WMB Optionskette The Williams Companies, 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% (65.31–75.97) · ATM IV 32.1% · P/C Open Interest 0.12
| 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 | |
| 28.70 | 32.70 | 0.99 | 0.0017 | -0.006 | 40 | 0 | 0.1000 | 85.9% | -0.01 | 0.0017 | -0.010 | |||||
| 23.70 | 27.70 | 0.98 | 0.0026 | -0.007 | 45 | 0 | 0.9500 | 102.8% | -0.02 | 0.0026 | -0.010 | |||||
| 19.30 | 22.70 | 63.8% | 0.98 | 0.0043 | -0.009 | 50 | 0 | 0.7500 | 7 | 78.5% | -0.02 | 0.0043 | -0.011 | |||
| 14.40 | 17.70 | 50.6% | 0.96 | 0.0076 | -0.011 | 55 | 0 | 0.7500 | 48 | 60.8% | -0.04 | 0.0076 | -0.013 | |||
| 11.80 | 13.80 | 0.95 | 0.0114 | -0.013 | 58 | 0 | 2.20 | 69.6% | -0.05 | 0.0114 | -0.014 | |||||
| 11.00 | 12.90 | 30.7% | 0.94 | 0.0132 | -0.013 | 59 | 0.0500 | 2.25 | 66.5% | -0.06 | 0.0133 | -0.015 | ||||
| 10.20 | 11.20 | 23 | 0.94 | 0.0155 | -0.015 | 60 | 0.1000 | 0.2500 | 9 | 372 | 36.6% | -0.06 | 0.0156 | -0.016 | ||
| 9.00 | 10.80 | 0.92 | 0.0184 | -0.016 | 61 | 0.1500 | 0.3500 | 36.6% | -0.08 | 0.0185 | -0.017 | |||||
| 8.20 | 10.30 | 36.0% | 0.91 | 0.0220 | -0.018 | 62 | 0.1500 | 0.7500 | 39.3% | -0.09 | 0.0222 | -0.019 | ||||
| 7.30 | 9.60 | 37.7% | 0.89 | 0.0264 | -0.021 | 63 | 0.3500 | 0.8500 | 39.4% | -0.11 | 0.0266 | -0.022 | ||||
| 6.40 | 8.10 | 29.3% | 0.86 | 0.0315 | -0.024 | 64 | 0.4000 | 0.9000 | 36.7% | -0.14 | 0.0317 | -0.025 | ||||
| 6.20 | 6.80 | 60 | 176 | 31.5% | 0.82 | 0.0369 | -0.028 | 65 | 0.6000 | 0.7500 | 54 | 5,448 | 33.5% | -0.18 | 0.0372 | -0.029 |
| 5.10 | 5.90 | 27.7% | 0.78 | 0.0422 | -0.032 | 66 | 0.8500 | 0.9500 | 261 | 33.5% | -0.22 | 0.0427 | -0.033 | |||
| 4.80 | 5.30 | 32.7% | 0.74 | 0.0474 | -0.035 | 67 | 1.00 | 1.25 | 262 | 32.8% | -0.26 | 0.0480 | -0.036 | |||
| 3.70 | 4.50 | 28.9% | 0.69 | 0.0521 | -0.038 | 68 | 1.40 | 1.55 | 259 | 33.2% | -0.32 | 0.0528 | -0.039 | |||
| 3.50 | 3.80 | 31.4% | 0.63 | 0.0561 | -0.040 | 69 | 1.75 | 1.90 | 32.8% | -0.37 | 0.0569 | -0.041 | ||||
| 2.90 | 3.20 | 1,084 | 31.0% | 0.58 | 0.0590 | -0.041 | 70 | 2.15 | 2.25 | 1,007 | 7,265 | 32.1% | -0.43 | 0.0600 | -0.042 | |
| 2.55 | 2.65 | 25 | 2 | 31.7% | 0.52 | 0.0605 | -0.042 | 71 | 2.65 | 2.80 | 88 | 32.5% | -0.49 | 0.0617 | -0.043 | |
| 2.05 | 2.20 | 116 | 24 | 31.4% | 0.46 | 0.0605 | -0.041 | 72 | 3.10 | 3.40 | 32.1% | -0.55 | 0.0619 | -0.042 | ||
| 1.70 | 1.80 | 98 | 31.6% | 0.40 | 0.0591 | -0.040 | 73 | 3.60 | 4.00 | 31.3% | -0.61 | 0.0607 | -0.041 | |||
| 1.35 | 1.45 | 12 | 3 | 31.4% | 0.34 | 0.0565 | -0.038 | 74 | 4.30 | 4.90 | 33.0% | -0.67 | 0.0583 | -0.039 | ||
| 1.05 | 1.15 | 207 | 39.5K | 31.1% | 0.29 | 0.0528 | -0.035 | 75 | 5.10 | 5.50 | 2,378 | 32.7% | -0.72 | 0.0549 | -0.036 | |
| 0.8000 | 0.9000 | 1,172 | 30.8% | 0.24 | 0.0483 | -0.032 | 76 | 5.80 | 7.30 | 39.9% | -0.77 | 0.0506 | -0.033 | |||
| 0.5000 | 0.7500 | 14 | 30.2% | 0.20 | 0.0432 | -0.028 | 77 | 6.20 | 8.30 | 38.9% | -0.82 | 0.0457 | -0.029 | |||
| 0.4500 | 0.5500 | 2 | 22 | 30.7% | 0.16 | 0.0380 | -0.025 | 78 | 7.00 | 9.20 | 39.6% | -0.86 | 0.0407 | -0.026 | ||
| 0.2500 | 0.5000 | 5 | 30.6% | 0.13 | 0.0328 | -0.022 | 79 | 8.10 | 9.90 | 40.9% | -0.89 | 0.0358 | -0.023 | |||
| 0.2000 | 0.3500 | 84 | 31.7K | 30.4% | 0.11 | 0.0282 | -0.019 | 80 | 9.10 | 9.90 | 59 | 32.5% | -0.92 | 0.0312 | -0.020 | |
| 0.1000 | 0.5500 | 34.1% | 0.09 | 0.0242 | -0.017 | 81 | 9.90 | 11.80 | 43.5% | -0.94 | 0.0274 | -0.018 | ||||
| 0.0500 | 0.3500 | 32.4% | 0.08 | 0.0210 | -0.016 | 82 | 10.80 | 13.00 | 47.2% | -0.95 | 0.0245 | -0.017 | ||||
| 0.0500 | 0.2500 | 39.2K | 36.3% | 0.06 | 0.0147 | -0.014 | 85 | 13.60 | 16.50 | 57.9% | -0.97 | 0.0171 | -0.015 | |||
| 0 | 0.7500 | 165 | 54.4% | 0.04 | 0.0096 | -0.013 | 90 | 18.10 | 21.50 | 63.4% | -0.98 | 0.0109 | -0.014 | |||
| 0 | 0.1500 | 26.8K | 47.7% | 0.03 | 0.0070 | -0.013 | 95 | 23.10 | 26.50 | 73.4% | -0.99 | 0.0075 | -0.012 | |||
| 0 | 0.6000 | 193 | 68.7% | 0.03 | 0.0054 | -0.012 | 100 | 28.60 | 31.50 | 89.6% | -0.99 | 0.0052 | -0.011 | |||
| 0 | 0.0500 | 11 | 53.3% | 0.02 | 0.0043 | -0.012 | 105 | 33.10 | 36.50 | 91.1% | -0.99 | 0.0035 | -0.011 | |||
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.