WBD Optionskette Warner Bros. Discovery, Inc.
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 ±7.5% (26.17–30.39) · ATM IV 25.3% · P/C Open Interest 3.55
| 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 | |
| 7.75 | 12.00 | 74.2% | 0.99 | 0.0086 | -0.002 | 19 | 0 | 0.0400 | 101 | 54.0% | -0.02 | 0.0087 | -0.004 | |||
| 7.65 | 9.50 | 17 | 0.98 | 0.0116 | -0.003 | 20 | 0.0300 | 0.0800 | 60 | 241.5K | 56.1% | -0.03 | 0.0117 | -0.004 | ||
| 6.65 | 8.50 | 8 | 0.97 | 0.0156 | -0.004 | 21 | 0.0100 | 0.4600 | 993 | 67.4% | -0.04 | 0.0158 | -0.005 | |||
| 5.65 | 8.70 | 10 | 70.4% | 0.96 | 0.0212 | -0.004 | 22 | 0 | 0.5000 | 1,159 | 60.4% | -0.05 | 0.0216 | -0.006 | ||
| 3.80 | 7.90 | 3 | 40.8% | 0.94 | 0.0290 | -0.005 | 23 | 0.0600 | 0.1700 | 2 | 15.5K | 43.2% | -0.07 | 0.0296 | -0.007 | |
| 2.80 | 5.65 | 1 | 281 | 0.92 | 0.0401 | -0.006 | 24 | 0 | 0.5800 | 10 | 14.6K | 47.1% | -0.09 | 0.0411 | -0.007 | |
| 2.00 | 4.40 | 8,154 | 0.89 | 0.0560 | -0.008 | 25 | 0.2000 | 0.2500 | 3,439 | 179.2K | 36.3% | -0.13 | 0.0577 | -0.009 | ||
| 2.65 | 3.50 | 3,854 | 32.1% | 0.84 | 0.0792 | -0.009 | 26 | 0.2000 | 0.3800 | 1,050 | 15.8K | 31.5% | -0.18 | 0.0822 | -0.009 | |
| 1.00 | 2.50 | 1 | 10.9K | 0.76 | 0.1123 | -0.010 | 27 | 0.3000 | 0.6100 | 551 | 132.6K | 28.6% | -0.25 | 0.1185 | -0.010 | |
| 1.23 | 1.58 | 21 | 43.0K | 24.5% | 0.65 | 0.1568 | -0.010 | 28 | 0.5100 | 0.9000 | 2,507 | 64.1K | 26.1% | -0.38 | 0.1707 | -0.011 |
| 0.6000 | 0.7800 | 526 | 50.1K | 19.8% | 0.48 | 0.2005 | -0.009 | 29 | 0.8400 | 4.95 | 111 | 69.4% | -0.58 | 0.2356 | -0.011 | |
| 0.2500 | 0.3300 | 1,323 | 43.3K | 18.9% | 0.26 | 0.1908 | -0.006 | 30 | 0.3000 | 2.00 | 55 | -0.90 | 0.3308 | -0.011 | ||
| 0.0100 | 0.0300 | 230 | 25.0K | 12.1% | 0.11 | 0.1123 | -0.003 | 31 | 0 | 3.30 | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.0200 | 3,036 | 14.6% | 0.04 | 0.0532 | -0.002 | 32 | 1.80 | 6.00 | 41.6% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.0300 | 32 | 19.2% | 0.02 | 0.0264 | -0.001 | 33 | 2.54 | 7.00 | 42.4% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.0400 | 23.7% | 0.01 | 0.0143 | -0.001 | 34 | 3.60 | 8.00 | 49.2% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.0300 | 26.0% | 0.01 | 0.0083 | -0.000 | 35 | 4.55 | 9.00 | 53.2% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 5.00 | 120.9% | 0.00 | 0.0052 | -0.000 | 36 | 5.55 | 10.00 | 58.0% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.6400 | 57.4% | 0.00 | 0.0034 | -0.000 | 37 | 6.55 | 11.00 | 62.5% | -1.00 | 0.0000 | -0.013 | ||||
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.