BX catena di opzioni Blackstone Inc.
Cboe delayed options data · aggiornato al 15:34 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 ±10.0% (96.59–118.09) · ATM IV 42.0% · P/C open interest 4.24
| 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 | |
| 51.15 | 53.70 | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.3500 | 93 | 108.3% | -0.01 | 0.0006 | -0.007 | ||||
| 46.05 | 48.70 | 1.00 | 0.0002 | 0.000 | 60 | 0 | 0.1500 | 83 | 84.7% | -0.01 | 0.0008 | -0.009 | ||||
| 41.10 | 43.75 | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.4800 | 32 | 87.9% | -0.01 | 0.0013 | -0.011 | ||||
| 36.10 | 38.75 | 1.00 | 0.0008 | -0.001 | 70 | 0 | 0.2000 | 333 | 66.5% | -0.02 | 0.0019 | -0.014 | ||||
| 31.20 | 33.75 | 4 | 0.99 | 0.0014 | -0.004 | 75 | 0.0500 | 0.5800 | 261 | 68.8% | -0.02 | 0.0029 | -0.017 | |||
| 26.30 | 29.05 | 1 | 54.3% | 0.99 | 0.0027 | -0.009 | 80 | 0.0500 | 0.5600 | 406 | 57.7% | -0.04 | 0.0046 | -0.022 | ||
| 21.50 | 24.00 | 50.2% | 0.97 | 0.0054 | -0.018 | 85 | 0.3300 | 0.4100 | 9 | 180 | 49.4% | -0.06 | 0.0075 | -0.030 | ||
| 17.05 | 19.30 | 16 | 52.6% | 0.94 | 0.0108 | -0.036 | 90 | 0.7800 | 0.9100 | 2 | 1,308 | 48.7% | -0.11 | 0.0122 | -0.043 | |
| 12.55 | 14.45 | 70 | 45.9% | 0.86 | 0.0188 | -0.060 | 95 | 1.49 | 1.65 | 450 | 1,368 | 46.4% | -0.18 | 0.0186 | -0.060 | |
| 11.70 | 13.20 | 42.6% | 0.84 | 0.0204 | -0.064 | 96 | 1.49 | 2.29 | 47.3% | -0.20 | 0.0199 | -0.064 | ||||
| 10.85 | 13.15 | 47.1% | 0.82 | 0.0222 | -0.069 | 97 | 1.72 | 2.39 | 46.3% | -0.23 | 0.0213 | -0.067 | ||||
| 10.25 | 12.05 | 46.0% | 0.79 | 0.0238 | -0.073 | 98 | 1.93 | 2.65 | 45.8% | -0.25 | 0.0226 | -0.070 | ||||
| 9.55 | 11.35 | 46.3% | 0.77 | 0.0253 | -0.076 | 99 | 2.18 | 2.76 | 44.6% | -0.27 | 0.0239 | -0.073 | ||||
| 8.65 | 10.40 | 179 | 44.1% | 0.74 | 0.0268 | -0.080 | 100 | 2.65 | 2.88 | 1 | 19.0K | 44.3% | -0.30 | 0.0252 | -0.075 | |
| 8.35 | 9.65 | 45.5% | 0.72 | 0.0280 | -0.083 | 101 | 2.77 | 3.35 | 43.8% | -0.32 | 0.0264 | -0.078 | ||||
| 7.45 | 9.00 | 44.4% | 0.69 | 0.0292 | -0.085 | 102 | 3.10 | 3.70 | 43.4% | -0.35 | 0.0275 | -0.080 | ||||
| 6.95 | 8.05 | 43.4% | 0.66 | 0.0302 | -0.086 | 103 | 3.45 | 4.10 | 43.1% | -0.38 | 0.0285 | -0.082 | ||||
| 6.25 | 7.40 | 42.7% | 0.62 | 0.0310 | -0.087 | 104 | 3.85 | 4.55 | 43.0% | -0.41 | 0.0294 | -0.083 | ||||
| 6.05 | 6.40 | 1 | 151 | 42.3% | 0.59 | 0.0316 | -0.088 | 105 | 4.55 | 4.75 | 12 | 5,318 | 42.9% | -0.44 | 0.0301 | -0.084 |
| 5.30 | 6.25 | 42.9% | 0.56 | 0.0320 | -0.088 | 106 | 4.80 | 5.50 | 42.9% | -0.47 | 0.0306 | -0.084 | ||||
| 4.95 | 5.35 | 1 | 41.8% | 0.53 | 0.0322 | -0.087 | 107 | 5.15 | 6.05 | 42.2% | -0.50 | 0.0310 | -0.084 | |||
| 4.25 | 5.00 | 1 | 41.3% | 0.50 | 0.0322 | -0.086 | 108 | 5.80 | 6.60 | 42.6% | -0.53 | 0.0312 | -0.084 | |||
| 3.90 | 4.75 | 42.3% | 0.47 | 0.0319 | -0.085 | 109 | 6.40 | 7.15 | 42.5% | -0.56 | 0.0312 | -0.083 | ||||
| 3.65 | 3.95 | 7 | 974 | 41.3% | 0.43 | 0.0315 | -0.083 | 110 | 7.10 | 7.50 | 11 | 3,127 | 41.7% | -0.59 | 0.0310 | -0.081 |
| 3.00 | 3.75 | 40.8% | 0.40 | 0.0309 | -0.081 | 111 | 7.60 | 8.45 | 42.4% | -0.62 | 0.0306 | -0.080 | ||||
| 2.69 | 3.35 | 8 | 40.7% | 0.37 | 0.0302 | -0.078 | 112 | 7.95 | 9.15 | 41.1% | -0.65 | 0.0300 | -0.077 | |||
| 2.36 | 3.00 | 40.4% | 0.35 | 0.0293 | -0.075 | 113 | 8.60 | 9.85 | 40.8% | -0.68 | 0.0293 | -0.075 | ||||
| 2.18 | 2.69 | 40.8% | 0.32 | 0.0283 | -0.072 | 114 | 9.70 | 10.55 | 42.4% | -0.70 | 0.0284 | -0.072 | ||||
| 1.98 | 2.29 | 15 | 1,236 | 40.4% | 0.29 | 0.0272 | -0.069 | 115 | 10.25 | 11.50 | 1 | 4,261 | 42.5% | -0.73 | 0.0273 | -0.069 |
| 1.69 | 2.55 | 42.5% | 0.27 | 0.0260 | -0.066 | 116 | 10.85 | 12.45 | 42.5% | -0.76 | 0.0262 | -0.065 | ||||
| 1.49 | 2.44 | 1 | 43.2% | 0.24 | 0.0248 | -0.062 | 117 | 11.60 | 13.25 | 42.4% | -0.78 | 0.0249 | -0.062 | |||
| 1.30 | 2.12 | 42.7% | 0.22 | 0.0234 | -0.059 | 118 | 12.35 | 14.10 | 42.3% | -0.80 | 0.0236 | -0.058 | ||||
| 1.12 | 1.94 | 42.7% | 0.20 | 0.0221 | -0.055 | 119 | 12.65 | 14.85 | 38.5% | -0.82 | 0.0222 | -0.054 | ||||
| 1.05 | 1.22 | 39 | 966 | 40.1% | 0.18 | 0.0208 | -0.052 | 120 | 13.60 | 15.65 | 2,392 | 38.6% | -0.84 | 0.0207 | -0.050 | |
| 0.8100 | 1.67 | 43.2% | 0.16 | 0.0194 | -0.048 | 121 | 14.15 | 16.55 | 35.9% | -0.86 | 0.0193 | -0.046 | ||||
| 0.7400 | 1.00 | 40.0% | 0.15 | 0.0181 | -0.045 | 122 | 15.05 | 17.45 | 35.6% | -0.88 | 0.0178 | -0.042 | ||||
| 0.4700 | 0.6500 | 13 | 1,805 | 39.8% | 0.10 | 0.0143 | -0.035 | 125 | 18.10 | 20.10 | 2 | 1,331 | 36.4% | -0.92 | 0.0137 | -0.031 |
| 0.2100 | 0.4000 | 18 | 1,318 | 40.8% | 0.06 | 0.0091 | -0.023 | 130 | 22.50 | 24.95 | 727 | -0.96 | 0.0081 | -0.017 | ||
| 0.1000 | 0.2400 | 6 | 1,455 | 42.1% | 0.03 | 0.0057 | -0.015 | 135 | 27.35 | 29.75 | 724 | -0.98 | 0.0045 | -0.008 | ||
| 0.0500 | 0.3900 | 7 | 964 | 49.4% | 0.02 | 0.0036 | -0.010 | 140 | 32.30 | 35.25 | 1,287 | -0.99 | 0.0025 | -0.003 | ||
| 0 | 0.4700 | 8 | 1,158 | 55.1% | 0.01 | 0.0023 | -0.007 | 145 | 37.25 | 40.20 | 473 | -1.00 | 0.0015 | 0.000 | ||
| 0.0100 | 0.1000 | 12 | 1,402 | 48.7% | 0.01 | 0.0016 | -0.005 | 150 | 42.05 | 45.15 | 467 | -1.00 | 0.0009 | 0.000 | ||
| 0 | 0.4600 | 1,172 | 64.3% | 0.01 | 0.0011 | -0.004 | 155 | 46.75 | 50.20 | 26.5K | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.0300 | 979 | 49.2% | 0.00 | 0.0008 | -0.003 | 160 | 52.35 | 55.05 | 12 | -1.00 | 0.0004 | 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 — 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