CB catena di opzioni Chubb Limited
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 ±5.4% (337.47–376.07) · ATM IV 22.9% · P/C open interest 0.72
| 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 | |
| 146.00 | 150.60 | 1 | 61.2% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 1.10 | 1 | 63.1% | -0.00 | 0.0000 | -0.001 | ||
| 136.00 | 140.60 | 1.00 | 0.0000 | 0.000 | 220 | 0 | 0.5000 | 6 | 74.4% | -0.00 | 0.0000 | -0.001 | ||||
| 126.00 | 130.80 | 1.00 | 0.0000 | 0.000 | 230 | 0 | 5.00 | 5 | 101.4% | -0.00 | 0.0000 | -0.001 | ||||
| 121.00 | 125.80 | 1.00 | 0.0000 | 0.000 | 235 | 0 | 5.00 | 24 | 97.4% | -0.00 | 0.0000 | -0.002 | ||||
| 116.00 | 120.80 | 1.00 | 0.0001 | 0.000 | 240 | 0 | 0.0500 | 11 | 48.3% | -0.00 | 0.0001 | -0.002 | ||||
| 111.00 | 115.80 | 1.00 | 0.0001 | 0.000 | 245 | 0 | 5.00 | 3 | 89.5% | -0.00 | 0.0001 | -0.002 | ||||
| 106.00 | 111.00 | 55.0% | 1.00 | 0.0001 | 0.000 | 250 | 0 | 0.7500 | 6 | 50.5% | -0.00 | 0.0001 | -0.003 | |||
| 101.00 | 106.00 | 53.3% | 1.00 | 0.0001 | 0.000 | 255 | 0 | 4.90 | 3 | 22 | 81.8% | -0.00 | 0.0001 | -0.004 | ||
| 96.00 | 100.90 | 1 | 42.8% | 1.00 | 0.0002 | 0.000 | 260 | 0 | 0.7500 | 43 | 248 | 42.1% | -0.00 | 0.0002 | -0.004 | |
| 91.00 | 96.00 | 46.7% | 1.00 | 0.0002 | 0.000 | 265 | 0 | 0.1500 | 40 | 36 | 41.7% | -0.00 | 0.0002 | -0.006 | ||
| 86.00 | 91.00 | 45.0% | 1.00 | 0.0003 | 0.000 | 270 | 0 | 4.90 | 2 | 9 | 70.7% | -0.00 | 0.0003 | -0.007 | ||
| 81.00 | 86.00 | 1 | 41.8% | 0.99 | 0.0004 | 0.000 | 275 | 0 | 4.90 | 52 | 11 | 67.0% | -0.01 | 0.0004 | -0.009 | |
| 76.00 | 81.00 | 38.7% | 0.99 | 0.0005 | -0.001 | 280 | 0 | 4.90 | 7 | 63.5% | -0.01 | 0.0005 | -0.011 | |||
| 71.50 | 75.90 | 1 | 35.6% | 0.99 | 0.0007 | -0.004 | 285 | 0 | 4.90 | 22 | 59.9% | -0.01 | 0.0007 | -0.014 | ||
| 66.50 | 70.90 | 17 | 32.6% | 0.99 | 0.0009 | -0.009 | 290 | 0.0500 | 0.8000 | 20 | 212 | 37.1% | -0.01 | 0.0009 | -0.017 | |
| 61.50 | 65.90 | 1 | 31.1% | 0.98 | 0.0012 | -0.013 | 295 | 0 | 1.50 | 48 | 40.2% | -0.02 | 0.0012 | -0.021 | ||
| 56.50 | 60.70 | 11 | 29.4% | 0.98 | 0.0016 | -0.019 | 300 | 0.1500 | 0.9000 | 5 | 354 | 34.8% | -0.02 | 0.0016 | -0.026 | |
| 51.50 | 56.30 | 3 | 30.9% | 0.97 | 0.0021 | -0.026 | 305 | 0.2000 | 1.60 | 6 | 26 | 31.8% | -0.03 | 0.0022 | -0.033 | |
| 46.50 | 51.30 | 21 | 25.8% | 0.96 | 0.0028 | -0.034 | 310 | 0.3000 | 0.8000 | 10 | 206 | 29.7% | -0.04 | 0.0028 | -0.041 | |
| 42.00 | 46.30 | 3 | 25.8% | 0.95 | 0.0037 | -0.044 | 315 | 0.4500 | 1.15 | 21 | 73 | 29.2% | -0.05 | 0.0037 | -0.050 | |
| 37.00 | 41.70 | 5 | 17 | 25.7% | 0.93 | 0.0048 | -0.056 | 320 | 0.5500 | 1.05 | 20 | 154 | 26.4% | -0.07 | 0.0048 | -0.061 |
| 32.50 | 36.80 | 13 | 24.2% | 0.91 | 0.0061 | -0.069 | 325 | 0.8500 | 1.60 | 33 | 159 | 26.2% | -0.10 | 0.0062 | -0.074 | |
| 28.00 | 32.50 | 65 | 24.5% | 0.87 | 0.0077 | -0.084 | 330 | 1.30 | 1.95 | 47 | 282 | 25.2% | -0.13 | 0.0078 | -0.088 | |
| 24.00 | 27.30 | 2 | 45 | 23.9% | 0.83 | 0.0096 | -0.100 | 335 | 1.45 | 3.20 | 23 | 1,526 | 24.8% | -0.17 | 0.0097 | -0.104 |
| 19.60 | 23.00 | 5 | 85 | 22.7% | 0.78 | 0.0116 | -0.115 | 340 | 2.60 | 4.50 | 19 | 143 | 25.6% | -0.22 | 0.0117 | -0.119 |
| 16.40 | 19.20 | 8 | 420 | 23.3% | 0.72 | 0.0136 | -0.130 | 345 | 2.70 | 4.40 | 22 | 1,562 | 22.7% | -0.28 | 0.0138 | -0.134 |
| 13.40 | 16.30 | 6 | 192 | 24.0% | 0.65 | 0.0153 | -0.141 | 350 | 5.30 | 7.80 | 25 | 163 | 23.1% | -0.35 | 0.0156 | -0.145 |
| 11.00 | 12.80 | 17 | 152 | 23.1% | 0.57 | 0.0165 | -0.149 | 355 | 6.50 | 8.30 | 56 | 62 | 22.8% | -0.43 | 0.0169 | -0.152 |
| 7.80 | 11.00 | 17 | 340 | 23.3% | 0.49 | 0.0170 | -0.150 | 360 | 9.40 | 11.20 | 21 | 52 | 22.5% | -0.52 | 0.0174 | -0.154 |
| 5.00 | 7.90 | 11 | 990 | 22.1% | 0.41 | 0.0166 | -0.145 | 365 | 11.90 | 15.50 | 2 | 2 | 24.8% | -0.60 | 0.0172 | -0.149 |
| 4.40 | 6.10 | 8 | 1,834 | 23.4% | 0.33 | 0.0155 | -0.135 | 370 | 15.10 | 18.50 | 6 | 23.5% | -0.68 | 0.0162 | -0.140 | |
| 3.00 | 4.00 | 18 | 471 | 22.4% | 0.26 | 0.0138 | -0.121 | 375 | 18.50 | 22.50 | 24.3% | -0.76 | 0.0146 | -0.126 | ||
| 2.20 | 3.10 | 488 | 1,717 | 23.0% | 0.20 | 0.0118 | -0.106 | 380 | 23.00 | 26.50 | 2 | 24.5% | -0.82 | 0.0127 | -0.111 | |
| 0.7500 | 3.00 | 18 | 168 | 23.1% | 0.15 | 0.0099 | -0.090 | 385 | 26.60 | 31.00 | 2 | 24.8% | -0.87 | 0.0108 | -0.095 | |
| 0.5000 | 2.00 | 57 | 251 | 22.9% | 0.12 | 0.0080 | -0.076 | 390 | 31.80 | 35.50 | 26.0% | -0.91 | 0.0091 | -0.082 | ||
| 0.5000 | 2.20 | 4 | 10 | 25.9% | 0.09 | 0.0064 | -0.062 | 395 | 35.80 | 40.00 | 26.6% | -0.94 | 0.0074 | -0.069 | ||
| 0.1500 | 1.90 | 28 | 25 | 24.4% | 0.07 | 0.0051 | -0.051 | 400 | 40.50 | 45.00 | 26.0% | -0.97 | 0.0065 | -0.057 | ||
| 0.1000 | 0.8000 | 2 | 170 | 24.6% | 0.05 | 0.0040 | -0.042 | 405 | 45.40 | 50.00 | 27.6% | -0.99 | 0.0042 | -0.048 | ||
| 0.2500 | 0.4000 | 1 | 2 | 24.6% | 0.04 | 0.0031 | -0.034 | 410 | 51.50 | 55.00 | 2 | 33.3% | -1.00 | 0.0020 | -0.039 | |
| 0 | 4.90 | 1 | 40.9% | 0.03 | 0.0024 | -0.028 | 415 | 55.10 | 59.90 | 31.8% | -1.00 | 0.0003 | -0.039 | |||
| 0 | 2.10 | 151 | 34.4% | 0.02 | 0.0019 | -0.022 | 420 | 60.30 | 65.00 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 4.90 | 3 | 45.5% | 0.02 | 0.0015 | -0.018 | 425 | 65.40 | 70.00 | 34.2% | -1.00 | 0.0000 | -0.039 | |||
| 0 | 2.15 | 24 | 319 | 25.8% | 0.01 | 0.0012 | -0.015 | 430 | 70.10 | 75.00 | 36.9% | -1.00 | 0.0000 | -0.039 | ||
| 0 | 4.90 | 7 | 52.0% | 0.01 | 0.0007 | -0.010 | 440 | 80.40 | 85.00 | 39.7% | -1.00 | 0.0000 | -0.039 | |||
| 0 | 4.90 | 1 | 56.0% | 0.01 | 0.0005 | -0.007 | 450 | 90.40 | 95.00 | 41.6% | -1.00 | 0.0000 | -0.039 | |||
| 0 | 1.00 | 43.9% | 0.00 | 0.0003 | -0.005 | 460 | 100.40 | 105.00 | 44.9% | -1.00 | 0.0000 | -0.039 | ||||
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.