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 ±13.0% (50.35–65.35) · ATM IV 25.2% · P/C Open Interest 0.88
| 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 | |
| 26.40 | 29.45 | 1.00 | 0.0008 | 0.000 | 30 | 0 | 0.3000 | 54.3% | -0.01 | 0.0012 | -0.001 | |||||
| 23.95 | 27.80 | 54.7% | 0.99 | 0.0015 | 0.000 | 32.5 | 0 | 0.3200 | 49.0% | -0.01 | 0.0019 | -0.002 | ||||
| 21.45 | 25.35 | 3 | 48.4% | 0.99 | 0.0025 | 0.000 | 35 | 0.0100 | 0.3500 | 53 | 44.4% | -0.02 | 0.0029 | -0.002 | ||
| 19.75 | 22.05 | 3 | 41.7% | 0.98 | 0.0040 | 0.000 | 37.5 | 0.0400 | 0.3700 | 6 | 40.2% | -0.03 | 0.0043 | -0.003 | ||
| 18.25 | 19.40 | 2 | 46.2% | 0.97 | 0.0062 | -0.001 | 40 | 0.0900 | 0.2700 | 815 | 34.3% | -0.04 | 0.0064 | -0.004 | ||
| 15.85 | 17.00 | 41.4% | 0.95 | 0.0092 | -0.002 | 42.5 | 0.1900 | 0.3600 | 1,750 | 32.4% | -0.06 | 0.0093 | -0.005 | |||
| 13.55 | 14.70 | 82 | 38.0% | 0.92 | 0.0131 | -0.004 | 45 | 0.1700 | 0.5000 | 335 | 28.9% | -0.08 | 0.0133 | -0.006 | ||
| 11.15 | 12.45 | 285 | 33.9% | 0.88 | 0.0182 | -0.005 | 47.5 | 0.5600 | 0.8000 | 65 | 29.5% | -0.12 | 0.0186 | -0.007 | ||
| 9.05 | 10.30 | 313 | 31.5% | 0.83 | 0.0243 | -0.007 | 50 | 0.8800 | 1.19 | 256 | 28.1% | -0.17 | 0.0251 | -0.009 | ||
| 7.20 | 8.30 | 102 | 29.9% | 0.76 | 0.0312 | -0.009 | 52.5 | 1.39 | 1.58 | 1 | 893 | 26.3% | -0.25 | 0.0325 | -0.010 | |
| 5.45 | 6.15 | 71 | 27.0% | 0.68 | 0.0380 | -0.010 | 55 | 2.09 | 2.31 | 43 | 1,015 | 25.2% | -0.34 | 0.0398 | -0.011 | |
| 4.00 | 4.45 | 9 | 896 | 25.5% | 0.58 | 0.0430 | -0.011 | 57.5 | 3.20 | 3.35 | 63 | 2,259 | 25.0% | -0.44 | 0.0454 | -0.012 |
| 2.81 | 3.05 | 5 | 788 | 24.3% | 0.47 | 0.0450 | -0.011 | 60 | 4.35 | 4.55 | 710 | 23.5% | -0.56 | 0.0476 | -0.012 | |
| 1.78 | 1.98 | 55 | 1,044 | 23.0% | 0.36 | 0.0433 | -0.010 | 62.5 | 5.90 | 6.20 | 446 | 23.1% | -0.67 | 0.0453 | -0.010 | |
| 1.18 | 1.51 | 6 | 813 | 23.8% | 0.26 | 0.0384 | -0.009 | 65 | 7.70 | 8.05 | 66 | 22.3% | -0.77 | 0.0392 | -0.008 | |
| 0.5700 | 0.9300 | 44 | 455 | 22.4% | 0.19 | 0.0316 | -0.007 | 67.5 | 9.10 | 10.15 | -0.85 | 0.0314 | -0.006 | |||
| 0.4500 | 0.6700 | 899 | 23.7% | 0.13 | 0.0247 | -0.006 | 70 | 11.30 | 12.50 | -0.91 | 0.0283 | -0.004 | ||||
| 0.1000 | 0.4800 | 88 | 22.7% | 0.09 | 0.0186 | -0.004 | 72.5 | 13.35 | 15.95 | 15 | -0.97 | 0.0293 | -0.008 | |||
| 0.0100 | 0.3200 | 3,649 | 22.5% | 0.06 | 0.0136 | -0.003 | 75 | 15.00 | 18.90 | -1.00 | 0.0000 | -0.010 | ||||
| 0.0200 | 0.1600 | 266 | 24.4% | 0.03 | 0.0071 | -0.002 | 80 | 20.35 | 23.40 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.1100 | 76 | 26.3% | 0.01 | 0.0037 | -0.001 | 85 | 25.00 | 28.90 | -1.00 | 0.0000 | -0.010 | ||||
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.