BMY catena di opzioni Bristol-Myers Squibb Company
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 ±7.9% (54.44–63.72) · ATM IV 33.1% · P/C open interest 0.64
| 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 | |
| 22.25 | 25.85 | 1.00 | 0.0006 | 0.000 | 35 | 0 | 0.0500 | 5 | 73.7% | -0.00 | 0.0006 | -0.001 | ||||
| 17.30 | 20.95 | 7 | 1.00 | 0.0015 | 0.000 | 40 | 0 | 0.0200 | 2,003 | 50.9% | -0.00 | 0.0015 | -0.002 | |||
| 12.35 | 15.85 | 8 | 0.99 | 0.0043 | -0.002 | 45 | 0 | 0.0800 | 12 | 48 | 43.9% | -0.01 | 0.0043 | -0.004 | ||
| 9.65 | 11.25 | 41.3% | 0.96 | 0.0126 | -0.007 | 49 | 0 | 0.6100 | 7 | 47.6% | -0.04 | 0.0127 | -0.008 | |||
| 8.75 | 9.90 | 16 | 28.6% | 0.95 | 0.0166 | -0.009 | 50 | 0.1200 | 0.2500 | 13 | 2,359 | 38.6% | -0.05 | 0.0166 | -0.010 | |
| 7.70 | 9.45 | 39.0% | 0.93 | 0.0215 | -0.012 | 51 | 0.1300 | 0.1900 | 18 | 33.9% | -0.07 | 0.0216 | -0.013 | |||
| 6.85 | 8.50 | 38.2% | 0.90 | 0.0274 | -0.015 | 52 | 0 | 0.3600 | 2 | 31.3% | -0.10 | 0.0275 | -0.016 | |||
| 6.45 | 8.20 | 40.2% | 0.89 | 0.0306 | -0.017 | 52.5 | 0.2200 | 0.5100 | 1 | 274 | 35.7% | -0.11 | 0.0309 | -0.018 | ||
| 6.05 | 7.80 | 40.4% | 0.87 | 0.0340 | -0.019 | 53 | 0.3100 | 0.5700 | 35.8% | -0.13 | 0.0344 | -0.020 | ||||
| 5.25 | 6.90 | 39.1% | 0.83 | 0.0412 | -0.023 | 54 | 0.4800 | 0.5800 | 5 | 33.8% | -0.17 | 0.0416 | -0.023 | |||
| 4.50 | 5.25 | 91 | 30.2% | 0.79 | 0.0485 | -0.026 | 55 | 0.7000 | 0.7900 | 206 | 7,315 | 33.8% | -0.21 | 0.0490 | -0.027 | |
| 4.15 | 4.50 | 33.8% | 0.73 | 0.0554 | -0.030 | 56 | 0.9200 | 1.16 | 33 | 34.2% | -0.27 | 0.0560 | -0.030 | |||
| 3.55 | 3.95 | 35.2% | 0.67 | 0.0613 | -0.033 | 57 | 1.20 | 1.49 | 9 | 33.7% | -0.33 | 0.0620 | -0.033 | |||
| 3.20 | 3.40 | 2 | 395 | 33.0% | 0.64 | 0.0637 | -0.034 | 57.5 | 1.48 | 1.56 | 31 | 7,104 | 33.5% | -0.36 | 0.0646 | -0.034 |
| 2.91 | 3.20 | 33.7% | 0.61 | 0.0657 | -0.035 | 58 | 1.59 | 1.98 | 1 | 34.3% | -0.39 | 0.0667 | -0.035 | |||
| 2.32 | 2.63 | 6 | 33.1% | 0.54 | 0.0683 | -0.036 | 59 | 1.98 | 2.35 | 135 | 33.1% | -0.46 | 0.0695 | -0.036 | ||
| 1.92 | 2.03 | 637 | 2,127 | 32.6% | 0.47 | 0.0689 | -0.036 | 60 | 2.65 | 2.72 | 131 | 5,312 | 32.8% | -0.53 | 0.0703 | -0.036 |
| 1.44 | 1.75 | 244 | 32.9% | 0.41 | 0.0674 | -0.035 | 61 | 3.10 | 3.50 | 33.0% | -0.60 | 0.0690 | -0.035 | |||
| 1.00 | 1.34 | 16 | 31.5% | 0.34 | 0.0640 | -0.033 | 62 | 3.75 | 4.20 | 33.1% | -0.67 | 0.0659 | -0.033 | |||
| 1.03 | 1.14 | 233 | 3,727 | 32.5% | 0.31 | 0.0617 | -0.032 | 62.5 | 4.15 | 4.60 | 3,517 | 33.9% | -0.70 | 0.0638 | -0.032 | |
| 0.7700 | 1.00 | 128 | 31.3% | 0.29 | 0.0591 | -0.030 | 63 | 4.50 | 5.35 | 36.9% | -0.73 | 0.0613 | -0.031 | |||
| 0.6600 | 0.7700 | 11 | 32.2% | 0.23 | 0.0532 | -0.027 | 64 | 4.70 | 6.10 | 31.6% | -0.78 | 0.0556 | -0.028 | |||
| 0.5100 | 0.6200 | 269 | 23.9K | 32.9% | 0.19 | 0.0468 | -0.024 | 65 | 6.10 | 6.90 | 398 | 37.2% | -0.83 | 0.0494 | -0.025 | |
| 0.3600 | 0.4500 | 7 | 32.4% | 0.15 | 0.0402 | -0.021 | 66 | 6.45 | 7.90 | 33.2% | -0.87 | 0.0431 | -0.021 | |||
| 0.2200 | 0.4700 | 6 | 33.9% | 0.12 | 0.0340 | -0.018 | 67 | 7.25 | 8.80 | 31.3% | -0.90 | 0.0372 | -0.018 | |||
| 0.2500 | 0.3800 | 28 | 1,638 | 34.4% | 0.10 | 0.0311 | -0.016 | 67.5 | 8.15 | 9.30 | 100 | 39.2% | -0.92 | 0.0343 | -0.017 | |
| 0.1400 | 0.4500 | 7 | 35.2% | 0.09 | 0.0283 | -0.015 | 68 | 8.20 | 9.75 | 31.7% | -0.93 | 0.0318 | -0.016 | |||
| 0.0800 | 0.3800 | 35.6% | 0.07 | 0.0234 | -0.013 | 69 | 9.10 | 10.70 | -0.95 | 0.0262 | -0.013 | |||||
| 0.1200 | 0.2000 | 29 | 7,898 | 35.1% | 0.06 | 0.0193 | -0.011 | 70 | 10.15 | 11.80 | 67 | 36.6% | -0.97 | 0.0236 | -0.011 | |
| 0.0300 | 0.6200 | 4 | 44.0% | 0.05 | 0.0158 | -0.009 | 71 | 10.75 | 12.80 | -0.98 | 0.0178 | -0.009 | ||||
| 0.0600 | 0.2300 | 5 | 38.9% | 0.04 | 0.0130 | -0.007 | 72 | 11.35 | 14.90 | 48.4% | -0.99 | 0.0116 | -0.008 | |||
| 0.0600 | 0.1400 | 13 | 2,411 | 37.3% | 0.03 | 0.0118 | -0.007 | 72.5 | 11.85 | 15.40 | 49.6% | -0.99 | 0.0090 | -0.007 | ||
| 0 | 0.2000 | 38.4% | 0.03 | 0.0107 | -0.006 | 73 | 12.35 | 15.05 | -1.00 | 0.0058 | -0.007 | |||||
| 0.0300 | 0.1400 | 1,954 | 41.2% | 0.02 | 0.0073 | -0.005 | 75 | 13.90 | 17.90 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.1300 | 111 | 44.0% | 0.01 | 0.0047 | -0.003 | 77.5 | 16.75 | 20.40 | 59.1% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.1200 | 245 | 47.7% | 0.01 | 0.0031 | -0.002 | 80 | 19.25 | 22.90 | 64.4% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0100 | 114 | 42.2% | 0.00 | 0.0014 | -0.001 | 85 | 24.25 | 27.90 | 74.2% | -1.00 | 0.0000 | -0.007 | |||
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