ABNB catena di opzioni Airbnb, Inc.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±19.4% (141.58–209.58) · ATM IV 37.8% · P/C open interest 1.03
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Bid | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 86.10 | 89.45 | 2 | 57.3% | 0.99 | 0.0005 | 0.000 | 90 | 0 | 1.23 | 110 | 58.5% | -0.01 | 0.0005 | -0.005 | ||
| 80.85 | 84.70 | 12 | 51.5% | 0.98 | 0.0007 | 0.000 | 95 | 0 | 0.9600 | 54 | 52.1% | -0.02 | 0.0007 | -0.007 | ||
| 76.05 | 79.90 | 29 | 49.5% | 0.98 | 0.0009 | 0.000 | 100 | 0.3500 | 1.13 | 313 | 52.3% | -0.02 | 0.0009 | -0.009 | ||
| 71.30 | 75.15 | 3 | 48.0% | 0.97 | 0.0012 | 0.000 | 105 | 0 | 2.22 | 23 | 52.6% | -0.03 | 0.0012 | -0.011 | ||
| 66.60 | 70.05 | 3 | 44.4% | 0.96 | 0.0015 | -0.003 | 110 | 0.4100 | 1.20 | 35 | 42 | 45.6% | -0.04 | 0.0016 | -0.013 | |
| 61.95 | 65.80 | 45.4% | 0.95 | 0.0019 | -0.006 | 115 | 0 | 1.77 | 204 | 42.8% | -0.05 | 0.0020 | -0.016 | |||
| 57.35 | 61.25 | 13 | 44.3% | 0.94 | 0.0024 | -0.010 | 120 | 0.7600 | 1.78 | 120 | 42.6% | -0.06 | 0.0024 | -0.019 | ||
| 52.90 | 56.75 | 28 | 43.4% | 0.92 | 0.0030 | -0.015 | 125 | 0.2000 | 3.25 | 516 | 42.2% | -0.08 | 0.0030 | -0.023 | ||
| 48.55 | 52.55 | 102 | 43.1% | 0.90 | 0.0036 | -0.019 | 130 | 1.45 | 3.35 | 306 | 42.3% | -0.10 | 0.0036 | -0.027 | ||
| 44.30 | 48.20 | 43 | 42.0% | 0.88 | 0.0042 | -0.024 | 135 | 2.45 | 3.90 | 1 | 163 | 42.0% | -0.12 | 0.0043 | -0.031 | |
| 40.25 | 44.20 | 10 | 152 | 41.6% | 0.85 | 0.0049 | -0.029 | 140 | 3.00 | 4.95 | 10 | 215 | 41.3% | -0.15 | 0.0050 | -0.035 |
| 36.85 | 40.40 | 49 | 42.1% | 0.82 | 0.0056 | -0.033 | 145 | 3.40 | 5.65 | 70 | 39.1% | -0.18 | 0.0058 | -0.039 | ||
| 32.45 | 36.15 | 1 | 222 | 39.6% | 0.79 | 0.0063 | -0.038 | 150 | 4.95 | 6.15 | 9 | 376 | 38.3% | -0.21 | 0.0065 | -0.043 |
| 29.50 | 31.25 | 2 | 172 | 38.0% | 0.76 | 0.0070 | -0.042 | 155 | 5.95 | 7.85 | 2 | 70 | 37.9% | -0.25 | 0.0072 | -0.047 |
| 25.55 | 29.65 | 126 | 39.2% | 0.72 | 0.0077 | -0.045 | 160 | 7.20 | 10.80 | 81 | 38.8% | -0.29 | 0.0079 | -0.050 | ||
| 22.40 | 26.60 | 190 | 38.8% | 0.67 | 0.0082 | -0.048 | 165 | 9.05 | 12.65 | 12 | 823 | 38.5% | -0.33 | 0.0085 | -0.052 | |
| 20.20 | 23.10 | 75 | 169 | 38.5% | 0.63 | 0.0087 | -0.051 | 170 | 11.00 | 14.70 | 3 | 115 | 38.0% | -0.38 | 0.0091 | -0.054 |
| 16.85 | 20.60 | 61 | 159 | 37.6% | 0.59 | 0.0091 | -0.052 | 175 | 13.35 | 17.20 | 158 | 38.0% | -0.43 | 0.0095 | -0.056 | |
| 14.40 | 18.45 | 606 | 37.5% | 0.54 | 0.0093 | -0.053 | 180 | 15.85 | 19.75 | 456 | 37.6% | -0.47 | 0.0098 | -0.056 | ||
| 12.35 | 15.90 | 70 | 37.0% | 0.49 | 0.0094 | -0.053 | 185 | 18.60 | 22.60 | 70 | 37.3% | -0.52 | 0.0100 | -0.056 | ||
| 10.50 | 13.50 | 12 | 520 | 36.4% | 0.45 | 0.0094 | -0.053 | 190 | 22.10 | 25.50 | 55 | 37.4% | -0.57 | 0.0101 | -0.055 | |
| 8.75 | 12.40 | 7 | 226 | 36.9% | 0.41 | 0.0093 | -0.052 | 195 | 25.40 | 28.90 | 25 | 37.3% | -0.62 | 0.0100 | -0.054 | |
| 7.15 | 10.95 | 2 | 292 | 36.7% | 0.36 | 0.0090 | -0.050 | 200 | 28.40 | 32.40 | 30 | 36.6% | -0.66 | 0.0099 | -0.052 | |
| 5.75 | 7.30 | 9 | 293 | 36.4% | 0.29 | 0.0082 | -0.045 | 210 | 36.15 | 40.15 | 36.6% | -0.75 | 0.0093 | -0.047 | ||
| 3.40 | 6.00 | 1 | 557 | 36.4% | 0.22 | 0.0072 | -0.040 | 220 | 44.60 | 48.45 | 36.6% | -0.82 | 0.0086 | -0.041 | ||
| 1.81 | 4.80 | 36 | 182 | 36.2% | 0.17 | 0.0062 | -0.034 | 230 | 53.50 | 57.50 | 37.0% | -0.89 | 0.0077 | -0.035 | ||
| 1.14 | 3.50 | 17 | 440 | 36.2% | 0.13 | 0.0051 | -0.028 | 240 | 62.95 | 66.85 | 37.5% | -0.94 | 0.0070 | -0.027 | ||
| 0.9300 | 2.33 | 22 | 36.3% | 0.10 | 0.0041 | -0.023 | 250 | 72.65 | 76.50 | 37.6% | -0.98 | 0.0048 | -0.030 | |||
| 0.4500 | 2.04 | 15 | 37.0% | 0.07 | 0.0033 | -0.018 | 260 | 82.40 | 86.60 | -1.00 | 0.0004 | -0.028 | ||||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Mar 19, 2027
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.