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 ±40.5% (56.95–134.45) · ATM IV 45.9% · P/C Open Interest 1.51
| 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 | |
| 48.50 | 53.00 | 127 | 48.1% | 0.95 | 0.0022 | -0.001 | 50 | 1.22 | 2.19 | 261 | 49.4% | -0.06 | 0.0023 | -0.007 | ||
| 44.90 | 49.50 | 54 | 50.4% | 0.93 | 0.0028 | -0.003 | 55 | 2.16 | 3.05 | 10 | 2,357 | 49.7% | -0.08 | 0.0030 | -0.009 | |
| 40.55 | 45.05 | 41 | 46.3% | 0.90 | 0.0035 | -0.005 | 60 | 2.76 | 4.80 | 1,055 | 50.1% | -0.11 | 0.0037 | -0.010 | ||
| 37.00 | 42.00 | 218 | 47.4% | 0.87 | 0.0042 | -0.007 | 65 | 2.97 | 5.90 | 487 | 47.3% | -0.14 | 0.0044 | -0.012 | ||
| 34.35 | 37.15 | 64 | 45.6% | 0.84 | 0.0049 | -0.009 | 70 | 5.70 | 8.50 | 2,117 | 51.6% | -0.17 | 0.0052 | -0.014 | ||
| 30.50 | 35.00 | 1 | 31 | 46.0% | 0.81 | 0.0055 | -0.011 | 75 | 5.85 | 9.20 | 793 | 46.9% | -0.21 | 0.0060 | -0.015 | |
| 27.50 | 32.00 | 44 | 45.6% | 0.77 | 0.0062 | -0.013 | 80 | 7.00 | 10.90 | 320 | 45.4% | -0.24 | 0.0067 | -0.017 | ||
| 26.80 | 30.25 | 13 | 46.0% | 0.76 | 0.0064 | -0.014 | 82.5 | 9.55 | 12.40 | 651 | 48.2% | -0.26 | 0.0070 | -0.018 | ||
| 24.50 | 29.50 | 1 | 41 | 45.3% | 0.74 | 0.0067 | -0.015 | 85 | 9.75 | 12.60 | 779 | 45.6% | -0.28 | 0.0074 | -0.018 | |
| 23.00 | 27.55 | 26 | 44.0% | 0.72 | 0.0070 | -0.015 | 87.5 | 10.80 | 13.70 | 697 | 45.4% | -0.31 | 0.0077 | -0.019 | ||
| 23.40 | 27.00 | 218 | 47.0% | 0.70 | 0.0072 | -0.016 | 90 | 11.60 | 15.15 | 526 | 45.2% | -0.33 | 0.0080 | -0.019 | ||
| 21.85 | 24.40 | 48 | 44.6% | 0.68 | 0.0074 | -0.016 | 92.5 | 12.65 | 17.00 | 201 | 45.7% | -0.35 | 0.0083 | -0.020 | ||
| 21.55 | 23.65 | 107 | 46.1% | 0.66 | 0.0076 | -0.017 | 95 | 14.95 | 17.35 | 3 | 451 | 45.7% | -0.37 | 0.0086 | -0.020 | |
| 18.50 | 21.55 | 1 | 14 | 42.3% | 0.64 | 0.0078 | -0.017 | 97.5 | 16.80 | 17.85 | 26 | 45.2% | -0.39 | 0.0088 | -0.020 | |
| 18.50 | 21.20 | 7 | 649 | 44.4% | 0.62 | 0.0080 | -0.018 | 100 | 16.50 | 19.25 | 538 | 43.0% | -0.41 | 0.0091 | -0.021 | |
| 17.45 | 18.40 | 1 | 77 | 44.3% | 0.58 | 0.0082 | -0.018 | 105 | 21.10 | 23.00 | 341 | 45.9% | -0.46 | 0.0095 | -0.021 | |
| 15.00 | 18.00 | 4 | 322 | 45.0% | 0.55 | 0.0084 | -0.019 | 110 | 23.25 | 26.00 | 370 | 44.3% | -0.50 | 0.0098 | -0.021 | |
| 12.15 | 15.80 | 166 | 42.7% | 0.51 | 0.0084 | -0.019 | 115 | 25.60 | 30.50 | 366 | 44.4% | -0.54 | 0.0101 | -0.021 | ||
| 12.20 | 15.50 | 12 | 653 | 45.7% | 0.48 | 0.0085 | -0.019 | 120 | 30.05 | 33.00 | 148 | 44.2% | -0.59 | 0.0104 | -0.021 | |
| 11.30 | 12.20 | 318 | 43.8% | 0.44 | 0.0084 | -0.019 | 125 | 33.00 | 37.50 | 341 | 44.2% | -0.63 | 0.0105 | -0.021 | ||
| 9.70 | 11.35 | 6 | 253 | 43.6% | 0.41 | 0.0083 | -0.019 | 130 | 36.95 | 40.55 | 26 | 43.1% | -0.67 | 0.0106 | -0.021 | |
| 8.50 | 10.75 | 143 | 43.9% | 0.38 | 0.0081 | -0.018 | 135 | 42.25 | 44.35 | 382 | 44.6% | -0.71 | 0.0107 | -0.021 | ||
| 6.10 | 9.75 | 7 | 226 | 42.0% | 0.35 | 0.0080 | -0.018 | 140 | 45.00 | 48.90 | 110 | 43.0% | -0.75 | 0.0107 | -0.020 | |
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 — Jan 21, 2028
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.