ABNB catena di opzioni Airbnb, Inc.
Cboe delayed options data · aggiornato al 18:33 UTC
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 ±4.7% (178.37–195.87) · ATM IV 28.5% · P/C open interest 0.81
| 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 | |
| 90.25 | 92.75 | 26 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.13 | 265 | 200.4% | -0.00 | 0.0000 | -0.001 | |||
| 85.30 | 88.40 | 44 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0500 | 1,336 | 111.4% | -0.00 | 0.0000 | -0.001 | |||
| 80.30 | 82.75 | 16 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.5700 | 756 | 138.5% | -0.00 | 0.0000 | -0.001 | |||
| 75.30 | 77.60 | 73 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.9500 | 688 | 139.6% | -0.00 | 0.0000 | -0.001 | |||
| 71.00 | 73.50 | 56 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.1000 | 1,034 | 94.8% | -0.00 | 0.0001 | -0.001 | |||
| 66.00 | 67.95 | 135 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.4000 | 1,316 | 104.0% | -0.00 | 0.0001 | -0.002 | |||
| 60.35 | 62.90 | 537 | 1.00 | 0.0001 | 0.000 | 125 | 0 | 0.9400 | 1,915 | 109.8% | -0.00 | 0.0001 | -0.003 | |||
| 55.35 | 57.95 | 506 | 1.00 | 0.0002 | 0.000 | 130 | 0 | 0.0600 | 9 | 1,008 | 68.8% | -0.00 | 0.0002 | -0.003 | ||
| 50.45 | 52.70 | 378 | 1.00 | 0.0003 | 0.000 | 135 | 0 | 0.1700 | 462 | 70.4% | -0.00 | 0.0003 | -0.004 | |||
| 45.70 | 47.75 | 880 | 1.00 | 0.0005 | 0.000 | 140 | 0 | 0.1100 | 567 | 60.1% | -0.00 | 0.0005 | -0.006 | |||
| 41.05 | 42.80 | 373 | 1.00 | 0.0007 | 0.000 | 145 | 0 | 0.1000 | 508 | 52.9% | -0.00 | 0.0007 | -0.007 | |||
| 36.40 | 37.80 | 1,678 | 0.99 | 0.0011 | 0.000 | 150 | 0 | 0.0700 | 907 | 44.7% | -0.01 | 0.0011 | -0.009 | |||
| 31.20 | 33.00 | 1 | 472 | 0.99 | 0.0017 | 0.000 | 155 | 0 | 0.0500 | 2 | 102 | 37.2% | -0.01 | 0.0018 | -0.013 | |
| 26.60 | 28.05 | 1 | 2,354 | 0.98 | 0.0030 | -0.005 | 160 | 0.0200 | 0.2000 | 2 | 395 | 38.6% | -0.02 | 0.0030 | -0.018 | |
| 23.65 | 25.60 | 0.98 | 0.0040 | -0.010 | 162.5 | 0.0300 | 0.3500 | 4 | 38.7% | -0.02 | 0.0040 | -0.023 | ||||
| 21.50 | 23.15 | 1 | 1,001 | 0.97 | 0.0054 | -0.018 | 165 | 0.1100 | 0.2000 | 11 | 276 | 34.0% | -0.03 | 0.0055 | -0.029 | |
| 18.85 | 20.65 | 1 | 0.95 | 0.0075 | -0.028 | 167.5 | 0.0200 | 0.6000 | 14 | 35.0% | -0.05 | 0.0076 | -0.038 | |||
| 16.45 | 18.10 | 8 | 1,402 | 0.94 | 0.0102 | -0.041 | 170 | 0.3000 | 0.4400 | 8 | 3,027 | 32.6% | -0.07 | 0.0104 | -0.050 | |
| 14.15 | 16.20 | 25.8% | 0.91 | 0.0138 | -0.057 | 172.5 | 0.4500 | 0.6500 | 23 | 31.8% | -0.09 | 0.0139 | -0.065 | |||
| 12.75 | 13.55 | 2 | 1,212 | 29.7% | 0.87 | 0.0180 | -0.075 | 175 | 0.7100 | 0.9800 | 11 | 1,069 | 31.5% | -0.13 | 0.0182 | -0.082 |
| 10.25 | 11.45 | 2 | 6 | 27.5% | 0.82 | 0.0227 | -0.095 | 177.5 | 1.07 | 1.25 | 5 | 114 | 30.3% | -0.18 | 0.0229 | -0.100 |
| 8.55 | 9.45 | 3 | 907 | 28.6% | 0.76 | 0.0274 | -0.113 | 180 | 1.58 | 1.78 | 4 | 714 | 29.8% | -0.24 | 0.0277 | -0.118 |
| 6.85 | 7.50 | 3 | 56 | 28.2% | 0.68 | 0.0317 | -0.129 | 182.5 | 2.25 | 2.47 | 57 | 29.2% | -0.32 | 0.0320 | -0.133 | |
| 5.60 | 5.95 | 16 | 1,989 | 29.3% | 0.60 | 0.0349 | -0.139 | 185 | 3.10 | 3.40 | 14 | 1,426 | 28.7% | -0.40 | 0.0353 | -0.142 |
| 4.20 | 4.55 | 12 | 1,514 | 28.6% | 0.51 | 0.0365 | -0.143 | 187.5 | 4.20 | 4.55 | 129 | 28.4% | -0.49 | 0.0369 | -0.145 | |
| 3.05 | 3.35 | 8 | 2,048 | 28.2% | 0.42 | 0.0360 | -0.139 | 190 | 5.60 | 5.90 | 363 | 28.2% | -0.59 | 0.0366 | -0.140 | |
| 2.15 | 2.41 | 8 | 212 | 28.0% | 0.33 | 0.0337 | -0.129 | 192.5 | 7.10 | 8.05 | 22 | 29.6% | -0.67 | 0.0343 | -0.129 | |
| 1.47 | 1.68 | 2 | 2,726 | 27.8% | 0.26 | 0.0299 | -0.114 | 195 | 8.90 | 9.80 | 123 | 29.4% | -0.75 | 0.0306 | -0.112 | |
| 0.9700 | 1.16 | 3 | 1,476 | 27.9% | 0.19 | 0.0253 | -0.095 | 197.5 | 10.70 | 13.20 | 6 | 35.0% | -0.82 | 0.0259 | -0.092 | |
| 0.5700 | 0.7500 | 7 | 3,152 | 27.4% | 0.14 | 0.0203 | -0.075 | 200 | 12.75 | 14.45 | 44 | 31.1% | -0.88 | 0.0208 | -0.071 | |
| 0.3600 | 0.4900 | 109 | 27.6% | 0.09 | 0.0156 | -0.057 | 202.5 | 15.10 | 16.95 | 5 | 34.0% | -0.92 | 0.0165 | -0.050 | ||
| 0.2800 | 0.3500 | 1 | 70 | 28.4% | 0.06 | 0.0113 | -0.040 | 205 | 17.15 | 20.05 | 38.5% | -0.96 | 0.0140 | -0.037 | ||
| 0 | 0.2800 | 3 | 27.1% | 0.04 | 0.0078 | -0.027 | 207.5 | 19.90 | 21.75 | 38.0% | -0.99 | 0.0084 | -0.046 | |||
| 0.0600 | 0.1500 | 7 | 155 | 28.3% | 0.02 | 0.0051 | -0.017 | 210 | 22.30 | 24.25 | 4 | 40.4% | -1.00 | 0.0020 | -0.066 | |
| 0 | 0.2200 | 1 | 31.0% | 0.01 | 0.0032 | -0.011 | 212.5 | 25.10 | 26.75 | 2 | 46.1% | -1.00 | 0.0000 | -0.080 | ||
| 0 | 0.2100 | 3 | 33.1% | 0.01 | 0.0020 | -0.006 | 215 | 27.15 | 29.25 | 45.0% | -1.00 | 0.0000 | -0.085 | |||
| 0 | 0.0100 | 109 | 26.7% | 0.00 | 0.0008 | -0.003 | 220 | 32.10 | 34.25 | 50.1% | -1.00 | 0.0000 | -0.087 | |||
| 0 | 0.1800 | 6 | 41.2% | 0.00 | 0.0003 | -0.001 | 225 | 37.30 | 39.80 | 63.1% | -1.00 | 0.0000 | -0.087 | |||
| 0 | 0.6200 | 42 | 55.0% | 0.00 | 0.0001 | -0.001 | 230 | 42.35 | 44.95 | 70.4% | -1.00 | 0.0000 | -0.087 | |||
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 — Sep 18, 2026
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.
callput