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 ±3.4% (40.28–43.09) · ATM IV 13.9% · P/C Open Interest 1.02
| 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 | |
| 11.00 | 13.00 | 72.9% | 1.00 | 0.0005 | 0.000 | 30 | 0 | 0.7500 | 84.4% | -0.00 | 0.0005 | -0.000 | ||||
| 8.50 | 10.00 | 1 | 68.2% | 1.00 | 0.0024 | 0.000 | 33 | 0 | 0.7500 | 44 | 65.0% | -0.00 | 0.0024 | -0.001 | ||
| 7.50 | 9.00 | 61.6% | 0.99 | 0.0042 | 0.000 | 34 | 0 | 0.7500 | 44 | 58.8% | -0.01 | 0.0042 | -0.001 | |||
| 6.50 | 8.00 | 55.1% | 0.99 | 0.0073 | -0.000 | 35 | 0 | 0.1000 | 2 | 33.0% | -0.01 | 0.0074 | -0.001 | |||
| 5.50 | 7.00 | 48.6% | 0.98 | 0.0130 | -0.001 | 36 | 0 | 0.7500 | 46.6% | -0.02 | 0.0131 | -0.002 | ||||
| 4.70 | 5.90 | 44.0% | 0.97 | 0.0232 | -0.002 | 37 | 0 | 0.7500 | 6 | 40.5% | -0.03 | 0.0235 | -0.003 | |||
| 3.70 | 4.90 | 37.4% | 0.95 | 0.0416 | -0.004 | 38 | 0 | 0.3000 | 15 | 25.7% | -0.05 | 0.0422 | -0.004 | |||
| 2.70 | 3.90 | 30.8% | 0.91 | 0.0737 | -0.005 | 39 | 0 | 0.1500 | 27 | 17.0% | -0.10 | 0.0749 | -0.006 | |||
| 1.90 | 2.05 | 124 | 14.6% | 0.82 | 0.1247 | -0.008 | 40 | 0.1500 | 0.2500 | 1,282 | 16.7% | -0.18 | 0.1276 | -0.008 | ||
| 1.20 | 1.25 | 3 | 1,416 | 14.9% | 0.68 | 0.1894 | -0.010 | 41 | 0.3500 | 0.4500 | 49 | 1,281 | 15.1% | -0.33 | 0.1957 | -0.011 |
| 0.5500 | 0.6500 | 64 | 992 | 13.6% | 0.47 | 0.2295 | -0.011 | 42 | 0.7500 | 0.8500 | 46 | 1,198 | 14.2% | -0.55 | 0.2434 | -0.011 |
| 0.2000 | 0.2500 | 33 | 524 | 12.8% | 0.25 | 0.1934 | -0.008 | 43 | 1.15 | 1.55 | 1 | 90 | 10.1% | -0.79 | 0.2193 | -0.009 |
| 0.0500 | 0.1500 | 24 | 221 | 14.1% | 0.11 | 0.1118 | -0.005 | 44 | 1.70 | 2.45 | 107 | -0.96 | 0.1409 | -0.006 | ||
| 0 | 0.1000 | 454 | 15.6% | 0.04 | 0.0516 | -0.002 | 45 | 3.10 | 4.00 | 51 | 27.4% | -1.00 | 0.0000 | -0.005 | ||
| 0 | 0.7500 | 105 | 32.9% | 0.02 | 0.0222 | -0.001 | 46 | 4.00 | 4.70 | 1 | 23.2% | -1.00 | 0.0000 | -0.005 | ||
| 0 | 0.7500 | 197 | 37.5% | 0.01 | 0.0097 | -0.001 | 47 | 5.00 | 6.10 | 36.8% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.3500 | 14 | 33.8% | 0.00 | 0.0044 | -0.000 | 48 | 6.00 | 6.80 | 34.2% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.7500 | 46.0% | 0.00 | 0.0021 | -0.000 | 49 | 6.10 | 8.20 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1000 | 7 | 31.9% | 0.00 | 0.0011 | -0.000 | 50 | 7.10 | 9.20 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.7500 | 53.7% | 0.00 | 0.0006 | 0.000 | 51 | 8.10 | 9.90 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.7500 | 57.3% | 0.00 | 0.0003 | 0.000 | 52 | 9.10 | 10.90 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.7500 | 60.8% | 0.00 | 0.0002 | 0.000 | 53 | 10.10 | 12.20 | -1.00 | 0.0000 | -0.005 | |||||
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.