CHWY catena di opzioni Chewy, 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 ±11.5% (18.36–23.15) · ATM IV 48.2% · P/C open interest 0.50
| 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 | |
| 7.90 | 9.35 | 3 | 131.6% | 0.99 | 0.0071 | -0.002 | 12.5 | 0 | 0.0600 | 1 | 2,590 | 84.5% | -0.01 | 0.0071 | -0.003 | |
| 7.30 | 8.80 | 113.4% | 0.98 | 0.0085 | -0.002 | 13 | 0 | 0.7500 | 134.6% | -0.02 | 0.0085 | -0.003 | ||||
| 6.50 | 7.90 | 115.0% | 0.98 | 0.0122 | -0.003 | 14 | 0 | 0.5200 | 106.2% | -0.02 | 0.0122 | -0.004 | ||||
| 5.50 | 6.95 | 9 | 101.5% | 0.97 | 0.0183 | -0.004 | 15 | 0.0200 | 0.0400 | 8 | 1,206 | 57.5% | -0.03 | 0.0184 | -0.004 | |
| 4.55 | 5.45 | 65.0% | 0.95 | 0.0292 | -0.005 | 16 | 0.0400 | 0.1100 | 5 | 56.8% | -0.05 | 0.0293 | -0.006 | |||
| 4.10 | 5.00 | 64.1% | 0.93 | 0.0372 | -0.006 | 16.5 | 0.0400 | 0.1800 | 56.2% | -0.07 | 0.0374 | -0.007 | ||||
| 3.75 | 4.45 | 62.1% | 0.91 | 0.0473 | -0.007 | 17 | 0.1200 | 0.1500 | 2 | 53.2% | -0.09 | 0.0475 | -0.008 | |||
| 3.40 | 3.65 | 849 | 49.2% | 0.89 | 0.0592 | -0.009 | 17.5 | 0.1800 | 0.2100 | 13 | 4,504 | 52.8% | -0.11 | 0.0595 | -0.010 | |
| 2.84 | 4.25 | 76.2% | 0.85 | 0.0724 | -0.011 | 18 | 0.2500 | 0.2800 | 4 | 51.8% | -0.15 | 0.0729 | -0.011 | |||
| 2.37 | 3.75 | 68.9% | 0.81 | 0.0863 | -0.013 | 18.5 | 0.3300 | 0.4200 | 32 | 52.0% | -0.19 | 0.0869 | -0.013 | |||
| 2.19 | 2.91 | 60.3% | 0.76 | 0.0999 | -0.015 | 19 | 0.4600 | 0.5100 | 4 | 50.8% | -0.24 | 0.1006 | -0.015 | |||
| 1.85 | 2.02 | 4 | 46.6% | 0.70 | 0.1121 | -0.016 | 19.5 | 0.5400 | 0.7200 | 2 | 50.0% | -0.30 | 0.1130 | -0.017 | ||
| 1.59 | 1.72 | 42 | 5,111 | 48.1% | 0.64 | 0.1219 | -0.018 | 20 | 0.7800 | 0.8700 | 14 | 2,193 | 50.2% | -0.36 | 0.1230 | -0.018 |
| 1.28 | 1.45 | 43 | 47.6% | 0.58 | 0.1285 | -0.018 | 20.5 | 0.9300 | 1.12 | 49.2% | -0.42 | 0.1299 | -0.019 | |||
| 1.09 | 1.17 | 196 | 47.9% | 0.51 | 0.1315 | -0.019 | 21 | 1.16 | 1.37 | 48.5% | -0.49 | 0.1331 | -0.019 | |||
| 0.8300 | 0.9900 | 7 | 47.6% | 0.45 | 0.1307 | -0.018 | 21.5 | 1.52 | 1.66 | 50.0% | -0.55 | 0.1326 | -0.019 | |||
| 0.6700 | 0.8000 | 20 | 47.8% | 0.39 | 0.1266 | -0.018 | 22 | 1.83 | 1.98 | 49.8% | -0.62 | 0.1288 | -0.018 | |||
| 0.5500 | 0.6500 | 78 | 3,607 | 48.5% | 0.33 | 0.1197 | -0.017 | 22.5 | 2.20 | 2.39 | 637 | 51.7% | -0.68 | 0.1222 | -0.017 | |
| 0.4400 | 0.5200 | 1 | 48.8% | 0.28 | 0.1108 | -0.016 | 23 | 2.40 | 2.70 | 46.1% | -0.73 | 0.1136 | -0.016 | |||
| 0.2900 | 0.4900 | 3 | 49.6% | 0.23 | 0.1005 | -0.014 | 23.5 | 2.98 | 4.30 | 79.1% | -0.78 | 0.1037 | -0.014 | |||
| 0.2700 | 0.3600 | 13 | 50.2% | 0.19 | 0.0894 | -0.013 | 24 | 3.25 | 4.70 | 77.4% | -0.82 | 0.0929 | -0.013 | |||
| 0.1700 | 0.3100 | 4 | 49.9% | 0.15 | 0.0782 | -0.011 | 24.5 | 3.70 | 5.15 | 80.3% | -0.86 | 0.0819 | -0.011 | |||
| 0.1600 | 0.1800 | 84 | 7,658 | 48.8% | 0.13 | 0.0675 | -0.010 | 25 | 4.25 | 4.50 | 107 | 54.2% | -0.89 | 0.0715 | -0.010 | |
| 0.0700 | 0.1900 | 1 | 49.0% | 0.10 | 0.0577 | -0.008 | 25.5 | 4.60 | 6.05 | 85.0% | -0.91 | 0.0621 | -0.008 | |||
| 0.0400 | 0.2000 | 51.4% | 0.08 | 0.0492 | -0.007 | 26 | 5.10 | 6.50 | 88.1% | -0.93 | 0.0538 | -0.007 | ||||
| 0.0300 | 0.1100 | 2 | 48.6% | 0.07 | 0.0420 | -0.006 | 26.5 | 5.55 | 6.55 | 78.0% | -0.95 | 0.0465 | -0.006 | |||
| 0 | 0.1900 | 54.9% | 0.06 | 0.0360 | -0.006 | 27 | 6.05 | 7.45 | 93.8% | -0.96 | 0.0413 | -0.006 | ||||
| 0.0300 | 0.1500 | 2 | 700 | 57.2% | 0.05 | 0.0311 | -0.005 | 27.5 | 6.55 | 7.90 | 65 | 96.3% | -0.97 | 0.0362 | -0.005 | |
| 0 | 0.5600 | 78.6% | 0.04 | 0.0270 | -0.005 | 28 | 7.05 | 8.45 | 101.6% | -0.98 | 0.0309 | -0.005 | ||||
| 0 | 0.1000 | 58.9% | 0.03 | 0.0208 | -0.004 | 29 | 8.05 | 9.45 | 108.8% | -0.99 | 0.0224 | -0.004 | ||||
| 0.0100 | 0.0300 | 1,107 | 55.5% | 0.03 | 0.0164 | -0.003 | 30 | 8.85 | 10.45 | 109.4% | -0.99 | 0.0140 | -0.003 | |||
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.