XLY Optionskette State Street Consumer Discretionary 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 ±17.1% (95.46–134.86) · ATM IV 22.4% · P/C Open Interest 25.20
| 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 | |
| 51.50 | 61.50 | 1 | 39.5% | 0.98 | 0.0011 | 0.000 | 60 | 0 | 5.00 | 59.3% | -0.02 | 0.0012 | -0.003 | |||
| 46.40 | 56.40 | 28.0% | 0.97 | 0.0016 | 0.000 | 65 | 0 | 5.00 | 2 | 2 | 53.6% | -0.03 | 0.0016 | -0.004 | ||
| 42.00 | 51.90 | 31.6% | 0.96 | 0.0022 | 0.000 | 70 | 0 | 5.00 | 48.2% | -0.04 | 0.0022 | -0.004 | ||||
| 37.40 | 47.40 | 30.6% | 0.95 | 0.0030 | 0.000 | 75 | 0 | 10.00 | 60 | 54.7% | -0.05 | 0.0031 | -0.005 | |||
| 33.00 | 43.00 | 1 | 30.0% | 0.93 | 0.0039 | -0.001 | 80 | 0 | 5.00 | 1,285 | 38.5% | -0.07 | 0.0041 | -0.007 | ||
| 28.40 | 38.40 | 27.5% | 0.91 | 0.0052 | -0.003 | 85 | 0 | 10.00 | 275 | 43.9% | -0.09 | 0.0054 | -0.008 | |||
| 24.40 | 34.30 | 72 | 27.5% | 0.88 | 0.0066 | -0.005 | 90 | 1.50 | 11.40 | 296 | 44.1% | -0.13 | 0.0069 | -0.009 | ||
| 20.30 | 30.30 | 42 | 26.5% | 0.84 | 0.0083 | -0.007 | 95 | 0 | 10.00 | 1,048 | 33.9% | -0.16 | 0.0088 | -0.011 | ||
| 16.30 | 26.20 | 8 | 24.9% | 0.79 | 0.0102 | -0.009 | 100 | 2.90 | 4.40 | 1,256 | 25.4% | -0.21 | 0.0109 | -0.012 | ||
| 12.80 | 22.80 | 56 | 24.4% | 0.74 | 0.0122 | -0.010 | 105 | 0 | 10.00 | 793 | 24.3% | -0.27 | 0.0132 | -0.013 | ||
| 9.50 | 19.40 | 2 | 23.4% | 0.67 | 0.0141 | -0.012 | 110 | 1.10 | 11.00 | 4 | 22.4% | -0.35 | 0.0156 | -0.014 | ||
| 6.90 | 16.90 | 12 | 23.6% | 0.60 | 0.0157 | -0.013 | 115 | 2.80 | 12.80 | 19 | 21.2% | -0.43 | 0.0178 | -0.015 | ||
| 4.10 | 14.10 | 22.4% | 0.52 | 0.0167 | -0.013 | 120 | 5.60 | 15.60 | 1 | 21.4% | -0.52 | 0.0195 | -0.015 | |||
| 2.20 | 12.10 | 2 | 5 | 22.3% | 0.44 | 0.0169 | -0.013 | 125 | 8.70 | 18.70 | 21.2% | -0.62 | 0.0206 | -0.015 | ||
| 0.1000 | 10.00 | 21.0% | 0.36 | 0.0163 | -0.012 | 130 | 12.50 | 22.40 | 21.6% | -0.72 | 0.0212 | -0.014 | ||||
| 0 | 10.00 | 1 | 23.8% | 0.29 | 0.0151 | -0.011 | 135 | 15.90 | 25.90 | 19.5% | -0.82 | 0.0219 | -0.013 | |||
| 0 | 5.00 | 20.0% | 0.23 | 0.0135 | -0.010 | 140 | 20.70 | 30.60 | 20.8% | -0.91 | 0.0240 | -0.015 | ||||
| 0 | 5.00 | 22.4% | 0.18 | 0.0117 | -0.009 | 145 | 26.30 | 36.20 | 26.5% | -0.98 | 0.0099 | -0.016 | ||||
| 0 | 5.00 | 24.6% | 0.14 | 0.0099 | -0.007 | 150 | 30.80 | 40.70 | 26.4% | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 5.00 | 26.7% | 0.11 | 0.0083 | -0.006 | 155 | 36.10 | 46.00 | 30.4% | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 5.00 | 28.7% | 0.09 | 0.0069 | -0.006 | 160 | 40.40 | 50.40 | -1.00 | 0.0000 | -0.016 | |||||
| 0 | 5.00 | 30.5% | 0.07 | 0.0057 | -0.005 | 165 | 45.60 | 55.50 | 31.0% | -1.00 | 0.0000 | -0.016 | ||||
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 — Sep 17, 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.