La mossa attesa è l'intervallo ± che il mercato delle opzioni prezza per un titolo entro una certa data — ricavato dai prezzi degli straddle, non previsto da nessuno. Queste sono le mosse implicite a 30 giorni più ampie tra i titoli liquidi in questo momento, più i maggiori intervalli a breve scadenza. Metodologia
Cboe delayed options data · aggiornato al 00:47 UTC · Filtro liquidità: > 5.000 contratti scambiati;314 titoli calcolati in totale.
Maggiori movimenti impliciti a 30 giorni
EM30 normalizza ogni titolo sullo stesso orizzonte di 30 giorni usando la volatilità implicita interpolata, così la classifica confronta dati omogenei tra loro.
| Titolo | Prezzo | Mossa implicita a 30 giorni | IV30 | Intervallo implicito | |
|---|---|---|---|---|---|
| 46.44 | ±34.6% | 120.8% | 30.36–62.52 | ||
| 17.45 | ±34.5% | 120.4% | 11.43–23.47 | ||
| 98.65 | ±33.8% | 118.1% | 65.26–132.04 | ||
| 3.09 | ±32.9% | 114.6% | 2.07–4.11 | ||
| 227.30 | ±32.9% | 114.6% | 152.63–301.97 | ||
| 13.99 | ±27.2% | 94.7% | 10.19–17.79 | ||
| 7.39 | ±26.9% | 93.8% | 5.40–9.38 | ||
| 8.51 | ±26.8% | 93.6% | 6.23–10.80 | ||
| 6.90 | ±25.9% | 90.3% | 5.11–8.69 | ||
| VIX Cboe Volatility Index | 18.44 | ±25.9% | 90.2% | 13.67–23.21 | |
| 5.68 | ±25.6% | 89.4% | 4.22–7.14 | ||
| 6.29 | ±25.6% | 89.3% | 4.68–7.90 | ||
| 28.13 | ±25.4% | 88.5% | 20.99–35.27 | ||
| 2.97 | ±25.1% | 87.4% | 2.23–3.71 | ||
| 12.18 | ±24.9% | 87.0% | 9.14–15.22 | ||
| 32.24 | ±24.8% | 86.4% | 24.25–40.23 | ||
| 11.68 | ±24.3% | 84.8% | 8.84–14.52 | ||
| 27.30 | ±23.9% | 83.5% | 20.77–33.83 | ||
| 1.38 | ±23.8% | 83.1% | 1.05–1.71 | ||
| 4.65 | ±23.8% | 83.0% | 3.54–5.75 | ||
| 257.17 | ±23.5% | 82.1% | 196.66–317.68 | ||
| 30.50 | ±22.9% | 79.9% | 23.51–37.49 | ||
| 155.14 | ±22.8% | 79.6% | 119.72–190.56 | ||
| 58.77 | ±22.6% | 79.0% | 45.46–72.08 | ||
| 30.92 | ±22.5% | 78.4% | 23.97–37.86 | ||
| 269.39 | ±22.2% | 77.5% | 209.57–329.21 | ||
| 111.98 | ±22.1% | 77.0% | 87.27–136.69 | ||
| 297.58 | ±21.7% | 75.6% | 233.09–362.07 | ||
| 260.36 | ±21.5% | 75.2% | 204.27–316.45 | ||
| 229.35 | ±21.4% | 74.5% | 180.38–278.32 | ||
| 17.79 | ±21.2% | 74.0% | 14.02–21.56 | ||
| 171.08 | ±20.7% | 72.1% | 135.72–206.44 | ||
| 57.90 | ±20.6% | 71.8% | 45.99–69.81 | ||
| 72.65 | ±20.4% | 71.2% | 57.82–87.48 | ||
| 169.00 | ±20.0% | 69.6% | 135.27–202.73 | ||
| 135.91 | ±19.8% | 69.2% | 108.96–162.86 | ||
| 19.79 | ±19.6% | 68.3% | 15.91–23.67 | ||
| 96.36 | ±19.2% | 66.9% | 77.89–114.83 | ||
| 22.34 | ±19.1% | 66.8% | 18.06–26.62 | ||
| 39.00 | ±19.1% | 66.4% | 31.57–46.43 | ||
| 14.13 | ±19.0% | 66.3% | 11.45–16.81 | ||
| 85.26 | ±18.9% | 65.8% | 69.18–101.34 | ||
| 91.98 | ±18.8% | 65.7% | 74.64–109.32 | ||
| 12.32 | ±18.8% | 65.5% | 10.01–14.63 | ||
| 70.86 | ±18.6% | 64.8% | 57.70–84.02 | ||
| 456.23 | ±18.4% | 64.1% | 372.37–540.09 | ||
| 37.42 | ±18.3% | 63.9% | 30.56–44.28 | ||
| 194.31 | ±18.0% | 62.9% | 159.25–229.37 | ||
| 16.98 | ±18.0% | 62.7% | 13.93–20.04 | ||
| 167.30 | ±17.9% | 62.3% | 137.43–197.17 | ||
| 348.60 | ±17.8% | 62.3% | 286.38–410.82 | ||
| 145.17 | ±17.8% | 62.3% | 119.26–171.09 | ||
| 29.74 | ±17.8% | 62.1% | 24.45–35.03 | ||
| 11.25 | ±17.8% | 61.9% | 9.25–13.25 | ||
| 42.10 | ±17.7% | 61.7% | 34.65–49.55 | ||
| 88.47 | ±17.7% | 61.6% | 72.84–104.10 | ||
| 171.50 | ±17.4% | 60.6% | 141.72–201.28 | ||
| 26.15 | ±17.1% | 59.6% | 21.68–30.62 | ||
| 14.55 | ±17.0% | 59.4% | 12.07–17.03 | ||
| 14.28 | ±16.9% | 59.1% | 11.86–16.70 |
Maggiori movimenti a breve scadenza (scadenza entro 8 giorni)
| Titolo | Scade | DTE | Movimento implicito | Intervallo |
|---|---|---|---|---|
| Oct 23 | 4 | ±12.4% | 40.69–52.19 | |
| Oct 23 | 4 | ±12.1% | 86.67–110.62 | |
| Oct 23 | 4 | ±10.1% | 1.24–1.52 | |
| Oct 23 | 4 | ±9.9% | 62.77–76.61 | |
| Oct 23 | 4 | ±9.9% | 78.59–95.89 | |
| Oct 23 | 4 | ±9.8% | 15.73–19.16 | |
| Oct 23 | 4 | ±9.6% | 205.40–249.20 | |
| Oct 23 | 4 | ±9.4% | 2.80–3.38 | |
| Oct 23 | 4 | ±9.2% | 471.08–566.43 | |
| Oct 23 | 4 | ±8.7% | 6.75–8.03 | |
| Oct 23 | 4 | ±8.6% | 12.79–15.20 | |
| Oct 23 | 4 | ±8.5% | 7.79–9.23 | |
| Oct 23 | 4 | ±8.4% | 30.77–36.43 | |
| Oct 23 | 4 | ±8.4% | 22.29–26.36 | |
| Oct 23 | 4 | ±7.9% | 252.47–295.52 |