BX catena di opzioni Blackstone Inc.
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 ±29.5% (96.68–177.63) · ATM IV 37.8% · P/C open interest 4.00
| 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 | |
| 65.50 | 69.60 | 0.98 | 0.0014 | 0.000 | 70 | 1.26 | 1.89 | 1 | 47.4% | -0.05 | 0.0016 | -0.008 | ||||
| 61.00 | 65.05 | 0.96 | 0.0018 | -0.001 | 75 | 1.45 | 2.43 | 3 | 45.6% | -0.06 | 0.0020 | -0.009 | ||||
| 56.55 | 61.00 | 40.2% | 0.95 | 0.0023 | -0.003 | 80 | 2.10 | 2.86 | 8 | 44.6% | -0.08 | 0.0024 | -0.011 | |||
| 52.00 | 56.00 | 37.2% | 0.93 | 0.0028 | -0.006 | 85 | 2.68 | 3.50 | 43.5% | -0.09 | 0.0029 | -0.013 | ||||
| 48.00 | 52.00 | 38.4% | 0.91 | 0.0033 | -0.008 | 90 | 3.55 | 4.45 | 43.1% | -0.11 | 0.0034 | -0.014 | ||||
| 44.00 | 48.10 | 38.4% | 0.88 | 0.0039 | -0.010 | 95 | 4.25 | 5.20 | 1 | 41.7% | -0.14 | 0.0040 | -0.016 | |||
| 40.50 | 44.00 | 2 | 38.1% | 0.85 | 0.0044 | -0.012 | 100 | 5.15 | 6.55 | 41.1% | -0.16 | 0.0046 | -0.017 | |||
| 36.50 | 40.50 | 1 | 37.4% | 0.83 | 0.0050 | -0.014 | 105 | 6.70 | 7.55 | 3 | 40.6% | -0.19 | 0.0052 | -0.019 | ||
| 33.50 | 37.00 | 37.6% | 0.80 | 0.0056 | -0.016 | 110 | 7.75 | 9.00 | 183 | 39.6% | -0.22 | 0.0057 | -0.020 | |||
| 30.00 | 34.00 | 37.2% | 0.76 | 0.0061 | -0.018 | 115 | 9.50 | 11.05 | 39.8% | -0.26 | 0.0062 | -0.021 | ||||
| 28.75 | 30.50 | 38.3% | 0.73 | 0.0066 | -0.020 | 120 | 11.10 | 12.55 | 4 | 38.8% | -0.29 | 0.0067 | -0.022 | |||
| 25.80 | 27.95 | 38.1% | 0.69 | 0.0071 | -0.021 | 125 | 13.30 | 14.20 | 13 | 38.2% | -0.33 | 0.0072 | -0.023 | |||
| 23.25 | 24.90 | 37.5% | 0.65 | 0.0074 | -0.022 | 130 | 15.55 | 17.15 | 12 | 38.7% | -0.37 | 0.0075 | -0.024 | |||
| 20.80 | 22.50 | 37.2% | 0.62 | 0.0077 | -0.023 | 135 | 17.95 | 19.70 | 15 | 38.5% | -0.41 | 0.0078 | -0.024 | |||
| 18.35 | 20.30 | 2 | 36.8% | 0.58 | 0.0079 | -0.024 | 140 | 20.60 | 22.10 | 38.0% | -0.44 | 0.0080 | -0.024 | |||
| 16.50 | 18.20 | 4 | 36.7% | 0.54 | 0.0081 | -0.024 | 145 | 23.15 | 25.25 | 7 | 37.9% | -0.48 | 0.0082 | -0.024 | ||
| 14.50 | 16.35 | 36.3% | 0.50 | 0.0081 | -0.025 | 150 | 26.60 | 28.25 | 38.1% | -0.52 | 0.0083 | -0.024 | ||||
| 12.95 | 14.65 | 5 | 36.3% | 0.47 | 0.0081 | -0.025 | 155 | 29.75 | 31.50 | 38.0% | -0.56 | 0.0083 | -0.023 | |||
| 11.40 | 13.15 | 12 | 36.1% | 0.43 | 0.0081 | -0.024 | 160 | 33.05 | 34.90 | 1 | 37.8% | -0.59 | 0.0083 | -0.022 | ||
| 10.10 | 11.75 | 13 | 36.0% | 0.40 | 0.0079 | -0.024 | 165 | 36.45 | 38.45 | 9 | 37.6% | -0.63 | 0.0082 | -0.021 | ||
| 8.80 | 10.50 | 2 | 35.8% | 0.37 | 0.0078 | -0.023 | 170 | 40.15 | 42.20 | 37.7% | -0.66 | 0.0081 | -0.021 | |||
| 7.80 | 9.40 | 15 | 35.8% | 0.34 | 0.0075 | -0.022 | 175 | 42.85 | 46.95 | 37.5% | -0.69 | 0.0079 | -0.019 | |||
| 6.75 | 8.40 | 4 | 35.6% | 0.31 | 0.0073 | -0.022 | 180 | 47.35 | 50.95 | 38.2% | -0.73 | 0.0077 | -0.018 | |||
| 6.05 | 7.55 | 2 | 35.8% | 0.28 | 0.0070 | -0.021 | 185 | 51.00 | 55.00 | 37.7% | -0.75 | 0.0075 | -0.017 | |||
| 5.30 | 6.80 | 5 | 35.8% | 0.26 | 0.0067 | -0.020 | 190 | 55.50 | 59.50 | 38.6% | -0.78 | 0.0072 | -0.016 | |||
| 4.80 | 6.10 | 36.0% | 0.24 | 0.0064 | -0.019 | 195 | 60.00 | 63.50 | 38.6% | -0.81 | 0.0069 | -0.014 | ||||
| 4.20 | 5.50 | 36.0% | 0.22 | 0.0060 | -0.018 | 200 | 64.00 | 68.00 | 38.5% | -0.83 | 0.0066 | -0.013 | ||||
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 17, 2027
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.