VALE Optionskette Vale S.A.
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 ±9.1% (11.96–14.35) · ATM IV 38.4% · P/C Open Interest 0.27
| 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 | |
| 4.20 | 8.25 | 5 | 131.6% | 1.00 | 0.0030 | 0.000 | 7 | 0 | 2.13 | 292.0% | -0.00 | 0.0030 | -0.000 | |||
| 5.00 | 5.30 | 60.8% | 0.99 | 0.0063 | -0.000 | 8 | 0 | 0.0100 | 69.2% | -0.01 | 0.0063 | -0.001 | ||||
| 4.05 | 4.30 | 4 | 66.9% | 0.99 | 0.0134 | -0.001 | 9 | 0 | 0.0200 | 1 | 59.3% | -0.01 | 0.0135 | -0.001 | ||
| 3.55 | 3.80 | 57.6% | 0.98 | 0.0201 | -0.001 | 9.5 | 0 | 0.0200 | 51.8% | -0.02 | 0.0202 | -0.001 | ||||
| 3.05 | 3.30 | 48.8% | 0.97 | 0.0312 | -0.001 | 10 | 0.0100 | 0.0300 | 1 | 51 | 49.7% | -0.03 | 0.0313 | -0.002 | ||
| 2.60 | 2.77 | 44.2% | 0.96 | 0.0499 | -0.002 | 10.5 | 0.0200 | 0.0500 | 1 | 46.9% | -0.04 | 0.0502 | -0.002 | |||
| 2.14 | 2.29 | 3 | 1 | 42.9% | 0.93 | 0.0807 | -0.003 | 11 | 0.0400 | 0.0600 | 6 | 4,539 | 42.1% | -0.07 | 0.0812 | -0.004 |
| 1.69 | 1.83 | 40.7% | 0.88 | 0.1255 | -0.005 | 11.5 | 0.0900 | 0.1200 | 1,165 | 41.7% | -0.12 | 0.1265 | -0.005 | |||
| 1.30 | 1.43 | 182 | 41.5% | 0.80 | 0.1799 | -0.007 | 12 | 0.1700 | 0.2000 | 432 | 3,608 | 40.1% | -0.20 | 0.1815 | -0.007 | |
| 0.9500 | 1.04 | 40.0% | 0.69 | 0.2300 | -0.008 | 12.5 | 0.3000 | 0.3500 | 2 | 39.6% | -0.31 | 0.2324 | -0.008 | |||
| 0.6500 | 0.7100 | 134 | 1,645 | 38.4% | 0.57 | 0.2606 | -0.009 | 13 | 0.4900 | 0.5400 | 22 | 5,996 | 38.4% | -0.44 | 0.2642 | -0.009 |
| 0.4200 | 0.4800 | 313 | 38.2% | 0.44 | 0.2651 | -0.009 | 13.5 | 0.7600 | 0.8100 | 38.2% | -0.57 | 0.2701 | -0.009 | |||
| 0.2600 | 0.2900 | 771 | 8,509 | 37.5% | 0.31 | 0.2418 | -0.008 | 14 | 1.09 | 1.16 | 1 | 11.8K | 38.5% | -0.70 | 0.2488 | -0.008 |
| 0.1500 | 0.1900 | 3 | 38.1% | 0.21 | 0.1975 | -0.006 | 14.5 | 1.09 | 3.15 | 83.0% | -0.80 | 0.2062 | -0.007 | |||
| 0.0800 | 0.1000 | 491 | 22.3K | 37.2% | 0.14 | 0.1480 | -0.005 | 15 | 1.88 | 1.96 | 5,079 | 34.9% | -0.88 | 0.1582 | -0.005 | |
| 0.0400 | 0.0800 | 1 | 39.2% | 0.09 | 0.1069 | -0.004 | 15.5 | 0.9500 | 3.95 | 45.6% | -0.93 | 0.1181 | -0.004 | |||
| 0.0200 | 0.0600 | 20 | 8,466 | 40.9% | 0.06 | 0.0773 | -0.003 | 16 | 2.82 | 3.15 | 29 | 6,527 | 56.3% | -0.96 | 0.0867 | -0.003 |
| 0.0100 | 0.0400 | 5 | 42.0% | 0.05 | 0.0566 | -0.002 | 16.5 | 1.27 | 5.35 | -0.98 | 0.0693 | -0.002 | ||||
| 0.0100 | 0.0400 | 403 | 8,424 | 42.7% | 0.03 | 0.0420 | -0.002 | 17 | 2.76 | 5.85 | 100.2% | -0.99 | 0.0407 | -0.002 | ||
| 0 | 0.0300 | 4 | 46.7% | 0.02 | 0.0314 | -0.002 | 17.5 | 2.30 | 6.35 | -1.00 | 0.0177 | -0.002 | ||||
| 0 | 0.0200 | 5 | 86.6K | 47.7% | 0.02 | 0.0237 | -0.001 | 18 | 2.77 | 6.85 | -1.00 | 0.0019 | -0.002 | |||
| 0 | 0.0200 | 51.2% | 0.01 | 0.0180 | -0.001 | 18.5 | 3.25 | 7.35 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 0.0200 | 90 | 54.5% | 0.01 | 0.0139 | -0.001 | 19 | 3.75 | 7.85 | -1.00 | 0.0000 | -0.002 | ||||
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.