AVGO catena di opzioni Broadcom Inc.
Cboe delayed options data · aggiornato al 09:34 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 ±18.6% (273.46–398.46) · ATM IV 40.1% · P/C open interest 1.45
| 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 | |
| 156.20 | 159.25 | 1 | 59.2% | 0.99 | 0.0003 | 0.000 | 180 | 0.1800 | 1.01 | 153 | 54.0% | -0.01 | 0.0003 | -0.013 | ||
| 151.55 | 154.40 | 2 | 58.5% | 0.99 | 0.0004 | 0.000 | 185 | 0.4600 | 0.7000 | 1 | 41 | 51.7% | -0.01 | 0.0004 | -0.014 | |
| 146.60 | 149.55 | 16 | 56.4% | 0.98 | 0.0004 | 0.000 | 190 | 0.4200 | 0.8400 | 96 | 50.3% | -0.02 | 0.0004 | -0.016 | ||
| 141.75 | 144.75 | 46 | 54.9% | 0.98 | 0.0005 | -0.001 | 195 | 0.6300 | 0.9700 | 165 | 50.2% | -0.02 | 0.0005 | -0.018 | ||
| 136.85 | 139.95 | 1 | 18 | 53.3% | 0.98 | 0.0006 | -0.003 | 200 | 0.7900 | 0.9200 | 4 | 107 | 48.7% | -0.02 | 0.0006 | -0.021 |
| 127.85 | 130.45 | 31 | 52.6% | 0.97 | 0.0008 | -0.010 | 210 | 0.8700 | 1.27 | 248 | 46.6% | -0.03 | 0.0008 | -0.026 | ||
| 118.60 | 121.05 | 20 | 51.0% | 0.96 | 0.0010 | -0.017 | 220 | 1.57 | 1.90 | 25 | 645 | 46.9% | -0.04 | 0.0010 | -0.032 | |
| 108.90 | 111.80 | 7 | 48.1% | 0.95 | 0.0012 | -0.025 | 230 | 2.09 | 2.49 | 160 | 45.6% | -0.06 | 0.0013 | -0.039 | ||
| 100.15 | 102.70 | 7 | 41 | 47.3% | 0.93 | 0.0016 | -0.035 | 240 | 2.63 | 3.45 | 6 | 1,917 | 44.6% | -0.07 | 0.0016 | -0.048 |
| 90.90 | 93.85 | 2 | 27 | 45.4% | 0.91 | 0.0020 | -0.045 | 250 | 3.40 | 4.40 | 78 | 1,182 | 43.2% | -0.09 | 0.0020 | -0.057 |
| 82.70 | 85.30 | 23 | 44.6% | 0.88 | 0.0024 | -0.056 | 260 | 4.90 | 5.70 | 25 | 1,746 | 42.8% | -0.12 | 0.0024 | -0.067 | |
| 74.45 | 77.10 | 2 | 23 | 44.0% | 0.85 | 0.0028 | -0.068 | 270 | 6.50 | 8.00 | 84 | 2,039 | 42.9% | -0.15 | 0.0028 | -0.077 |
| 66.45 | 69.20 | 1 | 217 | 42.7% | 0.82 | 0.0032 | -0.079 | 280 | 8.30 | 9.35 | 6 | 1,663 | 41.4% | -0.18 | 0.0033 | -0.088 |
| 58.85 | 61.55 | 10 | 42 | 42.0% | 0.78 | 0.0037 | -0.090 | 290 | 10.75 | 12.00 | 10 | 1,589 | 41.1% | -0.22 | 0.0038 | -0.098 |
| 52.15 | 54.10 | 4 | 144 | 41.1% | 0.74 | 0.0041 | -0.100 | 300 | 13.55 | 15.00 | 81 | 4,251 | 40.6% | -0.27 | 0.0042 | -0.107 |
| 45.80 | 48.25 | 5 | 83 | 41.3% | 0.69 | 0.0044 | -0.108 | 310 | 16.60 | 18.45 | 327 | 2,441 | 40.0% | -0.31 | 0.0045 | -0.115 |
| 39.85 | 42.45 | 9 | 159 | 40.9% | 0.64 | 0.0047 | -0.115 | 320 | 20.65 | 22.50 | 2 | 2,630 | 39.8% | -0.36 | 0.0048 | -0.120 |
| 35.15 | 36.40 | 47 | 308 | 40.7% | 0.59 | 0.0049 | -0.120 | 330 | 25.55 | 27.20 | 25 | 1,636 | 39.9% | -0.41 | 0.0051 | -0.124 |
| 30.40 | 31.45 | 34 | 550 | 40.4% | 0.54 | 0.0051 | -0.122 | 340 | 31.00 | 32.15 | 14 | 1,783 | 39.8% | -0.47 | 0.0052 | -0.126 |
| 26.20 | 27.40 | 64 | 708 | 40.5% | 0.50 | 0.0051 | -0.123 | 350 | 36.75 | 38.25 | 23 | 1,603 | 40.0% | -0.52 | 0.0053 | -0.126 |
| 22.50 | 23.40 | 95 | 716 | 40.3% | 0.45 | 0.0051 | -0.122 | 360 | 42.25 | 44.55 | 50 | 1,531 | 39.5% | -0.57 | 0.0053 | -0.124 |
| 18.95 | 20.50 | 116 | 1,153 | 40.4% | 0.40 | 0.0050 | -0.119 | 370 | 48.75 | 50.85 | 67 | 3,160 | 39.1% | -0.62 | 0.0052 | -0.121 |
| 15.90 | 17.25 | 142 | 800 | 40.1% | 0.36 | 0.0048 | -0.115 | 380 | 55.80 | 58.50 | 29 | 745 | 39.3% | -0.66 | 0.0051 | -0.116 |
| 13.75 | 15.10 | 58 | 900 | 40.6% | 0.32 | 0.0046 | -0.110 | 390 | 63.30 | 66.00 | 43 | 250 | 39.2% | -0.71 | 0.0049 | -0.110 |
| 11.30 | 12.45 | 27 | 2,430 | 40.1% | 0.28 | 0.0043 | -0.103 | 400 | 71.30 | 73.85 | 37 | 1,109 | 39.2% | -0.75 | 0.0047 | -0.104 |
| 9.75 | 10.55 | 30 | 768 | 40.3% | 0.24 | 0.0040 | -0.097 | 410 | 79.45 | 82.65 | 15 | 89 | 38.8% | -0.78 | 0.0044 | -0.098 |
| 8.20 | 8.65 | 190 | 670 | 40.1% | 0.21 | 0.0037 | -0.090 | 420 | 88.00 | 90.65 | 1 | 131 | 39.0% | -0.82 | 0.0042 | -0.091 |
| 6.75 | 7.45 | 27 | 714 | 40.2% | 0.19 | 0.0034 | -0.084 | 430 | 96.80 | 99.75 | 61 | 39.2% | -0.85 | 0.0040 | -0.085 | |
| 5.60 | 6.95 | 9 | 2,262 | 41.0% | 0.16 | 0.0031 | -0.077 | 440 | 106.45 | 108.55 | 1 | 39 | 39.8% | -0.88 | 0.0037 | -0.079 |
| 4.05 | 6.00 | 35 | 1,124 | 40.5% | 0.14 | 0.0028 | -0.071 | 450 | 115.15 | 118.00 | 13 | 37 | 38.5% | -0.90 | 0.0035 | -0.072 |
| 4.15 | 4.85 | 16 | 279 | 41.3% | 0.12 | 0.0026 | -0.065 | 460 | 124.55 | 127.30 | 28 | 38.1% | -0.92 | 0.0033 | -0.068 | |
| 3.05 | 4.15 | 4 | 584 | 40.9% | 0.11 | 0.0023 | -0.059 | 470 | 134.15 | 137.35 | 26 | -0.94 | 0.0031 | -0.064 | ||
| 2.95 | 3.40 | 3 | 697 | 41.4% | 0.10 | 0.0021 | -0.054 | 480 | 143.85 | 147.05 | 69 | -0.96 | 0.0030 | -0.062 | ||
| 2.54 | 2.94 | 3 | 2,389 | 41.8% | 0.08 | 0.0019 | -0.049 | 490 | 153.65 | 156.80 | -0.98 | 0.0025 | -0.054 | |||
| 2.17 | 2.51 | 113 | 1,458 | 42.0% | 0.07 | 0.0017 | -0.045 | 500 | 163.65 | 167.00 | 550 | -0.99 | 0.0018 | -0.045 | ||
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.
callput