AFRM catena di opzioni Affirm Holdings, 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 ±28.8% (51.83–93.78) · ATM IV 62.7% · 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 | |
| 34.45 | 38.25 | 68.0% | 0.97 | 0.0023 | -0.003 | 37.5 | 0.3100 | 0.4700 | 1 | 20 | 69.6% | -0.03 | 0.0023 | -0.008 | ||
| 32.30 | 35.95 | 2 | 69.4% | 0.96 | 0.0030 | -0.006 | 40 | 0.0400 | 1.01 | 1 | 8 | 67.8% | -0.04 | 0.0030 | -0.010 | |
| 29.75 | 33.70 | 65.0% | 0.95 | 0.0038 | -0.008 | 42.5 | 0.1600 | 1.29 | 10 | 66.9% | -0.05 | 0.0038 | -0.012 | |||
| 27.55 | 31.45 | 2 | 64.2% | 0.93 | 0.0047 | -0.011 | 45 | 0.8400 | 1.59 | 422 | 70.0% | -0.07 | 0.0048 | -0.015 | ||
| 25.55 | 29.40 | 65.5% | 0.91 | 0.0058 | -0.015 | 47.5 | 0.8200 | 2.05 | 250 | 67.2% | -0.09 | 0.0058 | -0.018 | |||
| 23.45 | 26.85 | 30 | 61.5% | 0.89 | 0.0068 | -0.018 | 50 | 1.58 | 1.85 | 5 | 126 | 64.8% | -0.11 | 0.0069 | -0.021 | |
| 19.55 | 23.55 | 28 | 64.0% | 0.84 | 0.0090 | -0.025 | 55 | 2.53 | 3.00 | 3 | 191 | 63.7% | -0.17 | 0.0092 | -0.028 | |
| 16.25 | 19.65 | 31 | 62.3% | 0.78 | 0.0111 | -0.031 | 60 | 3.55 | 4.55 | 6 | 50 | 61.8% | -0.23 | 0.0113 | -0.033 | |
| 15.35 | 18.20 | 3 | 56 | 65.1% | 0.74 | 0.0121 | -0.033 | 62.5 | 4.40 | 5.40 | 7 | 61.4% | -0.26 | 0.0123 | -0.035 | |
| 13.35 | 16.60 | 11 | 18 | 62.6% | 0.71 | 0.0129 | -0.035 | 65 | 4.80 | 6.40 | 10 | 330 | 59.3% | -0.30 | 0.0132 | -0.037 |
| 12.40 | 15.20 | 22 | 63.8% | 0.67 | 0.0137 | -0.037 | 67.5 | 7.05 | 7.45 | 6 | 62.9% | -0.34 | 0.0140 | -0.039 | ||
| 10.95 | 13.90 | 35 | 63.0% | 0.63 | 0.0143 | -0.039 | 70 | 8.20 | 8.60 | 17 | 127 | 62.4% | -0.37 | 0.0147 | -0.040 | |
| 10.05 | 12.65 | 98 | 63.5% | 0.60 | 0.0148 | -0.040 | 72.5 | 9.25 | 10.00 | 14 | 61.8% | -0.41 | 0.0152 | -0.041 | ||
| 8.85 | 11.15 | 126 | 61.8% | 0.56 | 0.0152 | -0.041 | 75 | 9.70 | 12.35 | 21 | 61.8% | -0.45 | 0.0156 | -0.042 | ||
| 7.45 | 10.55 | 32 | 61.6% | 0.52 | 0.0154 | -0.041 | 77.5 | 10.70 | 13.85 | 44 | 60.2% | -0.49 | 0.0159 | -0.042 | ||
| 7.60 | 9.45 | 4 | 47 | 64.3% | 0.49 | 0.0154 | -0.041 | 80 | 13.55 | 14.50 | 21 | 61.2% | -0.53 | 0.0160 | -0.042 | |
| 5.65 | 8.85 | 32 | 61.4% | 0.45 | 0.0154 | -0.041 | 82.5 | 15.40 | 17.40 | 5 | 65.4% | -0.56 | 0.0160 | -0.041 | ||
| 4.75 | 8.15 | 6 | 20 | 61.0% | 0.42 | 0.0152 | -0.040 | 85 | 15.75 | 19.05 | 38 | 60.8% | -0.60 | 0.0159 | -0.040 | |
| 4.30 | 7.30 | 5 | 61.2% | 0.39 | 0.0149 | -0.039 | 87.5 | 17.50 | 20.80 | 28 | 60.4% | -0.63 | 0.0157 | -0.039 | ||
| 4.60 | 5.50 | 6 | 270 | 60.2% | 0.35 | 0.0146 | -0.038 | 90 | 20.35 | 21.75 | 31 | 60.4% | -0.66 | 0.0154 | -0.038 | |
| 3.50 | 5.60 | 31 | 60.5% | 0.33 | 0.0141 | -0.037 | 92.5 | 21.35 | 24.50 | 5 | 59.8% | -0.69 | 0.0150 | -0.037 | ||
| 2.97 | 5.00 | 10 | 57 | 60.0% | 0.30 | 0.0136 | -0.035 | 95 | 24.20 | 26.45 | 1 | 62.5% | -0.72 | 0.0146 | -0.035 | |
| 2.97 | 3.30 | 31 | 257 | 59.9% | 0.25 | 0.0124 | -0.032 | 100 | 27.65 | 30.55 | 59.4% | -0.78 | 0.0136 | -0.032 | ||
| 1.94 | 2.93 | 629 | 59.6% | 0.21 | 0.0112 | -0.029 | 105 | 32.00 | 34.85 | 58.8% | -0.82 | 0.0125 | -0.029 | |||
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 — Feb 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.