XYZ Optionskette Block, Inc.
Cboe delayed options data · Stand 15:39 UTC
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 ±6.4% (77.20–87.81) · ATM IV 39.2% · P/C Open Interest 0.67
| 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 | |
| 36.80 | 39.30 | 70 | 183.5% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.1000 | 4,276 | 127.2% | -0.00 | 0.0001 | -0.000 | ||
| 34.10 | 36.80 | 16 | 161.5% | 1.00 | 0.0001 | 0.000 | 47.5 | 0 | 0.0400 | 1,336 | 105.0% | -0.00 | 0.0001 | -0.001 | ||
| 31.80 | 34.30 | 301 | 155.4% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0900 | 1,838 | 105.5% | -0.00 | 0.0001 | -0.001 | ||
| 26.70 | 29.35 | 399 | 128.3% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0900 | 3,595 | 87.3% | -0.00 | 0.0004 | -0.002 | ||
| 21.75 | 24.35 | 1,398 | 106.1% | 0.99 | 0.0012 | 0.000 | 60 | 0 | 0.0800 | 4 | 1,859 | 69.3% | -0.00 | 0.0012 | -0.004 | |
| 19.70 | 20.60 | 660 | 65.2% | 0.99 | 0.0021 | 0.000 | 62.5 | 0 | 0.1000 | 834 | 63.3% | -0.01 | 0.0021 | -0.006 | ||
| 17.50 | 18.10 | 3,060 | 70.5% | 0.99 | 0.0036 | -0.000 | 65 | 0.0100 | 0.1100 | 2,616 | 57.0% | -0.01 | 0.0036 | -0.009 | ||
| 14.75 | 15.70 | 493 | 55.7% | 0.98 | 0.0061 | -0.006 | 67.5 | 0.0200 | 0.1100 | 2,875 | 49.7% | -0.02 | 0.0061 | -0.013 | ||
| 13.25 | 14.35 | 55.3% | 0.97 | 0.0084 | -0.011 | 69 | 0.0100 | 0.1400 | 1 | 8 | 46.1% | -0.03 | 0.0084 | -0.017 | ||
| 12.30 | 13.15 | 5,241 | 46.8% | 0.96 | 0.0104 | -0.014 | 70 | 0.0700 | 0.1200 | 2 | 2,877 | 44.8% | -0.04 | 0.0104 | -0.021 | |
| 11.30 | 12.40 | 50.4% | 0.95 | 0.0129 | -0.018 | 71 | 0.0500 | 0.1800 | 7 | 43.0% | -0.05 | 0.0129 | -0.024 | |||
| 10.35 | 11.40 | 47.8% | 0.94 | 0.0158 | -0.023 | 72 | 0.0700 | 0.2200 | 10 | 41.6% | -0.06 | 0.0159 | -0.028 | |||
| 9.90 | 10.80 | 880 | 44.8% | 0.93 | 0.0175 | -0.026 | 72.5 | 0.1000 | 0.3000 | 115 | 2,585 | 42.8% | -0.07 | 0.0176 | -0.031 | |
| 9.40 | 10.45 | 45.9% | 0.92 | 0.0194 | -0.028 | 73 | 0.1900 | 0.2600 | 172 | 42.2% | -0.08 | 0.0194 | -0.033 | |||
| 8.50 | 9.35 | 42.0% | 0.90 | 0.0235 | -0.034 | 74 | 0.1900 | 0.3400 | 11 | 40.2% | -0.09 | 0.0236 | -0.039 | |||
| 7.60 | 8.50 | 1,827 | 42.0% | 0.88 | 0.0283 | -0.041 | 75 | 0.3400 | 0.4500 | 3,396 | 40.7% | -0.12 | 0.0284 | -0.045 | ||
| 6.75 | 7.55 | 3 | 40.5% | 0.85 | 0.0336 | -0.048 | 76 | 0.4700 | 0.6600 | 6 | 19 | 41.3% | -0.15 | 0.0337 | -0.051 | |
| 5.90 | 6.65 | 39.1% | 0.82 | 0.0393 | -0.055 | 77 | 0.5900 | 0.7300 | 3 | 35 | 39.1% | -0.18 | 0.0395 | -0.058 | ||
| 5.10 | 5.90 | 2 | 39.1% | 0.78 | 0.0452 | -0.062 | 78 | 0.7600 | 0.9500 | 82 | 38.5% | -0.22 | 0.0454 | -0.065 | ||
| 4.40 | 5.05 | 12 | 38.2% | 0.73 | 0.0509 | -0.069 | 79 | 1.05 | 1.24 | 21 | 38.9% | -0.27 | 0.0511 | -0.071 | ||
| 4.00 | 4.30 | 62 | 5,443 | 39.8% | 0.67 | 0.0558 | -0.075 | 80 | 1.38 | 1.58 | 11 | 3,522 | 39.0% | -0.33 | 0.0561 | -0.076 |
| 3.40 | 3.75 | 59 | 40.3% | 0.62 | 0.0597 | -0.079 | 81 | 1.68 | 1.98 | 61 | 38.4% | -0.38 | 0.0599 | -0.080 | ||
| 2.87 | 3.15 | 14 | 221 | 40.1% | 0.55 | 0.0619 | -0.082 | 82 | 2.12 | 2.43 | 17 | 38.4% | -0.45 | 0.0622 | -0.083 | |
| 2.38 | 2.59 | 206 | 675 | 39.6% | 0.49 | 0.0625 | -0.083 | 83 | 2.54 | 3.10 | 110 | 38.9% | -0.51 | 0.0628 | -0.084 | |
| 1.96 | 2.16 | 8 | 203 | 39.7% | 0.43 | 0.0613 | -0.083 | 84 | 3.20 | 3.70 | 9 | 39.8% | -0.57 | 0.0617 | -0.082 | |
| 1.57 | 1.76 | 8 | 7,908 | 39.4% | 0.37 | 0.0586 | -0.080 | 85 | 3.75 | 4.35 | 752 | 39.4% | -0.63 | 0.0590 | -0.080 | |
| 1.26 | 1.46 | 3 | 56 | 39.6% | 0.32 | 0.0548 | -0.076 | 86 | 4.45 | 5.05 | 22 | 39.8% | -0.68 | 0.0553 | -0.075 | |
| 1.01 | 1.19 | 1 | 82 | 39.8% | 0.27 | 0.0503 | -0.072 | 87 | 5.00 | 5.85 | 38.8% | -0.73 | 0.0508 | -0.070 | ||
| 0.8000 | 0.9600 | 3 | 70 | 40.0% | 0.23 | 0.0454 | -0.067 | 88 | 6.00 | 6.65 | 3 | 41.2% | -0.77 | 0.0459 | -0.065 | |
| 0.6300 | 0.7800 | 10 | 86 | 40.3% | 0.20 | 0.0405 | -0.061 | 89 | 6.80 | 7.50 | 41.6% | -0.81 | 0.0410 | -0.059 | ||
| 0.4900 | 0.5900 | 651 | 15.3K | 40.1% | 0.17 | 0.0358 | -0.056 | 90 | 7.65 | 8.35 | 134 | 41.9% | -0.84 | 0.0362 | -0.053 | |
| 0.3200 | 0.5000 | 2 | 366 | 40.0% | 0.14 | 0.0314 | -0.050 | 91 | 8.55 | 9.25 | 42.7% | -0.86 | 0.0318 | -0.047 | ||
| 0.2300 | 0.4100 | 68 | 40.2% | 0.12 | 0.0274 | -0.045 | 92 | 9.30 | 10.20 | 41.4% | -0.89 | 0.0278 | -0.041 | |||
| 0.1900 | 0.3400 | 54 | 41.2% | 0.10 | 0.0238 | -0.041 | 93 | 10.10 | 11.10 | 1 | 38.5% | -0.90 | 0.0241 | -0.036 | ||
| 0.1100 | 0.2400 | 2 | 3,220 | 42.5% | 0.07 | 0.0179 | -0.033 | 95 | 12.05 | 13.05 | 75 | 41.0% | -0.93 | 0.0181 | -0.027 | |
| 0.0500 | 0.1000 | 24 | 6,308 | 47.0% | 0.03 | 0.0088 | -0.019 | 100 | 16.90 | 17.95 | -0.97 | 0.0102 | -0.011 | |||
| 0.0100 | 0.1100 | 1,249 | 54.9% | 0.02 | 0.0045 | -0.011 | 105 | 21.85 | 22.95 | -0.99 | 0.0050 | -0.010 | ||||
| 0 | 0.1000 | 1,093 | 62.2% | 0.01 | 0.0024 | -0.006 | 110 | 26.85 | 28.10 | 63.1% | -1.00 | 0.0012 | -0.016 | |||
| 0 | 0.1100 | 1,141 | 71.2% | 0.00 | 0.0014 | -0.004 | 115 | 30.70 | 33.75 | -1.00 | 0.0001 | -0.020 | ||||
| 0 | 0.0900 | 273 | 77.0% | 0.00 | 0.0008 | -0.003 | 120 | 35.70 | 38.85 | -1.00 | 0.0000 | -0.022 | ||||
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 18, 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.
CallsPuts