{ "updated": "2026-11-05 23:18", "updated_de": "05.11.2026, 23:18 Uhr", "assets": [ { "id": "us500", "name": "US500", "long": "S&P 500 (E-mini Future, ES)", "icon": "đŸ‡ș🇾", "strategy": "strangle", "currency": "USD", "unit": "Pkt", "multiplier": 50, "contract": "ES-Optionen (CME), 50 $ pro Punkt", "price": 7353.0, "chg1": -4.760054400621716, "chg5": -5.174581681013635, "vol_label": "VIX", "vol": 28.18, "rv20": 20.863115212040952, "score": 35, "target": "Delta Put 0.08 / Call 0.08", "bias": { "value": 0.0, "text": "Neutral – symmetrischer Strangle", "extra": "SMA50 7,721 / SMA200 7,352" }, "factors": [ { "label": "PrĂ€mienniveau", "detail": "VIX-Perzentil 98 %", "points": 8.4, "max": 20 }, { "label": "Vola-RisikoprĂ€mie", "detail": "VIX − RV20 = 7.3", "points": 20.0, "max": 20 }, { "label": "VIX-Laufzeitkurve", "detail": "VIX3M/VIX = 0.91", "points": 0.0, "max": 20 }, { "label": "Kurzfrist-Stress", "detail": "VIX9D/VIX = 1.16", "points": 0.0, "max": 10 }, { "label": "Trend", "detail": "SMA50 7,721 / SMA200 7,352", "points": 14.0, "max": 20 }, { "label": "Momentum 5T", "detail": "5 Tage -5.2 %", "points": 0.0, "max": 10 } ], "rows": [ { "dte": 15, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 564.9446008043573, "put": { "strike": 6625, "dist": 9.900720794233642, "delta": 0.08131693704119465, "iv": 37.90025213471927, "premium": 21.556205468147027, "premium_cur": 1077.8102734073514, "p_itm": 9.366019678039505, "sigma": 1.7686097083569898 }, "call": { "strike": 7900, "dist": 7.439140486876106, "delta": 0.08015943024036429, "iv": 24.782752931081244, "premium": 13.165374334009474, "premium_cur": 658.2687167004738, "p_itm": 7.306265195200612 }, "strangle_cur": 1736.078990107825, "be_low": 6590.278420197844, "be_high": 7934.721579802156 }, { "dte": 25, "expiry": "2026-11-30", "label": "Monatsende", "em": 677.7416760919966, "put": { "strike": 6495, "dist": 11.668706650346794, "delta": 0.08170421576036546, "iv": 35.218921640166656, "premium": 26.178243637004996, "premium_cur": 1308.91218185025, "p_itm": 9.679282011941092, "sigma": 1.7323677979605403 }, "call": { "strike": 8015, "dist": 9.003127974976199, "delta": 0.08119467044758152, "iv": 23.101913350147836, "premium": 16.024914284158488, "premium_cur": 801.2457142079244, "p_itm": 7.268789263564007 }, "strangle_cur": 2110.157896058174, "be_low": 6452.796842078837, "be_high": 8057.203157921163 }, { "dte": 43, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 837.6021981139312, "put": { "strike": 6315, "dist": 14.116687066503463, "delta": 0.08144123366063716, "iv": 33.18833360039947, "premium": 32.533878615011595, "premium_cur": 1626.6939307505797, "p_itm": 10.045186379598498, "sigma": 1.6910898469238234 }, "call": { "strike": 8185, "dist": 11.315109479124175, "delta": 0.08132037757871621, "iv": 21.82234479982955, "premium": 19.783445660780263, "premium_cur": 989.1722830390131, "p_itm": 7.0970827743886025 }, "strangle_cur": 2615.866213789593, "be_low": 6262.682675724208, "be_high": 8237.317324275791 } ], "notes": [ "VIX-Kurve in Backwardation (Stressmodus) - Score gedeckelt auf 35", "VIX9D ĂŒber VIX: Der Markt preist ein kurzfristiges Ereignis ein – kurze Laufzeiten meiden.", "Starker RĂŒckgang in 5 Tagen – nicht ins fallende Messer verkaufen." ], "model": "Black-76, VIX-Laufzeitkurve (VIX9D/VIX/VIX3M), Skew-NĂ€herung", "zone": "orange", "zone_text": "Vorsicht" }, { "id": "nasdaq", "name": "Nasdaq 100", "long": "Nasdaq-100 (E-mini Future, NQ)", "icon": "đŸ’»", "strategy": "strangle", "currency": "USD", "unit": "Pkt", "contract": "NQ-Optionen (CME), 20 $ pro Punkt", "model": "Black-76, Nasdaq-100-Vola-Index (VXN), Skew-NĂ€herung", "multiplier": 20, "price": 26604.0, "chg1": -6.870750085326471, "chg5": -10.006088897909482, "vol_label": "VXN", "vol": 34.78, "rv20": 32.19738089966497, "score": 28, "factors": [ { "label": "PrĂ€mienniveau", "detail": "VXN-Perzentil 100 %", "points": 8.8, "max": 25 }, { "label": "Vola-RisikoprĂ€mie", "detail": "VXN − RV20 = 2.6", "points": 13.8, "max": 20 }, { "label": "Vola-Stress 5T", "detail": "VXN ggĂŒ. 5 Tagen +38 %", "points": 0.0, "max": 15 }, { "label": "Trend", "detail": "SMA50 29,839 / SMA200 28,105", "points": 5.0, "max": 25 }, { "label": "Momentum 5T", "detail": "5 Tage -10.0 %", "points": 0.0, "max": 15 } ], "rows": [ { "dte": 15, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 1650.6628848220118, "put": { "strike": 23400, "dist": 12.043301759133962, "delta": 0.05261832653128547, "iv": 40.10162419216056, "premium": 49.4705865349714, "premium_cur": 989.4117306994281, "p_itm": 6.203901550061558, "sigma": 1.9410383728022587 }, "call": { "strike": 28700, "dist": 7.878514509096379, "delta": 0.09214756796371057, "iv": 27.613697222558244, "premium": 62.49767492833594, "premium_cur": 1249.9534985667187, "p_itm": 8.337723239701205 }, "strangle_cur": 2239.365229266147, "be_low": 23288.031738536694, "be_high": 28811.968261463306 }, { "dte": 25, "expiry": "2026-11-30", "label": "Monatsende", "em": 2130.9966210394477, "put": { "strike": 22575, "dist": 15.144339197113222, "delta": 0.05243645482843443, "iv": 40.018569029635174, "premium": 64.06853957239333, "premium_cur": 1281.3707914478666, "p_itm": 6.481023106034106, "sigma": 1.890664659071469 }, "call": { "strike": 29350, "dist": 10.321756126898208, "delta": 0.09255984872759758, "iv": 27.603680051983094, "premium": 80.57508788939192, "premium_cur": 1611.5017577878384, "p_itm": 8.137723316275652 }, "strangle_cur": 2892.8725492357053, "be_low": 22430.356372538216, "be_high": 29494.643627461784 }, { "dte": 43, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 2794.7758675922933, "put": { "strike": 21525, "dist": 19.09111411817772, "delta": 0.052724273486518536, "iv": 39.8645629088274, "premium": 85.33326240607909, "premium_cur": 1706.6652481215817, "p_itm": 6.945590583859934, "sigma": 1.817319255864182 }, "call": { "strike": 30275, "dist": 13.798676890693118, "delta": 0.09340295247348958, "iv": 27.593610943249008, "premium": 105.86946092705308, "premium_cur": 2117.389218541062, "p_itm": 7.895160626262637 }, "strangle_cur": 3824.054466662643, "be_low": 21333.797276666868, "be_high": 30466.202723333132 } ], "notes": [ "VXN +30 % in 5 Tagen (Vola-Schock) – Score gedeckelt auf 35.", "Tech-lastig: Quartalszahlen der Megacaps (Nvidia, Apple, Microsoft 
) können Gaps auslösen.", "Starker RĂŒckgang in 5 Tagen – nicht ins fallende Messer verkaufen." ], "target": "Delta Put 0.05 / Call 0.09", "bias": { "value": -0.7, "text": "BĂ€risch – Call nĂ€her ran, Put weiter weg", "extra": "SMA50 29,839 / SMA200 28,105" }, "zone": "orange", "zone_text": "Vorsicht" }, { "id": "dax", "name": "DAX", "long": "DAX 40 Index (ODAX)", "icon": "đŸ‡©đŸ‡Ș", "strategy": "strangle", "currency": "EUR", "unit": "Pkt", "contract": "ODAX-Optionen (Eurex), 5 € pro Punkt", "model": "Black-76, VIX × VolaverhĂ€ltnis als VDAX-Ersatz, Skew-NĂ€herung", "multiplier": 5, "price": 26325.01, "chg1": -0.4261340814372794, "chg5": 1.0957520058780368, "vol_label": "VDAX (NĂ€herung)", "vol": 24.738397682057393, "rv20": 13.984579891849494, "score": 35, "factors": [ { "label": "PrĂ€mienniveau", "detail": "VDAX-Perzentil 98 %", "points": 10.5, "max": 25 }, { "label": "Vola-RisikoprĂ€mie", "detail": "VDAX − RV20 = 10.8", "points": 20.0, "max": 20 }, { "label": "Vola-Stress 5T", "detail": "VDAX ggĂŒ. 5 Tagen +64 %", "points": 0.0, "max": 15 }, { "label": "Trend", "detail": "SMA50 25,571 / SMA200 24,920", "points": 25.0, "max": 25 }, { "label": "Momentum 5T", "detail": "5 Tage +1.1 %", "points": 15.0, "max": 15 } ], "rows": [ { "dte": 15, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 1188.1788521783635, "put": { "strike": 24600, "dist": 6.552742050240434, "delta": 0.1048972959456397, "iv": 27.27930159350571, "premium": 74.76389986961802, "premium_cur": 373.81949934809006, "p_itm": 11.548180173470174, "sigma": 1.4518100510183534 }, "call": { "strike": 28050, "dist": 6.552666076860003, "delta": 0.05876215197252849, "iv": 19.759869115686843, "premium": 26.194247440650972, "premium_cur": 130.97123720325487, "p_itm": 5.430380963668307 }, "strangle_cur": 504.79073655134493, "be_low": 24499.04185268973, "be_high": 28150.95814731027 }, { "dte": 25, "expiry": "2026-11-30", "label": "Monatsende", "em": 1533.9323022675483, "put": { "strike": 24100, "dist": 8.452076561414401, "delta": 0.10166241969985552, "iv": 27.325900751607655, "premium": 93.75410592420315, "premium_cur": 468.7705296210157, "p_itm": 11.52538513673843, "sigma": 1.4505268561792843 }, "call": { "strike": 28600, "dist": 8.641934039151366, "delta": 0.05697267007892727, "iv": 19.73086309826531, "premium": 32.435849686781694, "premium_cur": 162.17924843390847, "p_itm": 5.14474113463722 }, "strangle_cur": 630.9497780549242, "be_low": 23973.810044389014, "be_high": 28726.189955610986 }, { "dte": 43, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 2011.7333545120969, "put": { "strike": 23500, "dist": 10.731277974823172, "delta": 0.10307392785368097, "iv": 27.225590552254786, "premium": 125.80048192142308, "premium_cur": 629.0024096071154, "p_itm": 12.138866330071496, "sigma": 1.4042666209534238 }, "call": { "strike": 29350, "dist": 11.49093580591234, "delta": 0.05765366890458133, "iv": 19.72929075409649, "premium": 42.88338195479854, "premium_cur": 214.4169097739927, "p_itm": 5.048778220629824 }, "strangle_cur": 843.419319381108, "be_low": 23331.31613612378, "be_high": 29518.68386387622 } ], "notes": [ "VDAX +30 % in 5 Tagen (Vola-Schock) – Score gedeckelt auf 35.", "VDAX ist nicht frei verfĂŒgbar – NĂ€herung ĂŒber VIX × VolaverhĂ€ltnis DAX/S&P (0.88).", "Wochenoptionen verfallen freitags, Monatsoptionen am 3. Freitag (Eurex)." ], "target": "Delta Put 0.10 / Call 0.06", "bias": { "value": 0.7, "text": "Bullisch – Put nĂ€her ran, Call weiter weg", "extra": "SMA50 25,571 / SMA200 24,920" }, "zone": "orange", "zone_text": "Vorsicht" }, { "id": "wti", "name": "WTI Rohöl", "long": "WTI Crude Oil Future (CL)", "icon": "đŸ›ąïž", "strategy": "strangle", "currency": "USD", "unit": "$", "multiplier": 1000, "contract": "CL-Optionen (NYMEX), 1.000 Barrel", "price": 91.2, "chg1": 3.495230546321615, "chg5": -10.588235294117643, "vol_label": "OVX", "vol": 59.68, "rv20": 54.9450043256281, "score": 73, "target": "Delta Put 0.14 / Call 0.11", "bias": { "value": 0.3, "text": "Neutral – symmetrischer Strangle", "extra": "SMA50 95.33 / SMA200 87.00 · Terminkurve Backwardation (+3.7 %)" }, "factors": [ { "label": "PrĂ€mienniveau", "detail": "OVX-Perzentil 66 %", "points": 25.0, "max": 25 }, { "label": "Vola-RisikoprĂ€mie", "detail": "OVX − RV20 = 4.7", "points": 18.7, "max": 25 }, { "label": "Vola-Stress 5T", "detail": "OVX ggĂŒ. 5 Tagen +4 %", "points": 8.8, "max": 15 }, { "label": "SeitwĂ€rtsneigung", "detail": "20-Tage-Trend 0.0 σ", "points": 20.0, "max": 20 }, { "label": "Ruhe 5T", "detail": "5 Tage -10.6 %", "points": 0.0, "max": 15 } ], "rows": [ { "dte": 15, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 10.151043233264144, "put": { "strike": 79.5, "dist": 12.828947368421051, "delta": 0.13395379333259683, "iv": 65.0647150503762, "premium": 0.8624263206415503, "premium_cur": 862.4263206415503, "p_itm": 16.47865371004639 }, "call": { "strike": 107.5, "dist": 17.872807017543856, "delta": 0.11042529351475418, "iv": 63.01703282108135, "premium": 0.5899598854665358, "premium_cur": 589.9598854665358, "p_itm": 8.833883367933554 }, "strangle_cur": 1452.386206108086, "be_low": 78.04761379389191, "be_high": 108.95238620610809 }, { "dte": 25, "expiry": "2026-11-30", "label": "Monatsende", "em": 13.10494046302117, "put": { "strike": 77.0, "dist": 15.57017543859649, "delta": 0.13846322195072408, "iv": 64.60612005202903, "premium": 1.172386793911101, "premium_cur": 1172.386793911101, "p_itm": 17.97154978264896 }, "call": { "strike": 113.0, "dist": 23.903508771929815, "delta": 0.11179663449823118, "iv": 63.09524943640358, "premium": 0.762579750694025, "premium_cur": 762.5797506940249, "p_itm": 8.370932155632987 }, "strangle_cur": 1934.966544605126, "be_low": 75.06503345539487, "be_high": 114.93496654460513 }, { "dte": 43, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 17.186968290179827, "put": { "strike": 73.5, "dist": 19.407894736842113, "delta": 0.13774797901130958, "iv": 64.335204988708, "premium": 1.5596217884433516, "premium_cur": 1559.6217884433515, "p_itm": 19.304684552748924 }, "call": { "strike": 121.5, "dist": 33.22368421052631, "delta": 0.11212834391309966, "iv": 63.263193389949905, "premium": 0.9861360751136747, "premium_cur": 986.1360751136748, "p_itm": 7.640834085495063 }, "strangle_cur": 2545.757863557026, "be_low": 70.95424213644297, "be_high": 124.04575786355703 } ], "notes": [ "Starke 5-Tages-Bewegung – die Seite gegen den Trend meiden.", "Termine prĂŒfen: EIA-Lagerdaten (Mi), OPEC+-Treffen, Geopolitik – Gap-Risiko." ], "model": "Black-76, OVX, asymmetrische Skew-NĂ€herung, Front-Future als Basis", "zone": "gruen", "zone_text": "Gutes Umfeld" }, { "id": "gold", "name": "Gold", "long": "Gold Future (COMEX, GC)", "icon": "đŸ„‡", "strategy": "strangle", "currency": "USD", "unit": "$", "contract": "OG-Optionen (COMEX), 100 Unzen", "model": "Black-76, CBOE Gold-Vola-Index (GVZ), asymmetrische Skew-NĂ€herung", "multiplier": 100, "price": 4097.9, "chg1": 0.6113429904247347, "chg5": 1.6495534868071093, "vol_label": "GVZ", "vol": 25.69, "rv20": 23.180173161262815, "score": 78, "factors": [ { "label": "PrĂ€mienniveau", "detail": "GVZ-Perzentil 49 %", "points": 21.3, "max": 25 }, { "label": "Vola-RisikoprĂ€mie", "detail": "GVZ − RV20 = 2.5", "points": 18.8, "max": 25 }, { "label": "Vola-Stress 5T", "detail": "GVZ ggĂŒ. 5 Tagen +13 %", "points": 5.1, "max": 15 }, { "label": "SeitwĂ€rtsneigung", "detail": "20-Tage-Trend 0.2 σ", "points": 20.0, "max": 20 }, { "label": "Ruhe 5T", "detail": "5 Tage +1.6 %", "points": 13.1, "max": 15 } ], "rows": [ { "dte": 15, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 196.34167204716965, "put": { "strike": 3800, "dist": 7.269577100466085, "delta": 0.09599616783417841, "iv": 29.21933498739438, "premium": 11.218177031128048, "premium_cur": 1121.8177031128048, "p_itm": 10.664908354726593, "sigma": 1.517253046151259 }, "call": { "strike": 4320, "dist": 5.419849191049075, "delta": 0.1668239296611899, "iv": 26.238412812295554, "premium": 18.886015906783022, "premium_cur": 1888.6015906783023, "p_itm": 15.41285625613506 }, "strangle_cur": 3010.419293791107, "be_low": 3769.895807062089, "be_high": 4350.104192937911 }, { "dte": 25, "expiry": "2026-11-30", "label": "Monatsende", "em": 253.47600866840207, "put": { "strike": 3720, "dist": 9.22179652992996, "delta": 0.0956681598845912, "iv": 29.18007458017653, "premium": 14.511410752374562, "premium_cur": 1451.1410752374563, "p_itm": 10.958745318692465, "sigma": 1.4908708795962198 }, "call": { "strike": 4385, "dist": 7.006027477488486, "delta": 0.16997999243035794, "iv": 26.222185693701988, "premium": 24.779376440118934, "premium_cur": 2477.9376440118936, "p_itm": 15.362021794819192 }, "strangle_cur": 3929.07871924935, "be_low": 3680.7092128075064, "be_high": 4424.290787192494 }, { "dte": 43, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 332.4306688456976, "put": { "strike": 3615, "dist": 11.784084531101291, "delta": 0.09555030695860464, "iv": 29.11430590218162, "premium": 19.159017495920367, "premium_cur": 1915.9017495920366, "p_itm": 11.41506528483779, "sigma": 1.4526337226248656 }, "call": { "strike": 4485, "dist": 9.44630176431831, "delta": 0.16868772985740588, "iv": 26.26462015147989, "premium": 31.949357583964733, "premium_cur": 3194.9357583964734, "p_itm": 14.769907172616708 }, "strangle_cur": 5110.83750798851, "be_low": 3563.8916249201147, "be_high": 4536.108375079885 } ], "notes": [ "Termine prĂŒfen: Fed/FOMC, US-Inflation, Arbeitsmarktdaten – Gold reagiert stark auf Realzinsen." ], "target": "Delta Put 0.10 / Call 0.17", "bias": { "value": -0.7, "text": "BĂ€risch – Call nĂ€her ran, Put weiter weg", "extra": "SMA50 4,242 / SMA200 4,506" }, "zone": "gruen", "zone_text": "Gutes Umfeld" } ], "errors": [] }