CAVA catena di opzioni CAVA Group, Inc.
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 ±7.8% (58.28–68.12) · ATM IV 46.3% · P/C open interest 1.04
| 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 | |
| 25.65 | 27.85 | 173 | 1.00 | 0.0002 | 0.000 | 35 | 0 | 0.0100 | 112 | 94.7% | -0.00 | 0.0002 | -0.001 | |||
| 20.45 | 22.70 | 46 | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.0800 | 792 | 92.9% | -0.00 | 0.0008 | -0.002 | |||
| 16.10 | 17.85 | 85 | 65.9% | 0.99 | 0.0030 | -0.004 | 45 | 0 | 0.0800 | 691 | 70.3% | -0.01 | 0.0030 | -0.006 | ||
| 11.00 | 12.85 | 43 | 0.97 | 0.0101 | -0.016 | 50 | 0.0100 | 0.4500 | 1 | 1,181 | 68.2% | -0.03 | 0.0102 | -0.017 | ||
| 6.45 | 8.00 | 469 | 44.4% | 0.88 | 0.0304 | -0.040 | 55 | 0.0900 | 0.4500 | 27 | 1,096 | 45.1% | -0.12 | 0.0307 | -0.041 | |
| 3.15 | 3.60 | 101 | 165 | 44.1% | 0.65 | 0.0620 | -0.070 | 60 | 1.49 | 1.78 | 61 | 1,678 | 49.0% | -0.35 | 0.0626 | -0.070 |
| 2.55 | 3.00 | 1 | 1 | 43.8% | 0.59 | 0.0659 | -0.073 | 61 | 1.88 | 2.22 | 7 | 51 | 48.7% | -0.42 | 0.0666 | -0.073 |
| 2.00 | 2.62 | 204 | 466 | 44.8% | 0.52 | 0.0677 | -0.074 | 62 | 2.35 | 2.72 | 64 | 114 | 48.5% | -0.49 | 0.0686 | -0.075 |
| 1.68 | 2.06 | 44.9% | 0.45 | 0.0674 | -0.073 | 63 | 2.80 | 3.30 | 4 | 53 | 47.7% | -0.55 | 0.0683 | -0.074 | ||
| 1.36 | 1.62 | 1 | 34 | 44.9% | 0.39 | 0.0650 | -0.071 | 64 | 3.45 | 3.95 | 8 | 56 | 48.4% | -0.62 | 0.0660 | -0.072 |
| 1.06 | 1.30 | 44 | 270 | 45.1% | 0.33 | 0.0610 | -0.067 | 65 | 4.15 | 4.65 | 13 | 1,170 | 48.9% | -0.68 | 0.0620 | -0.068 |
| 0.8200 | 1.03 | 20 | 2 | 45.3% | 0.28 | 0.0558 | -0.062 | 66 | 4.70 | 5.40 | 14 | 47.1% | -0.73 | 0.0568 | -0.063 | |
| 0.6100 | 0.8200 | 13 | 279 | 45.5% | 0.23 | 0.0500 | -0.057 | 67 | 5.65 | 6.50 | 2 | 55 | 53.2% | -0.78 | 0.0510 | -0.058 |
| 0.4800 | 0.6500 | 291 | 46.2% | 0.19 | 0.0441 | -0.051 | 68 | 6.00 | 7.90 | 35 | 55.2% | -0.82 | 0.0451 | -0.052 | ||
| 0.2800 | 0.5300 | 196 | 45.5% | 0.16 | 0.0384 | -0.046 | 69 | 6.85 | 8.95 | 49 | 58.6% | -0.85 | 0.0396 | -0.046 | ||
| 0.2500 | 0.4000 | 75 | 1,049 | 46.5% | 0.13 | 0.0332 | -0.041 | 70 | 8.10 | 9.30 | 3 | 3,291 | 57.2% | -0.88 | 0.0344 | -0.041 |
| 0.1500 | 0.4100 | 3 | 78 | 48.4% | 0.11 | 0.0284 | -0.036 | 71 | 8.60 | 10.70 | 2 | 5 | 59.8% | -0.91 | 0.0301 | -0.036 |
| 0.0100 | 0.2700 | 13 | 103 | 44.4% | 0.09 | 0.0243 | -0.032 | 72 | 9.45 | 11.45 | 4 | 56.0% | -0.93 | 0.0262 | -0.033 | |
| 0.0600 | 0.2000 | 11 | 46.9% | 0.07 | 0.0207 | -0.028 | 73 | 10.60 | 12.40 | 2 | 61.8% | -0.94 | 0.0227 | -0.030 | ||
| 0.0100 | 0.1500 | 17 | 45.7% | 0.06 | 0.0176 | -0.024 | 74 | 11.40 | 13.15 | 4 | 52.7% | -0.96 | 0.0204 | -0.028 | ||
| 0 | 0.1300 | 40 | 1,242 | 46.8% | 0.05 | 0.0149 | -0.021 | 75 | 13.05 | 14.55 | 2 | 2,736 | 80.6% | -0.97 | 0.0179 | -0.025 |
| 0 | 0.1500 | 4 | 50.6% | 0.04 | 0.0127 | -0.019 | 76 | 13.40 | 15.70 | 74.6% | -0.98 | 0.0153 | -0.022 | |||
| 0.0400 | 0.1400 | 5 | 54.9% | 0.04 | 0.0108 | -0.016 | 77 | 14.45 | 16.60 | 76.8% | -0.98 | 0.0127 | -0.017 | |||
| 0 | 0.2800 | 108 | 62.2% | 0.03 | 0.0092 | -0.014 | 78 | 15.35 | 17.60 | 77.6% | -0.99 | 0.0094 | -0.015 | |||
| 0 | 0.0900 | 15 | 54.1% | 0.03 | 0.0079 | -0.013 | 79 | 16.40 | 18.80 | 86.8% | -0.99 | 0.0064 | -0.013 | |||
| 0 | 0.1400 | 10 | 2,017 | 60.2% | 0.02 | 0.0068 | -0.011 | 80 | 18.10 | 19.10 | 15 | 85 | 90.0% | -1.00 | 0.0040 | -0.011 |
| 0 | 0.1100 | 1 | 60.5% | 0.02 | 0.0058 | -0.010 | 81 | 18.30 | 20.70 | 88.2% | -1.00 | 0.0023 | -0.011 | |||
| 0 | 0.1100 | 62.8% | 0.02 | 0.0050 | -0.009 | 82 | 19.35 | 21.70 | 92.5% | -1.00 | 0.0012 | -0.011 | ||||
| 0.0100 | 0.1000 | 23 | 65.0% | 0.01 | 0.0043 | -0.008 | 83 | 20.35 | 22.70 | 95.5% | -1.00 | 0.0003 | -0.011 | |||
| 0 | 0.1000 | 3 | 66.4% | 0.01 | 0.0037 | -0.007 | 84 | 21.45 | 23.70 | 100.9% | -1.00 | 0.0000 | -0.011 | |||
| 0.0200 | 0.1300 | 14 | 744 | 72.6% | 0.01 | 0.0032 | -0.006 | 85 | 22.60 | 24.40 | 22 | 99.8% | -1.00 | 0.0000 | -0.011 | |
| 0 | 0.0900 | 859 | 77.8% | 0.01 | 0.0017 | -0.003 | 90 | 27.45 | 29.70 | 23 | 117.4% | -1.00 | 0.0000 | -0.011 | ||
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.
callput