W Optionskette Wayfair Inc.

Verfall Cboe delayed options data · Stand Sep 03, 21:55 UTC

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% (90.98–103.22) · ATM IV 52.8% · P/C Open Interest 1.49

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
46.30	49.30		10	275.5%	0.99	0.0006	0.000	50	0	2.12		10	309.4%	-0.01	0.0006	-0.021
41.15	44.30			234.3%	0.99	0.0008	-0.005	55	0	2.12		10	271.6%	-0.01	0.0008	-0.025
36.15	39.30		7	203.0%	0.99	0.0012	-0.011	60	0	1.37			213.6%	-0.01	0.0012	-0.028
31.30	34.30		6	179.2%	0.99	0.0018	-0.018	65	0	1.40		9	184.8%	-0.01	0.0018	-0.033
26.35	29.25			151.5%	0.98	0.0028	-0.025	70	0	1.35		36	155.5%	-0.02	0.0028	-0.038
21.25	24.40			126.5%	0.97	0.0045	-0.035	75	0	0.8100		549	114.3%	-0.03	0.0045	-0.046
18.60	21.35		1	117.9%	0.97	0.0063	-0.044	78	0	1.01		36	105.6%	-0.04	0.0063	-0.053
17.60	20.45			114.7%	0.96	0.0071	-0.048	79	0	0.3600		70	80.6%	-0.04	0.0071	-0.056
16.40	19.45			105.5%	0.96	0.0080	-0.051	80	0	0.7300		21	88.8%	-0.04	0.0080	-0.059
15.70	18.40			105.2%	0.95	0.0091	-0.055	81	0.0200	1.11		12	94.0%	-0.05	0.0091	-0.063
14.70	17.15			95.3%	0.95	0.0103	-0.059	82	0.0300	0.2800	10	14	66.5%	-0.05	0.0103	-0.067
13.65	16.45		1	94.7%	0.94	0.0117	-0.064	83	0.0100	0.3100	26	40	62.9%	-0.06	0.0117	-0.071
12.90	15.20	10	10	89.5%	0.93	0.0133	-0.069	84	0.0100	1.94		4	94.0%	-0.07	0.0134	-0.075
11.70	14.25			81.8%	0.92	0.0152	-0.074	85	0.0600	0.4100	11	272	59.8%	-0.08	0.0153	-0.080
10.85	13.50			83.0%	0.91	0.0175	-0.081	86	0.1000	0.5800	2	17	60.9%	-0.09	0.0176	-0.086
9.80	12.60			78.3%	0.90	0.0202	-0.088	87	0.3300	0.7700		25	64.6%	-0.10	0.0203	-0.093
9.10	11.70			78.3%	0.88	0.0234	-0.097	88	0.2700	0.7700	8	36	58.8%	-0.12	0.0235	-0.102
8.20	10.75		32	74.5%	0.86	0.0269	-0.108	89	0.3700	0.9200	4	24	58.0%	-0.14	0.0270	-0.112
7.25	10.05			72.9%	0.83	0.0309	-0.120	90	0.5000	0.9900	72	135	55.8%	-0.17	0.0310	-0.124
6.50	8.80			66.9%	0.80	0.0350	-0.133	91	0.6600	1.06		59	53.5%	-0.20	0.0352	-0.137
5.70	7.45		4	59.2%	0.77	0.0391	-0.147	92	0.9200	1.21	24	56	52.8%	-0.24	0.0393	-0.150
5.25	5.90		23	53.0%	0.72	0.0430	-0.160	93	1.12	1.60	55	97	53.1%	-0.28	0.0432	-0.163
4.35	5.20	3		50.5%	0.68	0.0463	-0.172	94	1.49	1.83	24	39	52.6%	-0.32	0.0466	-0.174
4.05	4.60	1	9	53.9%	0.63	0.0490	-0.181	95	1.96	2.23	23	15	53.7%	-0.37	0.0493	-0.183
3.45	4.00		14	53.4%	0.58	0.0508	-0.188	96	2.19	2.71	39	490	52.4%	-0.42	0.0511	-0.190
2.92	3.50		57	53.5%	0.53	0.0517	-0.192	97	2.72	3.10		9	52.0%	-0.47	0.0520	-0.193
2.50	3.05	142	23	54.1%	0.48	0.0518	-0.192	98	3.20	3.75	1	39	52.6%	-0.53	0.0520	-0.193
2.09	2.63		350	54.2%	0.43	0.0509	-0.189	99	3.80	4.25	37	5	52.0%	-0.58	0.0512	-0.190
1.77	2.17	27	100	53.9%	0.38	0.0492	-0.183	100	4.40	4.95	4	99	52.3%	-0.63	0.0495	-0.183
1.43	1.91	17	27	54.3%	0.33	0.0468	-0.175	101	5.10	5.65		14	52.7%	-0.67	0.0471	-0.174
1.20	1.64	3	78	55.0%	0.29	0.0439	-0.165	102	5.85	6.45		35	53.8%	-0.71	0.0441	-0.164
0.9600	1.26	24	70	53.7%	0.25	0.0406	-0.154	103	6.50	7.15		11	51.9%	-0.75	0.0407	-0.152
0.7800	1.05	5	4	53.9%	0.22	0.0370	-0.143	104	6.60	8.00		13	43.1%	-0.79	0.0372	-0.141
0.4900	0.8500	222	21	52.2%	0.19	0.0335	-0.132	105	7.60	8.95	1	19	46.2%	-0.82	0.0336	-0.129
0.4600	0.9900		3	57.7%	0.16	0.0301	-0.122	106	7.75	9.85		1		-0.84	0.0302	-0.119
0.3900	1.07		46	61.8%	0.14	0.0270	-0.113	107	9.05	10.90		1	40.6%	-0.86	0.0270	-0.109
0.2600	0.9400		112	61.8%	0.13	0.0242	-0.105	108	9.15	11.65		7		-0.88	0.0242	-0.100
0.1200	0.8300		6	61.2%	0.11	0.0217	-0.099	109	10.15	12.70				-0.89	0.0217	-0.093
0.1600	0.7300		14	63.5%	0.10	0.0195	-0.093	110	11.35	13.70		37		-0.90	0.0194	-0.086
0.1300	0.6300	3	114	64.2%	0.09	0.0175	-0.088	111	13.10	14.55				-0.91	0.0176	-0.081
0.0100	0.5800		173	63.5%	0.08	0.0159	-0.083	112	13.00	15.60				-0.92	0.0160	-0.076
0.0100	0.5600		3	66.0%	0.07	0.0144	-0.079	113	13.90	16.50				-0.93	0.0146	-0.071
0.0100	0.5600	16	14	68.9%	0.07	0.0131	-0.076	114	14.95	17.45				-0.94	0.0134	-0.067
0	1.33		90	88.1%	0.06	0.0120	-0.072	115	15.95	18.40		1		-0.94	0.0124	-0.064
0	1.93		3	101.4%	0.06	0.0110	-0.070	116	16.85	19.40				-0.95	0.0115	-0.061
0	2.00		2	105.8%	0.05	0.0101	-0.067	117	17.80	20.40				-0.95	0.0107	-0.058
0	1.60		12	102.4%	0.05	0.0094	-0.064	118	18.80	21.40				-0.95	0.0100	-0.055
0	1.76		1	108.3%	0.05	0.0087	-0.062	119	19.80	22.50				-0.96	0.0094	-0.053
0	1.39		27	104.7%	0.04	0.0080	-0.060	120	20.80	23.60				-0.96	0.0088	-0.050
0	1.79		1	115.0%	0.04	0.0075	-0.058	121	21.80	24.45				-0.96	0.0083	-0.048
0	1.77		1	117.7%	0.04	0.0070	-0.056	122	22.85	25.40				-0.97	0.0078	-0.047
0	2.14		4	127.1%	0.04	0.0065	-0.055	123	23.80	26.60				-0.97	0.0074	-0.045
0	1.98		2	127.3%	0.03	0.0061	-0.053	124	24.80	27.60				-0.97	0.0070	-0.044
0	1.94			129.6%	0.03	0.0057	-0.051	125	25.80	28.80				-0.97	0.0066	-0.043
0	2.12		15	135.6%	0.03	0.0054	-0.050	126	26.80	29.40				-0.97	0.0062	-0.041
0	1.95		1	135.4%	0.03	0.0051	-0.049	127	27.80	30.80				-0.98	0.0059	-0.040
0	1.95			138.2%	0.03	0.0048	-0.048	128	28.80	31.40				-0.98	0.0056	-0.039
0	2.13		5	144.3%	0.03	0.0045	-0.046	129	29.80	32.45				-0.98	0.0054	-0.038
0	2.13		5	147.0%	0.03	0.0043	-0.045	130	30.80	33.60				-0.98	0.0051	-0.037
0	1.72		54	152.2%	0.02	0.0033	-0.040	135	35.80	38.60				-0.98	0.0039	-0.035
0	2.12		37	172.6%	0.02	0.0027	-0.036	140	40.80	43.45				-0.99	0.0031	-0.033
0	1.92			180.2%	0.01	0.0022	-0.033	145	45.80	48.60				-0.99	0.0024	-0.032

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 — Sep 11, 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.

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Volatility Smile — Sep 11, 2026

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