BAC catena di opzioni Bank of America Corporation
Cboe delayed options data · aggiornato al 18:34 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 ±5.6% (47.94–53.58) · ATM IV 23.7% · 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 | 1.00 | 0.0003 | 0.000 | 30 | 0 | 0.0700 | 679 | 79.9% | -0.00 | 0.0003 | -0.000 | |||
| 14.05 | 17.30 | 7 | 1.00 | 0.0012 | 0.000 | 35 | 0 | 0.0300 | 1 | 1,466 | 52.7% | -0.00 | 0.0012 | -0.001 | ||
| 12.45 | 17.40 | 30 | 47.6% | 1.00 | 0.0016 | 0.000 | 36 | 0 | 2.13 | 101 | 113.6% | -0.00 | 0.0016 | -0.001 | ||
| 10.10 | 13.35 | 2 | 0.99 | 0.0044 | -0.001 | 39 | 0 | 0.0800 | 3,200 | 44.4% | -0.01 | 0.0044 | -0.002 | |||
| 10.00 | 11.65 | 210 | 0.99 | 0.0063 | -0.002 | 40 | 0.0100 | 0.0500 | 10 | 2,451 | 39.0% | -0.01 | 0.0064 | -0.003 | ||
| 8.70 | 11.35 | 4 | 42.6% | 0.98 | 0.0088 | -0.003 | 41 | 0 | 0.1100 | 308 | 39.0% | -0.02 | 0.0089 | -0.004 | ||
| 7.80 | 10.40 | 7 | 43.5% | 0.97 | 0.0119 | -0.004 | 42 | 0 | 0.0700 | 589 | 32.8% | -0.03 | 0.0120 | -0.005 | ||
| 7.15 | 8.60 | 80 | 0.96 | 0.0159 | -0.005 | 43 | 0.0300 | 0.1100 | 1,031 | 33.0% | -0.04 | 0.0160 | -0.006 | |||
| 6.45 | 7.75 | 43 | 34.6% | 0.95 | 0.0214 | -0.006 | 44 | 0.0700 | 0.1000 | 42 | 1,439 | 30.4% | -0.05 | 0.0216 | -0.007 | |
| 5.95 | 6.50 | 155 | 35.4% | 0.94 | 0.0295 | -0.008 | 45 | 0.1100 | 0.1400 | 16 | 5,697 | 28.9% | -0.07 | 0.0298 | -0.009 | |
| 5.10 | 5.65 | 1,077 | 35.4% | 0.91 | 0.0412 | -0.010 | 46 | 0.1700 | 0.1900 | 398 | 17.7K | 27.3% | -0.10 | 0.0415 | -0.011 | |
| 4.15 | 4.80 | 2 | 179 | 32.8% | 0.86 | 0.0563 | -0.013 | 47 | 0.2700 | 0.3000 | 226 | 8,140 | 26.4% | -0.14 | 0.0570 | -0.014 |
| 3.30 | 3.75 | 92 | 28.4% | 0.80 | 0.0737 | -0.017 | 48 | 0.4400 | 0.4500 | 352 | 2,520 | 25.6% | -0.20 | 0.0748 | -0.017 | |
| 2.62 | 2.80 | 22 | 244 | 26.4% | 0.72 | 0.0908 | -0.020 | 49 | 0.6600 | 0.6900 | 235 | 9,893 | 24.9% | -0.29 | 0.0925 | -0.021 |
| 1.94 | 2.04 | 188 | 2,883 | 24.8% | 0.62 | 0.1053 | -0.022 | 50 | 0.9900 | 1.01 | 1,513 | 27.2K | 24.2% | -0.39 | 0.1076 | -0.022 |
| 1.37 | 1.40 | 411 | 572 | 23.6% | 0.51 | 0.1137 | -0.022 | 51 | 1.42 | 1.45 | 1,739 | 552 | 23.7% | -0.50 | 0.1170 | -0.023 |
| 0.9200 | 0.9300 | 1,945 | 705 | 23.0% | 0.40 | 0.1126 | -0.021 | 52 | 1.90 | 2.03 | 25 | 20 | 22.8% | -0.62 | 0.1171 | -0.022 |
| 0.7300 | 0.7800 | 838 | 7,315 | 23.0% | 0.34 | 0.1082 | -0.020 | 52.5 | 2.24 | 2.34 | 336 | 11.0K | 22.6% | -0.67 | 0.1135 | -0.021 |
| 0.5800 | 0.6200 | 77 | 87 | 22.9% | 0.29 | 0.1017 | -0.018 | 53 | 2.38 | 2.70 | 10 | 2 | 20.2% | -0.73 | 0.1077 | -0.019 |
| 0.3500 | 0.3900 | 68 | 515 | 22.8% | 0.20 | 0.0839 | -0.015 | 54 | 3.15 | 3.55 | 4 | 2 | 19.8% | -0.83 | 0.0912 | -0.016 |
| 0.2100 | 0.2200 | 1,333 | 14.1K | 22.6% | 0.13 | 0.0639 | -0.011 | 55 | 4.25 | 4.35 | 39 | 14.8K | 21.6% | -0.90 | 0.0733 | -0.013 |
| 0.1200 | 0.1400 | 131 | 40 | 22.9% | 0.09 | 0.0464 | -0.009 | 56 | 4.70 | 6.05 | 1 | 28.3% | -0.95 | 0.0591 | -0.010 | |
| 0.0800 | 0.0900 | 96 | 38 | 23.8% | 0.06 | 0.0326 | -0.006 | 57 | 5.35 | 6.95 | -0.99 | 0.0309 | -0.007 | |||
| 0.0500 | 0.0700 | 218 | 14.6K | 23.6% | 0.05 | 0.0270 | -0.005 | 57.5 | 6.45 | 6.90 | 176 | 2,060 | -1.00 | 0.0147 | -0.006 | |
| 0 | 0.1100 | 45 | 24.6% | 0.04 | 0.0224 | -0.004 | 58 | 6.15 | 8.40 | 29.9% | -1.00 | 0.0026 | -0.006 | |||
| 0 | 0.1000 | 4 | 28 | 26.7% | 0.02 | 0.0155 | -0.003 | 59 | 6.95 | 9.40 | -1.00 | 0.0000 | -0.006 | |||
| 0.0100 | 0.0200 | 52 | 19.6K | 24.5% | 0.02 | 0.0110 | -0.002 | 60 | 8.70 | 9.40 | 1 | 3,321 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0800 | 30.5% | 0.01 | 0.0081 | -0.002 | 61 | 8.60 | 11.40 | -1.00 | 0.0000 | -0.006 | |||||
| 0.0100 | 0.0600 | 1 | 4 | 32.1% | 0.01 | 0.0063 | -0.002 | 62 | 9.75 | 12.40 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0200 | 1,560 | 14.0K | 28.3% | 0.01 | 0.0057 | -0.002 | 62.5 | 11.05 | 12.55 | 1 | 1,268 | 44.5% | -1.00 | 0.0000 | -0.006 |
| 0 | 0.0800 | 35.0% | 0.01 | 0.0051 | -0.002 | 63 | 10.85 | 13.40 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0700 | 36.5% | 0.01 | 0.0042 | -0.001 | 64 | 11.70 | 14.40 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0100 | 25 | 17.7K | 30.7% | 0.01 | 0.0036 | -0.001 | 65 | 13.60 | 14.35 | 11 | 1,128 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0700 | 6 | 4,962 | 43.6% | 0.00 | 0.0025 | -0.001 | 67.5 | 16.10 | 17.90 | 68.6% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.0200 | 6,144 | 41.7% | 0.00 | 0.0018 | -0.001 | 70 | 17.85 | 20.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0100 | 752 | 42.7% | 0.00 | 0.0013 | -0.001 | 72.5 | 19.90 | 22.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0100 | 4,954 | 46.3% | 0.00 | 0.0010 | -0.001 | 75 | 22.45 | 25.40 | -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