BA catena di opzioni The Boeing Company
Cboe delayed options data · aggiornato al 03:34 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 ±31.1% (132.41–252.16) · ATM IV 35.0% · P/C open interest 0.65
| 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 | |
| 96.30 | 101.60 | 301 | 36.9% | 0.97 | 0.0009 | 0.000 | 100 | 0.9100 | 1.61 | 766 | 39.1% | -0.03 | 0.0009 | -0.007 | ||
| 91.45 | 97.10 | 110 | 34.8% | 0.96 | 0.0010 | 0.000 | 105 | 1.08 | 1.94 | 46 | 38.2% | -0.04 | 0.0011 | -0.008 | ||
| 87.70 | 94.05 | 2 | 539 | 39.4% | 0.95 | 0.0012 | 0.000 | 110 | 1.62 | 2.24 | 316 | 37.9% | -0.05 | 0.0013 | -0.009 | |
| 83.45 | 88.90 | 163 | 37.0% | 0.94 | 0.0014 | 0.000 | 115 | 2.11 | 2.69 | 437 | 37.5% | -0.06 | 0.0015 | -0.010 | ||
| 80.00 | 84.45 | 55 | 37.5% | 0.93 | 0.0017 | -0.002 | 120 | 2.23 | 3.30 | 181 | 36.5% | -0.07 | 0.0018 | -0.012 | ||
| 75.40 | 80.35 | 67 | 36.3% | 0.92 | 0.0019 | -0.004 | 125 | 2.86 | 4.00 | 119 | 36.3% | -0.09 | 0.0020 | -0.013 | ||
| 71.55 | 76.40 | 92 | 36.2% | 0.91 | 0.0022 | -0.006 | 130 | 3.60 | 5.35 | 2 | 582 | 36.9% | -0.10 | 0.0023 | -0.015 | |
| 68.70 | 72.55 | 99 | 37.3% | 0.89 | 0.0024 | -0.008 | 135 | 4.70 | 6.10 | 461 | 36.8% | -0.12 | 0.0026 | -0.017 | ||
| 64.90 | 69.15 | 173 | 37.3% | 0.87 | 0.0027 | -0.010 | 140 | 4.50 | 7.05 | 3 | 1,235 | 35.2% | -0.14 | 0.0029 | -0.018 | |
| 62.60 | 65.10 | 147 | 37.9% | 0.85 | 0.0030 | -0.012 | 145 | 6.55 | 8.25 | 311 | 36.1% | -0.16 | 0.0032 | -0.020 | ||
| 58.75 | 61.55 | 11 | 443 | 37.3% | 0.84 | 0.0032 | -0.014 | 150 | 6.85 | 9.15 | 1,074 | 34.7% | -0.18 | 0.0035 | -0.022 | |
| 54.90 | 58.20 | 64 | 36.6% | 0.81 | 0.0035 | -0.016 | 155 | 9.30 | 10.70 | 1 | 997 | 35.7% | -0.20 | 0.0038 | -0.023 | |
| 52.00 | 55.10 | 2 | 235 | 36.8% | 0.79 | 0.0037 | -0.018 | 160 | 11.00 | 12.00 | 3 | 720 | 35.5% | -0.22 | 0.0041 | -0.025 |
| 49.00 | 51.60 | 583 | 36.4% | 0.77 | 0.0040 | -0.020 | 165 | 8.40 | 15.90 | 1 | 979 | 33.9% | -0.25 | 0.0044 | -0.026 | |
| 46.20 | 48.95 | 3 | 276 | 36.6% | 0.75 | 0.0042 | -0.021 | 170 | 13.15 | 16.70 | 600 | 35.2% | -0.27 | 0.0047 | -0.028 | |
| 43.60 | 45.70 | 2 | 152 | 36.4% | 0.72 | 0.0044 | -0.023 | 175 | 16.00 | 18.65 | 548 | 35.7% | -0.30 | 0.0049 | -0.029 | |
| 40.50 | 43.15 | 11 | 841 | 36.1% | 0.70 | 0.0046 | -0.024 | 180 | 16.70 | 19.65 | 34 | 1,489 | 33.9% | -0.33 | 0.0052 | -0.030 |
| 38.20 | 40.30 | 5 | 585 | 36.0% | 0.68 | 0.0048 | -0.025 | 185 | 18.25 | 23.90 | 10 | 707 | 34.6% | -0.35 | 0.0054 | -0.031 |
| 34.70 | 37.80 | 2 | 564 | 35.2% | 0.65 | 0.0049 | -0.026 | 190 | 22.85 | 24.40 | 959 | 34.7% | -0.38 | 0.0057 | -0.032 | |
| 32.55 | 35.40 | 50 | 209 | 35.2% | 0.63 | 0.0050 | -0.027 | 195 | 24.20 | 27.90 | 900 | 34.5% | -0.41 | 0.0059 | -0.033 | |
| 31.25 | 33.00 | 21 | 1,839 | 35.5% | 0.60 | 0.0052 | -0.028 | 200 | 27.95 | 29.80 | 3 | 1,311 | 34.6% | -0.44 | 0.0060 | -0.034 |
| 28.40 | 31.05 | 117 | 35.1% | 0.58 | 0.0052 | -0.029 | 205 | 30.70 | 32.50 | 202 | 632 | 34.4% | -0.47 | 0.0062 | -0.034 | |
| 26.15 | 30.45 | 4 | 1,809 | 35.6% | 0.55 | 0.0053 | -0.029 | 210 | 33.70 | 35.35 | 1 | 571 | 34.2% | -0.50 | 0.0064 | -0.035 |
| 22.55 | 26.95 | 499 | 33.6% | 0.53 | 0.0053 | -0.029 | 215 | 35.55 | 39.05 | 891 | 33.7% | -0.53 | 0.0065 | -0.035 | ||
| 22.55 | 25.45 | 5 | 1,063 | 34.7% | 0.51 | 0.0054 | -0.030 | 220 | 37.00 | 42.25 | 3 | 510 | 32.5% | -0.56 | 0.0066 | -0.035 |
| 20.40 | 25.15 | 20 | 343 | 35.1% | 0.48 | 0.0054 | -0.030 | 225 | 43.50 | 46.90 | 229 | 35.2% | -0.58 | 0.0067 | -0.035 | |
| 19.50 | 22.35 | 5 | 2,143 | 34.7% | 0.46 | 0.0053 | -0.030 | 230 | 45.55 | 50.05 | 2 | 1,141 | 34.0% | -0.61 | 0.0068 | -0.035 |
| 18.80 | 20.30 | 107 | 34.8% | 0.44 | 0.0053 | -0.030 | 235 | 50.35 | 52.65 | 232 | 34.0% | -0.64 | 0.0068 | -0.035 | ||
| 15.10 | 20.00 | 11 | 1,907 | 34.0% | 0.42 | 0.0052 | -0.029 | 240 | 54.20 | 56.85 | 463 | 34.3% | -0.67 | 0.0069 | -0.035 | |
| 15.10 | 18.10 | 479 | 34.3% | 0.40 | 0.0052 | -0.029 | 245 | 58.05 | 60.90 | 72 | 34.4% | -0.70 | 0.0070 | -0.035 | ||
| 15.65 | 15.95 | 199 | 2,175 | 34.7% | 0.38 | 0.0051 | -0.029 | 250 | 61.75 | 64.10 | 536 | 33.5% | -0.72 | 0.0070 | -0.035 | |
| 13.90 | 16.50 | 67 | 35.3% | 0.36 | 0.0050 | -0.028 | 255 | 66.00 | 70.30 | 53 | 35.3% | -0.75 | 0.0070 | -0.034 | ||
| 12.95 | 14.30 | 1 | 658 | 34.6% | 0.34 | 0.0049 | -0.028 | 260 | 70.40 | 74.20 | 805 | 35.3% | -0.78 | 0.0070 | -0.034 | |
| 10.80 | 14.50 | 1 | 121 | 34.6% | 0.32 | 0.0048 | -0.027 | 265 | 74.75 | 77.80 | 20 | 34.8% | -0.80 | 0.0072 | -0.034 | |
| 9.90 | 12.65 | 3 | 655 | 33.9% | 0.30 | 0.0047 | -0.027 | 270 | 78.50 | 82.65 | 2,457 | 34.6% | -0.83 | 0.0071 | -0.033 | |
| 9.05 | 12.75 | 1 | 200 | 34.5% | 0.29 | 0.0046 | -0.026 | 275 | 83.25 | 86.35 | 27 | 34.0% | -0.85 | 0.0070 | -0.032 | |
| 9.45 | 11.45 | 14 | 1,056 | 35.0% | 0.27 | 0.0044 | -0.026 | 280 | 87.75 | 92.05 | 149 | 35.4% | -0.88 | 0.0070 | -0.033 | |
| 9.00 | 10.25 | 158 | 34.8% | 0.26 | 0.0043 | -0.025 | 285 | 92.40 | 96.40 | 87 | 35.1% | -0.90 | 0.0071 | -0.033 | ||
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 — Jan 21, 2028
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