XLU Optionskette State Street Utilities 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 ±6.8% (38.55–44.17) · ATM IV 17.0% · P/C Open Interest 1.92
| 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 | |
| 16.55 | 21.50 | 3 | 1.00 | 0.0003 | 0.000 | 22.5 | 0 | 0.7200 | 148 | 83.4% | -0.00 | 0.0006 | -0.000 | |||
| 14.40 | 19.30 | 24 | 70.3% | 1.00 | 0.0006 | 0.000 | 25 | 0 | 0.2100 | 59.3K | 55.5% | -0.00 | 0.0012 | -0.000 | ||
| 11.40 | 16.30 | 21 | 1.00 | 0.0013 | 0.000 | 27.5 | 0 | 0.7300 | 242 | 60.2% | -0.01 | 0.0022 | -0.001 | |||
| 9.40 | 14.35 | 77 | 47.2% | 1.00 | 0.0028 | 0.000 | 30 | 0 | 0.2000 | 20.7K | 37.5% | -0.01 | 0.0044 | -0.001 | ||
| 6.90 | 11.85 | 80 | 38.1% | 0.99 | 0.0067 | 0.000 | 32.5 | 0 | 0.0900 | 33.8K | 25.7% | -0.02 | 0.0094 | -0.001 | ||
| 6.05 | 11.00 | 28 | 0.99 | 0.0080 | 0.000 | 33 | 0 | 0.1000 | 469 | 24.7% | -0.02 | 0.0111 | -0.001 | |||
| 6.00 | 10.95 | 35 | 37.5% | 0.98 | 0.0098 | 0.000 | 33.5 | 0 | 0.1200 | 2,438 | 24.1% | -0.03 | 0.0132 | -0.002 | ||
| 5.50 | 10.45 | 78 | 35.5% | 0.98 | 0.0120 | 0.000 | 34 | 0 | 0.3000 | 5,434 | 27.3% | -0.03 | 0.0158 | -0.002 | ||
| 6.95 | 8.20 | 19 | 36.2% | 0.98 | 0.0147 | -0.000 | 34.5 | 0 | 0.3200 | 111 | 26.1% | -0.04 | 0.0189 | -0.002 | ||
| 6.45 | 7.00 | 837 | 21.9% | 0.97 | 0.0181 | -0.001 | 35 | 0.0500 | 0.1700 | 6,998 | 22.5% | -0.05 | 0.0227 | -0.002 | ||
| 6.00 | 6.50 | 136 | 21.6% | 0.96 | 0.0224 | -0.001 | 35.5 | 0.0300 | 0.2000 | 1,235 | 21.2% | -0.06 | 0.0273 | -0.003 | ||
| 5.55 | 5.95 | 82 | 192 | 19.9% | 0.95 | 0.0277 | -0.002 | 36 | 0.0700 | 0.2000 | 2 | 5,080 | 20.4% | -0.07 | 0.0329 | -0.003 |
| 4.90 | 5.70 | 1 | 176 | 20.4% | 0.94 | 0.0342 | -0.002 | 36.5 | 0.0600 | 0.2600 | 910 | 19.7% | -0.08 | 0.0395 | -0.003 | |
| 4.60 | 5.15 | 20 | 147 | 21.0% | 0.92 | 0.0419 | -0.003 | 37 | 0.1200 | 0.2400 | 3 | 1,784 | 18.8% | -0.10 | 0.0472 | -0.004 |
| 3.90 | 4.50 | 269 | 1,020 | 11.6% | 0.90 | 0.0508 | -0.003 | 37.5 | 0.1700 | 0.3300 | 71 | 24.8K | 18.8% | -0.13 | 0.0560 | -0.004 |
| 3.55 | 4.30 | 19 | 1,433 | 18.6% | 0.87 | 0.0610 | -0.004 | 38 | 0.2100 | 0.4200 | 3 | 31.8K | 18.4% | -0.16 | 0.0656 | -0.005 |
| 3.30 | 3.65 | 212 | 17.8% | 0.84 | 0.0718 | -0.005 | 38.5 | 0.3100 | 0.4600 | 4,407 | 17.9% | -0.19 | 0.0757 | -0.006 | ||
| 2.76 | 3.65 | 10 | 867 | 20.0% | 0.80 | 0.0827 | -0.005 | 39 | 0.3500 | 0.5800 | 46 | 8,142 | 17.3% | -0.23 | 0.0858 | -0.006 |
| 2.46 | 2.93 | 3 | 581 | 17.7% | 0.76 | 0.0933 | -0.006 | 39.5 | 0.4900 | 0.7600 | 336 | 8,630 | 17.7% | -0.28 | 0.0954 | -0.007 |
| 2.20 | 2.49 | 4,238 | 7,597 | 17.6% | 0.71 | 0.1027 | -0.007 | 40 | 0.6800 | 0.8900 | 3,786 | 33.8K | 17.6% | -0.33 | 0.1038 | -0.007 |
| 1.70 | 2.10 | 21 | 1,826 | 15.9% | 0.65 | 0.1103 | -0.007 | 40.5 | 0.8500 | 1.08 | 661 | 6,773 | 17.5% | -0.38 | 0.1104 | -0.008 |
| 1.61 | 1.85 | 28 | 1,134 | 17.6% | 0.60 | 0.1155 | -0.008 | 41 | 1.04 | 1.38 | 20 | 4,631 | 17.8% | -0.44 | 0.1148 | -0.008 |
| 1.25 | 1.60 | 15 | 574 | 17.1% | 0.54 | 0.1180 | -0.008 | 41.5 | 1.23 | 1.55 | 232 | 12.2K | 16.9% | -0.49 | 0.1167 | -0.008 |
| 1.05 | 1.38 | 404 | 18.5K | 18.0% | 0.48 | 0.1178 | -0.008 | 42 | 1.50 | 1.82 | 37 | 10.3K | 16.9% | -0.55 | 0.1160 | -0.008 |
| 0.8200 | 1.17 | 25 | 6,495 | 17.2% | 0.42 | 0.1150 | -0.008 | 42.5 | 1.75 | 2.14 | 9 | 8,799 | 16.6% | -0.61 | 0.1129 | -0.008 |
| 0.6800 | 0.9700 | 160 | 2,528 | 17.3% | 0.37 | 0.1101 | -0.008 | 43 | 2.00 | 2.50 | 8 | 10.3K | 16.2% | -0.66 | 0.1076 | -0.007 |
| 0.5500 | 0.9900 | 792 | 18.7% | 0.32 | 0.1034 | -0.007 | 43.5 | 2.25 | 2.86 | 6,493 | 15.4% | -0.71 | 0.1006 | -0.007 | ||
| 0.4200 | 0.7700 | 181 | 23.9K | 18.1% | 0.27 | 0.0954 | -0.007 | 44 | 2.97 | 3.35 | 80 | 2,860 | 18.8% | -0.75 | 0.0925 | -0.006 |
| 0.2500 | 0.5000 | 210 | 1,078 | 16.4% | 0.23 | 0.0868 | -0.006 | 44.5 | 3.20 | 3.60 | 2,098 | 16.2% | -0.79 | 0.0836 | -0.005 | |
| 0.3300 | 0.4100 | 394 | 40.2K | 17.9% | 0.20 | 0.0779 | -0.006 | 45 | 3.65 | 4.05 | 13 | 2,189 | 16.8% | -0.83 | 0.0746 | -0.005 |
| 0.0600 | 0.1700 | 42 | 21.6K | 19.2% | 0.08 | 0.0400 | -0.003 | 47.5 | 5.90 | 6.35 | 515 | -0.93 | 0.0418 | -0.002 | ||
| 0.0500 | 0.0700 | 1,404 | 33.1K | 20.7% | 0.04 | 0.0199 | -0.002 | 50 | 6.20 | 11.10 | 2 | 23.3% | -1.00 | 0.0047 | -0.008 | |
| 0 | 0.0700 | 5 | 2,185 | 22.9% | 0.02 | 0.0111 | -0.001 | 52.5 | 8.80 | 13.70 | 32.2% | -1.00 | 0.0000 | -0.008 | ||
| 0.0200 | 0.0600 | 124 | 5,335 | 27.2% | 0.01 | 0.0071 | -0.001 | 55 | 10.65 | 15.60 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0800 | 1,945 | 30.8% | 0.01 | 0.0050 | -0.001 | 57.5 | 14.35 | 17.25 | -1.00 | 0.0000 | -0.008 | ||||
| 0.0100 | 0.0500 | 8,582 | 30.2% | 0.01 | 0.0037 | -0.001 | 60 | 15.85 | 20.80 | -1.00 | 0.0000 | -0.008 | ||||
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 — Jan 15, 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.