{ "updated": "2026-11-06 22:15", "updated_de": "06.11.2026, 22:15 Uhr", "assets": [ { "id": "us500", "name": "US500", "long": "S&P 500 (E-mini Future, ES)", "icon": "đŸ‡ș🇾", "strategy": "strangle", "currency": "USD", "unit": "Pkt", "multiplier": 100, "contract": "Positionsgrösse: 100 $ pro Punkt", "price": 7401.5, "chg1": 0.25057564675605715, "chg5": -2.7909114788547407, "vol_label": "VIX", "vol": 25.56, "rv20": 19.621593194070506, "score": 55, "target": "Delta Put 0.11 / Call 0.11", "bias": { "value": 0.0, "text": "Neutral – symmetrischer Strangle", "extra": "SMA50 7,715 / SMA200 7,354" }, "factors": [ { "label": "PrĂ€mienniveau", "detail": "VIX-Perzentil 95 %", "points": 11.1, "max": 20 }, { "label": "Vola-RisikoprĂ€mie", "detail": "VIX − RV20 = 5.9", "points": 19.9, "max": 20 }, { "label": "VIX-Laufzeitkurve", "detail": "VIX3M/VIX = 0.96", "points": 3.9, "max": 20 }, { "label": "Kurzfrist-Stress", "detail": "VIX9D/VIX = 1.07", "points": 2.7, "max": 10 }, { "label": "Trend", "detail": "SMA50 7,715 / SMA200 7,354", "points": 14.0, "max": 20 }, { "label": "Momentum 5T", "detail": "5 Tage -2.8 %", "points": 3.7, "max": 10 } ], "rows": [ { "dte": 14, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 454.637682588586, "put": { "strike": 6865, "dist": 7.248530703235834, "delta": 0.10444699610931274, "iv": 31.36375843478994, "premium": 23.287259930211196, "premium_cur": 2328.7259930211194, "p_itm": 11.617981635177587, "sigma": 1.5630003789328581 }, "call": { "strike": 7810, "dist": 5.51915152333986, "delta": 0.10445326445598728, "iv": 21.48508699876914, "premium": 15.275042493251188, "premium_cur": 1527.5042493251187, "p_itm": 9.718302096617881 }, "strangle_cur": 3856.2302423462384, "be_low": 6826.437697576537, "be_high": 7848.562302423463 }, { "dte": 24, "expiry": "2026-11-30", "label": "Monatsende", "em": 575.0309890316959, "put": { "strike": 6735, "dist": 9.004931432817676, "delta": 0.10474311129587276, "iv": 30.29788534740322, "premium": 29.769014172773186, "premium_cur": 2976.9014172773186, "p_itm": 11.984339506006048, "sigma": 1.530977890748128 }, "call": { "strike": 7925, "dist": 7.072890630277651, "delta": 0.10459675437425765, "iv": 20.80574870789356, "premium": 19.31381925788793, "premium_cur": 1931.3819257887928, "p_itm": 9.550120557432301 }, "strangle_cur": 4908.283343066111, "be_low": 6685.917166569339, "be_high": 7974.082833430661 }, { "dte": 42, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 737.3488555340077, "put": { "strike": 6570, "dist": 11.234209281902318, "delta": 0.10588884497999397, "iv": 29.36804615629269, "premium": 39.064722813843254, "premium_cur": 3906.4722813843255, "p_itm": 12.581383208802166, "sigma": 1.4823247514695799 }, "call": { "strike": 8085, "dist": 9.234614605147605, "delta": 0.10499394160206803, "iv": 20.258847073236215, "premium": 24.844699401250313, "premium_cur": 2484.4699401250314, "p_itm": 9.347414146021176 }, "strangle_cur": 6390.942221509357, "be_low": 6506.090577784907, "be_high": 8148.909422215093 } ], "notes": [ "VIX9D ĂŒber VIX: Der Markt preist ein kurzfristiges Ereignis ein – kurze Laufzeiten meiden." ], "model": "Black-76, VIX-Laufzeitkurve (VIX9D/VIX/VIX3M), Skew-NĂ€herung", "zone": "gelb", "zone_text": "Neutral" }, { "id": "nasdaq", "name": "Nasdaq 100", "long": "Nasdaq-100 (E-mini Future, NQ)", "icon": "đŸ’»", "strategy": "strangle", "currency": "USD", "unit": "Pkt", "contract": "Positionsgrösse: 100 $ pro Punkt", "model": "Black-76, Nasdaq-100-Vola-Index (VXN), Skew-NĂ€herung", "multiplier": 100, "price": 27092.25, "chg1": 1.2718675239234534, "chg5": -5.052744094764138, "vol_label": "VXN", "vol": 33.98, "rv20": 31.363542066766037, "score": 31, "factors": [ { "label": "PrĂ€mienniveau", "detail": "VXN-Perzentil 100 %", "points": 9.2, "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 +19 %", "points": 2.5, "max": 15 }, { "label": "Trend", "detail": "SMA50 29,790 / SMA200 28,113", "points": 5.0, "max": 25 }, { "label": "Momentum 5T", "detail": "5 Tage -5.1 %", "points": 0.0, "max": 15 } ], "rows": [ { "dte": 14, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 1586.6045916315477, "put": { "strike": 24050, "dist": 11.229226070186126, "delta": 0.055084956869414885, "iv": 39.02527634831097, "premium": 49.87278541037555, "premium_cur": 4987.2785410375545, "p_itm": 6.4225206373174135, "sigma": 1.9174594703974563 }, "call": { "strike": 29050, "dist": 7.226236285284537, "delta": 0.09830468119376136, "iv": 27.052392891117037, "premium": 65.15982547142646, "premium_cur": 6515.982547142646, "p_itm": 8.957399012215427 }, "strangle_cur": 11503.261088180201, "be_low": 23934.9673891182, "be_high": 29165.0326108818 }, { "dte": 24, "expiry": "2026-11-30", "label": "Monatsende", "em": 2077.353039747448, "put": { "strike": 23225, "dist": 14.274377358838786, "delta": 0.05538117107057888, "iv": 38.91198416663063, "premium": 66.13107965760189, "premium_cur": 6613.107965760189, "p_itm": 6.762786770357165, "sigma": 1.8616238674915637 }, "call": { "strike": 29700, "dist": 9.625446391495718, "delta": 0.09809928133754098, "iv": 27.03529779270091, "premium": 84.50296523717914, "premium_cur": 8450.296523717914, "p_itm": 8.686882619398823 }, "strangle_cur": 15063.404489478104, "be_low": 23074.36595510522, "be_high": 29850.63404489478 }, { "dte": 42, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 2748.0797642279113, "put": { "strike": 22150, "dist": 18.24230176526498, "delta": 0.05501689809770548, "iv": 38.808642870713186, "premium": 87.70153322758095, "premium_cur": 8770.153322758095, "p_itm": 7.158076885504544, "sigma": 1.7984376088110214 }, "call": { "strike": 30625, "dist": 13.0397069272578, "delta": 0.09775247498176676, "iv": 27.01177154031104, "premium": 110.26430965813111, "premium_cur": 11026.430965813111, "p_itm": 8.325809577759024 }, "strangle_cur": 19796.584288571205, "be_low": 21952.03415711429, "be_high": 30822.96584288571 } ], "notes": [ "Tech-lastig: Quartalszahlen der Megacaps (Nvidia, Apple, Microsoft 
) können Gaps auslösen.", "Starker RĂŒckgang in 5 Tagen – nicht ins fallende Messer verkaufen." ], "target": "Delta Put 0.06 / Call 0.10", "bias": { "value": -0.7, "text": "BĂ€risch – Call nĂ€her ran, Put weiter weg", "extra": "SMA50 29,790 / SMA200 28,113" }, "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": "Positionsgrösse: 5 € pro Punkt", "model": "Black-76, VIX × VolaverhĂ€ltnis als VDAX-Ersatz, Skew-NĂ€herung", "multiplier": 5, "price": 25820.36, "chg1": -1.9169974488821184, "chg5": 0.008323824238654076, "vol_label": "VDAX (NĂ€herung)", "vol": 24.46747265763549, "rv20": 15.616244252412963, "score": 35, "factors": [ { "label": "PrĂ€mienniveau", "detail": "VDAX-Perzentil 95 %", "points": 14.3, "max": 25 }, { "label": "Vola-RisikoprĂ€mie", "detail": "VDAX − RV20 = 8.9", "points": 20.0, "max": 20 }, { "label": "Vola-Stress 5T", "detail": "VDAX ggĂŒ. 5 Tagen +32 %", "points": 0.0, "max": 15 }, { "label": "Trend", "detail": "SMA50 25,556 / SMA200 24,925", "points": 25.0, "max": 25 }, { "label": "Momentum 5T", "detail": "5 Tage +0.0 %", "points": 12.5, "max": 15 } ], "rows": [ { "dte": 14, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 1113.5545577996286, "put": { "strike": 24150, "dist": 6.469158447054957, "delta": 0.09930031069987942, "iv": 27.143002929125835, "premium": 65.9063671193116, "premium_cur": 329.531835596558, "p_itm": 10.906476657525388, "sigma": 1.500025291352238 }, "call": { "strike": 27450, "dist": 6.311453442167347, "delta": 0.05676459838227848, "iv": 19.520702552446767, "premium": 23.567475643717103, "premium_cur": 117.83737821858551, "p_itm": 5.261672669754663 }, "strangle_cur": 447.3692138151435, "be_low": 24060.52615723697, "be_high": 27539.47384276303 }, { "dte": 24, "expiry": "2026-11-30", "label": "Monatsende", "em": 1457.9851575942503, "put": { "strike": 23700, "dist": 8.211969159221644, "delta": 0.10163384735633707, "iv": 27.03321511425316, "premium": 89.01808763465948, "premium_cur": 445.0904381732974, "p_itm": 11.478422792704446, "sigma": 1.4543083576369888 }, "call": { "strike": 28000, "dist": 8.441555423704393, "delta": 0.055057336230756065, "iv": 19.492379043779508, "premium": 29.611179083075726, "premium_cur": 148.05589541537864, "p_itm": 4.984482156447184 }, "strangle_cur": 593.146333588676, "be_low": 23581.370733282263, "be_high": 28118.629266717737 }, { "dte": 42, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 1928.7330711088505, "put": { "strike": 23100, "dist": 10.535716775443882, "delta": 0.10267917375946457, "iv": 26.943704884688902, "premium": 120.01384980193858, "premium_cur": 600.0692490096928, "p_itm": 12.051998776429857, "sigma": 1.4104388216022214 }, "call": { "strike": 28700, "dist": 11.152594309297005, "delta": 0.058741612172706244, "iv": 19.527132259088678, "premium": 42.07158268317782, "premium_cur": 210.35791341588913, "p_itm": 5.161885372742736 }, "strangle_cur": 810.427162425582, "be_low": 22937.914567514883, "be_high": 28862.085432485117 } ], "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 (0.95).", "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 25,556 / SMA200 24,925" }, "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": "Positionsgrösse: 10 $ pro Punkt (1 Punkt = 0,01 $)", "price": 90.54, "chg1": 0.022098274055926126, "chg5": -13.042645397959152, "vol_label": "OVX", "vol": 58.29, "rv20": 54.38789962842445, "score": 73, "target": "Delta Put 0.14 / Call 0.11", "bias": { "value": 0.3, "text": "Neutral – symmetrischer Strangle", "extra": "SMA50 95.46 / SMA200 87.16 · Terminkurve Backwardation (+3.2 %)" }, "factors": [ { "label": "PrĂ€mienniveau", "detail": "OVX-Perzentil 61 %", "points": 25.0, "max": 25 }, { "label": "Vola-RisikoprĂ€mie", "detail": "OVX − RV20 = 3.9", "points": 17.1, "max": 25 }, { "label": "Vola-Stress 5T", "detail": "OVX ggĂŒ. 5 Tagen -0 %", "points": 10.9, "max": 15 }, { "label": "SeitwĂ€rtsneigung", "detail": "20-Tage-Trend 0.1 σ", "points": 20.0, "max": 20 }, { "label": "Ruhe 5T", "detail": "5 Tage -13.0 %", "points": 0.0, "max": 15 } ], "rows": [ { "dte": 13, "expiry": "2026-11-19", "label": "Dez-Kontrakt (CLZ26)", "em": 9.163209515256874, "put": { "strike": 80.0, "dist": 11.641263529931523, "delta": 0.13695037165872345, "iv": 63.463835483241915, "premium": 0.7946392460530763, "premium_cur": 794.6392460530764, "p_itm": 16.516170503728926 }, "call": { "strike": 105.0, "dist": 15.97084161696487, "delta": 0.11125396648584845, "iv": 61.47790810453052, "premium": 0.5392758519160187, "premium_cur": 539.2758519160187, "p_itm": 9.09261919179795 }, "strangle_cur": 1333.915097969095, "be_low": 78.6660849020309, "be_high": 106.3339150979691 }, { "dte": 42, "expiry": "2026-12-18", "label": "Jan-Kontrakt (CLF27)", "em": 16.24833296026488, "put": { "strike": 72.5, "dist": 18.83116883116882, "delta": 0.13828380867546933, "iv": 62.85268969366935, "premium": 1.4766104876917858, "premium_cur": 1476.610487691786, "p_itm": 19.161260990279672 }, "call": { "strike": 118.0, "dist": 32.10927004030453, "delta": 0.1102222532578379, "iv": 61.83566955040334, "premium": 0.9166519459961417, "premium_cur": 916.6519459961418, "p_itm": 7.60134706385196 }, "strangle_cur": 2393.2624336879276, "be_low": 70.10673756631208, "be_high": 120.39326243368792 }, { "dte": 74, "expiry": "2027-01-19", "label": "Feb-Kontrakt (CLG27)", "em": 21.188413288786272, "put": { "strike": 67.5, "dist": 23.076923076923073, "delta": 0.14011483168183908, "iv": 62.36710348598983, "premium": 2.00872380794807, "premium_cur": 2008.72380794807, "p_itm": 21.36336274360823 }, "call": { "strike": 128.0, "dist": 45.86894586894588, "delta": 0.11174626002018631, "iv": 62.01158063839115, "premium": 1.1868066821957663, "premium_cur": 1186.8066821957664, "p_itm": 6.788365450863887 }, "strangle_cur": 3195.5304901438362, "be_low": 64.30446950985616, "be_high": 131.19553049014382 } ], "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": "Positionsgrösse: 100 $ pro Punkt", "model": "Black-76, CBOE Gold-Vola-Index (GVZ), asymmetrische Skew-NĂ€herung", "multiplier": 100, "price": 4075.4, "chg1": -0.926218548681168, "chg5": 4.5269204667232055, "vol_label": "GVZ", "vol": 25.97, "rv20": 22.904592127463317, "score": 77, "factors": [ { "label": "PrĂ€mienniveau", "detail": "GVZ-Perzentil 52 %", "points": 22.3, "max": 25 }, { "label": "Vola-RisikoprĂ€mie", "detail": "GVZ − RV20 = 3.1", "points": 20.2, "max": 25 }, { "label": "Vola-Stress 5T", "detail": "GVZ ggĂŒ. 5 Tagen -1 %", "points": 11.0, "max": 15 }, { "label": "SeitwĂ€rtsneigung", "detail": "20-Tage-Trend 0.5 σ", "points": 19.6, "max": 20 }, { "label": "Ruhe 5T", "detail": "5 Tage +4.5 %", "points": 4.4, "max": 15 } ], "rows": [ { "dte": 14, "expiry": "2026-11-20", "label": "Nov-Kontrakt", "em": 190.6986434650205, "put": { "strike": 3780, "dist": 7.248368258330473, "delta": 0.09251106854854382, "iv": 29.655427543146217, "premium": 10.457818835189885, "premium_cur": 1045.7818835189885, "p_itm": 10.266464809300214, "sigma": 1.5490409089049697 }, "call": { "strike": 4290, "dist": 5.265740786180495, "delta": 0.16767795278713074, "iv": 26.512698156383664, "premium": 18.46255172477556, "premium_cur": 1846.2551724775562, "p_itm": 15.522449150557389 }, "strangle_cur": 2892.037055996545, "be_low": 3751.0796294400348, "be_high": 4318.920370559966 }, { "dte": 24, "expiry": "2026-11-30", "label": "Monatsende", "em": 249.68313388681491, "put": { "strike": 3700, "dist": 9.21136575550866, "delta": 0.09427351609685757, "iv": 29.545301041952925, "premium": 14.062084120033312, "premium_cur": 1406.2084120033312, "p_itm": 10.792249735261667, "sigma": 1.5035056399531357 }, "call": { "strike": 4360, "dist": 6.983363596211412, "delta": 0.16847465955651317, "iv": 26.52487884160924, "premium": 24.159893350449444, "premium_cur": 2415.9893350449443, "p_itm": 15.233631650985085 }, "strangle_cur": 3822.1977470482757, "be_low": 3661.7780225295173, "be_high": 4398.221977470483 }, { "dte": 42, "expiry": "2026-12-18", "label": "Dez-Kontrakt", "em": 330.29973941587815, "put": { "strike": 3590, "dist": 11.910487314128682, "delta": 0.09343488864791183, "iv": 29.500160925077335, "premium": 18.572727003564207, "premium_cur": 1857.2727003564207, "p_itm": 11.175477618747237, "sigma": 1.4695742747433302 }, "call": { "strike": 4460, "dist": 9.437110467684162, "delta": 0.16869705196524087, "iv": 26.550867565896176, "premium": 31.74704007110871, "premium_cur": 3174.704007110871, "p_itm": 14.770990566313191 }, "strangle_cur": 5031.976707467292, "be_low": 3539.680232925327, "be_high": 4510.319767074673 } ], "notes": [ "Termine prĂŒfen: Fed/FOMC, US-Inflation, Arbeitsmarktdaten – Gold reagiert stark auf Realzinsen.", "Starke 5-Tages-Bewegung – die Seite gegen den Trend meiden." ], "target": "Delta Put 0.10 / Call 0.17", "bias": { "value": -0.7, "text": "BĂ€risch – Call nĂ€her ran, Put weiter weg", "extra": "SMA50 4,230 / SMA200 4,501" }, "zone": "gruen", "zone_text": "Gutes Umfeld" } ], "errors": [] }