AVGO catena di opzioni Broadcom Inc.
Cboe delayed options data · aggiornato al 00:33 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 ±22.0% (278.12–434.77) · ATM IV 40.4% · P/C open interest 1.77
| 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 | |
| 178.60 | 181.90 | 1 | 43.1% | 0.99 | 0.0002 | 0.000 | 180 | 0.2300 | 0.4500 | 2 | 84 | 46.3% | -0.01 | 0.0002 | -0.008 | |
| 174.50 | 177.10 | 2 | 48.9% | 0.99 | 0.0003 | 0.000 | 185 | 0.1000 | 0.7500 | 31 | 46.1% | -0.01 | 0.0003 | -0.009 | ||
| 169.50 | 172.30 | 1 | 47.1% | 0.99 | 0.0003 | 0.000 | 190 | 0.2000 | 0.8400 | 27 | 45.7% | -0.01 | 0.0003 | -0.011 | ||
| 164.20 | 167.50 | 1 | 43.5% | 0.99 | 0.0004 | 0.000 | 195 | 0.3600 | 0.7800 | 49 | 24 | 44.7% | -0.02 | 0.0004 | -0.012 | |
| 160.00 | 162.70 | 2 | 13 | 46.1% | 0.98 | 0.0004 | 0.000 | 200 | 0.4900 | 0.9600 | 12 | 35 | 44.6% | -0.02 | 0.0004 | -0.014 |
| 150.50 | 153.20 | 6 | 44.9% | 0.98 | 0.0005 | 0.000 | 210 | 0.8900 | 1.33 | 26 | 72 | 44.5% | -0.02 | 0.0005 | -0.018 | |
| 141.05 | 143.40 | 42.7% | 0.97 | 0.0007 | 0.000 | 220 | 1.32 | 1.65 | 20 | 177 | 43.5% | -0.03 | 0.0007 | -0.022 | ||
| 131.30 | 134.60 | 1 | 42.1% | 0.96 | 0.0009 | -0.004 | 230 | 1.90 | 2.28 | 25 | 66 | 43.1% | -0.04 | 0.0009 | -0.028 | |
| 123.00 | 125.50 | 43.1% | 0.95 | 0.0011 | -0.012 | 240 | 2.58 | 2.99 | 10 | 94 | 42.4% | -0.06 | 0.0011 | -0.034 | ||
| 114.00 | 116.65 | 10 | 42.3% | 0.93 | 0.0014 | -0.021 | 250 | 3.35 | 4.25 | 46 | 308 | 42.2% | -0.07 | 0.0014 | -0.041 | |
| 105.50 | 108.10 | 11 | 42.1% | 0.91 | 0.0016 | -0.030 | 260 | 4.60 | 5.40 | 83 | 317 | 41.8% | -0.09 | 0.0017 | -0.049 | |
| 97.35 | 99.80 | 3 | 11 | 42.0% | 0.89 | 0.0019 | -0.039 | 270 | 5.75 | 6.45 | 20 | 1,285 | 40.6% | -0.12 | 0.0020 | -0.057 |
| 89.00 | 91.80 | 138 | 61 | 41.3% | 0.86 | 0.0022 | -0.049 | 280 | 7.60 | 8.60 | 115 | 1,140 | 40.8% | -0.14 | 0.0023 | -0.065 |
| 81.20 | 84.10 | 3 | 3 | 40.9% | 0.83 | 0.0026 | -0.059 | 290 | 9.95 | 11.05 | 39 | 1,177 | 41.0% | -0.17 | 0.0026 | -0.073 |
| 74.00 | 76.75 | 22 | 77 | 40.7% | 0.80 | 0.0029 | -0.068 | 300 | 12.45 | 13.65 | 1,164 | 2,170 | 40.8% | -0.21 | 0.0029 | -0.081 |
| 67.00 | 69.80 | 17 | 59 | 40.4% | 0.77 | 0.0032 | -0.077 | 310 | 15.20 | 16.25 | 20 | 1,113 | 40.2% | -0.24 | 0.0032 | -0.089 |
| 60.60 | 63.30 | 16 | 63 | 40.3% | 0.73 | 0.0034 | -0.085 | 320 | 18.65 | 19.80 | 69 | 1,067 | 40.3% | -0.28 | 0.0035 | -0.095 |
| 54.75 | 57.20 | 312 | 48 | 40.3% | 0.69 | 0.0036 | -0.092 | 330 | 22.50 | 23.65 | 42 | 1,134 | 40.0% | -0.32 | 0.0037 | -0.101 |
| 49.65 | 51.45 | 384 | 83 | 40.4% | 0.65 | 0.0038 | -0.099 | 340 | 26.65 | 28.00 | 315 | 1,585 | 40.1% | -0.36 | 0.0039 | -0.106 |
| 44.75 | 46.25 | 139 | 150 | 40.5% | 0.61 | 0.0039 | -0.103 | 350 | 31.40 | 33.00 | 85 | 1,223 | 40.2% | -0.40 | 0.0041 | -0.110 |
| 39.95 | 41.50 | 195 | 213 | 40.4% | 0.57 | 0.0040 | -0.107 | 360 | 36.65 | 38.55 | 122 | 1,030 | 40.4% | -0.44 | 0.0042 | -0.112 |
| 35.95 | 37.00 | 946 | 810 | 40.5% | 0.53 | 0.0040 | -0.110 | 370 | 42.30 | 44.40 | 52 | 2,815 | 40.6% | -0.48 | 0.0042 | -0.114 |
| 32.20 | 33.35 | 48 | 359 | 40.8% | 0.49 | 0.0040 | -0.111 | 380 | 48.35 | 50.55 | 55 | 384 | 40.6% | -0.52 | 0.0043 | -0.114 |
| 28.45 | 29.85 | 54 | 241 | 40.7% | 0.46 | 0.0040 | -0.111 | 390 | 54.75 | 56.65 | 6 | 169 | 40.5% | -0.56 | 0.0042 | -0.113 |
| 25.45 | 26.50 | 213 | 330 | 40.8% | 0.42 | 0.0040 | -0.110 | 400 | 61.45 | 64.05 | 14 | 988 | 40.8% | -0.60 | 0.0042 | -0.111 |
| 22.50 | 23.90 | 59 | 551 | 41.0% | 0.39 | 0.0038 | -0.109 | 410 | 68.50 | 71.20 | 5 | 80 | 40.9% | -0.63 | 0.0042 | -0.109 |
| 19.95 | 21.35 | 63 | 267 | 41.1% | 0.36 | 0.0037 | -0.106 | 420 | 75.80 | 78.85 | 8 | 120 | 41.0% | -0.67 | 0.0041 | -0.106 |
| 17.75 | 19.10 | 9 | 231 | 41.3% | 0.33 | 0.0036 | -0.103 | 430 | 83.40 | 86.50 | 17 | 42 | 40.9% | -0.70 | 0.0040 | -0.102 |
| 16.00 | 17.05 | 558 | 345 | 41.6% | 0.30 | 0.0034 | -0.100 | 440 | 91.45 | 94.50 | 24 | 41.0% | -0.73 | 0.0038 | -0.098 | |
| 14.25 | 15.25 | 112 | 1,027 | 41.8% | 0.27 | 0.0033 | -0.096 | 450 | 99.75 | 102.80 | 8 | 25 | 41.2% | -0.76 | 0.0037 | -0.093 |
| 12.30 | 13.60 | 97 | 65 | 41.7% | 0.25 | 0.0031 | -0.092 | 460 | 108.25 | 111.35 | 2 | 11 | 41.3% | -0.79 | 0.0036 | -0.088 |
| 11.25 | 12.15 | 54 | 390 | 42.1% | 0.23 | 0.0030 | -0.088 | 470 | 117.00 | 119.90 | 2 | 7 | 41.4% | -0.81 | 0.0034 | -0.082 |
| 9.95 | 10.90 | 19 | 597 | 42.2% | 0.21 | 0.0028 | -0.084 | 480 | 125.90 | 128.45 | 40 | 9 | 41.2% | -0.84 | 0.0032 | -0.076 |
| 8.80 | 9.75 | 61 | 2,339 | 42.4% | 0.19 | 0.0026 | -0.080 | 490 | 134.95 | 137.90 | 41.7% | -0.86 | 0.0030 | -0.070 | ||
| 7.55 | 8.40 | 470 | 301 | 42.1% | 0.17 | 0.0025 | -0.075 | 500 | 144.20 | 146.95 | 1 | 1,005 | 41.7% | -0.88 | 0.0028 | -0.063 |
| 7.10 | 7.80 | 37 | 294 | 42.8% | 0.16 | 0.0023 | -0.071 | 510 | 153.55 | 156.35 | 1 | 41.9% | -0.89 | 0.0026 | -0.055 | |
| 5.95 | 7.00 | 3 | 264 | 42.7% | 0.14 | 0.0022 | -0.067 | 520 | 163.00 | 165.80 | 42.0% | -0.91 | 0.0024 | -0.047 | ||
| 5.65 | 6.40 | 1 | 177 | 43.3% | 0.13 | 0.0020 | -0.063 | 530 | 172.55 | 175.50 | 6 | 42.5% | -0.92 | 0.0022 | -0.040 | |
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