VST Optionskette Vistra Corp.
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 ±11.7% (127.72–161.62) · ATM IV 42.4% · P/C Open Interest 1.66
| 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 | |
| 66.60 | 70.60 | 1.00 | 0.0001 | 0.000 | 75 | 0.0100 | 0.2100 | 3 | 172 | 82.3% | -0.00 | 0.0001 | -0.001 | |||
| 61.65 | 65.65 | 3 | 1.00 | 0.0002 | 0.000 | 80 | 0 | 0.4300 | 27 | 82.2% | -0.00 | 0.0002 | -0.002 | |||
| 57.15 | 59.90 | 1.00 | 0.0003 | 0.000 | 85 | 0 | 0.4400 | 9 | 74.8% | -0.00 | 0.0003 | -0.003 | ||||
| 52.20 | 54.95 | 4 | 0.99 | 0.0006 | 0.000 | 90 | 0 | 0.2800 | 10 | 22 | 63.2% | -0.01 | 0.0006 | -0.004 | ||
| 47.05 | 50.20 | 5 | 0.99 | 0.0009 | 0.000 | 95 | 0 | 0.5000 | 19 | 62.0% | -0.01 | 0.0009 | -0.007 | |||
| 42.30 | 44.95 | 30 | 67 | 0.98 | 0.0016 | -0.004 | 100 | 0 | 0.3700 | 5 | 596 | 52.6% | -0.02 | 0.0016 | -0.011 | |
| 37.55 | 40.00 | 21 | 0.97 | 0.0025 | -0.010 | 105 | 0 | 0.3000 | 3 | 275 | 45.0% | -0.03 | 0.0025 | -0.017 | ||
| 32.70 | 35.15 | 15 | 35 | 35.1% | 0.96 | 0.0039 | -0.018 | 110 | 0.3000 | 0.5100 | 20 | 12.4K | 46.7% | -0.04 | 0.0039 | -0.024 |
| 28.05 | 30.55 | 21 | 16 | 40.6% | 0.93 | 0.0058 | -0.029 | 115 | 0.5100 | 0.7400 | 39 | 468 | 44.3% | -0.07 | 0.0058 | -0.034 |
| 23.45 | 25.95 | 17 | 51 | 39.9% | 0.89 | 0.0082 | -0.042 | 120 | 1.04 | 1.26 | 109 | 3,456 | 44.1% | -0.11 | 0.0083 | -0.047 |
| 19.35 | 21.60 | 12 | 127 | 40.5% | 0.84 | 0.0110 | -0.056 | 125 | 1.77 | 1.99 | 108 | 2,232 | 43.4% | -0.16 | 0.0111 | -0.060 |
| 16.10 | 17.50 | 14 | 231 | 42.1% | 0.78 | 0.0139 | -0.070 | 130 | 2.86 | 3.05 | 511 | 3,327 | 42.8% | -0.23 | 0.0141 | -0.073 |
| 13.15 | 13.75 | 47 | 251 | 42.6% | 0.70 | 0.0165 | -0.082 | 135 | 4.40 | 4.65 | 118 | 3,300 | 42.8% | -0.31 | 0.0167 | -0.085 |
| 10.25 | 10.65 | 875 | 2,195 | 42.4% | 0.61 | 0.0182 | -0.090 | 140 | 6.15 | 6.80 | 334 | 3,163 | 42.3% | -0.40 | 0.0185 | -0.092 |
| 7.65 | 8.20 | 293 | 823 | 42.2% | 0.51 | 0.0189 | -0.094 | 145 | 8.65 | 9.40 | 43 | 831 | 42.5% | -0.49 | 0.0192 | -0.095 |
| 5.80 | 6.00 | 686 | 1,083 | 42.2% | 0.42 | 0.0185 | -0.092 | 150 | 11.75 | 12.35 | 4 | 888 | 42.8% | -0.59 | 0.0189 | -0.093 |
| 4.25 | 4.50 | 95 | 634 | 42.6% | 0.34 | 0.0172 | -0.087 | 155 | 15.10 | 16.70 | 9 | 811 | 45.3% | -0.67 | 0.0176 | -0.087 |
| 3.05 | 3.30 | 299 | 1,739 | 42.9% | 0.27 | 0.0153 | -0.079 | 160 | 18.60 | 20.25 | 3 | 1,808 | 44.0% | -0.74 | 0.0156 | -0.077 |
| 2.20 | 2.39 | 50 | 2,728 | 43.3% | 0.21 | 0.0132 | -0.069 | 165 | 22.55 | 24.80 | 156 | 45.4% | -0.81 | 0.0134 | -0.067 | |
| 1.51 | 1.81 | 114 | 1,387 | 43.9% | 0.16 | 0.0110 | -0.059 | 170 | 26.90 | 29.25 | 1 | 249 | 46.5% | -0.85 | 0.0111 | -0.055 |
| 1.04 | 1.25 | 66 | 704 | 43.9% | 0.12 | 0.0090 | -0.050 | 175 | 31.45 | 33.85 | 201 | 47.7% | -0.89 | 0.0091 | -0.045 | |
| 0.7800 | 0.9000 | 601 | 1,769 | 44.8% | 0.09 | 0.0072 | -0.041 | 180 | 36.05 | 38.55 | 10 | 48.6% | -0.92 | 0.0073 | -0.035 | |
| 0.4300 | 0.8800 | 31 | 585 | 46.2% | 0.07 | 0.0058 | -0.034 | 185 | 40.95 | 43.35 | 2 | 50.9% | -0.94 | 0.0062 | -0.027 | |
| 0.0600 | 0.6400 | 1 | 767 | 44.2% | 0.05 | 0.0046 | -0.028 | 190 | 45.75 | 48.20 | 4 | 52.3% | -0.96 | 0.0057 | -0.026 | |
| 0.0100 | 0.6200 | 401 | 46.6% | 0.04 | 0.0036 | -0.022 | 195 | 49.65 | 53.70 | 49.9% | -0.98 | 0.0051 | -0.025 | |||
| 0.1500 | 0.4100 | 307 | 1,744 | 48.7% | 0.03 | 0.0029 | -0.018 | 200 | 54.65 | 58.70 | 53.3% | -0.99 | 0.0033 | -0.029 | ||
| 0.0500 | 0.5100 | 30 | 407 | 54.5% | 0.02 | 0.0018 | -0.012 | 210 | 65.20 | 68.65 | 10 | 65.8% | -1.00 | 0.0000 | -0.026 | |
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 — Oct 16, 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.