BBY catena di opzioni Best Buy Co., Inc.

Scadenza Cboe delayed options data · aggiornato al 15:33 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 ±6.4% (82.40–93.70) · ATM IV 36.8% · P/C open interest 1.02

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
41.30	44.50				1.00	0.0000	-0.008	45	0	1.15		254	200.8%	-0.00	0.0001	-0.001
38.80	42.00				1.00	0.0000	-0.008	47.5	0	1.60		136	200.7%	-0.00	0.0001	-0.001
36.30	39.40		13		1.00	0.0000	-0.008	50	0	0.9500		621	166.2%	-0.00	0.0002	-0.001
34.20	36.70		11		1.00	0.0000	-0.007	52.5	0	0.7500		54	146.5%	-0.00	0.0003	-0.002
31.30	34.40		74		1.00	0.0000	-0.007	55	0	0.7500		439	134.9%	-0.00	0.0004	-0.002
28.80	31.90		17		1.00	0.0000	-0.007	57.5	0	0.1000		142	89.3%	-0.00	0.0006	-0.003
26.30	29.60		110		1.00	0.0001	-0.006	60	0	0.7500		622	113.1%	-0.00	0.0010	-0.004
23.80	26.70		216		1.00	0.0006	-0.004	62.5	0	0.1000		107	73.1%	-0.01	0.0015	-0.006
21.50	24.20		225		1.00	0.0014	-0.003	65	0	0.8000		428	93.9%	-0.01	0.0023	-0.008
18.90	21.70		1,612		0.99	0.0027	-0.002	67.5	0.0500	0.1000		142	61.4%	-0.01	0.0035	-0.012
16.30	19.40		1,079		0.99	0.0044	-0.003	70	0	0.4500		819	65.5%	-0.02	0.0055	-0.016
13.90	16.90		501		0.98	0.0066	-0.008	72.5	0.0500	0.7500		134	64.8%	-0.04	0.0086	-0.022
12.90	13.70		328	56.4%	0.96	0.0103	-0.017	75	0.0500	0.8000		1,685	56.3%	-0.06	0.0135	-0.031
10.50	13.30				0.95	0.0126	-0.021	76	0.0500	0.8000		89	52.5%	-0.07	0.0162	-0.035
9.50	12.50				0.94	0.0152	-0.025	77	0.1000	0.7500		47	48.7%	-0.08	0.0192	-0.040
9.80	11.50		800	39.9%	0.94	0.0168	-0.028	77.5	0.2000	1.05		1,953	52.5%	-0.09	0.0209	-0.042
8.70	11.60		127	38.2%	0.93	0.0186	-0.031	78	0.0500	0.7500		206	44.1%	-0.10	0.0228	-0.044
7.70	10.30		17		0.91	0.0224	-0.037	79	0.2500	0.8000		32	43.8%	-0.12	0.0269	-0.050
6.90	9.40		777	31.7%	0.89	0.0269	-0.043	80	0.5000	0.9000	1	7,280	44.0%	-0.15	0.0314	-0.056
6.20	8.60		12	37.5%	0.86	0.0319	-0.050	81	0.4000	1.05		6	40.3%	-0.18	0.0364	-0.062
6.20	7.00	4	14	38.6%	0.83	0.0375	-0.058	82	0.5000	1.40		8	40.3%	-0.22	0.0416	-0.068
5.80	6.90		2,899	41.9%	0.81	0.0404	-0.061	82.5	0.7500	1.35	1	283	39.8%	-0.24	0.0443	-0.070
4.70	6.80		3	37.5%	0.79	0.0434	-0.065	83	0.8500	1.60		40	40.4%	-0.26	0.0469	-0.073
3.80	5.80		74	33.8%	0.75	0.0492	-0.072	84	1.05	1.95		14	39.7%	-0.31	0.0518	-0.078
3.20	5.20		1,151	35.8%	0.70	0.0546	-0.079	85	1.35	2.00	1	213	36.7%	-0.36	0.0560	-0.082
2.80	4.00		30	33.5%	0.64	0.0590	-0.084	86	1.50	2.85	3	152	37.8%	-0.42	0.0590	-0.084
2.10	3.50		58	33.3%	0.58	0.0620	-0.087	87	1.85	3.50		14	38.1%	-0.48	0.0605	-0.085
2.35	3.20	1	531	36.9%	0.55	0.0628	-0.088	87.5	2.10	3.80		92	38.3%	-0.51	0.0606	-0.085
2.00	2.90		58	35.8%	0.51	0.0632	-0.089	88	2.30	4.10		190	37.9%	-0.54	0.0603	-0.084
1.35	2.40		221	34.1%	0.45	0.0627	-0.089	89	2.85	4.80			38.3%	-0.60	0.0586	-0.082
1.50	1.80	4	686	36.5%	0.39	0.0603	-0.087	90	3.40	5.80		59	40.2%	-0.65	0.0555	-0.078
0.8000	1.75		7	35.7%	0.34	0.0567	-0.083	91	4.30	6.50			41.8%	-0.70	0.0515	-0.073
0.6000	1.30			34.9%	0.29	0.0522	-0.078	92	4.80	7.30			40.4%	-0.75	0.0469	-0.068
0.5000	1.25		123	35.7%	0.27	0.0497	-0.075	92.5	5.50	7.40		21	40.7%	-0.77	0.0446	-0.065
0.4500	1.20		8	36.7%	0.24	0.0472	-0.073	93	5.50	8.10			39.9%	-0.78	0.0422	-0.062
0.3000	1.00		8	37.1%	0.21	0.0422	-0.067	94	6.70	8.90		1	43.6%	-0.82	0.0375	-0.056
0.2500	0.5500		3,216	34.6%	0.17	0.0373	-0.061	95	7.30	10.00		10	44.0%	-0.85	0.0330	-0.050
0.1500	0.7500		1	39.1%	0.15	0.0327	-0.055	96	8.10	10.80			42.6%	-0.87	0.0289	-0.044
0.1500	0.7500		29	42.2%	0.12	0.0285	-0.050	97	9.20	12.10			50.6%	-0.89	0.0253	-0.039
0.1000	0.8000		47	43.7%	0.11	0.0266	-0.047	97.5	9.50	12.70			51.0%	-0.90	0.0236	-0.037
0.1000	0.7500		9	44.5%	0.11	0.0248	-0.045	98	10.50	12.30			47.3%	-0.90	0.0220	-0.034
0.0500	0.7500		17	46.5%	0.09	0.0215	-0.040	99	11.50	14.10			60.3%	-0.92	0.0192	-0.030
0.1000	0.2500		741	40.8%	0.08	0.0187	-0.036	100	11.60	14.90		1,296	48.1%	-0.93	0.0167	-0.026
0	0.1500		289	45.1%	0.04	0.0093	-0.021	105	16.80	19.60		4	58.6%	-0.97	0.0084	-0.010
0	0.6500		239	70.5%	0.02	0.0049	-0.013	110	21.90	24.70			74.4%	-0.98	0.0045	-0.001
0	0.0500		1,137	55.0%	0.01	0.0027	-0.008	115	26.80	29.90			87.4%	-0.99	0.0025	0.000
0	0.0500		13	62.4%	0.01	0.0016	-0.005	120	31.70	34.90			95.5%	-0.99	0.0015	0.000
0	0.7500		157	102.3%	0.00	0.0010	-0.004	125	36.70	39.80			102.6%	-0.99	0.0009	0.000
0	0.8000			112.2%	0.00	0.0006	-0.003	130	41.70	44.80			111.6%	-1.00	0.0006	0.000

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 — Sep 18, 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.

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BBY catena di opzioni Best Buy Co., Inc.

Volatility smile — Sep 18, 2026

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