 | 205 | 45.3% | -0.31 | 0.0128 | -0.033 | |
| 14.50 | 16.10 | 256 | 145 | 47.4% | 0.67 | 0.0130 | -0.032 | 90 | 7.25 | 8.25 | 1 | 1,144 | 46.7% | -0.34 | 0.0135 | -0.034 |
| 11.60 | 14.80 | 51 | 43.9% | 0.63 | 0.0136 | -0.033 | 92.5 | 7.00 | 9.85 | 3 | 348 | 44.5% | -0.38 | 0.0141 | -0.035 | |
| 10.80 | 13.40 | 18 | 104 | 44.5% | 0.60 | 0.0140 | -0.034 | 95 | 8.40 | 10.95 | 20 | 584 | 44.5% | -0.42 | 0.0146 | -0.036 |
| 10.40 | 12.20 | 2 | 42 | 45.8% | 0.56 | 0.0144 | -0.034 | 97.5 | 10.40 | 12.25 | 4 | 330 | 45.8% | -0.45 | 0.0151 | -0.036 |
| 9.40 | 10.30 | 135 | 266 | 44.2% | 0.53 | 0.0146 | -0.035 | 100 | 10.90 | 13.70 | 120 | 1,700 | 43.8% | -0.49 | 0.0154 | -0.036 |
| 7.40 | 8.50 | 1 | 175 | 44.0% | 0.46 | 0.0147 | -0.034 | 105 | 13.95 | 17.40 | 5 | 318 | 44.8% | -0.56 | 0.0156 | -0.035 |
| 6.10 | 7.10 | 7 | 846 | 44.8% | 0.39 | 0.0143 | -0.033 | 110 | 16.95 | 20.20 | 12 | 1,206 | 42.4% | -0.64 | 0.0155 | -0.034 |
| 4.50 | 5.75 | 5 | 320 | 44.0% | 0.33 | 0.0136 | -0.031 | 115 | 21.00 | 23.80 | 21 | 542 | 42.6% | -0.70 | 0.0150 | -0.032 |
| 3.10 | 4.50 | 71 | 279 | 42.7% | 0.28 | 0.0126 | -0.029 | 120 | 24.55 | 28.05 | 509 | 41.8% | -0.76 | 0.0142 | -0.029 | |
| 2.80 | 3.85 | 27 | 675 | 44.5% | 0.23 | 0.0114 | -0.026 | 125 | 28.80 | 31.65 | 512 | 39.2% | -0.82 | 0.0133 | -0.026 | |
| 2.09 | 2.68 | 56 | 374 | 43.1% | 0.19 | 0.0102 | -0.023 | 130 | 33.35 | 36.65 | 42 | 41.1% | -0.86 | 0.0123 | -0.023 | |
| 1.73 | 2.36 | 1 | 997 | 44.3% | 0.16 | 0.0089 | -0.021 | 135 | 39.10 | 40.80 | 30 | 44.1% | -0.91 | 0.0113 | -0.020 | |
| 1.11 | 1.78 | 169 | 43.1% | 0.13 | 0.0078 | -0.018 | 140 | 43.50 | 45.30 | 19 | -0.94 | 0.0105 | -0.017 | |||
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 — Mar 19, 2027
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.