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 ±6.3% (54.90–62.23) · ATM IV 24.0% · P/C Open Interest 0.41
| 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 | |
| 22.55 | 24.90 | 2 | 1.00 | 0.0008 | -0.001 | 35 | 0 | 0.0500 | 69.9% | -0.00 | 0.0008 | -0.001 | ||||
| 20.05 | 22.55 | 1.00 | 0.0012 | -0.002 | 37.5 | 0 | 0.2700 | 5 | 78.4% | -0.00 | 0.0012 | -0.002 | ||||
| 17.55 | 20.05 | 0.99 | 0.0020 | -0.003 | 40 | 0 | 0.2700 | 68.6% | -0.01 | 0.0020 | -0.003 | |||||
| 15.05 | 17.55 | 0.99 | 0.0034 | -0.004 | 42.5 | 0 | 0.2500 | 12 | 12 | 58.6% | -0.01 | 0.0034 | -0.004 | |||
| 12.60 | 15.10 | 0.98 | 0.0058 | -0.005 | 45 | 0 | 0.0900 | 6 | 42.1% | -0.02 | 0.0058 | -0.005 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.25 | 12.20 | 0.97 | 0.0099 | -0.007 | 47.5 | 0 | 0.1000 | 28 | 229 | 35.2% | -0.03 | 0.0100 | -0.007 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 49 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.20 | 9.55 | 9 | 0.95 | 0.0175 | -0.010 | 50 | 0.0600 | 0.1900 | 5 | 441 | 33.2% | -0.05 | 0.0177 | -0.010 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 51 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 52 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.95 | 6.90 | 1 | 43 | 0.90 | 0.0314 | -0.013 | 52.5 | 0.0400 | 0.2500 | 37 | 573 | 25.9% | -0.10 | 0.0317 | -0.013 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 53 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 54 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.90 | 4.85 | 11 | 39 | 23.7% | 0.82 | 0.0553 | -0.018 | 55 | 0.3800 | 0.7900 | 10 | 1,070 | 28.0% | -0.19 | 0.0562 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 56 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 57 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.28 | 2.62 | 24 | 987 | 22.0% | 0.65 | 0.0868 | -0.022 | 57.5 | 0.9500 | 1.48 | 154 | 888 | 25.9% | -0.35 | 0.0891 | -0.023 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 58 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 59 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.14 | 1.26 | 532 | 1,708 | 22.3% | 0.42 | 0.0974 | -0.022 | 60 | 2.20 | 2.66 | 156 | 785 | 25.4% | -0.60 | 0.1020 | -0.024 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 61 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 62 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3700 | 0.6200 | 146 | 4,987 | 22.6% | 0.22 | 0.0711 | -0.018 | 62.5 | 3.60 | 4.65 | 727 | 24.1% | -0.81 | 0.0777 | -0.019 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 63 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 64 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 0.2600 | 7 | 1,883 | 23.1% | 0.12 | 0.0425 | -0.013 | 65 | 5.90 | 7.20 | 30.9% | -0.92 | 0.0476 | -0.014 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 66 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 67 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0300 | 0.0800 | 2 | 657 | 23.3% | 0.06 | 0.0249 | -0.009 | 67.5 | 7.65 | 10.50 | 39.1% | -0.97 | 0.0240 | -0.009 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 68 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 69 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0700 | 892 | 26.4% | 0.04 | 0.0151 | -0.006 | 70 | 10.10 | 12.65 | 38.9% | -0.99 | 0.0099 | -0.004 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 71 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0800 | 178 | 31.6% | 0.02 | 0.0096 | -0.005 | 72.5 | 12.65 | 15.10 | 44.6% | -1.00 | 0.0035 | -0.001 | |||
| 0 | 0.0700 | 87 | 35.2% | 0.02 | 0.0064 | -0.004 | 75 | 15.15 | 17.65 | 51.4% | -1.00 | 0.0011 | -0.000 | |||
| 0 | 0.0700 | 27 | 43.1% | 0.01 | 0.0031 | -0.002 | 80 | 20.15 | 22.60 | 60.1% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0700 | 50.3% | 0.00 | 0.0017 | -0.002 | 85 | 25.15 | 27.60 | 69.2% | -1.00 | 0.0000 | 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 — Nov 20, 2026
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.