AEP catena di opzioni American Electric Power Company, 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 ±6.9% (116.17–133.27) · ATM IV 21.0% · P/C open interest 0.74
| 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 | |
| 58.00 | 62.00 | 81.0% | 0.99 | 0.0007 | -0.001 | 65 | 0 | 0.4000 | 78.1% | -0.01 | 0.0009 | -0.012 | ||||
| 53.00 | 57.00 | 71.3% | 0.99 | 0.0008 | -0.001 | 70 | 0 | 0.6500 | 7 | 75.8% | -0.02 | 0.0011 | -0.011 | |||
| 48.00 | 52.00 | 62.3% | 0.99 | 0.0010 | -0.002 | 75 | 0 | 0.6500 | 67.8% | -0.02 | 0.0014 | -0.011 | ||||
| 43.10 | 47.00 | 57.9% | 0.99 | 0.0013 | -0.003 | 80 | 0 | 0.7000 | 1 | 61.0% | -0.02 | 0.0017 | -0.011 | |||
| 37.90 | 42.00 | 0.99 | 0.0018 | -0.004 | 85 | 0 | 0.7500 | 108 | 54.5% | -0.02 | 0.0022 | -0.011 | ||||
| 33.10 | 37.10 | 6 | 45.2% | 0.98 | 0.0024 | -0.005 | 90 | 0 | 0.8000 | 8 | 48.2% | -0.03 | 0.0029 | -0.012 | ||
| 28.20 | 32.10 | 4 | 40.2% | 0.98 | 0.0033 | -0.006 | 95 | 0 | 1.05 | 23 | 43.9% | -0.03 | 0.0040 | -0.012 | ||
| 23.20 | 27.30 | 620 | 36.0% | 0.97 | 0.0050 | -0.008 | 100 | 0 | 0.3000 | 58 | 29.0% | -0.04 | 0.0056 | -0.013 | ||
| 19.20 | 22.20 | 4 | 36.1% | 0.96 | 0.0080 | -0.011 | 105 | 0.0500 | 0.8000 | 128 | 29.0% | -0.06 | 0.0085 | -0.014 | ||
| 14.40 | 17.30 | 10 | 30.1% | 0.92 | 0.0141 | -0.016 | 110 | 0.3000 | 0.8500 | 14 | 325 | 24.6% | -0.10 | 0.0140 | -0.018 | |
| 9.70 | 12.60 | 29 | 24.8% | 0.83 | 0.0238 | -0.026 | 115 | 0.6000 | 1.75 | 7 | 1,440 | 22.9% | -0.19 | 0.0230 | -0.027 | |
| 5.80 | 8.10 | 56 | 636 | 21.1% | 0.69 | 0.0324 | -0.034 | 120 | 2.15 | 2.80 | 1 | 359 | 22.9% | -0.33 | 0.0324 | -0.035 |
| 3.40 | 4.80 | 7 | 775 | 21.0% | 0.51 | 0.0379 | -0.035 | 125 | 3.80 | 5.10 | 11 | 218 | 21.1% | -0.51 | 0.0393 | -0.036 |
| 1.30 | 2.60 | 83 | 564 | 19.7% | 0.33 | 0.0350 | -0.031 | 130 | 6.00 | 8.30 | 91 | 18.4% | -0.70 | 0.0368 | -0.032 | |
| 0.5000 | 1.50 | 19 | 340 | 20.6% | 0.17 | 0.0258 | -0.021 | 135 | 10.00 | 12.70 | 78 | 19.2% | -0.86 | 0.0261 | -0.020 | |
| 0.2500 | 1.45 | 5 | 327 | 19.4% | 0.08 | 0.0150 | -0.012 | 140 | 14.00 | 17.50 | 2 | -0.95 | 0.0130 | -0.008 | ||
| 0 | 0.6500 | 174 | 23.7% | 0.05 | 0.0091 | -0.009 | 145 | 18.80 | 21.90 | 2 | -0.97 | 0.0070 | -0.004 | |||
| 0.0500 | 0.3000 | 182 | 24.7% | 0.04 | 0.0064 | -0.008 | 150 | 23.80 | 27.80 | -0.98 | 0.0047 | -0.002 | ||||
| 0 | 0.1000 | 38 | 23.5% | 0.03 | 0.0049 | -0.007 | 155 | 28.70 | 32.70 | -0.98 | 0.0035 | -0.001 | ||||
| 0 | 0.3500 | 87 | 31.6% | 0.02 | 0.0038 | -0.007 | 160 | 33.70 | 37.90 | 28.1% | -0.99 | 0.0026 | -0.000 | |||
| 0 | 0.2000 | 9 | 32.0% | 0.02 | 0.0031 | -0.007 | 165 | 38.70 | 42.80 | -0.99 | 0.0021 | 0.000 | ||||
| 0 | 0.6500 | 30 | 41.8% | 0.02 | 0.0025 | -0.006 | 170 | 43.70 | 47.70 | -0.99 | 0.0016 | 0.000 | ||||
| 0 | 0.6500 | 44.9% | 0.02 | 0.0021 | -0.006 | 175 | 48.70 | 52.70 | -0.99 | 0.0013 | 0.000 | |||||
| 0 | 0.6000 | 2 | 47.2% | 0.01 | 0.0018 | -0.005 | 180 | 53.70 | 57.60 | -0.99 | 0.0011 | 0.000 | ||||
| 0 | 0.6000 | 50.1% | 0.01 | 0.0015 | -0.005 | 185 | 58.70 | 62.80 | 43.6% | -0.99 | 0.0009 | 0.000 | ||||
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 — Dec 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.