XLRE Optionskette State Street Real Estate Select Sector SPDR ETF
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 ±9.3% (37.75–45.45) · ATM IV 14.8% · P/C Open Interest 0.03
| 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 | |
| 8.60 | 9.70 | 63 | 23.9% | 0.89 | 0.0217 | -0.002 | 33 | 0 | 0.9500 | 27.5% | -0.11 | 0.0216 | -0.004 | |||
| 5.60 | 10.60 | 132 | 20.0% | 0.88 | 0.0253 | -0.002 | 34 | 0 | 5.00 | 48.9% | -0.13 | 0.0254 | -0.004 | |||
| 4.60 | 9.60 | 141 | 17.5% | 0.85 | 0.0295 | -0.003 | 35 | 0 | 5.00 | 45.3% | -0.15 | 0.0299 | -0.004 | |||
| 5.90 | 7.00 | 32 | 20.9% | 0.83 | 0.0344 | -0.003 | 36 | 0 | 5.00 | 41.7% | -0.17 | 0.0353 | -0.004 | |||
| 3.10 | 7.90 | 4 | 18.7% | 0.80 | 0.0403 | -0.003 | 37 | 0.2000 | 5.00 | 1 | 35.7% | -0.21 | 0.0417 | -0.004 | ||
| 2.85 | 7.70 | 2 | 24.1% | 0.76 | 0.0472 | -0.004 | 38 | 0 | 5.00 | 34.5% | -0.24 | 0.0492 | -0.005 | |||
| 1.65 | 6.40 | 2 | 18.3% | 0.72 | 0.0552 | -0.004 | 39 | 0 | 5.00 | 30.9% | -0.29 | 0.0578 | -0.005 | |||
| 1.15 | 6.00 | 46 | 19.9% | 0.67 | 0.0639 | -0.004 | 40 | 0.1500 | 5.00 | 2 | 28.2% | -0.35 | 0.0674 | -0.005 | ||
| 0.2000 | 5.10 | 2 | 16.8% | 0.60 | 0.0727 | -0.004 | 41 | 0.0500 | 5.00 | 5 | 23.9% | -0.41 | 0.0775 | -0.005 | ||
| 0 | 5.00 | 17 | 19.3% | 0.53 | 0.0801 | -0.004 | 42 | 0 | 2.70 | 10.3% | -0.50 | 0.0865 | -0.004 | |||
| 0 | 5.00 | 22.7% | 0.45 | 0.0839 | -0.004 | 43 | 0 | 5.00 | 14.5% | -0.59 | 0.0920 | -0.004 | ||||
| 0 | 5.00 | 5 | 25.8% | 0.37 | 0.0824 | -0.004 | 44 | 1.05 | 5.90 | 17.7% | -0.68 | 0.0910 | -0.004 | |||
| 0 | 5.00 | 21 | 28.6% | 0.29 | 0.0758 | -0.003 | 45 | 1.55 | 6.40 | 15.7% | -0.76 | 0.0827 | -0.003 | |||
| 0 | 5.00 | 1 | 31.2% | 0.23 | 0.0663 | -0.003 | 46 | 2.55 | 7.40 | 18.1% | -0.83 | 0.0698 | -0.002 | |||
| 0 | 1.85 | 1 | 18.4% | 0.18 | 0.0564 | -0.003 | 47 | 3.10 | 7.90 | 13.6% | -0.88 | 0.0562 | -0.002 | |||
| 0 | 5.00 | 35.9% | 0.15 | 0.0474 | -0.003 | 48 | 4.00 | 8.90 | 14.2% | -0.91 | 0.0441 | -0.001 | ||||
| 0 | 5.00 | 38.1% | 0.12 | 0.0397 | -0.002 | 49 | 5.00 | 9.90 | 1 | 15.9% | -0.93 | 0.0345 | -0.000 | |||
| 0 | 5.00 | 40.1% | 0.10 | 0.0334 | -0.002 | 50 | 6.00 | 10.90 | 17.5% | -0.95 | 0.0269 | 0.000 | ||||
| 0 | 5.00 | 42.1% | 0.08 | 0.0284 | -0.002 | 51 | 7.00 | 11.90 | 19.2% | -0.96 | 0.0212 | 0.000 | ||||
| 0 | 5.00 | 44.0% | 0.07 | 0.0242 | -0.002 | 52 | 8.00 | 12.90 | 1 | 20.8% | -0.97 | 0.0169 | 0.000 | |||
| 0 | 5.00 | 45.8% | 0.06 | 0.0209 | -0.002 | 53 | 9.00 | 13.90 | 2 | 22.3% | -0.98 | 0.0136 | 0.000 | |||
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 — May 21, 2027
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.