BAC catena di opzioni Bank of America Corporation
Cboe delayed options data · aggiornato al 17:03 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 ±5.5% (48.19–53.84) · 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 | |
| 19.25 | 22.30 | 4 | 1.00 | 0.0006 | 0.000 | 30 | 0 | 0.0700 | 679 | 80.4% | -0.00 | 0.0006 | -0.001 | |||
| 14.30 | 16.90 | 7 | 1.00 | 0.0016 | 0.000 | 35 | 0 | 0.0300 | 1 | 1,466 | 53.2% | -0.00 | 0.0016 | -0.001 | ||
| 10.90 | 19.45 | 30 | 45.1% | 0.99 | 0.0020 | 0.000 | 36 | 0 | 2.13 | 101 | 114.4% | -0.01 | 0.0020 | -0.002 | ||
| 10.45 | 13.60 | 2 | 0.99 | 0.0044 | -0.001 | 39 | 0 | 0.0800 | 3,200 | 45.0% | -0.01 | 0.0044 | -0.003 | |||
| 10.00 | 11.65 | 210 | 0.99 | 0.0060 | -0.002 | 40 | 0 | 0.0500 | 10 | 2,451 | 38.6% | -0.01 | 0.0061 | -0.003 | ||
| 8.90 | 10.85 | 4 | 0.98 | 0.0083 | -0.003 | 41 | 0 | 0.1100 | 308 | 39.6% | -0.02 | 0.0083 | -0.004 | |||
| 7.45 | 10.70 | 7 | 0.97 | 0.0112 | -0.004 | 42 | 0 | 0.0700 | 589 | 33.4% | -0.03 | 0.0113 | -0.005 | |||
| 7.15 | 8.60 | 80 | 0.97 | 0.0150 | -0.005 | 43 | 0.0200 | 0.1300 | 1,031 | 34.2% | -0.03 | 0.0152 | -0.006 | |||
| 6.45 | 7.75 | 43 | 0.95 | 0.0202 | -0.006 | 44 | 0.0700 | 0.1000 | 42 | 1,439 | 31.2% | -0.05 | 0.0205 | -0.007 | ||
| 6.10 | 6.50 | 155 | 28.0% | 0.94 | 0.0276 | -0.008 | 45 | 0.1100 | 0.1300 | 12 | 5,697 | 29.5% | -0.06 | 0.0280 | -0.009 | |
| 5.10 | 5.65 | 1,077 | 27.6% | 0.91 | 0.0381 | -0.010 | 46 | 0.1600 | 0.1800 | 397 | 17.7K | 27.8% | -0.09 | 0.0387 | -0.011 | |
| 4.25 | 4.80 | 2 | 179 | 28.3% | 0.87 | 0.0522 | -0.013 | 47 | 0.2500 | 0.2700 | 225 | 8,140 | 26.6% | -0.13 | 0.0530 | -0.013 |
| 3.50 | 3.75 | 92 | 26.0% | 0.82 | 0.0692 | -0.016 | 48 | 0.3900 | 0.4200 | 344 | 2,520 | 25.8% | -0.19 | 0.0702 | -0.017 | |
| 2.67 | 2.97 | 22 | 244 | 24.8% | 0.74 | 0.0868 | -0.019 | 49 | 0.6000 | 0.6200 | 105 | 9,893 | 24.9% | -0.26 | 0.0883 | -0.020 |
| 2.10 | 2.13 | 154 | 2,883 | 24.1% | 0.65 | 0.1024 | -0.021 | 50 | 0.8900 | 0.9300 | 1,261 | 27.2K | 24.3% | -0.36 | 0.1045 | -0.022 |
| 1.50 | 1.53 | 375 | 572 | 23.5% | 0.54 | 0.1129 | -0.022 | 51 | 1.30 | 1.33 | 1,107 | 552 | 23.7% | -0.47 | 0.1159 | -0.023 |
| 1.01 | 1.03 | 474 | 705 | 22.9% | 0.43 | 0.1148 | -0.021 | 52 | 1.79 | 1.85 | 12 | 20 | 22.9% | -0.59 | 0.1191 | -0.022 |
| 0.8100 | 0.8300 | 573 | 7,315 | 22.6% | 0.37 | 0.1117 | -0.020 | 52.5 | 2.10 | 2.15 | 300 | 11.0K | 22.7% | -0.65 | 0.1167 | -0.021 |
| 0.6400 | 0.6600 | 65 | 87 | 22.3% | 0.31 | 0.1061 | -0.019 | 53 | 2.38 | 2.67 | 9 | 2 | 23.7% | -0.70 | 0.1118 | -0.020 |
| 0.3900 | 0.4000 | 61 | 515 | 22.1% | 0.22 | 0.0891 | -0.016 | 54 | 3.15 | 3.30 | 4 | 2 | 22.2% | -0.81 | 0.0962 | -0.016 |
| 0.2300 | 0.2400 | 1,181 | 14.1K | 22.1% | 0.15 | 0.0687 | -0.012 | 55 | 4.05 | 4.25 | 34 | 14.8K | 24.4% | -0.89 | 0.0777 | -0.013 |
| 0.1300 | 0.1500 | 81 | 40 | 22.4% | 0.09 | 0.0496 | -0.009 | 56 | 4.70 | 6.05 | 1 | 34.6% | -0.95 | 0.0605 | -0.010 | |
| 0.0800 | 0.0900 | 87 | 38 | 23.0% | 0.06 | 0.0343 | -0.006 | 57 | 5.30 | 6.95 | 31.0% | -0.98 | 0.0331 | -0.007 | ||
| 0.0500 | 0.0700 | 217 | 14.6K | 22.8% | 0.05 | 0.0282 | -0.005 | 57.5 | 6.00 | 6.90 | 155 | 2,060 | -0.99 | 0.0167 | -0.007 | |
| 0 | 0.1100 | 45 | 23.8% | 0.04 | 0.0231 | -0.004 | 58 | 6.35 | 8.30 | 41.0% | -1.00 | 0.0062 | -0.006 | |||
| 0 | 0.1000 | 28 | 26.0% | 0.02 | 0.0156 | -0.003 | 59 | 7.35 | 9.25 | 43.9% | -1.00 | 0.0000 | -0.006 | |||
| 0.0100 | 0.0200 | 36 | 19.6K | 23.8% | 0.02 | 0.0108 | -0.002 | 60 | 8.70 | 9.05 | 1 | 3,321 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0800 | 29.8% | 0.01 | 0.0080 | -0.002 | 61 | 9.00 | 11.30 | 45.1% | -1.00 | 0.0000 | -0.006 | ||||
| 0.0100 | 0.0600 | 1 | 4 | 31.5% | 0.01 | 0.0062 | -0.002 | 62 | 10.35 | 12.30 | 54.7% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.0200 | 1,550 | 14.0K | 27.7% | 0.01 | 0.0056 | -0.002 | 62.5 | 11.05 | 12.55 | 1 | 1,268 | 55.4% | -1.00 | 0.0000 | -0.006 |
| 0 | 0.0800 | 34.3% | 0.01 | 0.0050 | -0.001 | 63 | 10.90 | 13.30 | 48.5% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0700 | 35.8% | 0.01 | 0.0042 | -0.001 | 64 | 11.90 | 14.30 | 51.2% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0100 | 5 | 17.7K | 30.1% | 0.01 | 0.0035 | -0.001 | 65 | 13.60 | 14.35 | 11 | 1,128 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0700 | 6 | 4,962 | 42.9% | 0.00 | 0.0024 | -0.001 | 67.5 | 16.10 | 17.60 | 71.8% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.0200 | 6,144 | 41.0% | 0.00 | 0.0018 | -0.001 | 70 | 17.90 | 20.30 | 66.3% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0100 | 752 | 42.1% | 0.00 | 0.0013 | -0.001 | 72.5 | 20.60 | 22.60 | 72.1% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0100 | 4,954 | 45.8% | 0.00 | 0.0010 | -0.001 | 75 | 23.20 | 25.10 | 80.8% | -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