AFRM catena di opzioni Affirm Holdings, Inc.
Cboe delayed options data · aggiornato al 09:33 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 ±17.7% (60.19–86.14) · ATM IV 71.3% · P/C open interest 1.27
| 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 | |
| 34.70 | 38.45 | 0.99 | 0.0011 | -0.008 | 37.5 | 0 | 0.2400 | 62 | 106.9% | -0.01 | 0.0011 | -0.008 | ||||
| 32.95 | 35.60 | 87 | 84.3% | 0.99 | 0.0014 | -0.009 | 40 | 0 | 0.4400 | 189 | 107.8% | -0.01 | 0.0014 | -0.009 | ||
| 29.75 | 33.15 | 5 | 0.98 | 0.0019 | -0.011 | 42.5 | 0 | 0.5500 | 54 | 102.5% | -0.02 | 0.0019 | -0.011 | |||
| 27.30 | 30.70 | 13 | 0.98 | 0.0025 | -0.013 | 45 | 0.0100 | 0.3800 | 676 | 87.8% | -0.02 | 0.0025 | -0.013 | |||
| 24.90 | 28.75 | 1 | 2 | 65.7% | 0.97 | 0.0034 | -0.016 | 47.5 | 0 | 0.4500 | 62 | 81.6% | -0.03 | 0.0034 | -0.016 | |
| 23.15 | 26.10 | 3 | 35 | 80.1% | 0.96 | 0.0046 | -0.020 | 50 | 0.0800 | 0.5100 | 1 | 253 | 77.5% | -0.04 | 0.0047 | -0.020 |
| 20.15 | 23.80 | 28 | 63.4% | 0.95 | 0.0063 | -0.026 | 52.5 | 0.2500 | 0.5800 | 2 | 182 | 74.7% | -0.05 | 0.0064 | -0.027 | |
| 17.85 | 21.30 | 30 | 60.8% | 0.92 | 0.0085 | -0.035 | 55 | 0.2500 | 1.04 | 3,745 | 74.2% | -0.08 | 0.0085 | -0.035 | ||
| 15.75 | 19.60 | 33 | 71.3% | 0.89 | 0.0110 | -0.045 | 57.5 | 0.6400 | 1.12 | 4 | 584 | 71.7% | -0.11 | 0.0110 | -0.045 | |
| 13.60 | 17.55 | 258 | 70.7% | 0.85 | 0.0135 | -0.056 | 60 | 1.27 | 1.67 | 26 | 1,435 | 74.8% | -0.15 | 0.0136 | -0.056 | |
| 11.85 | 15.10 | 49 | 68.1% | 0.81 | 0.0160 | -0.066 | 62.5 | 1.56 | 2.32 | 10 | 906 | 72.9% | -0.19 | 0.0161 | -0.067 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 64 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.85 | 13.55 | 31 | 257 | 75.9% | 0.76 | 0.0183 | -0.076 | 65 | 2.06 | 3.00 | 28 | 1,381 | 71.2% | -0.24 | 0.0184 | -0.076 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 66 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 67 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.30 | 10.60 | 130 | 280 | 67.7% | 0.71 | 0.0204 | -0.083 | 67.5 | 2.99 | 3.95 | 29 | 513 | 72.3% | -0.30 | 0.0205 | -0.084 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 68 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 69 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.30 | 9.80 | 19 | 1,281 | 74.9% | 0.65 | 0.0221 | -0.089 | 70 | 4.20 | 4.75 | 32 | 1,537 | 72.2% | -0.35 | 0.0222 | -0.090 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 71 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 72 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.85 | 7.85 | 3 | 582 | 70.5% | 0.59 | 0.0233 | -0.093 | 72.5 | 5.20 | 6.05 | 15 | 564 | 72.0% | -0.41 | 0.0235 | -0.093 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 73 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 74 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.95 | 6.70 | 37 | 1,684 | 72.2% | 0.53 | 0.0240 | -0.094 | 75 | 6.35 | 7.45 | 1,187 | 71.5% | -0.47 | 0.0243 | -0.095 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 76 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 77 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.65 | 5.30 | 31 | 1,692 | 68.6% | 0.47 | 0.0242 | -0.093 | 77.5 | 7.35 | 9.20 | 936 | 70.4% | -0.53 | 0.0245 | -0.094 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 78 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 79 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.95 | 4.80 | 51 | 2,039 | 71.8% | 0.41 | 0.0239 | -0.091 | 80 | 8.40 | 10.85 | 975 | 67.4% | -0.59 | 0.0242 | -0.092 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.05 | 4.10 | 1 | 361 | 71.4% | 0.36 | 0.0231 | -0.086 | 82.5 | 11.05 | 12.80 | 104 | 73.8% | -0.65 | 0.0234 | -0.087 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.58 | 3.20 | 40 | 1,406 | 70.9% | 0.31 | 0.0219 | -0.080 | 85 | 12.30 | 14.95 | 139 | 72.1% | -0.70 | 0.0222 | -0.082 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.92 | 3.05 | 1 | 611 | 72.7% | 0.26 | 0.0203 | -0.073 | 87.5 | 13.95 | 17.25 | 34 | 72.3% | -0.75 | 0.0208 | -0.075 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.64 | 2.04 | 74 | 1,171 | 70.0% | 0.22 | 0.0185 | -0.066 | 90 | 16.50 | 18.90 | 37 | 73.1% | -0.79 | 0.0190 | -0.068 | |
| 1.19 | 1.94 | 29 | 210 | 71.5% | 0.18 | 0.0166 | -0.059 | 92.5 | 18.50 | 20.85 | 38 | 70.7% | -0.83 | 0.0172 | -0.060 | |
| 0.7700 | 1.62 | 2 | 719 | 70.4% | 0.15 | 0.0147 | -0.051 | 95 | 20.70 | 23.50 | 6 | 74.8% | -0.86 | 0.0153 | -0.054 | |
| 0.5200 | 0.7100 | 7 | 818 | 67.0% | 0.10 | 0.0112 | -0.039 | 100 | 25.20 | 28.40 | 44 | 78.7% | -0.91 | 0.0118 | -0.042 | |
| 0.0100 | 0.9000 | 562 | 70.1% | 0.07 | 0.0083 | -0.029 | 105 | 29.80 | 32.40 | 66.3% | -0.95 | 0.0089 | -0.032 | |||
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 — Nov 20, 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