USB Optionskette U.S. Bancorp
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 ±14.5% (53.70–71.84) · ATM IV 24.8% · P/C Open Interest 0.78
| 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 | |
| 29.00 | 31.65 | 1.00 | 0.0011 | 0.000 | 32.5 | 0 | 0.6200 | 44.3% | -0.02 | 0.0019 | -0.002 | |||||
| 26.50 | 29.15 | 3 | 0.99 | 0.0020 | 0.000 | 35 | 0.0400 | 0.4600 | 53 | 41.9% | -0.02 | 0.0026 | -0.002 | |||
| 24.05 | 26.70 | 3 | 33.9% | 0.98 | 0.0034 | 0.000 | 37.5 | 0.0900 | 0.3100 | 6 | 39.5% | -0.03 | 0.0036 | -0.003 | ||
| 21.45 | 23.60 | 2 | 0.97 | 0.0050 | 0.000 | 40 | 0.0100 | 0.5900 | 324 | 35.2% | -0.04 | 0.0048 | -0.003 | |||
| 19.05 | 21.15 | 0.96 | 0.0068 | -0.001 | 42.5 | 0.2200 | 0.4900 | 433 | 35.0% | -0.05 | 0.0065 | -0.004 | ||||
| 16.75 | 18.80 | 125 | 0.94 | 0.0088 | -0.002 | 45 | 0.4100 | 0.6000 | 332 | 33.5% | -0.07 | 0.0088 | -0.005 | |||
| 14.65 | 16.55 | 284 | 25.5% | 0.91 | 0.0115 | -0.003 | 47.5 | 0.4000 | 0.7900 | 64 | 31.8% | -0.09 | 0.0117 | -0.006 | ||
| 12.45 | 14.35 | 308 | 25.8% | 0.88 | 0.0149 | -0.004 | 50 | 0.8300 | 1.05 | 179 | 30.2% | -0.13 | 0.0153 | -0.007 | ||
| 10.25 | 12.15 | 90 | 24.5% | 0.84 | 0.0191 | -0.006 | 52.5 | 1.12 | 1.41 | 798 | 28.6% | -0.17 | 0.0196 | -0.008 | ||
| 9.40 | 9.90 | 7 | 26 | 27.5% | 0.78 | 0.0236 | -0.007 | 55 | 1.59 | 1.89 | 26 | 765 | 27.4% | -0.22 | 0.0243 | -0.009 |
| 7.55 | 8.05 | 10 | 610 | 26.2% | 0.72 | 0.0281 | -0.009 | 57.5 | 2.15 | 2.52 | 5 | 2,194 | 26.1% | -0.29 | 0.0292 | -0.010 |
| 6.00 | 6.50 | 163 | 25.9% | 0.64 | 0.0321 | -0.010 | 60 | 3.05 | 3.40 | 486 | 25.6% | -0.37 | 0.0334 | -0.011 | ||
| 4.60 | 4.95 | 223 | 24.8% | 0.56 | 0.0349 | -0.010 | 62.5 | 4.10 | 4.50 | 400 | 24.9% | -0.46 | 0.0363 | -0.011 | ||
| 3.40 | 3.75 | 542 | 24.1% | 0.47 | 0.0359 | -0.010 | 65 | 5.35 | 5.80 | 26 | 24.3% | -0.55 | 0.0373 | -0.011 | ||
| 2.50 | 2.78 | 402 | 23.8% | 0.39 | 0.0350 | -0.010 | 67.5 | 6.95 | 7.40 | 24.1% | -0.64 | 0.0364 | -0.010 | |||
| 1.83 | 2.03 | 2 | 795 | 23.7% | 0.31 | 0.0324 | -0.009 | 70 | 8.70 | 9.15 | 23.6% | -0.72 | 0.0342 | -0.008 | ||
| 1.26 | 1.52 | 2 | 42 | 23.6% | 0.24 | 0.0288 | -0.008 | 72.5 | 10.70 | 11.25 | 15 | 24.1% | -0.79 | 0.0312 | -0.007 | |
| 0.8700 | 1.10 | 3,792 | 23.6% | 0.19 | 0.0247 | -0.007 | 75 | 12.55 | 14.50 | 27.9% | -0.85 | 0.0272 | -0.006 | |||
| 0.3800 | 0.6300 | 266 | 24.0% | 0.11 | 0.0167 | -0.005 | 80 | 17.15 | 19.20 | 30.8% | -0.94 | 0.0167 | -0.002 | |||
| 0.1500 | 0.3300 | 76 | 24.1% | 0.06 | 0.0106 | -0.003 | 85 | 21.25 | 24.10 | 29.1% | -0.98 | 0.0071 | 0.000 | |||
| 0.0300 | 0.4400 | 20 | 24.9% | 0.03 | 0.0065 | -0.002 | 90 | 26.10 | 29.05 | 31.0% | -1.00 | 0.0021 | 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 — 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.