BAC catena di opzioni Bank of America Corporation
Cboe delayed options data · aggiornato al 19:03 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 ±5.6% (47.74–53.36) · ATM IV 23.6% · P/C open interest 1.05
| 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 | |
| 19.10 | 22.50 | 4 | 94.0% | 1.00 | 0.0003 | 0.000 | 30 | 0 | 0.0700 | 679 | 79.4% | -0.00 | 0.0003 | -0.000 | ||
| 14.05 | 17.50 | 7 | 63.6% | 1.00 | 0.0012 | 0.000 | 35 | 0 | 0.0300 | 1 | 1,466 | 52.2% | -0.00 | 0.0013 | -0.001 | |
| 12.25 | 17.20 | 30 | 46.7% | 1.00 | 0.0017 | 0.000 | 36 | 0 | 2.13 | 101 | 112.8% | -0.00 | 0.0017 | -0.001 | ||
| 10.10 | 13.35 | 2 | 0.99 | 0.0047 | -0.001 | 39 | 0 | 0.0800 | 3,200 | 43.8% | -0.01 | 0.0048 | -0.003 | |||
| 10.00 | 11.65 | 210 | 46.3% | 0.98 | 0.0068 | -0.002 | 40 | 0.0100 | 0.0500 | 10 | 2,451 | 38.5% | -0.02 | 0.0068 | -0.003 | |
| 8.50 | 11.55 | 4 | 54.1% | 0.98 | 0.0093 | -0.003 | 41 | 0 | 0.1100 | 308 | 38.4% | -0.02 | 0.0094 | -0.004 | ||
| 7.80 | 10.40 | 7 | 52.3% | 0.97 | 0.0125 | -0.004 | 42 | 0 | 0.0700 | 589 | 32.3% | -0.03 | 0.0126 | -0.005 | ||
| 7.15 | 8.60 | 80 | 36.8% | 0.96 | 0.0167 | -0.005 | 43 | 0.0300 | 0.1100 | 1,031 | 32.4% | -0.04 | 0.0168 | -0.006 | ||
| 6.45 | 7.75 | 43 | 42.3% | 0.95 | 0.0227 | -0.006 | 44 | 0.0800 | 0.1100 | 42 | 1,439 | 30.5% | -0.05 | 0.0229 | -0.007 | |
| 5.80 | 6.50 | 155 | 38.9% | 0.93 | 0.0316 | -0.008 | 45 | 0.1200 | 0.1500 | 17 | 5,697 | 28.7% | -0.07 | 0.0319 | -0.009 | |
| 4.90 | 5.65 | 1,077 | 37.3% | 0.90 | 0.0440 | -0.011 | 46 | 0.1900 | 0.2200 | 413 | 17.7K | 27.5% | -0.10 | 0.0445 | -0.012 | |
| 3.95 | 4.75 | 2 | 179 | 33.7% | 0.85 | 0.0596 | -0.014 | 47 | 0.3000 | 0.3300 | 229 | 8,140 | 26.4% | -0.15 | 0.0604 | -0.015 |
| 3.10 | 3.75 | 92 | 29.6% | 0.78 | 0.0772 | -0.017 | 48 | 0.4800 | 0.5000 | 353 | 2,520 | 25.7% | -0.22 | 0.0784 | -0.018 | |
| 2.41 | 2.80 | 22 | 244 | 27.0% | 0.70 | 0.0941 | -0.020 | 49 | 0.7000 | 0.7500 | 236 | 9,893 | 24.7% | -0.30 | 0.0959 | -0.021 |
| 1.79 | 1.87 | 188 | 2,883 | 24.1% | 0.60 | 0.1077 | -0.022 | 50 | 1.04 | 1.09 | 1,513 | 27.2K | 24.0% | -0.41 | 0.1102 | -0.023 |
| 1.27 | 1.29 | 481 | 572 | 23.5% | 0.49 | 0.1145 | -0.022 | 51 | 1.52 | 1.54 | 1,752 | 552 | 23.6% | -0.52 | 0.1180 | -0.023 |
| 0.8400 | 0.8500 | 2,059 | 705 | 23.0% | 0.38 | 0.1114 | -0.021 | 52 | 2.05 | 2.16 | 28 | 20 | 23.1% | -0.64 | 0.1163 | -0.021 |
| 0.6600 | 0.6900 | 841 | 7,315 | 22.8% | 0.32 | 0.1061 | -0.019 | 52.5 | 2.39 | 2.47 | 350 | 11.0K | 22.7% | -0.70 | 0.1117 | -0.020 |
| 0.5200 | 0.5500 | 78 | 87 | 22.7% | 0.27 | 0.0987 | -0.018 | 53 | 2.39 | 2.94 | 10 | 2 | 19.6% | -0.75 | 0.1050 | -0.019 |
| 0.3100 | 0.3500 | 68 | 515 | 22.7% | 0.18 | 0.0799 | -0.014 | 54 | 3.15 | 3.70 | 4 | 2 | -0.84 | 0.0877 | -0.015 | |
| 0.1900 | 0.2000 | 1,353 | 14.1K | 22.8% | 0.12 | 0.0601 | -0.011 | 55 | 4.45 | 4.55 | 39 | 14.8K | 22.4% | -0.91 | 0.0697 | -0.012 |
| 0.1000 | 0.1400 | 131 | 40 | 23.3% | 0.08 | 0.0432 | -0.008 | 56 | 4.70 | 6.05 | 1 | -0.96 | 0.0558 | -0.009 | ||
| 0.0600 | 0.0800 | 150 | 38 | 23.6% | 0.05 | 0.0301 | -0.006 | 57 | 5.55 | 6.95 | -0.99 | 0.0249 | -0.007 | |||
| 0.0500 | 0.0700 | 218 | 14.6K | 24.2% | 0.04 | 0.0249 | -0.005 | 57.5 | 6.45 | 7.10 | 176 | 2,060 | -1.00 | 0.0080 | -0.006 | |
| 0 | 0.1100 | 45 | 25.2% | 0.03 | 0.0206 | -0.004 | 58 | 6.15 | 8.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1000 | 4 | 28 | 27.3% | 0.02 | 0.0141 | -0.003 | 59 | 6.95 | 9.40 | -1.00 | 0.0000 | -0.006 | |||
| 0.0100 | 0.0200 | 62 | 19.6K | 25.0% | 0.02 | 0.0100 | -0.002 | 60 | 8.70 | 9.55 | 1 | 3,321 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0800 | 31.1% | 0.01 | 0.0074 | -0.002 | 61 | 8.60 | 11.40 | -1.00 | 0.0000 | -0.006 | |||||
| 0.0100 | 0.0600 | 1 | 4 | 32.8% | 0.01 | 0.0057 | -0.002 | 62 | 9.75 | 12.40 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0100 | 1,562 | 14.0K | 26.7% | 0.01 | 0.0051 | -0.001 | 62.5 | 11.05 | 12.55 | 1 | 1,268 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0800 | 35.6% | 0.01 | 0.0046 | -0.001 | 63 | 10.85 | 13.40 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0700 | 37.1% | 0.01 | 0.0038 | -0.001 | 64 | 11.70 | 14.40 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0100 | 25 | 17.7K | 31.1% | 0.01 | 0.0032 | -0.001 | 65 | 13.60 | 14.65 | 11 | 1,128 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0700 | 6 | 4,962 | 44.1% | 0.00 | 0.0022 | -0.001 | 67.5 | 15.90 | 18.10 | 57.8% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.0100 | 6,144 | 39.3% | 0.00 | 0.0016 | -0.001 | 70 | 17.45 | 20.80 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0700 | 752 | 53.4% | 0.00 | 0.0012 | -0.001 | 72.5 | 19.90 | 23.30 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0100 | 4,954 | 46.8% | 0.00 | 0.0009 | -0.001 | 75 | 22.45 | 25.80 | -1.00 | 0.0000 | -0.006 | ||||
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