UNH Optionskette UnitedHealth Group Incorporated
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 ±15.9% (342.48–471.52) · ATM IV 30.9% · P/C Open Interest 0.92
| 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 | |
| 194.35 | 203.00 | 41 | 1.00 | 0.0001 | 0.000 | 210 | 0 | 0.4400 | 51 | 43.6% | -0.01 | 0.0002 | -0.006 | |||
| 185.15 | 193.00 | 25 | 41.0% | 0.99 | 0.0002 | 0.000 | 220 | 0.1800 | 0.6200 | 1 | 410 | 44.2% | -0.01 | 0.0002 | -0.008 | |
| 175.45 | 183.25 | 14 | 40.4% | 0.99 | 0.0002 | 0.000 | 230 | 0.0200 | 0.8400 | 2 | 179 | 41.7% | -0.01 | 0.0003 | -0.010 | |
| 165.75 | 173.60 | 27 | 39.9% | 0.99 | 0.0003 | 0.000 | 240 | 0.0900 | 0.8400 | 2 | 197 | 39.4% | -0.01 | 0.0004 | -0.013 | |
| 158.50 | 163.90 | 120 | 47.2% | 0.98 | 0.0004 | 0.000 | 250 | 0.5400 | 1.02 | 23 | 244 | 39.7% | -0.02 | 0.0005 | -0.015 | |
| 147.80 | 154.60 | 461 | 43.1% | 0.98 | 0.0005 | 0.000 | 260 | 0.8500 | 1.18 | 366 | 38.7% | -0.03 | 0.0006 | -0.019 | ||
| 137.25 | 143.10 | 197 | 31.7% | 0.97 | 0.0007 | -0.000 | 270 | 1.15 | 1.62 | 6 | 977 | 38.0% | -0.03 | 0.0008 | -0.023 | |
| 127.70 | 133.40 | 15 | 125 | 31.1% | 0.96 | 0.0009 | -0.006 | 280 | 1.36 | 1.92 | 488 | 36.4% | -0.04 | 0.0010 | -0.028 | |
| 118.15 | 124.30 | 239 | 31.8% | 0.95 | 0.0011 | -0.013 | 290 | 1.91 | 2.48 | 4 | 807 | 35.7% | -0.05 | 0.0012 | -0.034 | |
| 111.30 | 114.10 | 3 | 140 | 34.5% | 0.94 | 0.0014 | -0.021 | 300 | 2.96 | 3.30 | 30 | 902 | 35.8% | -0.07 | 0.0014 | -0.040 |
| 100.95 | 106.05 | 199 | 33.4% | 0.92 | 0.0017 | -0.029 | 310 | 3.80 | 4.10 | 2 | 524 | 34.9% | -0.09 | 0.0018 | -0.047 | |
| 93.95 | 96.30 | 3 | 521 | 34.0% | 0.90 | 0.0020 | -0.038 | 320 | 5.05 | 5.25 | 11 | 1,284 | 34.5% | -0.11 | 0.0021 | -0.054 |
| 84.65 | 87.85 | 3 | 180 | 32.8% | 0.87 | 0.0024 | -0.048 | 330 | 6.25 | 6.65 | 12 | 1,347 | 33.8% | -0.13 | 0.0025 | -0.062 |
| 76.60 | 80.15 | 1 | 443 | 33.0% | 0.85 | 0.0028 | -0.057 | 340 | 7.35 | 8.45 | 3 | 1,368 | 32.9% | -0.16 | 0.0029 | -0.070 |
| 68.75 | 71.80 | 13 | 837 | 32.2% | 0.81 | 0.0032 | -0.066 | 350 | 9.95 | 10.70 | 6 | 1,733 | 33.0% | -0.20 | 0.0033 | -0.077 |
| 61.20 | 65.30 | 300 | 32.5% | 0.78 | 0.0036 | -0.075 | 360 | 12.05 | 13.00 | 66 | 1,922 | 32.3% | -0.23 | 0.0036 | -0.084 | |
| 55.70 | 56.95 | 2 | 499 | 32.3% | 0.74 | 0.0040 | -0.083 | 370 | 15.00 | 17.00 | 22 | 1,353 | 32.6% | -0.27 | 0.0040 | -0.090 |
| 49.25 | 50.70 | 2 | 1,010 | 32.2% | 0.69 | 0.0043 | -0.089 | 380 | 18.55 | 19.15 | 172 | 1,209 | 31.7% | -0.32 | 0.0044 | -0.096 |
| 42.65 | 44.15 | 76 | 1,327 | 31.4% | 0.65 | 0.0046 | -0.095 | 390 | 22.20 | 22.95 | 199 | 940 | 31.3% | -0.36 | 0.0047 | -0.100 |
| 37.15 | 38.40 | 31 | 1,114 | 31.1% | 0.60 | 0.0048 | -0.099 | 400 | 26.40 | 27.40 | 81 | 902 | 31.0% | -0.41 | 0.0049 | -0.102 |
| 32.10 | 33.15 | 148 | 963 | 30.9% | 0.55 | 0.0050 | -0.101 | 410 | 31.30 | 32.50 | 40 | 591 | 30.9% | -0.46 | 0.0051 | -0.103 |
| 27.55 | 28.50 | 74 | 1,318 | 30.7% | 0.50 | 0.0051 | -0.101 | 420 | 34.80 | 37.65 | 697 | 29.7% | -0.52 | 0.0052 | -0.103 | |
| 23.50 | 24.40 | 177 | 644 | 30.5% | 0.45 | 0.0051 | -0.100 | 430 | 41.10 | 43.50 | 285 | 29.7% | -0.57 | 0.0052 | -0.101 | |
| 19.45 | 20.75 | 5 | 875 | 30.1% | 0.40 | 0.0050 | -0.098 | 440 | 48.40 | 50.00 | 215 | 30.0% | -0.62 | 0.0052 | -0.098 | |
| 16.45 | 17.25 | 31 | 840 | 29.9% | 0.36 | 0.0048 | -0.094 | 450 | 55.25 | 56.35 | 33 | 29.7% | -0.66 | 0.0051 | -0.093 | |
| 13.75 | 14.40 | 33 | 987 | 29.8% | 0.32 | 0.0046 | -0.089 | 460 | 62.55 | 63.90 | 127 | 29.7% | -0.71 | 0.0049 | -0.086 | |
| 11.45 | 12.05 | 23 | 939 | 29.7% | 0.28 | 0.0044 | -0.083 | 470 | 69.95 | 71.65 | 26 | 29.4% | -0.75 | 0.0046 | -0.079 | |
| 9.35 | 10.10 | 28 | 857 | 29.6% | 0.24 | 0.0041 | -0.077 | 480 | 78.10 | 79.90 | 44 | 29.4% | -0.79 | 0.0043 | -0.071 | |
| 7.50 | 8.35 | 21 | 366 | 29.4% | 0.21 | 0.0037 | -0.070 | 490 | 86.35 | 88.65 | 31 | 29.5% | -0.83 | 0.0039 | -0.062 | |
| 6.30 | 6.70 | 52 | 1,505 | 29.4% | 0.18 | 0.0034 | -0.064 | 500 | 94.65 | 98.20 | 30 | 29.8% | -0.86 | 0.0036 | -0.053 | |
| 4.50 | 5.50 | 11 | 171 | 28.8% | 0.15 | 0.0031 | -0.057 | 510 | 102.75 | 105.85 | 8 | 27.4% | -0.89 | 0.0033 | -0.045 | |
| 4.05 | 4.60 | 561 | 29.3% | 0.13 | 0.0027 | -0.051 | 520 | 111.60 | 115.30 | 2 | 26.5% | -0.91 | 0.0032 | -0.040 | ||
| 2.97 | 3.75 | 151 | 28.9% | 0.11 | 0.0024 | -0.046 | 530 | 121.85 | 127.30 | 31.7% | -0.94 | 0.0034 | -0.036 | |||
| 2.82 | 3.20 | 15 | 337 | 29.7% | 0.09 | 0.0021 | -0.040 | 540 | 131.55 | 137.35 | 33.1% | -0.96 | 0.0034 | -0.049 | ||
| 2.28 | 2.56 | 3 | 109 | 29.6% | 0.08 | 0.0019 | -0.036 | 550 | 139.35 | 147.15 | 29.9% | -0.98 | 0.0024 | -0.070 | ||
| 1.87 | 2.50 | 76 | 30.3% | 0.07 | 0.0016 | -0.032 | 560 | 149.05 | 157.25 | -0.99 | 0.0008 | -0.070 | ||||
| 1.33 | 1.92 | 26 | 29.8% | 0.06 | 0.0014 | -0.028 | 570 | 158.90 | 167.25 | -1.00 | 0.0000 | -0.070 | ||||
| 1.08 | 1.45 | 57 | 29.6% | 0.05 | 0.0012 | -0.024 | 580 | 169.25 | 177.05 | -1.00 | 0.0000 | -0.070 | ||||
| 0.9000 | 1.26 | 6 | 2,136 | 31.1% | 0.03 | 0.0010 | -0.019 | 600 | 189.25 | 197.10 | -1.00 | 0.0000 | -0.070 | |||
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.