ALB catena di opzioni Albemarle Corporation
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 ±27.0% (100.53–174.97) · ATM IV 49.8% · P/C open interest 0.26
| 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 | |
| 67.05 | 69.65 | 48.2% | 0.97 | 0.0011 | 0.000 | 70 | 0.2200 | 0.9500 | 4 | 57.4% | -0.03 | 0.0011 | -0.009 | |||
| 63.00 | 65.25 | 14 | 56.7% | 0.96 | 0.0015 | 0.000 | 75 | 0.5000 | 1.09 | 16 | 55.6% | -0.04 | 0.0015 | -0.012 | ||
| 57.90 | 60.45 | 1 | 50.9% | 0.95 | 0.0020 | -0.002 | 80 | 0.8500 | 1.60 | 9 | 55.6% | -0.05 | 0.0020 | -0.015 | ||
| 53.65 | 56.30 | 2 | 53.3% | 0.93 | 0.0025 | -0.007 | 85 | 1.20 | 2.15 | 5 | 54.6% | -0.07 | 0.0025 | -0.019 | ||
| 49.75 | 51.70 | 8 | 53.1% | 0.91 | 0.0031 | -0.012 | 90 | 1.79 | 3.10 | 20 | 55.0% | -0.09 | 0.0031 | -0.023 | ||
| 44.95 | 48.05 | 3 | 52.2% | 0.89 | 0.0037 | -0.017 | 95 | 2.54 | 3.95 | 193 | 54.4% | -0.11 | 0.0038 | -0.027 | ||
| 40.95 | 43.65 | 6 | 50.6% | 0.86 | 0.0044 | -0.022 | 100 | 3.35 | 5.05 | 122 | 53.8% | -0.14 | 0.0044 | -0.031 | ||
| 37.25 | 40.00 | 10 | 50.9% | 0.83 | 0.0051 | -0.027 | 105 | 4.85 | 5.95 | 18 | 53.6% | -0.17 | 0.0051 | -0.035 | ||
| 34.00 | 36.45 | 2,071 | 51.3% | 0.80 | 0.0057 | -0.032 | 110 | 5.60 | 7.80 | 483 | 52.9% | -0.20 | 0.0058 | -0.038 | ||
| 30.15 | 33.15 | 19 | 50.3% | 0.77 | 0.0064 | -0.036 | 115 | 7.45 | 9.05 | 82 | 52.5% | -0.24 | 0.0065 | -0.042 | ||
| 27.05 | 29.80 | 116 | 49.9% | 0.73 | 0.0070 | -0.040 | 120 | 9.25 | 10.30 | 1 | 114 | 51.3% | -0.27 | 0.0071 | -0.045 | |
| 24.15 | 26.75 | 118 | 49.5% | 0.69 | 0.0075 | -0.043 | 125 | 11.15 | 11.95 | 96 | 50.3% | -0.31 | 0.0076 | -0.047 | ||
| 21.40 | 24.05 | 2,246 | 49.3% | 0.65 | 0.0079 | -0.046 | 130 | 13.35 | 14.20 | 123 | 50.1% | -0.36 | 0.0081 | -0.049 | ||
| 19.50 | 21.90 | 2 | 84 | 50.4% | 0.61 | 0.0082 | -0.048 | 135 | 15.70 | 16.75 | 57 | 49.9% | -0.40 | 0.0084 | -0.051 | |
| 17.00 | 19.60 | 2 | 424 | 49.8% | 0.56 | 0.0084 | -0.050 | 140 | 18.15 | 19.70 | 57 | 49.8% | -0.44 | 0.0086 | -0.051 | |
| 14.95 | 16.95 | 67 | 48.9% | 0.52 | 0.0085 | -0.051 | 145 | 20.95 | 22.65 | 2 | 49.6% | -0.48 | 0.0088 | -0.051 | ||
| 14.00 | 15.10 | 1 | 151 | 50.0% | 0.48 | 0.0085 | -0.051 | 150 | 23.70 | 25.85 | 16 | 49.2% | -0.52 | 0.0088 | -0.051 | |
| 11.50 | 13.50 | 70 | 48.9% | 0.45 | 0.0084 | -0.051 | 155 | 27.50 | 29.25 | 5 | 49.9% | -0.56 | 0.0088 | -0.050 | ||
| 10.80 | 11.95 | 47 | 49.8% | 0.41 | 0.0083 | -0.051 | 160 | 30.30 | 33.10 | 13 | 49.5% | -0.60 | 0.0087 | -0.049 | ||
| 8.75 | 10.75 | 50 | 48.9% | 0.38 | 0.0081 | -0.050 | 165 | 34.55 | 36.60 | 7 | 50.1% | -0.64 | 0.0085 | -0.047 | ||
| 8.45 | 9.45 | 36 | 50.0% | 0.34 | 0.0078 | -0.048 | 170 | 38.30 | 40.55 | 9 | 50.2% | -0.67 | 0.0083 | -0.045 | ||
| 7.55 | 8.35 | 1 | 13 | 50.2% | 0.31 | 0.0075 | -0.047 | 175 | 42.20 | 44.70 | 1 | 50.5% | -0.70 | 0.0081 | -0.043 | |
| 5.65 | 7.35 | 1 | 28 | 48.5% | 0.29 | 0.0072 | -0.045 | 180 | 46.30 | 48.65 | 17 | 50.4% | -0.73 | 0.0078 | -0.040 | |
| 5.90 | 6.65 | 47 | 50.5% | 0.26 | 0.0069 | -0.043 | 185 | 50.55 | 53.40 | 2 | 51.6% | -0.76 | 0.0075 | -0.037 | ||
| 5.05 | 5.85 | 7 | 50.2% | 0.24 | 0.0065 | -0.041 | 190 | 54.70 | 57.65 | 10 | 51.4% | -0.79 | 0.0072 | -0.035 | ||
| 4.60 | 5.25 | 27 | 50.7% | 0.21 | 0.0062 | -0.039 | 195 | 58.80 | 62.00 | 2 | 50.9% | -0.81 | 0.0070 | -0.032 | ||
| 4.10 | 4.65 | 30 | 50.9% | 0.19 | 0.0058 | -0.037 | 200 | 63.95 | 66.30 | 3 | 52.2% | -0.84 | 0.0066 | -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.